MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 22,120: 3,560 5,464 640 17,540 15,636 21,740 21,740: 380 380
Old : 22,120: 3,560 5,464 640 17,540 15,636 21,740 21,740: 380 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 412: 520 340 -120 12 192 412 412: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 24.7 2.9 79.3 70.7 98.3 98.3: 1.7 1.7
Old : 100.0: 16.1 24.7 2.9 79.3 70.7 98.3 98.3: 1.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 5 3 6 8 12 16:
Old : 22: 4 5 3 6 8 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.4 55.6 96.1 86.9 84.0 53.9 85.6 78.1
Old : 85.4 55.6 96.1 86.9 84.0 53.9 85.6 78.1
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, March 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 : 7,095: 1,854 1,561 1,023 3,325 3,564 6,202 6,148: 893 948
Old : 7,095: 1,854 1,561 1,023 3,325 3,564 6,202 6,148: 893 948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 333: 176 -125 119 4 302 299 296: 34 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 22.0 14.4 46.9 50.2 87.4 86.6: 12.6 13.4
Old : 100.0: 26.1 22.0 14.4 46.9 50.2 87.4 86.6: 12.6 13.4
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 : 38: 4 11 8 18 20 29 32:
Old : 38: 4 11 8 18 20 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 29.7 64.7 45.7 44.3 28.9 57.2 41.9
Old : 45.8 29.7 64.7 45.7 44.3 28.9 57.2 41.9
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, March 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 : 61,038: 24,545 3,464 18,721 13,075 23,551 56,342 45,736: 4,696 15,302
Old : 61,038: 24,545 3,464 18,721 13,075 23,551 56,342 45,736: 4,696 15,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 3,502: 1,265 618 1,272 629 1,069 3,165 2,959: 337 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 5.7 30.7 21.4 38.6 92.3 74.9: 7.7 25.1
Old : 100.0: 40.2 5.7 30.7 21.4 38.6 92.3 74.9: 7.7 25.1
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 : 83: 25 21 33 28 32 67 72:
Old : 83: 25 21 33 28 32 67 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 23.6 53.1 35.7 35.3 22.0 45.0 28.0
Old : 36.3 23.6 53.1 35.7 35.3 22.0 45.0 28.0
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, March 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 : 13,095: 1,230 795 3,211 7,564 8,403 12,005 12,409: 1,090 686
Old : 13,095: 1,230 795 3,211 7,564 8,403 12,005 12,409: 1,090 686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 537: 31 77 -8 524 416 547 484: -10 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 6.1 24.5 57.8 64.2 91.7 94.8: 8.3 5.2
Old : 100.0: 9.4 6.1 24.5 57.8 64.2 91.7 94.8: 8.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 9 8 11 26 22 41 35:
Old : 45: 9 8 11 26 22 41 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 35.9 50.3 57.8 24.3 21.2 34.1 35.8
Old : 31.1 35.9 50.3 57.8 24.3 21.2 34.1 35.8
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, March 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 : 266,963: 73,725 26,521 79,300 88,019 121,729 241,044 227,549: 25,918 39,413
Old : 243,870: 66,912 29,587 70,292 83,472 107,622 220,675 207,501: 23,194 36,369
Other: 23,093: 12,605 2,726 3,216 4,548 14,107 20,369 20,049: 2,724 3,044
: : :
: : Changes in Commitments from: March 7, 2017 :
: 1,236: -1,418 192 2,759 10 -386 1,351 2,564: -116 -1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 9.9 29.7 33.0 45.6 90.3 85.2: 9.7 14.8
Old : 100.0: 27.4 12.1 28.8 34.2 44.1 90.5 85.1: 9.5 14.9
Other: 100.0: 54.6 11.8 13.9 19.7 61.1 88.2 86.8: 11.8 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 105 67 122 79 83 245 225:
Old : 283: 105 72 117 79 83 240 223:
Other: 97: 31 13 24 30 41 72 69:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 20.3 23.8 28.6 14.1 18.8 22.9 26.4
Old : 13.6 20.4 23.6 28.0 13.6 19.1 22.8 25.9
Other: 43.4 36.2 55.8 51.5 43.4 33.1 53.5 47.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 408,376: 136,557 16,601 111,009 124,786 216,596 372,352 344,206: 36,024 64,170
