MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 24,432: 3,580 6,868 600 20,052 16,784 24,232 24,252: 200 180
Old : 24,432: 3,580 6,868 600 20,052 16,784 24,232 24,252: 200 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,160: 0 760 -120 1,160 400 1,040 1,040: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 28.1 2.5 82.1 68.7 99.2 99.3: 0.8 0.7
Old : 100.0: 14.7 28.1 2.5 82.1 68.7 99.2 99.3: 0.8 0.7
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 : 23: 3 8 4 8 8 14 18:
Old : 23: 3 8 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 : 84.3 56.7 97.1 87.1 77.3 56.0 80.0 74.6
Old : 84.3 56.7 97.1 87.1 77.3 56.0 80.0 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 7,901: 596 1,639 1,055 5,227 4,186 6,879 6,880: 1,022 1,021
Old : 7,901: 596 1,639 1,055 5,227 4,186 6,879 6,880: 1,022 1,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 270: -1,422 21 61 1,585 139 224 221: 46 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 20.7 13.4 66.2 53.0 87.1 87.1: 12.9 12.9
Old : 100.0: 7.5 20.7 13.4 66.2 53.0 87.1 87.1: 12.9 12.9
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 : 40: 3 11 8 20 22 30 34:
Old : 40: 3 11 8 20 22 30 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 : 46.1 29.4 64.9 44.6 44.9 28.4 57.6 41.0
Old : 46.1 29.4 64.9 44.6 44.9 28.4 57.6 41.0
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 28, 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 : 66,159: 25,365 4,585 21,452 14,495 24,659 61,312 50,696: 4,846 15,462
Old : 66,159: 25,365 4,585 21,452 14,495 24,659 61,312 50,696: 4,846 15,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,484: 598 665 451 635 253 1,684 1,368: -200 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 6.9 32.4 21.9 37.3 92.7 76.6: 7.3 23.4
Old : 100.0: 38.3 6.9 32.4 21.9 37.3 92.7 76.6: 7.3 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 25 24 34 31 34 69 79:
Old : 89: 25 24 34 31 34 69 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 : 35.1 23.2 52.3 36.0 34.0 21.0 43.9 26.9
Old : 35.1 23.2 52.3 36.0 34.0 21.0 43.9 26.9
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 28, 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 : 13,236: 1,127 933 3,195 7,780 8,362 12,102 12,490: 1,134 746
Old : 13,236: 1,127 933 3,195 7,780 8,362 12,102 12,490: 1,134 746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 103: -53 48 1 99 53 47 102: 56 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 7.0 24.1 58.8 63.2 91.4 94.4: 8.6 5.6
Old : 100.0: 8.5 7.0 24.1 58.8 63.2 91.4 94.4: 8.6 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 : 47: 8 9 12 26 22 41 37:
Old : 47: 8 9 12 26 22 41 37:
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 35.2 50.1 57.1 24.2 22.0 34.4 37.0
Old : 30.5 35.2 50.1 57.1 24.2 22.0 34.4 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 261,544: 68,329 27,061 79,094 91,860 116,506 239,283 222,661: 22,261 38,883
Old : 235,022: 60,524 29,580 69,720 85,545 100,760 215,789 200,060: 19,234 34,963
Other: 26,522: 13,286 2,961 3,894 6,315 15,746 23,495 22,601: 3,027 3,920
: : :
: : Changes in Commitments from: March 21, 2017 :
: -6,031: -5,931 2,108 1,488 1,506 -8,677 -2,937 -5,081: -3,094 -950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 10.3 30.2 35.1 44.5 91.5 85.1: 8.5 14.9
Old : 100.0: 25.8 12.6 29.7 36.4 42.9 91.8 85.1: 8.2 14.9
Other: 100.0: 50.1 11.2 14.7 23.8 59.4 88.6 85.2: 11.4 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 103 74 119 84 76 250 220:
Old : 287: 101 82 115 83 76 246 217:
Other: 100: 31 16 28 33 41 75 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 20.5 24.3 28.4 14.0 18.2 22.9 24.9
Old : 13.9 20.8 24.1 28.2 13.6 18.6 23.0 24.5
Other: 39.6 33.5 52.9 47.2 39.5 30.4 51.4 43.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 462,310: 160,969 18,731 131,011 133,133 242,311 425,113 392,053: 37,197 70,257
