BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,820: 1,747 2,143 815 3,293 3,015 5,856 5,973: 965 847
Old : 6,820: 1,747 2,143 815 3,293 3,015 5,856 5,973: 965 847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,107: -333 -85 -184 -450 -784 -967 -1,053: -140 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 31.4 12.0 48.3 44.2 85.9 87.6: 14.1 12.4
Old : 100.0: 25.6 31.4 12.0 48.3 44.2 85.9 87.6: 14.1 12.4
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 : 35: 5 9 8 15 18 26 29:
Old : 35: 5 9 8 15 18 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 34.3 64.7 54.9 44.7 33.1 58.4 50.8
Old : 44.7 34.3 64.7 54.9 44.7 33.1 58.4 50.8
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, February 07, 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 : 52,635: 19,329 3,485 14,755 13,806 22,055 47,890 40,295: 4,745 12,340
Old : 52,635: 19,329 3,485 14,755 13,806 22,055 47,890 40,295: 4,745 12,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5,883: -1,293 -1,236 -1,859 -1,856 -1,992 -5,008 -5,087: -876 -797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 6.6 28.0 26.2 41.9 91.0 76.6: 9.0 23.4
Old : 100.0: 36.7 6.6 28.0 26.2 41.9 91.0 76.6: 9.0 23.4
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 : 85: 28 19 35 30 30 72 70:
Old : 85: 28 19 35 30 30 72 70:
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 : 38.0 26.0 51.1 39.1 36.4 23.5 42.9 31.3
Old : 38.0 26.0 51.1 39.1 36.4 23.5 42.9 31.3
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, February 07, 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 : 9,618: 865 684 2,623 5,463 5,749 8,950 9,056: 668 562
Old : 9,618: 865 684 2,623 5,463 5,749 8,950 9,056: 668 562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 104: -33 -147 130 25 293 123 276: -18 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.1 27.3 56.8 59.8 93.1 94.2: 6.9 5.8
Old : 100.0: 9.0 7.1 27.3 56.8 59.8 93.1 94.2: 6.9 5.8
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 : 42: 6 10 10 22 22 35 35:
Old : 42: 6 10 10 22 22 35 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 : 35.4 35.7 54.8 57.5 30.4 28.8 42.9 41.0
Old : 35.4 35.7 54.8 57.5 30.4 28.8 42.9 41.0
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, February 07, 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 : 300,082: 83,722 19,668 95,709 91,589 142,592 271,020 257,969: 29,062 42,113
Old : 288,378: 78,674 21,787 91,193 90,498 134,652 260,365 247,633: 28,013 40,746
Other: 11,703: 7,779 611 1,786 1,091 7,940 10,655 10,337: 1,048 1,367
: : :
: : Changes in Commitments from: January 31, 2017 :
: 20,918: 3,849 3,264 12,517 2,169 3,808 18,534 19,588: 2,384 1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 6.6 31.9 30.5 47.5 90.3 86.0: 9.7 14.0
Old : 100.0: 27.3 7.6 31.6 31.4 46.7 90.3 85.9: 9.7 14.1
Other: 100.0: 66.5 5.2 15.3 9.3 67.8 91.0 88.3: 9.0 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 129 72 133 89 92 282 250:
Old : 324: 127 77 133 89 92 282 250:
Other: 68: 19 12 17 19 29 45 53:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 20.6 22.4 29.8 12.3 19.6 20.4 26.7
Old : 12.6 20.3 21.8 28.7 11.7 19.3 19.6 25.5
Other: 62.9 50.0 72.2 62.6 61.5 48.2 67.2 56.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 388,877: 137,032 18,913 91,352 126,464 212,585 354,848 322,850: 34,029 66,027
Old : 388,877: 137,032 18,913 91,352 126,464 212,585 354,848 322,850: 34,029 66,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -35,159: -5,626 286 -27,439 -1,965 -5,079 -35,031 -32,233: -129 -2,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 4.9 23.5 32.5 54.7 91.2 83.0: 8.8 17.0
Old : 100.0: 35.2 4.9 23.5 32.5 54.7 91.2 83.0: 8.8 17.0
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 : 441: 149 79 151 143 166 373 337:
Old : 441: 149 79 151 143 166 373 337:
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 : 11.4 18.6 19.9 25.1 11.3 18.0 19.6 23.3
Old : 11.4 18.6 19.9 25.1 11.3 18.0 19.6 23.3
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, February 07, 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 : 4,771: 1,685 1,036 451 1,171 2,162 3,307 3,650: 1,464 1,122
Old : 4,771: 1,685 1,036 451 1,171 2,162 3,307 3,650: 1,464 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 623: 460 -117 69 -220 619 309 571: 314 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 21.7 9.5 24.5 45.3 69.3 76.5: 30.7 23.5
Old : 100.0: 35.3 21.7 9.5 24.5 45.3 69.3 76.5: 30.7 23.5
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 : 57: 20 10 7 17 19 41 34:
Old : 57: 20 10 7 17 19 41 34:
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 : 27.8 26.5 37.7 43.8 26.6 26.5 35.5 42.4
Old : 27.8 26.5 37.7 43.8 26.6 26.5 35.5 42.4
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, February 07, 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 : 57,334: 21,142 8,263 14,777 13,269 13,846 49,187 36,886: 8,147 20,448
Old : 57,334: 21,142 8,263 14,777 13,269 13,846 49,187 36,886: 8,147 20,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,132: -1,466 164 523 96 -982 -848 -296: -285 -836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 14.4 25.8 23.1 24.2 85.8 64.3: 14.2 35.7
Old : 100.0: 36.9 14.4 25.8 23.1 24.2 85.8 64.3: 14.2 35.7
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 : 215: 56 55 69 63 73 164 164:
Old : 215: 56 55 69 63 73 164 164:
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 : 20.9 11.2 31.4 19.4 19.3 9.8 27.7 14.7
Old : 20.9 11.2 31.4 19.4 19.3 9.8 27.7 14.7
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, February 07, 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 : 5,520: 272 4,394 180 3,885 522 4,336 5,095: 1,184 424
Old : 5,520: 272 4,394 180 3,885 522 4,336 5,095: 1,184 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -317: 35 -166 5 -207 -151 -167 -311: -150 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 79.6 3.3 70.4 9.4 78.6 92.3: 21.4 7.7
Old : 100.0: 4.9 79.6 3.3 70.4 9.4 78.6 92.3: 21.4 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 : 20: 3 7 6 10 4 17 13:
Old : 20: 3 7 6 10 4 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 : 56.1 79.1 71.6 88.6 56.1 78.6 70.0 85.2
Old : 56.1 79.1 71.6 88.6 56.1 78.6 70.0 85.2
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, February 07, 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 : 32,047: 1,438 16,933 6,236 23,557 7,604 31,230 30,773: 817 1,274
Old : 32,047: 1,438 16,933 6,236 23,557 7,604 31,230 30,773: 817 1,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -782: -180 -252 252 -806 -764 -735 -765: -48 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 52.8 19.5 73.5 23.7 97.5 96.0: 2.5 4.0
Old : 100.0: 4.5 52.8 19.5 73.5 23.7 97.5 96.0: 2.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 9 14 11 28 21 43 40:
Old : 58: 9 14 11 28 21 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 : 50.7 51.8 68.5 67.6 50.7 51.2 63.0 60.7
Old : 50.7 51.8 68.5 67.6 50.7 51.2 63.0 60.7
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, February 07, 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 : 31,003: 19,931 2,403 0 8,924 27,589 28,855 29,992: 2,148 1,011
Old : 31,003: 19,931 2,403 0 8,924 27,589 28,855 29,992: 2,148 1,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 523: 314 21 0 2 392 316 413: 207 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 7.8 0.0 28.8 89.0 93.1 96.7: 6.9 3.3
Old : 100.0: 64.3 7.8 0.0 28.8 89.0 93.1 96.7: 6.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 11 3 0 6 9 17 12:
Old : 28: 11 3 0 6 9 17 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 : 79.7 75.7 86.9 92.6 79.7 75.7 86.9 92.6