Old : 408,376: 136,557 16,601 111,009 124,786 216,596 372,352 344,206: 36,024 64,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 13,072: 5,119 -1,309 7,698 -919 5,248 11,898 11,637: 1,174 1,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 4.1 27.2 30.6 53.0 91.2 84.3: 8.8 15.7
Old : 100.0: 33.4 4.1 27.2 30.6 53.0 91.2 84.3: 8.8 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 : 454: 163 75 165 141 169 382 354:
Old : 454: 163 75 165 141 169 382 354:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 17.5 20.0 24.4 11.1 16.9 19.3 22.3
Old : 11.3 17.5 20.0 24.4 11.1 16.9 19.3 22.3
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, March 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 : 5,218: 2,704 1,178 642 482 2,356 3,828 4,175: 1,390 1,042
Old : 5,218: 2,704 1,178 642 482 2,356 3,828 4,175: 1,390 1,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -737: -653 17 48 -14 -516 -619 -451: -118 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 22.6 12.3 9.2 45.1 73.4 80.0: 26.6 20.0
Old : 100.0: 51.8 22.6 12.3 9.2 45.1 73.4 80.0: 26.6 20.0
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 : 59: 25 11 12 15 18 50 34:
Old : 59: 25 11 12 15 18 50 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 : 28.9 31.9 39.7 50.9 28.4 31.5 37.2 48.9
Old : 28.9 31.9 39.7 50.9 28.4 31.5 37.2 48.9
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, March 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 : 60,038: 20,417 7,197 16,582 15,325 14,777 52,324 38,556: 7,714 21,482
Old : 60,038: 20,417 7,197 16,582 15,325 14,777 52,324 38,556: 7,714 21,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 327: 1,549 -1,707 1,137 -1,640 533 1,046 -37: -719 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 12.0 27.6 25.5 24.6 87.2 64.2: 12.8 35.8
Old : 100.0: 34.0 12.0 27.6 25.5 24.6 87.2 64.2: 12.8 35.8
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 : 229: 65 56 66 62 81 169 171:
Old : 229: 65 56 66 62 81 169 171:
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 : 21.2 8.6 32.6 15.8 19.0 5.9 27.6 9.8
Old : 21.2 8.6 32.6 15.8 19.0 5.9 27.6 9.8
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, March 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 : 6,834: 452 5,581 336 4,705 527 5,494 6,445: 1,340 389
Old : 6,834: 452 5,581 336 4,705 527 5,494 6,445: 1,340 389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 46: 18 176 -6 -42 -131 -31 39: 76 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 81.7 4.9 68.9 7.7 80.4 94.3: 19.6 5.7
Old : 100.0: 6.6 81.7 4.9 68.9 7.7 80.4 94.3: 19.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 4 7 11 4 19 14:
Old : 22: 7 4 7 11 4 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 : 52.1 81.7 67.0 91.3 52.1 81.7 66.7 85.6
Old : 52.1 81.7 67.0 91.3 52.1 81.7 66.7 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 42,398: 1,617 22,202 8,509 31,680 9,405 41,806 40,116: 592 2,282
Old : 42,398: 1,617 22,202 8,509 31,680 9,405 41,806 40,116: 592 2,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 2,147: 112 782 510 1,547 496 2,170 1,788: -23 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 52.4 20.1 74.7 22.2 98.6 94.6: 1.4 5.4
Old : 100.0: 3.8 52.4 20.1 74.7 22.2 98.6 94.6: 1.4 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 : 68: 6 25 16 29 24 50 50:
Old : 68: 6 25 16 29 24 50 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 47.6 65.8 64.2 46.2 47.2 62.6 57.8
Old : 46.2 47.6 65.8 64.2 46.2 47.2 62.6 57.8
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, March 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 : 33,946: 18,169 750 101 13,733 32,274 32,003 33,125: 1,943 821
Old : 33,946: 18,169 750 101 13,733 32,274 32,003 33,125: 1,943 821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 1,219: 534 -163 77 2,610 3,456 3,221 3,370: -2,002 -2,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 2.2 0.3 40.5 95.1 94.3 97.6: 5.7 2.4
