MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 23,952: 2,540 6,176 360 19,932 16,736 22,832 23,272: 1,120 680
Old : 23,952: 2,540 6,176 360 19,932 16,736 22,832 23,272: 1,120 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 25.8 1.5 83.2 69.9 95.3 97.2: 4.7 2.8
Old : 100.0: 10.6 25.8 1.5 83.2 69.9 95.3 97.2: 4.7 2.8
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 : 20: 3 6 1 6 8 10 15:
Old : 20: 3 6 1 6 8 10 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 : 83.3 56.1 93.2 85.2 77.7 52.0 79.5 74.6
Old : 83.3 56.1 93.2 85.2 77.7 52.0 79.5 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 7,031: 1,768 2,098 816 3,480 3,228 6,064 6,141: 967 890
Old : 7,031: 1,768 2,098 816 3,480 3,228 6,064 6,141: 967 890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 211: 21 -45 0 187 212 208 168: 2 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 29.8 11.6 49.5 45.9 86.2 87.3: 13.8 12.7
Old : 100.0: 25.2 29.8 11.6 49.5 45.9 86.2 87.3: 13.8 12.7
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 : 37: 5 10 9 17 19 28 32:
Old : 37: 5 10 9 17 19 28 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 : 44.7 33.4 64.6 52.6 44.7 32.1 59.2 48.5
Old : 44.7 33.4 64.6 52.6 44.7 32.1 59.2 48.5
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, February 14, 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 : 53,459: 20,193 4,209 14,546 13,526 22,245 48,265 41,000: 5,193 12,459
Old : 53,459: 20,193 4,209 14,546 13,526 22,245 48,265 41,000: 5,193 12,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 824: 864 724 -210 -279 191 376 705: 449 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 7.9 27.2 25.3 41.6 90.3 76.7: 9.7 23.3
Old : 100.0: 37.8 7.9 27.2 25.3 41.6 90.3 76.7: 9.7 23.3
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 : 86: 29 19 34 30 30 72 70:
Old : 86: 29 19 34 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 : 38.5 25.6 51.8 38.4 37.2 23.5 43.8 32.2
Old : 38.5 25.6 51.8 38.4 37.2 23.5 43.8 32.2
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 14, 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 : 11,262: 973 831 3,013 6,455 6,826 10,441 10,670: 821 592
Old : 11,262: 973 831 3,013 6,455 6,826 10,441 10,670: 821 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 1,643: 108 146 391 992 1,077 1,491 1,614: 152 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 7.4 26.8 57.3 60.6 92.7 94.7: 7.3 5.3
Old : 100.0: 8.6 7.4 26.8 57.3 60.6 92.7 94.7: 7.3 5.3
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 : 44: 7 11 12 22 21 37 36:
Old : 44: 7 11 12 22 21 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 34.1 49.7 56.9 25.6 26.5 37.4 37.3
Old : 31.4 34.1 49.7 56.9 25.6 26.5 37.4 37.3
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 14, 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 : 308,962: 84,446 20,428 103,343 92,037 144,830 279,826 268,600: 29,135 40,361
Old : 295,353: 79,608 23,617 97,381 90,560 135,529 267,549 256,528: 27,804 38,825
Other: 13,609: 8,980 952 1,820 1,477 9,300 12,277 12,073: 1,332 1,536
: : :
: : Changes in Commitments from: February 7, 2017 :
: 8,880: 724 760 7,634 449 2,237 8,806 10,631: 74 -1,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 6.6 33.4 29.8 46.9 90.6 86.9: 9.4 13.1
Old : 100.0: 27.0 8.0 33.0 30.7 45.9 90.6 86.9: 9.4 13.1
Other: 100.0: 66.0 7.0 13.4 10.9 68.3 90.2 88.7: 9.8 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 132 70 137 93 93 294 250:
Old : 331: 130 78 135 93 93 292 250:
Other: 77: 27 10 15 20 34 53 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 20.9 21.8 30.0 12.1 20.0 19.9 26.9
Old : 12.8 20.7 21.2 29.2 11.5 19.8 19.3 25.8
Other: 58.6 45.8 67.6 58.8 57.1 43.3 63.2 54.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 380,207: 129,905 18,060 90,709 127,972 209,059 348,586 317,828: 31,621 62,379