Old : 79.7 75.7 86.9 92.6 79.7 75.7 86.9 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, February 07, 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 : 136,789: 46,200 36,943 7,396 47,966 67,873 101,562 112,211: 35,227 24,578
Old : 136,789: 46,200 36,943 7,396 47,966 67,873 101,562 112,211: 35,227 24,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -3,134: 3,954 -3,696 -4,768 -4,091 7,950 -4,905 -515: 1,770 -2,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 27.0 5.4 35.1 49.6 74.2 82.0: 25.8 18.0
Old : 100.0: 33.8 27.0 5.4 35.1 49.6 74.2 82.0: 25.8 18.0
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 : 88: 33 19 19 25 28 64 60:
Old : 88: 33 19 19 25 28 64 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 40.9 34.4 51.2 23.2 40.7 31.8 50.8
Old : 23.5 40.9 34.4 51.2 23.2 40.7 31.8 50.8
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, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 51,183: 6,999 21,631 1,353 34,308 14,107 42,660 37,091: 8,523 14,092
Old : 51,183: 6,999 21,631 1,353 34,308 14,107 42,660 37,091: 8,523 14,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,140: 461 -2,209 -175 -411 3,171 -126 786: -1,015 -1,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 42.3 2.6 67.0 27.6 83.3 72.5: 16.7 27.5
Old : 100.0: 13.7 42.3 2.6 67.0 27.6 83.3 72.5: 16.7 27.5
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 : 46: 9 20 9 12 10 25 35:
Old : 46: 9 20 9 12 10 25 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 : 54.4 33.9 68.9 45.0 54.4 32.9 68.8 43.9
Old : 54.4 33.9 68.9 45.0 54.4 32.9 68.8 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, February 07, 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 : 190,804: 31,146 89,373 10,925 142,700 83,670 184,771 183,967: 6,033 6,838
Old : 190,804: 31,146 89,373 10,925 142,700 83,670 184,771 183,967: 6,033 6,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 2,998: 3,286 -1,357 177 -198 4,295 3,266 3,114: -267 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 46.8 5.7 74.8 43.9 96.8 96.4: 3.2 3.6
Old : 100.0: 16.3 46.8 5.7 74.8 43.9 96.8 96.4: 3.2 3.6
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 : 142: 48 55 15 21 28 80 89:
Old : 142: 48 55 15 21 28 80 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 : 56.2 31.9 72.6 47.7 53.7 30.8 66.2 44.5
Old : 56.2 31.9 72.6 47.7 53.7 30.8 66.2 44.5
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, February 07, 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 : 244,622: 38,430 101,588 20,660 158,652 84,636 217,742 206,883: 26,880 37,738
Old : 244,622: 38,430 101,588 20,660 158,652 84,636 217,742 206,883: 26,880 37,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,781: -5,346 -5,464 -1,744 4,648 2,328 -2,442 -4,881: 660 3,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 41.5 8.4 64.9 34.6 89.0 84.6: 11.0 15.4
Old : 100.0: 15.7 41.5 8.4 64.9 34.6 89.0 84.6: 11.0 15.4
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 : 124: 27 49 27 27 44 71 103:
Old : 124: 27 49 27 27 44 71 103:
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 : 56.2 27.9 62.7 37.1 55.3 27.0 60.1 35.6
Old : 56.2 27.9 62.7 37.1 55.3 27.0 60.1 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, February 07, 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 : 255,309: 24,453 78,631 26,321 185,336 106,587 236,110 211,540: 19,198 43,769
Old : 255,309: 24,453 78,631 26,321 185,336 106,587 236,110 211,540: 19,198 43,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -13,690: -2,912 -10,839 -5,426 -5,098 2,626 -13,437 -13,639: -254 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 30.8 10.3 72.6 41.7 92.5 82.9: 7.5 17.1
Old : 100.0: 9.6 30.8 10.3 72.6 41.7 92.5 82.9: 7.5 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 : 120: 25 46 21 33 35 71 89:
Old : 120: 25 46 21 33 35 71 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 : 42.5 31.0 57.3 44.2 39.4 28.4 49.1 36.7