Old : 100.0: 53.5 2.2 0.3 40.5 95.1 94.3 97.6: 5.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 12 5 1 8 9 20 15:
Old : 31: 12 5 1 8 9 20 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 : 73.2 81.8 84.2 94.2 65.2 68.0 71.4 77.4
Old : 73.2 81.8 84.2 94.2 65.2 68.0 71.4 77.4
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, March 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 : 192,867: 74,087 52,215 8,128 82,589 96,305 164,804 156,649: 28,063 36,218
Old : 192,867: 74,087 52,215 8,128 82,589 96,305 164,804 156,649: 28,063 36,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 31,164: 8,665 16,578 -4,318 30,737 14,815 35,084 27,075: -3,920 4,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 27.1 4.2 42.8 49.9 85.4 81.2: 14.6 18.8
Old : 100.0: 38.4 27.1 4.2 42.8 49.9 85.4 81.2: 14.6 18.8
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 : 105: 30 32 19 26 34 63 79:
Old : 105: 30 32 19 26 34 63 79:
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 : 33.7 33.8 52.6 42.8 29.0 18.8 36.6 26.7
Old : 33.7 33.8 52.6 42.8 29.0 18.8 36.6 26.7
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, March 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 : 47,358: 12,845 21,895 1,143 26,448 4,754 40,436 27,793: 6,922 19,566
Old : 47,358: 12,845 21,895 1,143 26,448 4,754 40,436 27,793: 6,922 19,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -10,967: 251 -805 -418 -10,285 -9,036 -10,452 -10,259: -515 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 46.2 2.4 55.8 10.0 85.4 58.7: 14.6 41.3
Old : 100.0: 27.1 46.2 2.4 55.8 10.0 85.4 58.7: 14.6 41.3
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: 10 18 8 10 7 26 27:
Old : 42: 10 18 8 10 7 26 27:
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 : 49.9 25.8 67.9 37.7 49.9 25.7 66.6 37.6
Old : 49.9 25.8 67.9 37.7 49.9 25.7 66.6 37.6
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, March 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 : 170,437: 51,402 56,777 1,024 111,054 109,008 163,481 166,809: 6,956 3,628
Old : 170,437: 51,402 56,777 1,024 111,054 109,008 163,481 166,809: 6,956 3,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -39,584: 12,546 -24,768 -10,962 -40,146 -2,799 -38,562 -38,530: -1,022 -1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 33.3 0.6 65.2 64.0 95.9 97.9: 4.1 2.1
Old : 100.0: 30.2 33.3 0.6 65.2 64.0 95.9 97.9: 4.1 2.1
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 : 135: 56 43 10 18 27 80 74:
Old : 135: 56 43 10 18 27 80 74:
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 : 57.4 46.1 74.2 63.6 57.4 46.1 74.2 63.6
Old : 57.4 46.1 74.2 63.6 57.4 46.1 74.2 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 292,671: 40,770 147,463 20,671 202,702 81,377 264,142 249,512: 28,529 43,160
Old : 292,671: 40,770 147,463 20,671 202,702 81,377 264,142 249,512: 28,529 43,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -401: -19,432 7,627 -639 22,198 -8,726 2,126 -1,738: -2,527 1,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 50.4 7.1 69.3 27.8 90.3 85.3: 9.7 14.7
Old : 100.0: 13.9 50.4 7.1 69.3 27.8 90.3 85.3: 9.7 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 27 51 22 27 42 66 103:
Old : 126: 27 51 22 27 42 66 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 30.5 66.2 41.4 57.5 29.8 62.9 40.2
Old : 59.8 30.5 66.2 41.4 57.5 29.8 62.9 40.2
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, March 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 : 236,325: 32,890 106,153 18,016 167,647 65,385 218,553 189,554: 17,771 46,771
Old : 236,325: 32,890 106,153 18,016 167,647 65,385 218,553 189,554: 17,771 46,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -14,020: -3,888 12,001 -3,068 -7,213 -21,776 -14,169 -12,842: 150 -1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 44.9 7.6 70.9 27.7 92.5 80.2: 7.5 19.8
Old : 100.0: 13.9 44.9 7.6 70.9 27.7 92.5 80.2: 7.5 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 : 128: 27 52 25 31 38 74 99:
Old : 128: 27 52 25 31 38 74 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 31.8 59.6 42.2 46.8 30.9 55.6 39.1
Old : 48.5 31.8 59.6 42.2 46.8 30.9 55.6 39.1
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, March 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 : 439,166: 148,509 187,216 35,289 193,900 158,348 377,697 380,853: 61,469 58,313
Old : 439,166: 148,509 187,216 35,289 193,900 158,348 377,697 380,853: 61,469 58,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -52,599: 11,151 -8,908 520 -64,451 -33,116 -52,780 -41,504: 181 -11,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 42.6 8.0 44.2 36.1 86.0 86.7: 14.0 13.3
Old : 100.0: 33.8 42.6 8.0 44.2 36.1 86.0 86.7: 14.0 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 : 246: 75 87 52 63 65 162 180:
Old : 246: 75 87 52 63 65 162 180:
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 24.2 39.9 35.3 30.3 23.8 39.4 34.2
Old : 30.6 24.2 39.9 35.3 30.3 23.8 39.4 34.2
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, March 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 : 33,794: 15,555 5,323 382 5,919 23,787 21,856 29,492: 11,938 4,302
Old : 33,794: 15,555 5,323 382 5,919 23,787 21,856 29,492: 11,938 4,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -3,909: 1,353 2,034 97 -546 875 904 3,006: -4,813 -6,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 15.8 1.1 17.5 70.4 64.7 87.3: 35.3 12.7
Old : 100.0: 46.0 15.8 1.1 17.5 70.4 64.7 87.3: 35.3 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 : 24: 8 5 2 8 8 17 14:
Old : 24: 8 5 2 8 8 17 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 : 42.5 76.8 53.1 84.6 41.9 76.8 52.2 83.9
Old : 42.5 76.8 53.1 84.6 41.9 76.8 52.2 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 28,865: 19,629 3,784 231 6,968 24,178 26,828 28,193: 2,037 672
Old : 28,865: 19,629 3,784 231 6,968 24,178 26,828 28,193: 2,037 672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -2,378: -2,631 -540 211 148 -2,013 -2,272 -2,342: -106 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 13.1 0.8 24.1 83.8 92.9 97.7: 7.1 2.3
Old : 100.0: 68.0 13.1 0.8 24.1 83.8 92.9 97.7: 7.1 2.3
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 : 32: 14 11 2 4 6 19 18:
Old : 32: 14 11 2 4 6 19 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 : 77.0 82.2 85.9 90.3 77.0 80.4 85.1 88.4
Old : 77.0 82.2 85.9 90.3 77.0 80.4 85.1 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 34,986: 19,509 25,114 60 11,330 5,927 30,899 31,101: 4,087 3,885
Old : 34,986: 19,509 25,114 60 11,330 5,927 30,899 31,101: 4,087 3,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -16,419: -7,698 -6,518 -1,164 -5,805 -8,956 -14,667 -16,638: -1,752 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 71.8 0.2 32.4 16.9 88.3 88.9: 11.7 11.1
Old : 100.0: 55.8 71.8 0.2 32.4 16.9 88.3 88.9: 11.7 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 : 59: 20 23 3 10 9 31 34:
Old : 59: 20 23 3 10 9 31 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 : 33.0 57.0 54.3 69.0 33.0 57.0 53.5 66.7
Old : 33.0 57.0 54.3 69.0 33.0 57.0 53.5 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 26,628: 5,656 1,487 4,418 15,304 19,763 25,378 25,668: 1,250 960
Old : 26,628: 5,656 1,487 4,418 15,304 19,763 25,378 25,668: 1,250 960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -2,188: -2,798 225 -1,353 1,927 -1,210 -2,224 -2,338: 36 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 5.6 16.6 57.5 74.2 95.3 96.4: 4.7 3.6
Old : 100.0: 21.2 5.6 16.6 57.5 74.2 95.3 96.4: 4.7 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 : 24: 11 4 2 7 5 18 11:
Old : 24: 11 4 2 7 5 18 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 : 78.1 87.9 87.0 95.5 40.5 54.0 48.4 56.2
Old : 78.1 87.9 87.0 95.5 40.5 54.0 48.4 56.2
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, March 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 :23,108,576: 617,120 2,924,316 10,810,095 11,067,305 8,083,210 22,494,521 21,817,621: 614,055 1,290,955
