MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 24,386: 2,430 6,316 520 21,036 17,160 23,986 23,996: 400 390
Old : 24,386: 2,430 6,316 520 21,036 17,160 23,986 23,996: 400 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -1,742: -130 -616 -120 -1,692 -1,196 -1,942 -1,932: 200 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 25.9 2.1 86.3 70.4 98.4 98.4: 1.6 1.6
Old : 100.0: 10.0 25.9 2.1 86.3 70.4 98.4 98.4: 1.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 11 2 8 8 12 20:
Old : 25: 3 11 2 8 8 12 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 57.0 96.1 83.1 74.6 44.7 78.8 70.3
Old : 85.8 57.0 96.1 83.1 74.6 44.7 78.8 70.3
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, May 02, 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 : 7,959: 429 1,464 984 5,619 4,764 7,032 7,212: 927 747
Old : 7,959: 429 1,464 984 5,619 4,764 7,032 7,212: 927 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 87: -11 -61 -43 28 75 -26 -29: 113 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 18.4 12.4 70.6 59.9 88.4 90.6: 11.6 9.4
Old : 100.0: 5.4 18.4 12.4 70.6 59.9 88.4 90.6: 11.6 9.4
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 : 39: 4 10 9 19 21 30 33:
Old : 39: 4 10 9 19 21 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 40.5 64.3 54.4 47.8 34.8 57.4 44.4
Old : 48.7 40.5 64.3 54.4 47.8 34.8 57.4 44.4
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, May 02, 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 : 64,635: 23,155 4,610 20,067 16,526 25,664 59,748 50,342: 4,887 14,293
Old : 64,635: 23,155 4,610 20,067 16,526 25,664 59,748 50,342: 4,887 14,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 74: -535 117 -1,332 2,134 2,333 267 1,117: -193 -1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 7.1 31.0 25.6 39.7 92.4 77.9: 7.6 22.1
Old : 100.0: 35.8 7.1 31.0 25.6 39.7 92.4 77.9: 7.6 22.1
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 : 87: 18 27 34 34 35 71 77:
Old : 87: 18 27 34 34 35 71 77:
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 : 34.6 23.7 51.4 37.4 33.4 20.8 44.2 26.8
Old : 34.6 23.7 51.4 37.4 33.4 20.8 44.2 26.8
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 11,754: 1,260 1,198 2,487 6,982 7,263 10,729 10,948: 1,025 806
Old : 11,754: 1,260 1,198 2,487 6,982 7,263 10,729 10,948: 1,025 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 291: 20 259 96 156 -23 273 332: 18 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 10.2 21.2 59.4 61.8 91.3 93.1: 8.7 6.9
Old : 100.0: 10.7 10.2 21.2 59.4 61.8 91.3 93.1: 8.7 6.9
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 : 44: 9 9 11 23 17 38 31:
Old : 44: 9 9 11 23 17 38 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 35.6 48.8 58.7 26.1 27.9 37.8 43.5
Old : 28.9 35.6 48.8 58.7 26.1 27.9 37.8 43.5
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, May 02, 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 : 267,750: 65,314 46,885 78,553 100,776 106,319 244,643 231,758: 23,106 35,992
Old : 230,617: 55,650 50,814 65,328 91,309 85,041 212,287 201,183: 18,330 29,434
Other: 37,133: 16,035 2,442 6,855 9,467 21,279 32,357 30,575: 4,776 6,558
: : :
: : Changes in Commitments from: April 25, 2017 :
: 6,149: 1,935 -3,383 479 3,001 7,566 5,415 4,663: 734 1,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 17.5 29.3 37.6 39.7 91.4 86.6: 8.6 13.4
Old : 100.0: 24.1 22.0 28.3 39.6 36.9 92.1 87.2: 7.9 12.8
Other: 100.0: 43.2 6.6 18.5 25.5 57.3 87.1 82.3: 12.9 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 98 81 124 84 75 251 223:
Old : 284: 93 90 119 82 74 244 220:
Other: 110: 33 18 33 34 44 82 82:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 14.8 23.7 21.8 12.6 13.0 20.8 19.1
Old : 14.4 14.9 23.7 22.3 12.4 13.0 20.9 19.5
Other: 35.9 25.8 50.7 41.3 35.9 23.1 46.6 36.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 515,796: 179,936 24,217 158,113 140,391 262,291 478,440 444,621: 37,356 71,175
Old : 515,796: 179,936 24,217 158,113 140,391 262,291 478,440 444,621: 37,356 71,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 34,216: -641 3,514 25,071 8,307 6,518 32,737 35,104: 1,479 -888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 4.7 30.7 27.2 50.9 92.8 86.2: 7.2 13.8
