MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 24,356: 2,420 5,504 680 20,376 17,732 23,476 23,916: 880 440
Old : 24,356: 2,420 5,504 680 20,376 17,732 23,476 23,916: 880 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 404: -120 -672 320 444 996 644 644: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 22.6 2.8 83.7 72.8 96.4 98.2: 3.6 1.8
Old : 100.0: 9.9 22.6 2.8 83.7 72.8 96.4 98.2: 3.6 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 : 23: 5 5 3 7 8 14 16:
Old : 23: 5 5 3 7 8 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.3 58.9 92.6 87.7 79.8 51.4 81.8 78.7
Old : 83.3 58.9 92.6 87.7 79.8 51.4 81.8 78.7
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 21, 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 : 7,291: 1,846 1,957 935 3,574 3,430 6,355 6,323: 936 968
Old : 7,291: 1,846 1,957 935 3,574 3,430 6,355 6,323: 936 968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 260: 78 -140 119 94 203 291 182: -31 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 26.8 12.8 49.0 47.0 87.2 86.7: 12.8 13.3
Old : 100.0: 25.3 26.8 12.8 49.0 47.0 87.2 86.7: 12.8 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 10 10 18 18 30 31:
Old : 37: 5 10 10 18 18 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 31.7 63.6 49.8 44.7 30.1 58.4 45.9
Old : 44.8 31.7 63.6 49.8 44.7 30.1 58.4 45.9
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 21, 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 : 56,444: 21,741 3,358 16,076 13,612 23,346 51,429 42,780: 5,015 13,665
Old : 56,444: 21,741 3,358 16,076 13,612 23,346 51,429 42,780: 5,015 13,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 2,985: 1,548 -851 1,530 85 1,101 3,163 1,780: -178 1,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 5.9 28.5 24.1 41.4 91.1 75.8: 8.9 24.2
Old : 100.0: 38.5 5.9 28.5 24.1 41.4 91.1 75.8: 8.9 24.2
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 : 86: 25 23 33 30 30 71 70:
Old : 86: 25 23 33 30 30 71 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 25.4 52.5 37.7 37.5 23.7 44.2 31.1
Old : 38.5 25.4 52.5 37.7 37.5 23.7 44.2 31.1
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 21, 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 : 12,006: 1,092 1,026 3,084 6,935 7,259 11,111 11,369: 895 637
Old : 12,006: 1,092 1,026 3,084 6,935 7,259 11,111 11,369: 895 637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 745: 120 195 71 480 433 670 699: 75 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 8.5 25.7 57.8 60.5 92.5 94.7: 7.5 5.3
Old : 100.0: 9.1 8.5 25.7 57.8 60.5 92.5 94.7: 7.5 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: 8 9 12 24 22 39 36:
Old : 44: 8 9 12 24 22 39 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 : 30.6 33.4 47.5 56.0 24.4 23.1 35.0 34.7
Old : 30.6 33.4 47.5 56.0 24.4 23.1 35.0 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 277,661: 82,861 20,630 76,123 91,391 140,468 250,376 237,220: 27,285 40,440
Old : 262,859: 78,163 24,293 69,359 89,667 130,524 237,189 224,176: 25,670 38,682
Other: 14,802: 9,537 1,174 1,926 1,724 9,944 13,186 13,044: 1,615 1,758
: : :
: : Changes in Commitments from: February 14, 2017 :
: -31,301: -1,585 202 -27,220 -646 -4,362 -29,451 -31,380: -1,850 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 7.4 27.4 32.9 50.6 90.2 85.4: 9.8 14.6
Old : 100.0: 29.7 9.2 26.4 34.1 49.7 90.2 85.3: 9.8 14.7
Other: 100.0: 64.4 7.9 13.0 11.6 67.2 89.1 88.1: 10.9 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 114 64 120 87 89 265 228:
Old : 303: 108 76 117 87 89 262 228:
Other: 82: 33 6 18 23 37 59 59:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 22.5 23.6 30.9 13.0 21.8 21.5 29.4
Old : 14.0 22.3 23.2 29.8 12.5 21.8 21.0 28.5
Other: 55.9 43.1 65.5 57.5 54.5 40.0 60.2 53.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 381,025: 128,317 18,378 92,984 128,477 206,373 349,777 317,734: 31,247 63,291