Old : 42.5 31.0 57.3 44.2 39.4 28.4 49.1 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 482,552: 129,341 167,178 41,616 252,380 210,413 423,337 419,207: 59,215 63,345
Old : 482,552: 129,341 167,178 41,616 252,380 210,413 423,337 419,207: 59,215 63,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -3,349: 2,383 940 -5,128 -1,550 5,291 -4,295 1,103: 946 -4,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 34.6 8.6 52.3 43.6 87.7 86.9: 12.3 13.1
Old : 100.0: 26.8 34.6 8.6 52.3 43.6 87.7 86.9: 12.3 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 73 86 60 60 66 160 186:
Old : 243: 73 86 60 60 66 160 186:
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 : 33.3 28.5 43.8 38.9 32.7 27.5 43.0 37.4
Old : 33.3 28.5 43.8 38.9 32.7 27.5 43.0 37.4
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, February 07, 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 : 27,258: 12,040 1,843 265 6,115 20,907 18,420 23,015: 8,838 4,243
Old : 27,258: 12,040 1,843 265 6,115 20,907 18,420 23,015: 8,838 4,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 520: 199 123 -41 165 67 323 149: 197 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 6.8 1.0 22.4 76.7 67.6 84.4: 32.4 15.6
Old : 100.0: 44.2 6.8 1.0 22.4 76.7 67.6 84.4: 32.4 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 3 3 6 8 15 13:
Old : 21: 8 3 3 6 8 15 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 : 46.1 75.7 56.1 83.6 45.2 75.7 54.9 82.1
Old : 46.1 75.7 56.1 83.6 45.2 75.7 54.9 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 36,650: 28,372 2,465 2 6,144 33,366 34,518 35,833: 2,132 817
Old : 36,650: 28,372 2,465 2 6,144 33,366 34,518 35,833: 2,132 817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -9,082: -832 -1,776 2 -8,341 -7,389 -9,171 -9,163: 89 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 6.7 0.0 16.8 91.0 94.2 97.8: 5.8 2.2
Old : 100.0: 77.4 6.7 0.0 16.8 91.0 94.2 97.8: 5.8 2.2
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 : 26: 12 8 1 2 4 14 13:
Old : 26: 12 8 1 2 4 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 : 84.6 92.8 90.7 96.4 84.6 92.8 90.7 96.4
Old : 84.6 92.8 90.7 96.4 84.6 92.8 90.7 96.4
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, February 07, 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 : 54,073: 34,860 33,015 11 14,090 17,751 48,961 50,777: 5,112 3,296
Old : 54,073: 34,860 33,015 11 14,090 17,751 48,961 50,777: 5,112 3,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 2,486: 2,148 -719 4 572 3,602 2,724 2,887: -238 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 61.1 0.0 26.1 32.8 90.5 93.9: 9.5 6.1
Old : 100.0: 64.5 61.1 0.0 26.1 32.8 90.5 93.9: 9.5 6.1
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 : 77: 39 18 2 12 11 52 30:
Old : 77: 39 18 2 12 11 52 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 : 38.0 57.0 55.5 74.8 38.0 57.0 54.6 73.2
Old : 38.0 57.0 55.5 74.8 38.0 57.0 54.6 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 31,690: 7,278 1,566 7,910 15,095 21,635 30,283 31,111: 1,407 579
Old : 31,690: 7,278 1,566 7,910 15,095 21,635 30,283 31,111: 1,407 579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 11,734: -183 23 5,252 6,557 6,494 11,626 11,769: 108 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 4.9 25.0 47.6 68.3 95.6 98.2: 4.4 1.8
Old : 100.0: 23.0 4.9 25.0 47.6 68.3 95.6 98.2: 4.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 13 4 2 7 6 20 12:
Old : 26: 13 4 2 7 6 20 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 : 73.2 88.4 87.1 97.2 25.5 43.8 34.5 44.8
Old : 73.2 88.4 87.1 97.2 25.5 43.8 34.5 44.8
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, February 07, 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 :21,711,080: 612,140 2,553,433 9,796,597 10,681,840 8,073,402 21,090,576 20,423,432: 620,503 1,287,648