Old : 100.0: 34.9 4.7 30.7 27.2 50.9 92.8 86.2: 7.2 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 494: 174 94 177 133 175 410 372:
Old : 494: 174 94 177 133 175 410 372:
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 19.0 20.6 26.6 11.7 17.9 18.9 22.9
Old : 11.8 19.0 20.6 26.6 11.7 17.9 18.9 22.9
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, May 02, 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 : 6,115: 2,740 1,448 722 873 2,738 4,336 4,908: 1,779 1,206
Old : 6,115: 2,740 1,448 722 873 2,738 4,336 4,908: 1,779 1,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -349: -24 23 -202 -11 -136 -238 -315: -112 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 23.7 11.8 14.3 44.8 70.9 80.3: 29.1 19.7
Old : 100.0: 44.8 23.7 11.8 14.3 44.8 70.9 80.3: 29.1 19.7
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 : 70: 30 12 13 17 23 56 42:
Old : 70: 30 12 13 17 23 56 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 35.9 33.5 50.6 20.5 32.3 30.8 45.8
Old : 21.5 35.9 33.5 50.6 20.5 32.3 30.8 45.8
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, May 02, 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 : 71,879: 28,014 7,247 19,054 16,111 20,213 63,179 46,515: 8,700 25,364
Old : 71,879: 28,014 7,247 19,054 16,111 20,213 63,179 46,515: 8,700 25,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 89: -1,114 145 280 645 -357 -188 68: 278 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 10.1 26.5 22.4 28.1 87.9 64.7: 12.1 35.3
Old : 100.0: 39.0 10.1 26.5 22.4 28.1 87.9 64.7: 12.1 35.3
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 : 266: 87 61 75 59 100 187 202:
Old : 266: 87 61 75 59 100 187 202:
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 : 16.8 9.4 27.9 16.3 16.7 8.1 26.4 11.8
Old : 16.8 9.4 27.9 16.3 16.7 8.1 26.4 11.8
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, May 02, 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 : 45,065: 1,459 23,582 9,163 33,746 10,182 44,368 42,927: 696 2,138
Old : 45,065: 1,459 23,582 9,163 33,746 10,182 44,368 42,927: 696 2,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 432: -32 76 232 156 91 356 398: 76 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 52.3 20.3 74.9 22.6 98.5 95.3: 1.5 4.7
Old : 100.0: 3.2 52.3 20.3 74.9 22.6 98.5 95.3: 1.5 4.7
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 : 68: 8 26 20 28 21 52 51:
Old : 68: 8 26 20 28 21 52 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 : 42.9 46.0 64.5 63.4 41.4 45.8 60.0 57.7
Old : 42.9 46.0 64.5 63.4 41.4 45.8 60.0 57.7
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, May 02, 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 : 43,801: 22,631 3,665 0 19,587 39,267 42,218 42,932: 1,583 869
Old : 43,801: 22,631 3,665 0 19,587 39,267 42,218 42,932: 1,583 869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -5,198: -5,265 -4,022 0 19 -1,150 -5,246 -5,172: 48 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 8.4 0.0 44.7 89.6 96.4 98.0: 3.6 2.0
Old : 100.0: 51.7 8.4 0.0 44.7 89.6 96.4 98.0: 3.6 2.0
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 : 34: 11 8 0 8 9 19 17:
Old : 34: 11 8 0 8 9 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.9 73.1 91.4 90.7 85.9 73.1 91.0 89.6
Old : 85.9 73.1 91.4 90.7 85.9 73.1 91.0 89.6
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, May 02, 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 : 212,012: 65,035 113,488 11,197 103,606 42,735 179,838 167,419: 32,175 44,594
Old : 212,012: 65,035 113,488 11,197 103,606 42,735 179,838 167,419: 32,175 44,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 30,201: 13,796 18,125 2,910 12,667 5,317 29,372 26,352: 829 3,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 53.5 5.3 48.9 20.2 84.8 79.0: 15.2 21.0
Old : 100.0: 30.7 53.5 5.3 48.9 20.2 84.8 79.0: 15.2 21.0
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 : 125: 33 52 22 28 30 70 95:
Old : 125: 33 52 22 28 30 70 95:
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 20.8 53.2 31.1 37.4 20.8 51.5 31.0
Old : 39.1 20.8 53.2 31.1 37.4 20.8 51.5 31.0