Old : 381,025: 128,317 18,378 92,984 128,477 206,373 349,777 317,734: 31,247 63,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 817: -1,588 318 2,275 504 -2,687 1,191 -94: -373 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 4.8 24.4 33.7 54.2 91.8 83.4: 8.2 16.6
Old : 100.0: 33.7 4.8 24.4 33.7 54.2 91.8 83.4: 8.2 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 148 81 150 135 155 363 324:
Old : 427: 148 81 150 135 155 363 324:
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 : 12.2 18.2 21.1 25.1 11.8 17.5 20.6 23.3
Old : 12.2 18.2 21.1 25.1 11.8 17.5 20.6 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 21, 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 : 5,671: 2,703 1,180 730 531 2,637 3,965 4,548: 1,707 1,123
Old : 5,671: 2,703 1,180 730 531 2,637 3,965 4,548: 1,707 1,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 193: 437 77 103 -270 75 270 255: -76 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 20.8 12.9 9.4 46.5 69.9 80.2: 30.1 19.8
Old : 100.0: 47.7 20.8 12.9 9.4 46.5 69.9 80.2: 30.1 19.8
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 : 69: 25 12 11 20 26 54 43:
Old : 69: 25 12 11 20 26 54 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 : 21.4 25.8 31.8 41.9 21.4 25.8 31.2 41.5
Old : 21.4 25.8 31.8 41.9 21.4 25.8 31.2 41.5
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 21, 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 : 59,827: 19,956 8,673 17,009 14,709 13,672 51,674 39,354: 8,153 20,473
Old : 59,827: 19,956 8,673 17,009 14,709 13,672 51,674 39,354: 8,153 20,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -479: -161 -285 -810 454 815 -517 -280: 38 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 14.5 28.4 24.6 22.9 86.4 65.8: 13.6 34.2
Old : 100.0: 33.4 14.5 28.4 24.6 22.9 86.4 65.8: 13.6 34.2
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 : 227: 54 60 73 71 82 175 178:
Old : 227: 54 60 73 71 82 175 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 9.2 31.2 16.6 19.0 7.8 27.0 11.6
Old : 20.6 9.2 31.2 16.6 19.0 7.8 27.0 11.6
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 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,205: 232 4,853 258 4,448 549 4,938 5,660: 1,267 544
Old : 6,205: 232 4,853 258 4,448 549 4,938 5,660: 1,267 544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 337: -53 271 2 327 33 276 306: 61 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 78.2 4.2 71.7 8.9 79.6 91.2: 20.4 8.8
Old : 100.0: 3.7 78.2 4.2 71.7 8.9 79.6 91.2: 20.4 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 6 5 11 4 17 12:
Old : 20: 3 6 5 11 4 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 : 56.8 77.5 72.1 87.8 56.8 77.4 70.3 84.3
Old : 56.8 77.5 72.1 87.8 56.8 77.4 70.3 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 21, 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 : 35,199: 1,331 19,309 6,632 26,447 7,961 34,411 33,902: 789 1,297
Old : 35,199: 1,331 19,309 6,632 26,447 7,961 34,411 33,902: 789 1,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 2,226: -126 1,739 347 2,030 75 2,252 2,162: -26 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 54.9 18.8 75.1 22.6 97.8 96.3: 2.2 3.7
Old : 100.0: 3.8 54.9 18.8 75.1 22.6 97.8 96.3: 2.2 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: 9 16 12 26 19 44 38:
Old : 59: 9 16 12 26 19 44 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 : 50.3 52.7 67.9 68.3 50.3 52.0 63.6 62.3
Old : 50.3 52.7 67.9 68.3 50.3 52.0 63.6 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 29,979: 19,175 1,515 0 8,925 27,514 28,100 29,029: 1,879 950
Old : 29,979: 19,175 1,515 0 8,925 27,514 28,100 29,029: 1,879 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -438: -464 78 0 1 -593 -463 -515: 25 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 5.1 0.0 29.8 91.8 93.7 96.8: 6.3 3.2
