MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 23,272: 3,580 6,108 720 18,892 16,384 23,192 23,212: 80 60
Old : 23,272: 3,580 6,108 720 18,892 16,384 23,192 23,212: 80 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 1,152: 20 644 80 1,352 748 1,452 1,472: -300 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 26.2 3.1 81.2 70.4 99.7 99.7: 0.3 0.3
Old : 100.0: 15.4 26.2 3.1 81.2 70.4 99.7 99.7: 0.3 0.3
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 : 23: 3 7 4 8 8 14 18:
Old : 23: 3 7 4 8 8 14 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 : 83.4 55.8 96.7 87.3 81.0 54.9 82.2 73.9
Old : 83.4 55.8 96.7 87.3 81.0 54.9 82.2 73.9
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 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 : 7,631: 2,018 1,619 994 3,642 4,047 6,655 6,659: 977 972
Old : 7,631: 2,018 1,619 994 3,642 4,047 6,655 6,659: 977 972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 536: 164 58 -29 317 483 452 512: 84 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 21.2 13.0 47.7 53.0 87.2 87.3: 12.8 12.7
Old : 100.0: 26.4 21.2 13.0 47.7 53.0 87.2 87.3: 12.8 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 9 8 19 20 30 32:
Old : 39: 6 9 8 19 20 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 28.2 64.6 43.6 43.3 27.7 57.6 39.6
Old : 44.4 28.2 64.6 43.6 43.3 27.7 57.6 39.6
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 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 : 64,675: 24,767 3,921 21,001 13,860 24,406 59,629 49,328: 5,046 15,347
Old : 64,675: 24,767 3,921 21,001 13,860 24,406 59,629 49,328: 5,046 15,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 3,637: 221 457 2,280 785 855 3,287 3,592: 351 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 6.1 32.5 21.4 37.7 92.2 76.3: 7.8 23.7
Old : 100.0: 38.3 6.1 32.5 21.4 37.7 92.2 76.3: 7.8 23.7
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: 22 28 35 29 34 70 78:
Old : 89: 22 28 35 29 34 70 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 23.6 52.4 36.4 34.2 21.4 44.0 27.3
Old : 35.3 23.6 52.4 36.4 34.2 21.4 44.0 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 13,133: 1,180 885 3,194 7,681 8,308 12,055 12,387: 1,078 746
Old : 13,133: 1,180 885 3,194 7,681 8,308 12,055 12,387: 1,078 746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 38: -50 90 -17 117 -95 50 -22: -12 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 6.7 24.3 58.5 63.3 91.8 94.3: 8.2 5.7
Old : 100.0: 9.0 6.7 24.3 58.5 63.3 91.8 94.3: 8.2 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 : 46: 8 9 11 26 22 41 36:
Old : 46: 8 9 11 26 22 41 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 : 30.8 35.7 49.9 57.6 24.3 20.8 34.3 35.7
Old : 30.8 35.7 49.9 57.6 24.3 20.8 34.3 35.7
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, March 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 : 267,575: 74,259 24,953 77,607 90,355 125,183 242,221 227,742: 25,355 39,833
Old : 242,617: 67,004 27,746 68,344 84,997 110,043 220,345 206,133: 22,271 36,484
Other: 24,958: 12,916 2,868 3,601 5,358 15,140 21,875 21,609: 3,083 3,349
: : :
: : Changes in Commitments from: March 14, 2017 :
: 613: 534 -1,568 -1,693 2,336 3,454 1,176 192: -564 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 9.3 29.0 33.8 46.8 90.5 85.1: 9.5 14.9
Old : 100.0: 27.6 11.4 28.2 35.0 45.4 90.8 85.0: 9.2 15.0
Other: 100.0: 51.8 11.5 14.4 21.5 60.7 87.6 86.6: 12.4 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 104 60 114 82 84 244 215:
Old : 276: 107 63 110 81 84 239 213:
Other: 98: 32 13 25 34 42 74 73:
:----------------------------------------------------------------------------------------------------
: 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 22.0 23.7 29.9 14.3 19.9 22.9 27.1
Old : 13.8 22.3 23.5 29.7 13.8 20.3 23.1 26.7
Other: 41.4 34.8 53.7 49.4 41.3 31.6 51.9 45.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 435,711: 146,623 15,351 124,192 129,704 229,526 400,520 369,069: 35,192 66,643