Old : 462,310: 160,969 18,731 131,011 133,133 242,311 425,113 392,053: 37,197 70,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 26,598: 14,346 3,380 6,819 3,429 12,785 24,593 22,984: 2,005 3,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 4.1 28.3 28.8 52.4 92.0 84.8: 8.0 15.2
Old : 100.0: 34.8 4.1 28.3 28.8 52.4 92.0 84.8: 8.0 15.2
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 : 480: 170 90 167 150 185 401 376:
Old : 480: 170 90 167 150 185 401 376:
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 17.0 19.5 24.3 11.3 16.6 18.9 21.7
Old : 11.3 17.0 19.5 24.3 11.3 16.6 18.9 21.7
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 28, 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 : 5,688: 2,726 1,212 825 693 2,433 4,244 4,470: 1,444 1,218
Old : 5,688: 2,726 1,212 825 693 2,433 4,244 4,470: 1,444 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 349: 179 38 98 76 60 353 196: -4 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 21.3 14.5 12.2 42.8 74.6 78.6: 25.4 21.4
Old : 100.0: 47.9 21.3 14.5 12.2 42.8 74.6 78.6: 25.4 21.4
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 : 65: 28 11 13 15 21 51 40:
Old : 65: 28 11 13 15 21 51 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 30.8 37.6 48.9 26.3 29.3 34.7 45.9
Old : 27.5 30.8 37.6 48.9 26.3 29.3 34.7 45.9
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 28, 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 : 71,730: 27,258 5,318 20,812 16,334 20,485 64,405 46,616: 7,325 25,114
Old : 71,730: 27,258 5,318 20,812 16,334 20,485 64,405 46,616: 7,325 25,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 4,408: 3,318 -563 1,310 -25 2,835 4,603 3,582: -195 826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 7.4 29.0 22.8 28.6 89.8 65.0: 10.2 35.0
Old : 100.0: 38.0 7.4 29.0 22.8 28.6 89.8 65.0: 10.2 35.0
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 : 266: 75 67 78 63 99 194 199:
Old : 266: 75 67 78 63 99 194 199:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 9.2 29.5 16.1 16.7 6.9 24.6 10.7
Old : 18.5 9.2 29.5 16.1 16.7 6.9 24.6 10.7
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 28, 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 : 7,201: 544 5,907 340 4,800 623 5,685 6,871: 1,516 330
Old : 7,201: 544 5,907 340 4,800 623 5,685 6,871: 1,516 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 101: -14 83 15 -2 12 -2 110: 103 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 82.0 4.7 66.7 8.7 79.0 95.4: 21.0 4.6
Old : 100.0: 7.6 82.0 4.7 66.7 8.7 79.0 95.4: 21.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 4 6 10 3 18 12:
Old : 21: 7 4 6 10 3 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 82.2 66.8 92.7 51.2 82.0 66.5 87.9
Old : 51.2 82.2 66.8 92.7 51.2 82.0 66.5 87.9
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 28, 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 : 45,011: 1,752 24,084 8,884 33,801 9,675 44,437 42,643: 574 2,368
Old : 45,011: 1,752 24,084 8,884 33,801 9,675 44,437 42,643: 574 2,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,111: -1 724 135 963 146 1,098 1,005: 14 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 53.5 19.7 75.1 21.5 98.7 94.7: 1.3 5.3
Old : 100.0: 3.9 53.5 19.7 75.1 21.5 98.7 94.7: 1.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 7 25 16 29 24 50 51:
Old : 69: 7 25 16 29 24 50 51:
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 47.8 65.0 64.5 44.4 47.6 61.9 58.4
Old : 44.4 47.8 65.0 64.5 44.4 47.6 61.9 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 29,405: 20,805 1,429 0 7,215 27,201 28,020 28,630: 1,385 775
Old : 29,405: 20,805 1,429 0 7,215 27,201 28,020 28,630: 1,385 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,142: 1,005 272 0 79 835 1,084 1,107: 58 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 4.9 0.0 24.5 92.5 95.3 97.4: 4.7 2.6