Old : 100.0: 64.0 5.1 0.0 29.8 91.8 93.7 96.8: 6.3 3.2
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 : 31: 12 5 0 7 9 19 14:
Old : 31: 12 5 0 7 9 19 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 : 80.7 77.5 87.3 92.4 80.7 77.5 87.3 92.4
Old : 80.7 77.5 87.3 92.4 80.7 77.5 87.3 92.4
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 21, 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 : 149,445: 58,884 33,411 7,439 48,419 82,129 114,742 122,979: 34,703 26,466
Old : 149,445: 58,884 33,411 7,439 48,419 82,129 114,742 122,979: 34,703 26,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 5,470: 5,752 -153 -14 -831 4,337 4,907 4,170: 563 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 22.4 5.0 32.4 55.0 76.8 82.3: 23.2 17.7
Old : 100.0: 39.4 22.4 5.0 32.4 55.0 76.8 82.3: 23.2 17.7
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: 33 22 18 25 27 67 58:
Old : 89: 33 22 18 25 27 67 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 42.0 38.0 51.9 26.4 41.6 35.5 51.3
Old : 26.7 42.0 38.0 51.9 26.4 41.6 35.5 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 50,791: 6,948 15,791 1,183 34,567 16,418 42,698 33,391: 8,093 17,400
Old : 50,791: 6,948 15,791 1,183 34,567 16,418 42,698 33,391: 8,093 17,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 1,218: 439 -2,257 101 277 1,684 817 -472: 401 1,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 31.1 2.3 68.1 32.3 84.1 65.7: 15.9 34.3
Old : 100.0: 13.7 31.1 2.3 68.1 32.3 84.1 65.7: 15.9 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 : 42: 9 16 11 12 10 27 31:
Old : 42: 9 16 11 12 10 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 32.6 68.2 44.9 54.6 31.2 68.1 43.5
Old : 54.6 32.6 68.2 44.9 54.6 31.2 68.1 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 194,808: 35,234 91,477 13,444 139,137 84,036 187,815 188,957: 6,993 5,851
Old : 194,808: 35,234 91,477 13,444 139,137 84,036 187,815 188,957: 6,993 5,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 3,432: 4,871 1,178 2,991 -5,030 -50 2,832 4,119: 601 -686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 47.0 6.9 71.4 43.1 96.4 97.0: 3.6 3.0
Old : 100.0: 18.1 47.0 6.9 71.4 43.1 96.4 97.0: 3.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 54 53 14 21 27 85 86:
Old : 147: 54 53 14 21 27 85 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 : 52.8 39.4 69.6 56.9 52.8 38.9 65.2 53.3
Old : 52.8 39.4 69.6 56.9 52.8 38.9 65.2 53.3
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 21, 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 : 245,226: 38,724 102,719 19,631 159,035 85,971 217,390 208,321: 27,836 36,905
Old : 245,226: 38,724 102,719 19,631 159,035 85,971 217,390 208,321: 27,836 36,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 1,435: -795 459 -295 2,306 351 1,216 515: 219 919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 41.9 8.0 64.9 35.1 88.6 85.0: 11.4 15.0
Old : 100.0: 15.8 41.9 8.0 64.9 35.1 88.6 85.0: 11.4 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 28 49 31 29 46 76 107:
Old : 126: 28 49 31 29 46 76 107:
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 28.4 63.0 39.4 55.1 27.6 59.7 37.8
Old : 56.2 28.4 63.0 39.4 55.1 27.6 59.7 37.8
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 21, 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 : 258,046: 28,781 75,438 27,007 182,920 111,641 238,709 214,086: 19,338 43,961
Old : 258,046: 28,781 75,438 27,007 182,920 111,641 238,709 214,086: 19,338 43,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -1,890: 1,651 1,258 -1,279 -1,395 -415 -1,023 -436: -868 -1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 29.2 10.5 70.9 43.3 92.5 83.0: 7.5 17.0
Old : 100.0: 11.2 29.2 10.5 70.9 43.3 92.5 83.0: 7.5 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 : 126: 31 43 22 34 39 75 94:
Old : 126: 31 43 22 34 39 75 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 32.2 55.8 45.9 39.1 28.7 48.5 37.8
Old : 42.0 32.2 55.8 45.9 39.1 28.7 48.5 37.8
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 21, 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 : 502,900: 132,216 183,011 48,382 261,110 204,418 441,707 435,811: 61,193 67,089
Old : 502,900: 132,216 183,011 48,382 261,110 204,418 441,707 435,811: 61,193 67,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 16,355: 4,953 16,556 2,554 7,161 134 14,669 19,244: 1,687 -2,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 36.4 9.6 51.9 40.6 87.8 86.7: 12.2 13.3
Old : 100.0: 26.3 36.4 9.6 51.9 40.6 87.8 86.7: 12.2 13.3
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 : 257: 78 93 63 63 66 169 195:
Old : 257: 78 93 63 63 66 169 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 24.8 42.9 36.6 31.5 23.6 41.3 33.9
Old : 32.3 24.8 42.9 36.6 31.5 23.6 41.3 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 29,147: 13,103 2,358 279 6,056 21,946 19,438 24,583: 9,709 4,564
Old : 29,147: 13,103 2,358 279 6,056 21,946 19,438 24,583: 9,709 4,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 105: 5 72 0 -30 211 -25 283: 130 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 8.1 1.0 20.8 75.3 66.7 84.3: 33.3 15.7
Old : 100.0: 45.0 8.1 1.0 20.8 75.3 66.7 84.3: 33.3 15.7
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 : 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 : 46.8 75.0 56.2 83.5 46.0 75.0 54.9 82.2
Old : 46.8 75.0 56.2 83.5 46.0 75.0 54.9 82.2
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 21, 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 : 37,953: 27,381 2,908 594 7,794 33,831 35,769 37,333: 2,184 620
Old : 37,953: 27,381 2,908 594 7,794 33,831 35,769 37,333: 2,184 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 819: -1,321 256 592 1,547 52 818 900: 1 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 7.7 1.6 20.5 89.1 94.2 98.4: 5.8 1.6
Old : 100.0: 72.1 7.7 1.6 20.5 89.1 94.2 98.4: 5.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 13 11 2 4 6 18 18:
Old : 32: 13 11 2 4 6 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 89.1 86.5 94.5 76.9 86.8 84.6 91.6
Old : 77.1 89.1 86.5 94.5 76.9 86.8 84.6 91.6
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 21, 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 : 55,082: 35,252 32,094 227 14,632 19,503 50,111 51,824: 4,971 3,258
Old : 55,082: 35,252 32,094 227 14,632 19,503 50,111 51,824: 4,971 3,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -1,232: -1,313 -1,595 -49 165 -22 -1,197 -1,666: -35 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 58.3 0.4 26.6 35.4 91.0 94.1: 9.0 5.9
Old : 100.0: 64.0 58.3 0.4 26.6 35.4 91.0 94.1: 9.0 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 : 75: 34 20 4 14 10 50 32:
Old : 75: 34 20 4 14 10 50 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 : 40.7 62.7 57.5 79.7 40.7 62.7 56.9 77.8
Old : 40.7 62.7 57.5 79.7 40.7 62.7 56.9 77.8
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 21, 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 : 30,041: 7,415 1,262 6,785 14,302 21,455 28,502 29,502: 1,539 539
Old : 30,041: 7,415 1,262 6,785 14,302 21,455 28,502 29,502: 1,539 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -1,461: -335 -650 -932 -377 21 -1,644 -1,561: 183 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 4.2 22.6 47.6 71.4 94.9 98.2: 5.1 1.8
Old : 100.0: 24.7 4.2 22.6 47.6 71.4 94.9 98.2: 5.1 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 3 1 7 7 20 11:
Old : 26: 13 3 1 7 7 20 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 90.7 86.2 97.5 26.4 46.0 35.3 47.3
Old : 74.2 90.7 86.2 97.5 26.4 46.0 35.3 47.3