Old : 380,207: 129,905 18,060 90,709 127,972 209,059 348,586 317,828: 31,621 62,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -8,669: -7,127 -854 -642 1,509 -3,526 -6,261 -5,021: -2,408 -3,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 4.7 23.9 33.7 55.0 91.7 83.6: 8.3 16.4
Old : 100.0: 34.2 4.7 23.9 33.7 55.0 91.7 83.6: 8.3 16.4
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 : 425: 144 83 151 133 159 356 329:
Old : 425: 144 83 151 133 159 356 329:
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 : 12.1 18.5 20.9 25.7 11.6 17.7 20.4 23.4
Old : 12.1 18.5 20.9 25.7 11.6 17.7 20.4 23.4
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 14, 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 : 5,478: 2,267 1,104 627 801 2,562 3,695 4,293: 1,783 1,185
Old : 5,478: 2,267 1,104 627 801 2,562 3,695 4,293: 1,783 1,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 707: 582 68 176 -370 400 388 643: 319 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 20.2 11.5 14.6 46.8 67.4 78.4: 32.6 21.6
Old : 100.0: 41.4 20.2 11.5 14.6 46.8 67.4 78.4: 32.6 21.6
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 : 65: 26 10 9 19 23 51 38:
Old : 65: 26 10 9 19 23 51 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 25.9 27.7 42.5 17.8 25.9 27.0 41.2
Old : 18.1 25.9 27.7 42.5 17.8 25.9 27.0 41.2
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 14, 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 : 60,306: 20,118 8,957 17,819 14,254 12,857 52,191 39,634: 8,115 20,673
Old : 60,306: 20,118 8,957 17,819 14,254 12,857 52,191 39,634: 8,115 20,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 2,973: -1,024 694 3,042 986 -989 3,004 2,748: -32 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 14.9 29.5 23.6 21.3 86.5 65.7: 13.5 34.3
Old : 100.0: 33.4 14.9 29.5 23.6 21.3 86.5 65.7: 13.5 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 : 225: 57 58 75 69 76 173 175:
Old : 225: 57 58 75 69 76 173 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 9.3 29.4 16.9 18.3 7.5 25.7 12.3
Old : 19.3 9.3 29.4 16.9 18.3 7.5 25.7 12.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 5,868: 285 4,583 256 4,121 516 4,662 5,355: 1,207 514
Old : 5,868: 285 4,583 256 4,121 516 4,662 5,355: 1,207 514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 349: 13 189 76 236 -5 326 259: 23 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 78.1 4.4 70.2 8.8 79.4 91.2: 20.6 8.8
Old : 100.0: 4.9 78.1 4.4 70.2 8.8 79.4 91.2: 20.6 8.8
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 : 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 77.8 72.2 87.4 56.1 77.4 70.2 84.3
Old : 56.1 77.8 72.2 87.4 56.1 77.4 70.2 84.3
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 14, 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 : 32,973: 1,457 17,569 6,285 24,417 7,886 32,159 31,740: 814 1,232
Old : 32,973: 1,457 17,569 6,285 24,417 7,886 32,159 31,740: 814 1,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 926: 19 636 49 860 282 929 968: -3 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 53.3 19.1 74.1 23.9 97.5 96.3: 2.5 3.7
Old : 100.0: 4.4 53.3 19.1 74.1 23.9 97.5 96.3: 2.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 12 12 12 26 20 43 39:
Old : 59: 12 12 12 26 20 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 52.1 68.5 68.0 51.1 51.6 63.1 61.4
Old : 51.1 52.1 68.5 68.0 51.1 51.6 63.1 61.4
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 14, 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 : 30,417: 19,639 1,437 0 8,924 28,107 28,563 29,544: 1,854 873
Old : 30,417: 19,639 1,437 0 8,924 28,107 28,563 29,544: 1,854 873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -586: -292 -966 0 0 518 -292 -448: -294 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 4.7 0.0 29.3 92.4 93.9 97.1: 6.1 2.9
Old : 100.0: 64.6 4.7 0.0 29.3 92.4 93.9 97.1: 6.1 2.9
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 : 32: 14 4 0 6 9 20 13:
Old : 32: 14 4 0 6 9 20 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 : 78.3 76.9 85.7 92.8 78.3 76.8 85.7 92.8