Old : 100.0: 70.8 4.9 0.0 24.5 92.5 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 : 32: 11 7 0 7 9 18 16:
Old : 32: 11 7 0 7 9 18 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 : 81.4 82.1 88.0 92.1 81.4 82.1 87.6 92.1
Old : 81.4 82.1 88.0 92.1 81.4 82.1 87.6 92.1
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 28, 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 : 137,775: 28,921 58,298 9,316 73,108 36,034 111,344 103,648: 26,431 34,126
Old : 137,775: 28,921 58,298 9,316 73,108 36,034 111,344 103,648: 26,431 34,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 2,420: -382 3,476 -164 3,177 -784 2,631 2,528: -211 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 42.3 6.8 53.1 26.2 80.8 75.2: 19.2 24.8
Old : 100.0: 21.0 42.3 6.8 53.1 26.2 80.8 75.2: 19.2 24.8
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 : 93: 27 34 21 22 26 57 73:
Old : 93: 27 34 21 22 26 57 73:
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 : 35.0 23.4 45.8 37.9 32.4 23.4 42.8 37.9
Old : 35.0 23.4 45.8 37.9 32.4 23.4 42.8 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 43,833: 6,907 23,116 1,020 25,096 5,472 33,023 29,608: 10,810 14,225
Old : 43,833: 6,907 23,116 1,020 25,096 5,472 33,023 29,608: 10,810 14,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -480: -2,180 2,132 -602 -587 1,057 -3,369 2,588: 2,889 -3,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 52.7 2.3 57.3 12.5 75.3 67.5: 24.7 32.5
Old : 100.0: 15.8 52.7 2.3 57.3 12.5 75.3 67.5: 24.7 32.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 17 7 10 7 22 28:
Old : 41: 9 17 7 10 7 22 28:
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 : 47.8 28.8 60.0 42.1 47.8 28.8 59.4 42.1
Old : 47.8 28.8 60.0 42.1 47.8 28.8 59.4 42.1
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 28, 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 : 192,121: 72,840 77,511 1,451 108,292 110,205 182,582 189,166: 9,539 2,955
Old : 192,121: 72,840 77,511 1,451 108,292 110,205 182,582 189,166: 9,539 2,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 14,722: 14,931 16,346 35 -1,424 -346 13,543 16,035: 1,179 -1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 40.3 0.8 56.4 57.4 95.0 98.5: 5.0 1.5
Old : 100.0: 37.9 40.3 0.8 56.4 57.4 95.0 98.5: 5.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 66 34 9 14 31 85 69:
Old : 139: 66 34 9 14 31 85 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 52.0 69.9 71.1 50.3 52.0 69.9 71.0
Old : 50.3 52.0 69.9 71.1 50.3 52.0 69.9 71.0
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 28, 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 : 282,707: 32,137 140,539 24,970 197,501 81,755 254,609 247,264: 28,098 35,443
Old : 282,707: 32,137 140,539 24,970 197,501 81,755 254,609 247,264: 28,098 35,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -6,654: 1,787 -3,084 215 -9,211 1,513 -7,210 -1,356: 556 -5,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 49.7 8.8 69.9 28.9 90.1 87.5: 9.9 12.5
Old : 100.0: 11.4 49.7 8.8 69.9 28.9 90.1 87.5: 9.9 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 21 49 23 30 45 65 103:
Old : 121: 21 49 23 30 45 65 103:
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 : 57.9 30.1 65.4 43.3 56.7 29.4 62.0 42.1
Old : 57.9 30.1 65.4 43.3 56.7 29.4 62.0 42.1
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 28, 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 : 243,728: 36,997 95,705 26,681 154,509 77,627 218,187 200,012: 25,541 43,716
Old : 243,728: 36,997 95,705 26,681 154,509 77,627 218,187 200,012: 25,541 43,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 12,203: 5,992 -7,835 5,890 -4,976 14,026 6,906 12,082: 5,297 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 39.3 10.9 63.4 31.8 89.5 82.1: 10.5 17.9
Old : 100.0: 15.2 39.3 10.9 63.4 31.8 89.5 82.1: 10.5 17.9