Old : 435,711: 146,623 15,351 124,192 129,704 229,526 400,520 369,069: 35,192 66,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 27,335: 10,067 -1,250 13,183 4,918 12,930 28,168 24,863: -833 2,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 3.5 28.5 29.8 52.7 91.9 84.7: 8.1 15.3
Old : 100.0: 33.7 3.5 28.5 29.8 52.7 91.9 84.7: 8.1 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 : 463: 170 77 166 141 174 387 360:
Old : 463: 170 77 166 141 174 387 360:
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 17.4 19.7 24.4 11.3 17.0 19.0 22.3
Old : 11.3 17.4 19.7 24.4 11.3 17.0 19.0 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 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 : 5,339: 2,547 1,173 727 617 2,374 3,891 4,274: 1,448 1,064
Old : 5,339: 2,547 1,173 727 617 2,374 3,891 4,274: 1,448 1,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 121: -158 -5 86 135 18 63 99: 58 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 22.0 13.6 11.6 44.5 72.9 80.1: 27.1 19.9
Old : 100.0: 47.7 22.0 13.6 11.6 44.5 72.9 80.1: 27.1 19.9
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 : 61: 24 11 13 15 21 49 38:
Old : 61: 24 11 13 15 21 49 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 : 27.8 31.5 38.4 50.6 27.2 31.0 35.4 48.7
Old : 27.8 31.5 38.4 50.6 27.2 31.0 35.4 48.7
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 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 : 67,322: 23,940 5,882 19,502 16,359 17,650 59,801 43,034: 7,520 24,288
Old : 67,322: 23,940 5,882 19,502 16,359 17,650 59,801 43,034: 7,520 24,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 7,284: 3,523 -1,316 2,921 1,034 2,873 7,477 4,478: -193 2,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 8.7 29.0 24.3 26.2 88.8 63.9: 11.2 36.1
Old : 100.0: 35.6 8.7 29.0 24.3 26.2 88.8 63.9: 11.2 36.1
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 : 246: 72 58 68 64 92 181 183:
Old : 246: 72 58 68 64 92 181 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 8.2 30.2 15.1 17.7 6.2 25.6 9.7
Old : 19.5 8.2 30.2 15.1 17.7 6.2 25.6 9.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 7,099: 558 5,824 326 4,802 611 5,687 6,760: 1,413 339
Old : 7,099: 558 5,824 326 4,802 611 5,687 6,760: 1,413 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 265: 106 243 -10 97 83 193 316: 72 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 82.0 4.6 67.6 8.6 80.1 95.2: 19.9 4.8
Old : 100.0: 7.9 82.0 4.6 67.6 8.6 80.1 95.2: 19.9 4.8
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 : 22: 7 4 6 11 4 19 13:
Old : 22: 7 4 6 11 4 19 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 : 50.8 82.1 66.7 92.4 50.8 82.0 66.2 87.3
Old : 50.8 82.1 66.7 92.4 50.8 82.0 66.2 87.3
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, March 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 : 43,899: 1,753 23,360 8,749 32,838 9,529 43,339 41,638: 560 2,261
Old : 43,899: 1,753 23,360 8,749 32,838 9,529 43,339 41,638: 560 2,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 1,501: 136 1,158 239 1,158 125 1,533 1,522: -32 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 53.2 19.9 74.8 21.7 98.7 94.8: 1.3 5.2
Old : 100.0: 4.0 53.2 19.9 74.8 21.7 98.7 94.8: 1.3 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 : 70: 11 22 16 29 24 50 52:
Old : 70: 11 22 16 29 24 50 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 47.8 64.9 64.3 44.6 47.7 61.5 58.1
Old : 44.6 47.8 64.9 64.3 44.6 47.7 61.5 58.1
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 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 : 28,263: 19,800 1,157 0 7,136 26,366 26,936 27,523: 1,327 740
Old : 28,263: 19,800 1,157 0 7,136 26,366 26,936 27,523: 1,327 740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -5,683: 1,631 407 -101 -6,597 -5,908 -5,067 -5,602: -616 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 4.1 0.0 25.2 93.3 95.3 97.4: 4.7 2.6