Old : 78.3 76.9 85.7 92.8 78.3 76.8 85.7 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 143,975: 53,132 33,565 7,453 49,250 77,791 109,835 118,810: 34,140 25,165
Old : 143,975: 53,132 33,565 7,453 49,250 77,791 109,835 118,810: 34,140 25,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 7,186: 6,932 -3,378 58 1,284 9,919 8,273 6,598: -1,087 588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 23.3 5.2 34.2 54.0 76.3 82.5: 23.7 17.5
Old : 100.0: 36.9 23.3 5.2 34.2 54.0 76.3 82.5: 23.7 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 : 85: 30 20 17 25 28 63 57:
Old : 85: 30 20 17 25 28 63 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 42.2 38.1 52.5 26.1 41.8 34.7 51.9
Old : 26.4 42.2 38.1 52.5 26.1 41.8 34.7 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 49,573: 6,509 18,048 1,082 34,290 14,734 41,881 33,864: 7,692 15,710
Old : 49,573: 6,509 18,048 1,082 34,290 14,734 41,881 33,864: 7,692 15,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -1,610: -490 -3,583 -271 -18 626 -780 -3,227: -831 1,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 36.4 2.2 69.2 29.7 84.5 68.3: 15.5 31.7
Old : 100.0: 13.1 36.4 2.2 69.2 29.7 84.5 68.3: 15.5 31.7
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 : 40: 6 17 8 12 10 23 30:
Old : 40: 6 17 8 12 10 23 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 : 57.0 34.3 72.3 46.1 57.0 33.1 72.1 44.9
Old : 57.0 34.3 72.3 46.1 57.0 33.1 72.1 44.9
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 14, 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 : 191,376: 30,363 90,299 10,453 144,168 84,086 184,984 184,839: 6,392 6,537
Old : 191,376: 30,363 90,299 10,453 144,168 84,086 184,984 184,839: 6,392 6,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 571: -784 926 -471 1,467 416 212 872: 359 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 47.2 5.5 75.3 43.9 96.7 96.6: 3.3 3.4
Old : 100.0: 15.9 47.2 5.5 75.3 43.9 96.7 96.6: 3.3 3.4
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 : 139: 46 53 14 22 28 79 86:
Old : 139: 46 53 14 22 28 79 86:
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 37.1 72.1 53.6 53.5 36.5 66.4 50.8
Old : 56.1 37.1 72.1 53.6 53.5 36.5 66.4 50.8
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, February 14, 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 : 243,791: 39,519 102,260 19,926 156,730 85,620 216,174 207,805: 27,617 35,986
Old : 243,791: 39,519 102,260 19,926 156,730 85,620 216,174 207,805: 27,617 35,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -831: 1,089 672 -734 -1,922 984 -1,568 922: 737 -1,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 41.9 8.2 64.3 35.1 88.7 85.2: 11.3 14.8
Old : 100.0: 16.2 41.9 8.2 64.3 35.1 88.7 85.2: 11.3 14.8
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 : 128: 30 50 26 27 45 73 105:
Old : 128: 30 50 26 27 45 73 105:
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 : 56.4 27.1 62.6 37.5 55.3 26.3 60.2 36.0
Old : 56.4 27.1 62.6 37.5 55.3 26.3 60.2 36.0
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 14, 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 : 259,937: 27,130 74,180 28,286 184,316 112,056 239,731 214,522: 20,205 45,415
Old : 259,937: 27,130 74,180 28,286 184,316 112,056 239,731 214,522: 20,205 45,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 4,628: 2,677 -4,451 1,965 -1,020 5,469 3,621 2,982: 1,007 1,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 28.5 10.9 70.9 43.1 92.2 82.5: 7.8 17.5
Old : 100.0: 10.4 28.5 10.9 70.9 43.1 92.2 82.5: 7.8 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 : 124: 26 47 22 34 38 73 94:
Old : 124: 26 47 22 34 38 73 94:
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 : 42.0 30.4 55.3 43.8 38.9 26.8 48.4 35.4
Old : 42.0 30.4 55.3 43.8 38.9 26.8 48.4 35.4
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 14, 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 : 486,545: 127,262 166,456 45,828 253,948 204,284 427,038 416,568: 59,506 69,977