Old :21,711,080: 612,140 2,553,433 9,796,597 10,681,840 8,073,402 21,090,576 20,423,432: 620,503 1,287,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -159,644: 44,755 71,824 -248,394 55,963 29,500 -147,676 -147,069: -11,969 -12,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 11.8 45.1 49.2 37.2 97.1 94.1: 2.9 5.9
Old : 100.0: 2.8 11.8 45.1 49.2 37.2 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 : 313: 37 123 126 119 139 252 304:
Old : 313: 37 123 126 119 139 252 304:
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 : 28.1 18.3 42.8 31.6 20.4 7.5 24.7 10.1
Old : 28.1 18.3 42.8 31.6 20.4 7.5 24.7 10.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 883,324: 96,639 112,511 141,477 548,342 532,036 786,458 786,024: 96,867 97,300
Old : 883,324: 96,639 112,511 141,477 548,342 532,036 786,458 786,024: 96,867 97,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 30,050: -6,464 8,972 11,686 18,661 4,106 23,884 24,764: 6,167 5,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.7 16.0 62.1 60.2 89.0 89.0: 11.0 11.0
Old : 100.0: 10.9 12.7 16.0 62.1 60.2 89.0 89.0: 11.0 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 668: 154 175 169 246 257 490 511:
Old : 668: 154 175 169 246 257 490 511:
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 : 13.8 17.6 22.6 26.9 9.5 13.0 16.1 18.6
Old : 13.8 17.6 22.6 26.9 9.5 13.0 16.1 18.6
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, February 07, 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 : 186,815: 11,331 37,933 43,826 95,722 76,442 150,879 158,201: 35,935 28,614
Old : 186,815: 11,331 37,933 43,826 95,722 76,442 150,879 158,201: 35,935 28,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 16,530: 2,341 12,708 3,344 9,772 -4,228 15,457 11,825: 1,072 4,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 20.3 23.5 51.2 40.9 80.8 84.7: 19.2 15.3
Old : 100.0: 6.1 20.3 23.5 51.2 40.9 80.8 84.7: 19.2 15.3
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 : 74: 14 16 24 37 35 65 61:
Old : 74: 14 16 24 37 35 65 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 47.5 47.1 59.8 15.9 29.4 22.2 34.7
Old : 34.2 47.5 47.1 59.8 15.9 29.4 22.2 34.7
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, February 07, 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 : 3,482,547: 480,712 427,063 434,079 2,263,100 2,277,971 3,177,891 3,139,113: 304,656 343,434
Old : 3,482,547: 480,712 427,063 434,079 2,263,100 2,277,971 3,177,891 3,139,113: 304,656 343,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 67,603: -13,879 11,466 11,565 44,445 41,667 42,131 64,698: 25,472 2,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.3 12.5 65.0 65.4 91.3 90.1: 8.7 9.9
Old : 100.0: 13.8 12.3 12.5 65.0 65.4 91.3 90.1: 8.7 9.9
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 : 648: 149 167 160 240 250 472 494:
Old : 648: 149 167 160 240 250 472 494:
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 : 13.3 16.7 22.7 24.9 10.9 13.1 18.3 18.7
Old : 13.3 16.7 22.7 24.9 10.9 13.1 18.3 18.7
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, February 07, 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 : 94,462: 24,087 2,664 1,650 56,651 86,406 82,388 90,720: 12,074 3,742
Old : 94,462: 24,087 2,664 1,650 56,651 86,406 82,388 90,720: 12,074 3,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 419: -721 417 233 169 -153 -319 497: 738 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 2.8 1.7 60.0 91.5 87.2 96.0: 12.8 4.0
Old : 100.0: 25.5 2.8 1.7 60.0 91.5 87.2 96.0: 12.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 17 5 3 45 35 63 42:
Old : 88: 17 5 3 45 35 63 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 44.9 51.5 65.9 39.0 44.9 49.9 65.8
Old : 39.0 44.9 51.5 65.9 39.0 44.9 49.9 65.8