Old : 100.0: 70.1 4.1 0.0 25.2 93.3 95.3 97.4: 4.7 2.6
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 : 31: 11 6 0 7 9 18 15:
Old : 31: 11 6 0 7 9 18 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 : 81.1 85.3 88.1 93.6 81.1 85.3 87.6 93.4
Old : 81.1 85.3 88.1 93.6 81.1 85.3 87.6 93.4
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 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 : 135,355: 29,303 54,823 9,480 69,930 36,818 108,713 101,120: 26,642 34,234
Old : 135,355: 29,303 54,823 9,480 69,930 36,818 108,713 101,120: 26,642 34,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -57,512: -44,784 2,607 1,352 -12,659 -59,487 -56,091 -55,528: -1,421 -1,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 40.5 7.0 51.7 27.2 80.3 74.7: 19.7 25.3
Old : 100.0: 21.6 40.5 7.0 51.7 27.2 80.3 74.7: 19.7 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 25 35 20 21 25 55 71:
Old : 91: 25 35 20 21 25 55 71:
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 23.2 45.3 35.1 31.3 23.2 41.7 35.1
Old : 33.7 23.2 45.3 35.1 31.3 23.2 41.7 35.1
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 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 : 44,313: 9,087 20,984 1,622 25,684 4,415 36,392 27,021: 7,921 17,292
Old : 44,313: 9,087 20,984 1,622 25,684 4,415 36,392 27,021: 7,921 17,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -3,045: -3,758 -911 478 -764 -339 -4,044 -772: 999 -2,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 47.4 3.7 58.0 10.0 82.1 61.0: 17.9 39.0
Old : 100.0: 20.5 47.4 3.7 58.0 10.0 82.1 61.0: 17.9 39.0
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 : 40: 11 16 11 10 6 27 27:
Old : 40: 11 16 11 10 6 27 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 : 49.5 29.5 64.5 40.8 49.5 29.3 62.9 40.6
Old : 49.5 29.5 64.5 40.8 49.5 29.3 62.9 40.6
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 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 : 177,399: 57,909 61,165 1,415 109,715 110,551 169,039 173,131: 8,360 4,268
Old : 177,399: 57,909 61,165 1,415 109,715 110,551 169,039 173,131: 8,360 4,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 6,963: 6,506 4,388 392 -1,339 1,543 5,559 6,323: 1,404 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 34.5 0.8 61.8 62.3 95.3 97.6: 4.7 2.4
Old : 100.0: 32.6 34.5 0.8 61.8 62.3 95.3 97.6: 4.7 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 : 135: 61 36 8 17 27 84 65:
Old : 135: 61 36 8 17 27 84 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 50.2 72.1 67.4 53.7 50.2 72.1 67.4
Old : 53.7 50.2 72.1 67.4 53.7 50.2 72.1 67.4
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 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 : 289,361: 30,351 143,622 24,755 206,713 80,242 261,819 248,620: 27,542 40,741
Old : 289,361: 30,351 143,622 24,755 206,713 80,242 261,819 248,620: 27,542 40,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -3,310: -10,419 -3,841 4,085 4,011 -1,135 -2,324 -891: -987 -2,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 49.6 8.6 71.4 27.7 90.5 85.9: 9.5 14.1
Old : 100.0: 10.5 49.6 8.6 71.4 27.7 90.5 85.9: 9.5 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 23 56 27 29 45 70 110:
Old : 130: 23 56 27 29 45 70 110:
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 30.3 67.8 41.2 58.0 29.6 64.1 39.7
Old : 59.8 30.3 67.8 41.2 58.0 29.6 64.1 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 231,525: 31,005 103,539 20,790 159,486 63,601 211,281 187,930: 20,244 43,595
Old : 231,525: 31,005 103,539 20,790 159,486 63,601 211,281 187,930: 20,244 43,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -4,799: -1,885 -2,613 2,774 -8,161 -1,784 -7,272 -1,623: 2,473 -3,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 44.7 9.0 68.9 27.5 91.3 81.2: 8.7 18.8
Old : 100.0: 13.4 44.7 9.0 68.9 27.5 91.3 81.2: 8.7 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 : 120: 31 42 23 31 36 74 89:
Old : 120: 31 42 23 31 36 74 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 31.3 58.9 41.4 44.6 31.1 54.8 40.5
Old : 46.3 31.3 58.9 41.4 44.6 31.1 54.8 40.5
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 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 : 477,634: 158,646 176,891 43,172 210,536 194,479 412,354 414,542: 65,280 63,093
Old : 477,634: 158,646 176,891 43,172 210,536 194,479 412,354 414,542: 65,280 63,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 38,468: 10,138 -10,325 7,883 16,636 36,130 34,657 33,689: 3,811 4,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 37.0 9.0 44.1 40.7 86.3 86.8: 13.7 13.2
Old : 100.0: 33.2 37.0 9.0 44.1 40.7 86.3 86.8: 13.7 13.2
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 : 253: 80 87 55 66 67 173 182:
Old : 253: 80 87 55 66 67 173 182:
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 : 27.9 26.2 36.7 37.0 27.6 24.8 36.1 35.4
Old : 27.9 26.2 36.7 37.0 27.6 24.8 36.1 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 34,725: 16,303 5,570 314 6,000 23,835 22,617 29,719: 12,108 5,006
Old : 34,725: 16,303 5,570 314 6,000 23,835 22,617 29,719: 12,108 5,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 931: 748 247 -68 81 48 761 227: 170 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 16.0 0.9 17.3 68.6 65.1 85.6: 34.9 14.4
Old : 100.0: 46.9 16.0 0.9 17.3 68.6 65.1 85.6: 34.9 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 6 2 8 8 17 15:
Old : 25: 8 6 2 8 8 17 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 : 42.7 74.2 53.8 81.8 42.2 74.2 53.0 81.2
Old : 42.7 74.2 53.8 81.8 42.2 74.2 53.0 81.2
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, March 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 : 28,221: 19,019 3,111 301 6,965 24,134 26,285 27,546: 1,936 675
Old : 28,221: 19,019 3,111 301 6,965 24,134 26,285 27,546: 1,936 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -644: -610 -673 70 -3 -44 -543 -647: -101 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 11.0 1.1 24.7 85.5 93.1 97.6: 6.9 2.4
Old : 100.0: 67.4 11.0 1.1 24.7 85.5 93.1 97.6: 6.9 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: 13 11 2 4 6 18 18:
Old : 31: 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 : 78.9 83.0 86.3 91.2 78.9 81.0 85.8 89.2
Old : 78.9 83.0 86.3 91.2 78.9 81.0 85.8 89.2
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 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 : 37,898: 16,599 29,209 235 17,942 4,442 34,776 33,886: 3,122 4,012
Old : 37,898: 16,599 29,209 235 17,942 4,442 34,776 33,886: 3,122 4,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 2,912: -2,910 4,095 175 6,612 -1,485 3,877 2,785: -965 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 77.1 0.6 47.3 11.7 91.8 89.4: 8.2 10.6
Old : 100.0: 43.8 77.1 0.6 47.3 11.7 91.8 89.4: 8.2 10.6
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 : 63: 21 27 5 10 9 34 38:
Old : 63: 21 27 5 10 9 34 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 : 38.4 52.5 59.9 67.8 38.4 52.4 59.6 65.7
Old : 38.4 52.5 59.9 67.8 38.4 52.4 59.6 65.7
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 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 : 27,017: 5,838 1,726 4,464 15,489 19,965 25,791 26,155: 1,226 862
Old : 27,017: 5,838 1,726 4,464 15,489 19,965 25,791 26,155: 1,226 862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 389: 182 239 46 185 202 413 487: -24 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 6.4 16.5 57.3 73.9 95.5 96.8: 4.5 3.2
Old : 100.0: 21.6 6.4 16.5 57.3 73.9 95.5 96.8: 4.5 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 : 29: 13 6 2 7 6 20 14:
Old : 29: 13 6 2 7 6 20 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 : 77.0 86.6 87.1 93.7 40.5 51.5 48.5 55.7
Old : 77.0 86.6 87.1 93.7 40.5 51.5 48.5 55.7
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 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 :21,798,227: 599,208 3,062,833 9,421,208 11,108,695 8,030,453 21,129,112 20,514,494: 669,115 1,283,733