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 21, 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 :23,676,194: 675,713 2,725,550 11,154,194 11,226,008 8,525,835 23,055,915 22,405,578: 620,279 1,270,616
Old :23,676,194: 675,713 2,725,550 11,154,194 11,226,008 8,525,835 23,055,915 22,405,578: 620,279 1,270,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 1,036,618: 65,461 132,155 585,495 378,663 287,318 1,029,618 1,004,968: 7,000 31,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 11.5 47.1 47.4 36.0 97.4 94.6: 2.6 5.4
Old : 100.0: 2.9 11.5 47.1 47.4 36.0 97.4 94.6: 2.6 5.4
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 : 327: 52 120 138 122 144 267 319:
Old : 327: 52 120 138 122 144 267 319:
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 18.8 42.8 31.5 18.9 6.6 23.0 9.2
Old : 27.6 18.8 42.8 31.5 18.9 6.6 23.0 9.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 963,677: 100,047 108,316 182,660 586,176 569,818 868,883 860,795: 94,794 102,883
Old : 963,677: 100,047 108,316 182,660 586,176 569,818 868,883 860,795: 94,794 102,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -36,462: -1,427 -3,474 -5,537 -23,144 -19,218 -30,108 -28,229: -6,355 -8,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 11.2 19.0 60.8 59.1 90.2 89.3: 9.8 10.7
Old : 100.0: 10.4 11.2 19.0 60.8 59.1 90.2 89.3: 9.8 10.7
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 : 681: 163 177 174 250 256 504 518:
Old : 681: 163 177 174 250 256 504 518:
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 : 14.0 15.4 24.1 26.1 9.5 9.7 15.4 14.8
Old : 14.0 15.4 24.1 26.1 9.5 9.7 15.4 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 209,678: 11,489 26,205 61,033 103,394 93,542 175,915 180,780: 33,763 28,898
Old : 209,678: 11,489 26,205 61,033 103,394 93,542 175,915 180,780: 33,763 28,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -33,307: -1,073 -5,738 -7,329 -22,191 -15,243 -30,593 -28,310: -2,714 -4,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 12.5 29.1 49.3 44.6 83.9 86.2: 16.1 13.8
Old : 100.0: 5.5 12.5 29.1 49.3 44.6 83.9 86.2: 16.1 13.8
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 : 70: 14 11 22 37 35 64 57:
Old : 70: 14 11 22 37 35 64 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 : 33.9 38.7 46.5 51.7 15.1 21.1 19.4 26.3
Old : 33.9 38.7 46.5 51.7 15.1 21.1 19.4 26.3
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 21, 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 : 3,769,997: 506,782 474,542 544,149 2,413,909 2,381,382 3,464,840 3,400,073: 305,157 369,924
Old : 3,769,997: 506,782 474,542 544,149 2,413,909 2,381,382 3,464,840 3,400,073: 305,157 369,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -15,775: 7,545 20,631 -351 -4,766 -19,875 2,428 406: -18,203 -16,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 12.6 14.4 64.0 63.2 91.9 90.2: 8.1 9.8
Old : 100.0: 13.4 12.6 14.4 64.0 63.2 91.9 90.2: 8.1 9.8
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 : 660: 157 171 162 244 249 484 499:
Old : 660: 157 171 162 244 249 484 499:
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 : 14.2 16.0 23.5 24.7 10.6 11.1 17.5 16.4
Old : 14.2 16.0 23.5 24.7 10.6 11.1 17.5 16.4
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 21, 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 : 97,472: 23,041 4,193 1,404 61,143 88,457 85,588 94,054: 11,884 3,418
Old : 97,472: 23,041 4,193 1,404 61,143 88,457 85,588 94,054: 11,884 3,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 2,743: -772 1,341 178 4,383 1,257 3,789 2,776: -1,046 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 4.3 1.4 62.7 90.8 87.8 96.5: 12.2 3.5
Old : 100.0: 23.6 4.3 1.4 62.7 90.8 87.8 96.5: 12.2 3.5
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 : 92: 16 7 3 48 37 65 46:
Old : 92: 16 7 3 48 37 65 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 : 39.1 43.2 51.4 63.3 39.1 43.1 50.1 63.3
Old : 39.1 43.2 51.4 63.3 39.1 43.1 50.1 63.3