Old :23,108,576: 617,120 2,924,316 10,810,095 11,067,305 8,083,210 22,494,521 21,817,621: 614,055 1,290,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
:-2,193,856: -24,483 -69,042 -1,091,751 -1,029,303 -939,448 -2,145,536 -2,100,241: -48,320 -93,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 12.7 46.8 47.9 35.0 97.3 94.4: 2.7 5.6
Old : 100.0: 2.7 12.7 46.8 47.9 35.0 97.3 94.4: 2.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 49 122 138 122 142 268 317:
Old : 326: 49 122 138 122 142 268 317:
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 : 27.7 18.7 43.4 31.7 20.0 6.9 24.3 9.5
Old : 27.7 18.7 43.4 31.7 20.0 6.9 24.3 9.5
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, March 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 : 1,062,228: 115,515 96,917 204,514 633,258 658,683 953,286 960,114: 108,942 102,115
Old : 1,062,228: 115,515 96,917 204,514 633,258 658,683 953,286 960,114: 108,942 102,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 73,275: -321 -2,870 18,886 54,692 64,564 73,257 80,580: 18 -7,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 9.1 19.3 59.6 62.0 89.7 90.4: 10.3 9.6
Old : 100.0: 10.9 9.1 19.3 59.6 62.0 89.7 90.4: 10.3 9.6
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 : 690: 170 174 195 261 273 528 548:
Old : 690: 170 174 195 261 273 528 548:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 13.6 23.5 24.0 7.2 8.8 12.7 12.8
Old : 13.4 13.6 23.5 24.0 7.2 8.8 12.7 12.8
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, March 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 : 197,116: 15,775 28,799 48,984 93,379 89,114 158,138 166,898: 38,978 30,218
Old : 197,116: 15,775 28,799 48,984 93,379 89,114 158,138 166,898: 38,978 30,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 3,576: -262 1,429 2,949 -2,101 3,027 587 7,405: 2,989 -3,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 14.6 24.9 47.4 45.2 80.2 84.7: 19.8 15.3
Old : 100.0: 8.0 14.6 24.9 47.4 45.2 80.2 84.7: 19.8 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 : 66: 18 6 20 35 33 60 53:
Old : 66: 18 6 20 35 33 60 53:
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 : 32.0 38.3 44.9 49.7 17.4 23.4 22.7 31.4
Old : 32.0 38.3 44.9 49.7 17.4 23.4 22.7 31.4
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, March 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 : 4,325,563: 647,907 489,795 628,440 2,699,396 2,847,844 3,975,744 3,966,079: 349,819 359,484
Old : 4,325,563: 647,907 489,795 628,440 2,699,396 2,847,844 3,975,744 3,966,079: 349,819 359,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 348,497: 32,179 10,981 47,209 283,964 307,687 363,352 365,877: -14,855 -17,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 11.3 14.5 62.4 65.8 91.9 91.7: 8.1 8.3
Old : 100.0: 15.0 11.3 14.5 62.4 65.8 91.9 91.7: 8.1 8.3
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 : 674: 161 173 187 254 269 510 536:
Old : 674: 161 173 187 254 269 510 536:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 14.1 22.1 23.1 8.1 10.4 14.6 15.1
Old : 13.8 14.1 22.1 23.1 8.1 10.4 14.6 15.1
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, March 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 : 102,751: 21,525 3,078 1,146 66,195 95,391 88,866 99,615: 13,885 3,136
Old : 102,751: 21,525 3,078 1,146 66,195 95,391 88,866 99,615: 13,885 3,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 7,065: 233 -253 -946 6,910 8,508 6,197 7,309: 868 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 3.0 1.1 64.4 92.8 86.5 96.9: 13.5 3.1
Old : 100.0: 20.9 3.0 1.1 64.4 92.8 86.5 96.9: 13.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 13 5 6 49 35 65 44:
Old : 82: 13 5 6 49 35 65 44:
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 : 38.9 42.4 50.4 63.3 37.0 40.6 47.6 60.0