Old :21,798,227: 599,208 3,062,833 9,421,208 11,108,695 8,030,453 21,129,112 20,514,494: 669,115 1,283,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
:-1,310,349: -17,912 138,517 -1,388,887 41,390 -52,757 -1,365,409 -1,303,127: 55,060 -7,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 14.1 43.2 51.0 36.8 96.9 94.1: 3.1 5.9
Old : 100.0: 2.7 14.1 43.2 51.0 36.8 96.9 94.1: 3.1 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 : 330: 38 141 142 121 139 271 321:
Old : 330: 38 141 142 121 139 271 321:
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 : 28.6 18.4 44.5 31.8 21.8 6.8 26.7 9.5
Old : 28.6 18.4 44.5 31.8 21.8 6.8 26.7 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 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 : 806,449: 104,648 91,440 127,994 478,742 496,766 711,385 716,200: 95,064 90,249
Old : 806,449: 104,648 91,440 127,994 478,742 496,766 711,385 716,200: 95,064 90,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -255,779: -10,866 -5,477 -76,519 -154,516 -161,918 -241,901 -243,914: -13,878 -11,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.3 15.9 59.4 61.6 88.2 88.8: 11.8 11.2
Old : 100.0: 13.0 11.3 15.9 59.4 61.6 88.2 88.8: 11.8 11.2
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 : 682: 187 153 181 245 257 508 516:
Old : 682: 187 153 181 245 257 508 516:
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 : 11.8 17.0 20.7 26.4 9.7 13.0 16.3 17.4
Old : 11.8 17.0 20.7 26.4 9.7 13.0 16.3 17.4
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 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 : 110,921: 8,976 12,362 30,023 40,864 45,340 79,863 87,726: 31,057 23,195
Old : 110,921: 8,976 12,362 30,023 40,864 45,340 79,863 87,726: 31,057 23,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -86,195: -6,798 -16,437 -18,961 -52,515 -43,774 -78,274 -79,172: -7,921 -7,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 11.1 27.1 36.8 40.9 72.0 79.1: 28.0 20.9
Old : 100.0: 8.1 11.1 27.1 36.8 40.9 72.0 79.1: 28.0 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 15 13 21 25 24 53 46:
Old : 59: 15 13 21 25 24 53 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 : 27.2 41.6 39.3 54.6 9.8 29.6 14.4 32.0
Old : 27.2 41.6 39.3 54.6 9.8 29.6 14.4 32.0
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 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 : 3,477,642: 527,176 444,204 441,040 2,189,392 2,257,125 3,157,608 3,142,370: 320,034 335,272
Old : 3,477,642: 527,176 444,204 441,040 2,189,392 2,257,125 3,157,608 3,142,370: 320,034 335,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -847,921: -120,732 -45,591 -187,400 -510,004 -590,718 -818,136 -823,709: -29,786 -24,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 12.8 12.7 63.0 64.9 90.8 90.4: 9.2 9.6
Old : 100.0: 15.2 12.8 12.7 63.0 64.9 90.8 90.4: 9.2 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 : 663: 182 146 173 239 249 490 499:
Old : 663: 182 146 173 239 249 490 499:
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 : 13.5 18.2 22.7 26.4 11.2 14.3 18.8 19.2
Old : 13.5 18.2 22.7 26.4 11.2 14.3 18.8 19.2
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 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 : 92,451: 22,556 2,704 1,533 56,108 84,359 80,197 88,596: 12,254 3,855
Old : 92,451: 22,556 2,704 1,533 56,108 84,359 80,197 88,596: 12,254 3,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -10,300: 1,031 -374 387 -10,087 -11,032 -8,669 -11,019: -1,631 719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 2.9 1.7 60.7 91.2 86.7 95.8: 13.3 4.2
Old : 100.0: 24.4 2.9 1.7 60.7 91.2 86.7 95.8: 13.3 4.2
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: 15 4 6 49 32 65 41:
Old : 86: 15 4 6 49 32 65 41:
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 45.9 51.2 69.2 39.1 45.9 49.8 69.2