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 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 49,921: 24,780 8,966 2,070 16,955 31,940 43,805 42,977: 6,116 6,944
Old : 49,921: 24,780 8,966 2,070 16,955 31,940 43,805 42,977: 6,116 6,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 1,137: 691 2,568 206 107 -1,810 1,004 964: 133 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 18.0 4.1 34.0 64.0 87.7 86.1: 12.3 13.9
Old : 100.0: 49.6 18.0 4.1 34.0 64.0 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 : 250: 77 59 29 69 75 160 149:
Old : 250: 77 59 29 69 75 160 149:
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 : 24.6 25.1 35.3 36.5 24.4 24.9 34.9 36.1
Old : 24.6 25.1 35.3 36.5 24.4 24.9 34.9 36.1
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 21, 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 : 249,605: 123,899 44,830 10,352 84,777 159,702 219,027 214,883: 30,578 34,722
Old : 249,605: 123,899 44,830 10,352 84,777 159,702 219,027 214,883: 30,578 34,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 5,685: 3,455 12,840 1,029 534 -9,050 5,018 4,819: 667 866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 18.0 4.1 34.0 64.0 87.7 86.1: 12.3 13.9
Old : 100.0: 49.6 18.0 4.1 34.0 64.0 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 : 250: 77 59 29 69 75 160 149:
Old : 250: 77 59 29 69 75 160 149:
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 : 24.6 25.1 35.3 36.5 24.4 24.9 34.9 36.1
Old : 24.6 25.1 35.3 36.5 24.4 24.9 34.9 36.1
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 21, 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 : 158,894: 86,060 54,834 12,182 28,716 67,520 126,958 134,536: 31,936 24,358
Old : 158,894: 86,060 54,834 12,182 28,716 67,520 126,958 134,536: 31,936 24,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 10,073: 9,126 -19 842 83 9,008 10,051 9,831: 21 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 34.5 7.7 18.1 42.5 79.9 84.7: 20.1 15.3
Old : 100.0: 54.2 34.5 7.7 18.1 42.5 79.9 84.7: 20.1 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 : 96: 40 25 14 25 24 73 55:
Old : 96: 40 25 14 25 24 73 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 42.7 40.7 54.2 29.6 41.4 40.2 50.8
Old : 29.6 42.7 40.7 54.2 29.6 41.4 40.2 50.8
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 21, 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 : 31,672: 9,479 5,247 7 12,610 19,144 22,096 24,398: 9,576 7,274
Old : 31,672: 9,479 5,247 7 12,610 19,144 22,096 24,398: 9,576 7,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -670: -886 465 -116 10 270 -992 619: 322 -1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 16.6 0.0 39.8 60.4 69.8 77.0: 30.2 23.0
Old : 100.0: 29.9 16.6 0.0 39.8 60.4 69.8 77.0: 30.2 23.0
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 : 41: 13 7 1 15 9 29 16:
Old : 41: 13 7 1 15 9 29 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 63.3 48.7 70.9 36.8 63.3 48.7 70.9
Old : 36.8 63.3 48.7 70.9 36.8 63.3 48.7 70.9
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 21, 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 : 57,155: 13,143 18,322 2,322 32,062 19,315 47,527 39,959: 9,628 17,196
Old : 57,155: 13,143 18,322 2,322 32,062 19,315 47,527 39,959: 9,628 17,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -4,367: -1,806 -4,810 209 -479 -519 -2,076 -5,120: -2,291 753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 32.1 4.1 56.1 33.8 83.2 69.9: 16.8 30.1
Old : 100.0: 23.0 32.1 4.1 56.1 33.8 83.2 69.9: 16.8 30.1
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 : 85: 21 15 6 35 25 59 43:
Old : 85: 21 15 6 35 25 59 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 : 25.4 26.8 38.7 39.7 25.4 24.2 38.5 36.9
Old : 25.4 26.8 38.7 39.7 25.4 24.2 38.5 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2017