Old : 486,545: 127,262 166,456 45,828 253,948 204,284 427,038 416,568: 59,506 69,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 3,993: -2,079 -722 4,212 1,568 -6,129 3,701 -2,639: 292 6,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 34.2 9.4 52.2 42.0 87.8 85.6: 12.2 14.4
Old : 100.0: 26.2 34.2 9.4 52.2 42.0 87.8 85.6: 12.2 14.4
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 : 244: 73 85 58 64 67 161 187:
Old : 244: 73 85 58 64 67 161 187:
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 : 33.2 26.2 43.9 37.3 32.3 25.0 42.4 34.5
Old : 33.2 26.2 43.9 37.3 32.3 25.0 42.4 34.5
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 14, 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 : 29,042: 13,098 2,286 279 6,086 21,735 19,463 24,300: 9,579 4,742
Old : 29,042: 13,098 2,286 279 6,086 21,735 19,463 24,300: 9,579 4,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 1,784: 1,058 443 14 -29 828 1,043 1,285: 741 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 7.9 1.0 21.0 74.8 67.0 83.7: 33.0 16.3
Old : 100.0: 45.1 7.9 1.0 21.0 74.8 67.0 83.7: 33.0 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 : 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 : 46.9 74.6 56.4 82.8 46.1 74.6 55.1 81.5
Old : 46.9 74.6 56.4 82.8 46.1 74.6 55.1 81.5
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 14, 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 : 37,134: 28,702 2,652 2 6,247 33,779 34,951 36,433: 2,183 701
Old : 37,134: 28,702 2,652 2 6,247 33,779 34,951 36,433: 2,183 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 484: 330 187 0 103 413 433 600: 51 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 7.1 0.0 16.8 91.0 94.1 98.1: 5.9 1.9
Old : 100.0: 77.3 7.1 0.0 16.8 91.0 94.1 98.1: 5.9 1.9
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 : 29: 13 9 1 3 6 16 16:
Old : 29: 13 9 1 3 6 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.2 91.0 89.8 95.9 82.2 91.0 89.6 95.9
Old : 82.2 91.0 89.8 95.9 82.2 91.0 89.6 95.9
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 14, 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 : 56,314: 36,565 33,689 276 14,467 19,525 51,308 53,490: 5,006 2,824
Old : 56,314: 36,565 33,689 276 14,467 19,525 51,308 53,490: 5,006 2,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 2,241: 1,705 674 265 377 1,774 2,347 2,713: -106 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 59.8 0.5 25.7 34.7 91.1 95.0: 8.9 5.0
Old : 100.0: 64.9 59.8 0.5 25.7 34.7 91.1 95.0: 8.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 37 22 4 14 10 53 34:
Old : 79: 37 22 4 14 10 53 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 : 39.7 60.4 56.7 77.4 39.6 60.4 55.8 75.5
Old : 39.7 60.4 56.7 77.4 39.6 60.4 55.8 75.5
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 14, 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 : 31,502: 7,750 1,912 7,717 14,679 21,434 30,146 31,063: 1,356 439
Old : 31,502: 7,750 1,912 7,717 14,679 21,434 30,146 31,063: 1,356 439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -188: 472 346 -193 -416 -201 -137 -48: -51 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.1 24.5 46.6 68.0 95.7 98.6: 4.3 1.4
Old : 100.0: 24.6 6.1 24.5 46.6 68.0 95.7 98.6: 4.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 16 4 2 7 7 23 13:
Old : 30: 16 4 2 7 7 23 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 : 72.4 89.2 86.4 97.3 27.6 45.0 35.0 47.1
Old : 72.4 89.2 86.4 97.3 27.6 45.0 35.0 47.1
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, February 14, 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 :22,639,576: 610,252 2,593,395 10,568,699 10,847,345 8,238,517 22,026,297 21,400,610: 613,279 1,238,965
Old :22,639,576: 610,252 2,593,395 10,568,699 10,847,345 8,238,517 22,026,297 21,400,610: 613,279 1,238,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 928,496: -1,887 39,961 772,103 165,505 165,115 935,720 977,179: -7,224 -48,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 11.5 46.7 47.9 36.4 97.3 94.5: 2.7 5.5