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, May 02, 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 : 44,624: 4,376 22,207 1,108 30,175 3,880 35,659 27,195: 8,965 17,429
Old : 44,624: 4,376 22,207 1,108 30,175 3,880 35,659 27,195: 8,965 17,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -3,587: -3,204 -2,789 688 -529 -804 -3,045 -2,905: -542 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 49.8 2.5 67.6 8.7 79.9 60.9: 20.1 39.1
Old : 100.0: 9.8 49.8 2.5 67.6 8.7 79.9 60.9: 20.1 39.1
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 : 35: 5 16 6 10 7 20 24:
Old : 35: 5 16 6 10 7 20 24:
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 : 57.2 30.8 69.9 43.1 56.0 30.8 68.6 43.1
Old : 57.2 30.8 69.9 43.1 56.0 30.8 68.6 43.1
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, May 02, 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 : 178,061: 91,144 75,902 823 78,583 98,356 170,550 175,080: 7,511 2,980
Old : 178,061: 91,144 75,902 823 78,583 98,356 170,550 175,080: 7,511 2,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 72: -545 363 36 642 -119 132 279: -60 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 42.6 0.5 44.1 55.2 95.8 98.3: 4.2 1.7
Old : 100.0: 51.2 42.6 0.5 44.1 55.2 95.8 98.3: 4.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 78 31 9 15 26 97 63:
Old : 146: 78 31 9 15 26 97 63:
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 : 47.3 67.9 65.0 78.3 47.3 67.9 64.9 78.3
Old : 47.3 67.9 65.0 78.3 47.3 67.9 64.9 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 309,989: 48,034 132,380 33,275 194,940 111,361 276,249 277,016: 33,740 32,973
Old : 309,989: 48,034 132,380 33,275 194,940 111,361 276,249 277,016: 33,740 32,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 9,271: -399 -9,636 4,830 1,001 13,807 5,433 9,001: 3,838 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 42.7 10.7 62.9 35.9 89.1 89.4: 10.9 10.6
Old : 100.0: 15.5 42.7 10.7 62.9 35.9 89.1 89.4: 10.9 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 : 126: 33 44 30 31 43 81 100:
Old : 126: 33 44 30 31 43 81 100:
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 : 51.7 29.7 58.7 44.8 50.8 28.2 55.0 43.1
Old : 51.7 29.7 58.7 44.8 50.8 28.2 55.0 43.1
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, May 02, 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 : 239,834: 37,855 64,420 26,656 148,497 110,390 213,008 201,466: 26,826 38,368
Old : 239,834: 37,855 64,420 26,656 148,497 110,390 213,008 201,466: 26,826 38,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -7,137: -11,112 -8,372 3,373 3,102 -4,138 -4,637 -9,136: -2,500 1,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 26.9 11.1 61.9 46.0 88.8 84.0: 11.2 16.0
Old : 100.0: 15.8 26.9 11.1 61.9 46.0 88.8 84.0: 11.2 16.0
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 : 122: 36 37 28 32 40 82 91:
Old : 122: 36 37 28 32 40 82 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 32.7 51.1 46.4 39.3 29.7 45.8 40.5
Old : 40.7 32.7 51.1 46.4 39.3 29.7 45.8 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, May 02, 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 : 497,790: 155,381 162,311 54,565 224,858 217,308 434,804 434,185: 62,985 63,604
Old : 497,790: 155,381 162,311 54,565 224,858 217,308 434,804 434,185: 62,985 63,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -2,537: 1,987 -19,029 2,726 -3,483 11,618 1,231 -4,684: -3,768 2,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 32.6 11.0 45.2 43.7 87.3 87.2: 12.7 12.8
Old : 100.0: 31.2 32.6 11.0 45.2 43.7 87.3 87.2: 12.7 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 : 270: 86 91 64 69 73 187 196:
Old : 270: 86 91 64 69 73 187 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 29.3 35.4 40.2 25.3 27.9 33.3 37.2
Old : 25.6 29.3 35.4 40.2 25.3 27.9 33.3 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 32,849: 14,266 4,606 336 5,995 23,101 20,597 28,043: 12,252 4,806
Old : 32,849: 14,266 4,606 336 5,995 23,101 20,597 28,043: 12,252 4,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 639: -285 1,322 19 518 -184 252 1,157: 387 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 14.0 1.0 18.3 70.3 62.7 85.4: 37.3 14.6