Old : 39.1 45.9 51.2 69.2 39.1 45.9 49.8 69.2
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 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 : 50,093: 23,931 8,770 2,521 16,988 33,191 43,440 44,482: 6,653 5,611
Old : 50,093: 23,931 8,770 2,521 16,988 33,191 43,440 44,482: 6,653 5,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -14,172: -207 -933 -434 -12,375 -10,924 -13,017 -12,291: -1,155 -1,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 17.5 5.0 33.9 66.3 86.7 88.8: 13.3 11.2
Old : 100.0: 47.8 17.5 5.0 33.9 66.3 86.7 88.8: 13.3 11.2
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 : 242: 71 60 35 58 77 151 150:
Old : 242: 71 60 35 58 77 151 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 25.1 41.3 38.0 32.9 24.9 40.8 37.5
Old : 33.2 25.1 41.3 38.0 32.9 24.9 40.8 37.5
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 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 : 250,465: 119,657 43,850 12,604 84,938 165,957 217,200 222,412: 33,265 28,053
Old : 250,465: 119,657 43,850 12,604 84,938 165,957 217,200 222,412: 33,265 28,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -70,859: -1,037 -4,667 -2,171 -61,877 -54,618 -65,085 -61,456: -5,774 -9,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 17.5 5.0 33.9 66.3 86.7 88.8: 13.3 11.2
Old : 100.0: 47.8 17.5 5.0 33.9 66.3 86.7 88.8: 13.3 11.2
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 : 242: 71 60 35 58 77 151 150:
Old : 242: 71 60 35 58 77 151 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 25.1 41.3 38.0 32.9 24.9 40.8 37.5
Old : 33.2 25.1 41.3 38.0 32.9 24.9 40.8 37.5
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 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 : 154,077: 85,135 41,134 12,302 23,099 77,303 120,536 130,739: 33,540 23,338
Old : 154,077: 85,135 41,134 12,302 23,099 77,303 120,536 130,739: 33,540 23,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 22,916: 11,863 12,046 1,435 3,169 11,193 16,467 24,674: 6,449 -1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 26.7 8.0 15.0 50.2 78.2 84.9: 21.8 15.1
Old : 100.0: 55.3 26.7 8.0 15.0 50.2 78.2 84.9: 21.8 15.1
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 : 104: 34 35 20 28 25 76 66:
Old : 104: 34 35 20 28 25 76 66:
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 : 30.5 39.2 41.3 50.7 30.5 36.9 40.9 46.7
Old : 30.5 39.2 41.3 50.7 30.5 36.9 40.9 46.7
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 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 : 33,346: 11,024 7,059 0 12,996 18,184 24,020 25,243: 9,326 8,103
Old : 33,346: 11,024 7,059 0 12,996 18,184 24,020 25,243: 9,326 8,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -653: -1,600 191 0 -37 5 -1,637 196: 984 -849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 21.2 0.0 39.0 54.5 72.0 75.7: 28.0 24.3
Old : 100.0: 33.1 21.2 0.0 39.0 54.5 72.0 75.7: 28.0 24.3
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: 13 9 0 15 9 28 18:
Old : 44: 13 9 0 15 9 28 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 : 37.8 56.6 49.4 68.6 37.8 56.6 49.4 68.6
Old : 37.8 56.6 49.4 68.6 37.8 56.6 49.4 68.6
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 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 : 56,910: 23,480 7,188 1,197 21,919 18,443 46,596 26,828: 10,314 30,082
Old : 56,910: 23,480 7,188 1,197 21,919 18,443 46,596 26,828: 10,314 30,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 1,124: 3,769 948 122 -2,002 6,546 1,889 7,616: -765 -6,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 12.6 2.1 38.5 32.4 81.9 47.1: 18.1 52.9
Old : 100.0: 41.3 12.6 2.1 38.5 32.4 81.9 47.1: 18.1 52.9
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 : 72: 23 13 4 23 21 48 36:
Old : 72: 23 13 4 23 21 48 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 : 30.8 21.2 44.6 30.0 30.7 20.4 44.5 27.7
Old : 30.8 21.2 44.6 30.0 30.7 20.4 44.5 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2017