Old : 100.0: 2.7 11.5 46.7 47.9 36.4 97.3 94.5: 2.7 5.5
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 : 320: 46 120 129 123 143 259 311:
Old : 320: 46 120 129 123 143 259 311:
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 : 27.6 18.5 42.6 31.3 19.2 6.9 23.2 9.4
Old : 27.6 18.5 42.6 31.3 19.2 6.9 23.2 9.4
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 14, 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 : 1,000,140: 101,474 111,790 188,197 609,320 589,036 898,991 889,023: 101,149 111,117
Old : 1,000,140: 101,474 111,790 188,197 609,320 589,036 898,991 889,023: 101,149 111,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 116,816: 4,835 -721 46,720 60,978 57,000 112,533 102,999: 4,283 13,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.2 18.8 60.9 58.9 89.9 88.9: 10.1 11.1
Old : 100.0: 10.1 11.2 18.8 60.9 58.9 89.9 88.9: 10.1 11.1
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 : 682: 163 180 184 251 255 513 521:
Old : 682: 163 180 184 251 255 513 521:
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 : 14.6 16.0 24.4 26.6 9.0 10.6 14.7 15.9
Old : 14.6 16.0 24.4 26.6 9.0 10.6 14.7 15.9
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 14, 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 : 242,985: 12,562 31,943 68,362 125,585 108,785 206,508 209,090: 36,477 33,896
Old : 242,985: 12,562 31,943 68,362 125,585 108,785 206,508 209,090: 36,477 33,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 56,171: 1,230 -5,990 24,536 29,863 32,343 55,629 50,889: 542 5,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 13.1 28.1 51.7 44.8 85.0 86.1: 15.0 13.9
Old : 100.0: 5.2 13.1 28.1 51.7 44.8 85.0 86.1: 15.0 13.9
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 : 75: 16 14 26 37 35 68 61:
Old : 75: 16 14 26 37 35 68 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 : 36.9 41.2 49.6 55.0 13.4 20.7 18.3 24.6
Old : 36.9 41.2 49.6 55.0 13.4 20.7 18.3 24.6
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 14, 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 : 3,785,772: 499,237 453,911 544,500 2,418,675 2,401,257 3,462,412 3,399,667: 323,360 386,105
Old : 3,785,772: 499,237 453,911 544,500 2,418,675 2,401,257 3,462,412 3,399,667: 323,360 386,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 303,224: 18,525 26,847 110,421 155,575 123,285 284,521 260,553: 18,703 42,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.0 14.4 63.9 63.4 91.5 89.8: 8.5 10.2
Old : 100.0: 13.2 12.0 14.4 63.9 63.4 91.5 89.8: 8.5 10.2
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 : 661: 157 172 172 244 249 490 504:
Old : 661: 157 172 172 244 249 490 504:
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 : 13.7 16.1 22.8 24.6 10.2 11.9 16.9 17.3
Old : 13.7 16.1 22.8 24.6 10.2 11.9 16.9 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 94,729: 23,813 2,852 1,226 56,760 87,200 81,799 91,278: 12,930 3,451
Old : 94,729: 23,813 2,852 1,226 56,760 87,200 81,799 91,278: 12,930 3,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 267: -274 188 -424 109 794 -589 558: 856 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 3.0 1.3 59.9 92.1 86.4 96.4: 13.6 3.6
Old : 100.0: 25.1 3.0 1.3 59.9 92.1 86.4 96.4: 13.6 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 : 86: 15 5 3 45 36 61 43:
Old : 86: 15 5 3 45 36 61 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 : 38.8 45.0 51.2 66.0 38.8 44.9 50.1 65.9
Old : 38.8 45.0 51.2 66.0 38.8 44.9 50.1 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 48,784: 24,089 6,398 1,865 16,849 33,750 42,802 42,013: 5,982 6,771
Old : 48,784: 24,089 6,398 1,865 16,849 33,750 42,802 42,013: 5,982 6,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 241: -441 116 353 261 -893 172 -425: 69 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 13.1 3.8 34.5 69.2 87.7 86.1: 12.3 13.9
Old : 100.0: 49.4 13.1 3.8 34.5 69.2 87.7 86.1: 12.3 13.9