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 : 129: 36 45 25 31 36 80 93:
Old : 129: 36 45 25 31 36 80 93:
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 : 42.4 25.9 53.1 39.7 40.0 25.7 48.3 37.0
Old : 42.4 25.9 53.1 39.7 40.0 25.7 48.3 37.0
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 28, 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 : 478,273: 160,453 167,608 44,216 209,418 203,346 414,087 415,170: 64,185 63,103
Old : 478,273: 160,453 167,608 44,216 209,418 203,346 414,087 415,170: 64,185 63,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 638: 1,807 -9,283 1,045 -1,118 8,867 1,733 628: -1,095 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 35.0 9.2 43.8 42.5 86.6 86.8: 13.4 13.2
Old : 100.0: 33.5 35.0 9.2 43.8 42.5 86.6 86.8: 13.4 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 : 251: 81 84 56 66 67 173 181:
Old : 251: 81 84 56 66 67 173 181:
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 : 27.5 28.1 36.3 39.1 27.2 26.4 35.6 36.8
Old : 27.5 28.1 36.3 39.1 27.2 26.4 35.6 36.8
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 28, 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 : 35,416: 16,860 5,658 346 6,237 24,879 23,443 30,883: 11,973 4,533
Old : 35,416: 16,860 5,658 346 6,237 24,879 23,443 30,883: 11,973 4,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 691: 557 88 32 237 1,044 826 1,164: -135 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 16.0 1.0 17.6 70.2 66.2 87.2: 33.8 12.8
Old : 100.0: 47.6 16.0 1.0 17.6 70.2 66.2 87.2: 33.8 12.8
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 : 25: 8 5 2 8 9 17 15:
Old : 25: 8 5 2 8 9 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 : 44.3 74.9 55.4 83.2 43.9 74.9 54.2 82.7
Old : 44.3 74.9 55.4 83.2 43.9 74.9 54.2 82.7
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 28, 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 : 28,988: 18,832 2,367 378 7,474 25,224 26,684 27,969: 2,304 1,019
Old : 28,988: 18,832 2,367 378 7,474 25,224 26,684 27,969: 2,304 1,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 767: -187 -744 77 509 1,090 399 423: 368 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 8.2 1.3 25.8 87.0 92.1 96.5: 7.9 3.5
Old : 100.0: 65.0 8.2 1.3 25.8 87.0 92.1 96.5: 7.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 14 7 1 4 6 18 14:
Old : 28: 14 7 1 4 6 18 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 : 76.4 84.8 83.3 92.7 76.4 81.2 83.1 89.2
Old : 76.4 84.8 83.3 92.7 76.4 81.2 83.1 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 28, 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 : 37,949: 16,216 28,845 454 18,032 4,663 34,702 33,962: 3,247 3,987
Old : 37,949: 16,216 28,845 454 18,032 4,663 34,702 33,962: 3,247 3,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 51: -383 -364 219 90 221 -74 76: 125 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 76.0 1.2 47.5 12.3 91.4 89.5: 8.6 10.5
Old : 100.0: 42.7 76.0 1.2 47.5 12.3 91.4 89.5: 8.6 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 22 27 6 12 9 36 40:
Old : 68: 22 27 6 12 9 36 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 53.4 58.7 67.6 37.2 53.4 58.7 67.6
Old : 37.2 53.4 58.7 67.6 37.2 53.4 58.7 67.6
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 28, 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 : 27,047: 5,832 2,116 4,487 15,573 19,425 25,892 26,028: 1,155 1,019
Old : 27,047: 5,832 2,116 4,487 15,573 19,425 25,892 26,028: 1,155 1,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 30: -6 390 23 84 -540 101 -127: -71 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 7.8 16.6 57.6 71.8 95.7 96.2: 4.3 3.8
Old : 100.0: 21.6 7.8 16.6 57.6 71.8 95.7 96.2: 4.3 3.8
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 : 27: 11 6 2 7 6 18 14:
Old : 27: 11 6 2 7 6 18 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 : 78.5 84.8 87.5 92.9 42.1 50.4 49.3 54.9