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, February 07, 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 : 48,543: 24,530 6,282 1,512 16,588 34,643 42,630 42,438: 5,913 6,106
Old : 48,543: 24,530 6,282 1,512 16,588 34,643 42,630 42,438: 5,913 6,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,072: -1,734 -48 158 567 -1,873 -1,008 -1,763: -64 691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 12.9 3.1 34.2 71.4 87.8 87.4: 12.2 12.6
Old : 100.0: 50.5 12.9 3.1 34.2 71.4 87.8 87.4: 12.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 80 53 27 74 74 167 141:
Old : 252: 80 53 27 74 74 167 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 30.5 33.9 44.4 23.9 30.3 33.7 44.3
Old : 23.9 30.5 33.9 44.4 23.9 30.3 33.7 44.3
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, February 07, 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 : 242,716: 122,650 31,412 7,560 82,940 173,217 213,150 212,188: 29,566 30,528
Old : 242,716: 122,650 31,412 7,560 82,940 173,217 213,150 212,188: 29,566 30,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5,362: -8,669 -241 792 2,835 -9,366 -5,042 -8,815: -320 3,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 12.9 3.1 34.2 71.4 87.8 87.4: 12.2 12.6
Old : 100.0: 50.5 12.9 3.1 34.2 71.4 87.8 87.4: 12.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 80 53 27 74 74 167 141:
Old : 252: 80 53 27 74 74 167 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 30.5 33.9 44.4 23.9 30.3 33.7 44.3
Old : 23.9 30.5 33.9 44.4 23.9 30.3 33.7 44.3
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, February 07, 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 : 135,129: 64,249 49,744 11,390 29,492 51,951 105,131 113,086: 29,997 22,043
Old : 135,129: 64,249 49,744 11,390 29,492 51,951 105,131 113,086: 29,997 22,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 9,438: 7,261 4,626 -3,385 2,735 10,639 6,611 11,880: 2,827 -2,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 36.8 8.4 21.8 38.4 77.8 83.7: 22.2 16.3
Old : 100.0: 47.5 36.8 8.4 21.8 38.4 77.8 83.7: 22.2 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 : 91: 34 26 15 24 23 68 54:
Old : 91: 34 26 15 24 23 68 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 39.7 36.9 53.2 25.0 37.7 36.0 48.2
Old : 25.0 39.7 36.9 53.2 25.0 37.7 36.0 48.2
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, February 07, 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 : 29,499: 9,330 4,625 0 12,179 18,677 21,509 23,302: 7,990 6,197
Old : 29,499: 9,330 4,625 0 12,179 18,677 21,509 23,302: 7,990 6,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 834: 1,364 -426 -500 21 583 885 -343: -51 1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 15.7 0.0 41.3 63.3 72.9 79.0: 27.1 21.0
Old : 100.0: 31.6 15.7 0.0 41.3 63.3 72.9 79.0: 27.1 21.0
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 : 42: 15 7 0 15 8 30 15:
Old : 42: 15 7 0 15 8 30 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 67.3 49.0 74.4 38.3 67.3 48.8 74.4
Old : 38.3 67.3 49.0 74.4 38.3 67.3 48.8 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 58,206: 11,921 17,059 1,800 34,218 19,388 47,939 38,247: 10,267 19,959
Old : 58,206: 11,921 17,059 1,800 34,218 19,388 47,939 38,247: 10,267 19,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -4,997: -2,630 -896 127 -3,554 -1,204 -6,057 -1,973: 1,060 -3,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 29.3 3.1 58.8 33.3 82.4 65.7: 17.6 34.3
Old : 100.0: 20.5 29.3 3.1 58.8 33.3 82.4 65.7: 17.6 34.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 21 14 5 33 26 57 42:
Old : 83: 21 14 5 33 26 57 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 24.1 42.9 36.2 29.4 21.5 41.6 33.2
Old : 29.7 24.1 42.9 36.2 29.4 21.5 41.6 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2017