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 : 244: 73 53 29 72 73 161 139:
Old : 244: 73 53 29 72 73 161 139:
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 : 23.6 29.7 33.5 42.0 23.5 29.5 33.3 41.8
Old : 23.6 29.7 33.5 42.0 23.5 29.5 33.3 41.8
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 14, 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 : 243,920: 120,443 31,990 9,323 84,243 168,752 214,009 210,064: 29,911 33,856
Old : 243,920: 120,443 31,990 9,323 84,243 168,752 214,009 210,064: 29,911 33,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 1,204: -2,207 578 1,763 1,303 -4,465 859 -2,124: 345 3,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 13.1 3.8 34.5 69.2 87.7 86.1: 12.3 13.9
Old : 100.0: 49.4 13.1 3.8 34.5 69.2 87.7 86.1: 12.3 13.9
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 : 244: 73 53 29 72 73 161 139:
Old : 244: 73 53 29 72 73 161 139:
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 : 23.6 29.7 33.5 42.0 23.5 29.5 33.3 41.8
Old : 23.6 29.7 33.5 42.0 23.5 29.5 33.3 41.8
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 14, 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 : 148,821: 76,934 54,853 11,339 28,633 58,513 116,907 124,705: 31,915 24,117
Old : 148,821: 76,934 54,853 11,339 28,633 58,513 116,907 124,705: 31,915 24,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 13,692: 12,685 5,109 -51 -859 6,562 11,775 11,619: 1,917 2,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 36.9 7.6 19.2 39.3 78.6 83.8: 21.4 16.2
Old : 100.0: 51.7 36.9 7.6 19.2 39.3 78.6 83.8: 21.4 16.2
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 : 89: 37 23 13 23 23 67 52:
Old : 89: 37 23 13 23 23 67 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 : 28.5 42.2 40.1 54.5 28.5 40.4 39.6 50.4
Old : 28.5 42.2 40.1 54.5 28.5 40.4 39.6 50.4
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 14, 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 : 32,342: 10,365 4,782 123 12,600 18,874 23,088 23,779: 9,254 8,563
Old : 32,342: 10,365 4,782 123 12,600 18,874 23,088 23,779: 9,254 8,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 2,843: 1,035 157 123 421 197 1,579 477: 1,264 2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 14.8 0.4 39.0 58.4 71.4 73.5: 28.6 26.5
Old : 100.0: 32.0 14.8 0.4 39.0 58.4 71.4 73.5: 28.6 26.5
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 : 41: 15 6 1 15 8 31 14:
Old : 41: 15 6 1 15 8 31 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 61.9 47.8 69.6 36.2 61.9 47.8 69.2
Old : 36.2 61.9 47.8 69.6 36.2 61.9 47.8 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 61,522: 14,949 23,132 2,113 32,541 19,834 49,603 45,079: 11,919 16,443
Old : 61,522: 14,949 23,132 2,113 32,541 19,834 49,603 45,079: 11,919 16,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 3,316: 3,028 6,073 313 -1,677 446 1,664 6,832: 1,652 -3,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 37.6 3.4 52.9 32.2 80.6 73.3: 19.4 26.7
Old : 100.0: 24.3 37.6 3.4 52.9 32.2 80.6 73.3: 19.4 26.7
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 : 89: 23 14 8 36 27 62 46:
Old : 89: 23 14 8 36 27 62 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 29.1 39.9 43.8 24.0 26.5 38.8 40.9
Old : 24.2 29.1 39.9 43.8 24.0 26.5 38.8 40.9
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, February 14, 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 : 16,096: 8,646 6,025 553 6,126 9,216 15,325 15,794: 771 302
Old : 16,096: 8,646 6,025 553 6,126 9,216 15,325 15,794: 771 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 37.4 3.4 38.1 57.3 95.2 98.1: 4.8 1.9
Old : 100.0: 53.7 37.4 3.4 38.1 57.3 95.2 98.1: 4.8 1.9
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 : 20: 6 4 3 9 2 17 7:
Old : 20: 6 4 3 9 2 17 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 : 76.8 93.6 86.1 98.1 76.3 90.6 85.2 93.3
Old : 76.8 93.6 86.1 98.1 76.3 90.6 85.2 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2017