Old : 78.5 84.8 87.5 92.9 42.1 50.4 49.3 54.9
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 28, 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 :21,882,202: 591,060 3,072,711 9,406,868 11,215,635 8,135,926 21,213,563 20,615,505: 668,639 1,266,697
Old :21,882,202: 591,060 3,072,711 9,406,868 11,215,635 8,135,926 21,213,563 20,615,505: 668,639 1,266,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 83,975: -8,148 9,878 -14,340 106,939 105,474 84,451 101,012: -476 -17,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 14.0 43.0 51.3 37.2 96.9 94.2: 3.1 5.8
Old : 100.0: 2.7 14.0 43.0 51.3 37.2 96.9 94.2: 3.1 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 41 134 140 122 140 270 318:
Old : 327: 41 134 140 122 140 270 318:
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 : 28.7 18.4 44.0 31.3 21.3 6.5 26.3 9.4
Old : 28.7 18.4 44.0 31.3 21.3 6.5 26.3 9.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 823,685: 114,744 84,177 135,916 477,325 515,147 727,985 735,240: 95,700 88,445
Old : 823,685: 114,744 84,177 135,916 477,325 515,147 727,985 735,240: 95,700 88,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 17,236: 10,095 -7,263 7,922 -1,417 18,381 16,600 19,040: 636 -1,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.2 16.5 57.9 62.5 88.4 89.3: 11.6 10.7
Old : 100.0: 13.9 10.2 16.5 57.9 62.5 88.4 89.3: 11.6 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 679: 169 164 182 246 259 505 515:
Old : 679: 169 164 182 246 259 505 515:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 16.1 20.5 25.6 9.0 11.9 15.4 16.4
Old : 11.4 16.1 20.5 25.6 9.0 11.9 15.4 16.4
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 28, 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 : 126,512: 10,635 10,715 35,797 44,875 57,602 91,307 104,114: 35,205 22,398
Old : 126,512: 10,635 10,715 35,797 44,875 57,602 91,307 104,114: 35,205 22,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 15,592: 1,658 -1,648 5,774 4,011 12,262 11,444 16,388: 4,148 -797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 8.5 28.3 35.5 45.5 72.2 82.3: 27.8 17.7
Old : 100.0: 8.4 8.5 28.3 35.5 45.5 72.2 82.3: 27.8 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 17 10 21 27 28 55 49:
Old : 62: 17 10 21 27 28 55 49:
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 : 28.2 38.7 40.3 51.0 10.4 23.8 14.7 30.1
Old : 28.2 38.7 40.3 51.0 10.4 23.8 14.7 30.1
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 28, 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 : 3,485,864: 574,893 421,659 446,248 2,162,251 2,287,723 3,183,391 3,155,630: 302,473 330,234
Old : 3,485,864: 574,893 421,659 446,248 2,162,251 2,287,723 3,183,391 3,155,630: 302,473 330,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 8,223: 47,717 -22,545 5,207 -27,141 30,598 25,783 13,260: -17,560 -5,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 12.1 12.8 62.0 65.6 91.3 90.5: 8.7 9.5
Old : 100.0: 16.5 12.1 12.8 62.0 65.6 91.3 90.5: 8.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 665: 163 161 176 241 254 491 504:
Old : 665: 163 161 176 241 254 491 504:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 17.5 22.1 25.5 10.5 13.5 17.9 18.5
Old : 12.8 17.5 22.1 25.5 10.5 13.5 17.9 18.5
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 28, 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 : 90,721: 23,306 2,435 222 54,742 84,274 78,270 86,931: 12,451 3,790
Old : 90,721: 23,306 2,435 222 54,742 84,274 78,270 86,931: 12,451 3,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -1,730: 750 -269 -1,311 -1,366 -85 -1,927 -1,665: 197 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 2.7 0.2 60.3 92.9 86.3 95.8: 13.7 4.2
Old : 100.0: 25.7 2.7 0.2 60.3 92.9 86.3 95.8: 13.7 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 : 81: 14 3 3 46 33 60 39:
Old : 81: 14 3 3 46 33 60 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 46.8 51.9 70.8 39.1 46.7 51.7 70.8
Old : 39.1 46.8 51.9 70.8 39.1 46.7 51.7 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 50,080: 25,517 8,583 1,471 16,643 33,963 43,631 44,017: 6,449 6,063
Old : 50,080: 25,517 8,583 1,471 16,643 33,963 43,631 44,017: 6,449 6,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -13: 1,586 -187 -1,050 -344 772 191 -465: -204 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 17.1 2.9 33.2 67.8 87.1 87.9: 12.9 12.1
Old : 100.0: 51.0 17.1 2.9 33.2 67.8 87.1 87.9: 12.9 12.1
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 : 242: 75 55 30 60 76 152 144:
Old : 242: 75 55 30 60 76 152 144:
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 : 31.9 27.3 41.5 39.6 31.6 26.9 41.2 39.1
Old : 31.9 27.3 41.5 39.6 31.6 26.9 41.2 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 250,402: 127,587 42,915 7,353 83,216 169,817 218,156 220,085: 32,246 30,317
Old : 250,402: 127,587 42,915 7,353 83,216 169,817 218,156 220,085: 32,246 30,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -64: 7,930 -935 -5,252 -1,722 3,860 956 -2,327: -1,019 2,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 17.1 2.9 33.2 67.8 87.1 87.9: 12.9 12.1
Old : 100.0: 51.0 17.1 2.9 33.2 67.8 87.1 87.9: 12.9 12.1
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 : 242: 75 55 30 60 76 152 144:
Old : 242: 75 55 30 60 76 152 144:
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 : 31.9 27.3 41.5 39.6 31.6 26.9 41.2 39.1
Old : 31.9 27.3 41.5 39.6 31.6 26.9 41.2 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 154,140: 90,057 37,568 10,909 22,640 80,196 123,607 128,673: 30,534 25,468
Old : 154,140: 90,057 37,568 10,909 22,640 80,196 123,607 128,673: 30,534 25,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 64: 4,922 -3,566 -1,393 -459 2,893 3,070 -2,066: -3,007 2,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 24.4 7.1 14.7 52.0 80.2 83.5: 19.8 16.5
Old : 100.0: 58.4 24.4 7.1 14.7 52.0 80.2 83.5: 19.8 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 37 26 18 25 24 71 59:
Old : 95: 37 26 18 25 24 71 59:
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 : 32.8 46.2 44.1 56.2 32.8 44.2 43.7 52.5
Old : 32.8 46.2 44.1 56.2 32.8 44.2 43.7 52.5
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 28, 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 : 35,387: 14,161 8,334 0 12,467 18,770 26,628 27,104: 8,759 8,283
Old : 35,387: 14,161 8,334 0 12,467 18,770 26,628 27,104: 8,759 8,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 2,041: 3,137 1,275 0 -529 586 2,608 1,861: -567 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 23.6 0.0 35.2 53.0 75.2 76.6: 24.8 23.4
Old : 100.0: 40.0 23.6 0.0 35.2 53.0 75.2 76.6: 24.8 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 11 0 14 10 27 21:
Old : 46: 13 11 0 14 10 27 21:
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 : 39.6 53.4 53.1 65.8 39.6 53.4 53.1 65.8
Old : 39.6 53.4 53.1 65.8 39.6 53.4 53.1 65.8
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 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 58,830: 21,461 8,838 1,502 25,048 20,004 48,011 30,344: 10,819 28,486
Old : 58,830: 21,461 8,838 1,502 25,048 20,004 48,011 30,344: 10,819 28,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,920: -2,019 1,650 305 3,129 1,561 1,415 3,516: 505 -1,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 15.0 2.6 42.6 34.0 81.6 51.6: 18.4 48.4
Old : 100.0: 36.5 15.0 2.6 42.6 34.0 81.6 51.6: 18.4 48.4
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 : 75: 27 8 5 27 21 56 32:
Old : 75: 27 8 5 27 21 56 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 : 26.3 22.7 41.4 31.8 26.1 22.1 41.0 30.9
Old : 26.3 22.7 41.4 31.8 26.1 22.1 41.0 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2017