Old : 38.9 42.4 50.4 63.3 37.0 40.6 47.6 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 64,265: 24,139 9,703 2,955 29,363 44,115 56,457 56,774: 7,808 7,491
Old : 64,265: 24,139 9,703 2,955 29,363 44,115 56,457 56,774: 7,808 7,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 14,265: -94 109 254 12,664 12,841 12,825 13,204: 1,440 1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 15.1 4.6 45.7 68.6 87.9 88.3: 12.1 11.7
Old : 100.0: 37.6 15.1 4.6 45.7 68.6 87.9 88.3: 12.1 11.7
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 : 246: 76 54 35 74 85 166 158:
Old : 246: 76 54 35 74 85 166 158:
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 : 25.9 31.1 37.6 42.1 17.9 18.6 24.8 27.2
Old : 25.9 31.1 37.6 42.1 17.9 18.6 24.8 27.2
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, March 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 : 321,324: 120,694 48,517 14,776 146,815 220,575 282,285 283,868: 39,039 37,456
Old : 321,324: 120,694 48,517 14,776 146,815 220,575 282,285 283,868: 39,039 37,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 71,324: -469 544 1,272 63,322 64,203 64,125 66,019: 7,198 5,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 15.1 4.6 45.7 68.6 87.9 88.3: 12.1 11.7
Old : 100.0: 37.6 15.1 4.6 45.7 68.6 87.9 88.3: 12.1 11.7
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 : 246: 76 54 35 74 85 166 158:
Old : 246: 76 54 35 74 85 166 158:
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 : 25.9 31.1 37.6 42.1 17.9 18.6 24.8 27.2
Old : 25.9 31.1 37.6 42.1 17.9 18.6 24.8 27.2
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, March 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 : 131,161: 73,272 29,088 10,867 19,930 66,110 104,069 106,065: 27,091 25,096
Old : 131,161: 73,272 29,088 10,867 19,930 66,110 104,069 106,065: 27,091 25,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -37,379: -12,571 -4,463 -5,556 -15,986 -26,637 -34,113 -36,656: -3,265 -723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 22.2 8.3 15.2 50.4 79.3 80.9: 20.7 19.1
Old : 100.0: 55.9 22.2 8.3 15.2 50.4 79.3 80.9: 20.7 19.1
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 : 91: 35 25 19 23 24 69 57:
Old : 91: 35 25 19 23 24 69 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 : 29.4 35.2 42.1 48.9 29.4 34.2 41.9 45.6
Old : 29.4 35.2 42.1 48.9 29.4 34.2 41.9 45.6
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, March 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 : 33,999: 12,624 6,868 0 13,033 18,179 25,657 25,047: 8,342 8,952
Old : 33,999: 12,624 6,868 0 13,033 18,179 25,657 25,047: 8,342 8,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -16,130: 364 1,239 -4,896 -10,191 -8,247 -14,723 -11,904: -1,407 -4,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 20.2 0.0 38.3 53.5 75.5 73.7: 24.5 26.3
Old : 100.0: 37.1 20.2 0.0 38.3 53.5 75.5 73.7: 24.5 26.3
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 : 47: 18 7 0 15 9 33 16:
Old : 47: 18 7 0 15 9 33 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 : 37.1 55.5 48.5 67.8 37.1 55.5 48.5 67.8
Old : 37.1 55.5 48.5 67.8 37.1 55.5 48.5 67.8
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, March 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 : 55,786: 19,711 6,240 1,075 23,921 11,897 44,707 19,212: 11,079 36,574
Old : 55,786: 19,711 6,240 1,075 23,921 11,897 44,707 19,212: 11,079 36,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -23,946: 1,969 -21,851 -3,117 -11,678 -7,891 -12,826 -32,859: -11,120 8,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 11.2 1.9 42.9 21.3 80.1 34.4: 19.9 65.6
Old : 100.0: 35.3 11.2 1.9 42.9 21.3 80.1 34.4: 19.9 65.6
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 : 67: 21 9 4 25 19 48 30:
Old : 67: 21 9 4 25 19 48 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 : 26.6 12.8 41.1 19.7 26.6 11.7 41.1 17.5
Old : 26.6 12.8 41.1 19.7 26.6 11.7 41.1 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2017