Old : 100.0: 43.4 14.0 1.0 18.3 70.3 62.7 85.4: 37.3 14.6
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 : 22: 9 5 2 6 6 16 12:
Old : 22: 9 5 2 6 6 16 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 : 41.2 75.5 52.7 84.8 40.9 75.4 52.1 83.9
Old : 41.2 75.5 52.7 84.8 40.9 75.4 52.1 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 23,314: 11,987 4,504 0 9,729 18,332 21,716 22,836: 1,598 478
Old : 23,314: 11,987 4,504 0 9,729 18,332 21,716 22,836: 1,598 478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -4,160: -4,664 83 -298 1,000 -3,634 -3,962 -3,849: -198 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 19.3 0.0 41.7 78.6 93.1 97.9: 6.9 2.1
Old : 100.0: 51.4 19.3 0.0 41.7 78.6 93.1 97.9: 6.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 11 0 4 5 19 16:
Old : 35: 15 11 0 4 5 19 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 : 60.5 82.2 81.1 92.6 60.5 82.2 81.1 92.6
Old : 60.5 82.2 81.1 92.6 60.5 82.2 81.1 92.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 43,368: 19,190 31,160 291 20,814 6,587 40,295 38,038: 3,073 5,330
Old : 43,368: 19,190 31,160 291 20,814 6,587 40,295 38,038: 3,073 5,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -579: 497 -2,937 24 -750 1,578 -229 -1,335: -350 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 71.9 0.7 48.0 15.2 92.9 87.7: 7.1 12.3
Old : 100.0: 44.2 71.9 0.7 48.0 15.2 92.9 87.7: 7.1 12.3
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 : 74: 24 30 5 11 12 36 46:
Old : 74: 24 30 5 11 12 36 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 : 47.2 39.4 66.4 59.2 47.1 39.4 66.3 59.2
Old : 47.2 39.4 66.4 59.2 47.1 39.4 66.3 59.2
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, May 02, 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 : 18,246: 4,979 2,946 3,784 8,499 10,609 17,262 17,339: 984 907
Old : 18,246: 4,979 2,946 3,784 8,499 10,609 17,262 17,339: 984 907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -261: -93 -248 -28 -103 135 -224 -141: -37 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 16.1 20.7 46.6 58.1 94.6 95.0: 5.4 5.0
Old : 100.0: 27.3 16.1 20.7 46.6 58.1 94.6 95.0: 5.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 6 1 7 6 17 13:
Old : 26: 10 6 1 7 6 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 73.6 85.5 88.3 30.8 28.1 38.2 40.4
Old : 74.6 73.6 85.5 88.3 30.8 28.1 38.2 40.4
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :23,354,602: 629,067 3,246,362 10,534,153 11,570,721 8,395,408 22,733,941 22,175,922: 620,661 1,178,680
Old :23,354,602: 629,067 3,246,362 10,534,153 11,570,721 8,395,408 22,733,941 22,175,922: 620,661 1,178,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -183,722: 12,789 238,781 -294,851 133,962 -83,062 -148,100 -139,132: -35,622 -44,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 13.9 45.1 49.5 35.9 97.3 95.0: 2.7 5.0
Old : 100.0: 2.7 13.9 45.1 49.5 35.9 97.3 95.0: 2.7 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 46 132 144 135 157 286 337:
Old : 345: 46 132 144 135 157 286 337:
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 : 28.0 19.3 42.2 31.1 19.9 5.7 24.3 8.9
Old : 28.0 19.3 42.2 31.1 19.9 5.7 24.3 8.9
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, May 02, 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 : 832,227: 102,990 92,677 127,792 518,040 520,044 748,821 740,512: 83,405 91,715
Old : 832,227: 102,990 92,677 127,792 518,040 520,044 748,821 740,512: 83,405 91,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -4,177: -13,518 -6,203 2,654 14,524 205 3,660 -3,344: -7,837 -833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.1 15.4 62.2 62.5 90.0 89.0: 10.0 11.0
Old : 100.0: 12.4 11.1 15.4 62.2 62.5 90.0 89.0: 10.0 11.0
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 : 664: 169 155 180 248 259 501 512:
Old : 664: 169 155 180 248 259 501 512:
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 : 12.5 14.0 21.5 23.7 10.3 12.0 16.6 16.5
Old : 12.5 14.0 21.5 23.7 10.3 12.0 16.6 16.5
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, May 02, 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 : 128,544: 4,912 14,278 30,249 62,824 61,335 97,985 105,862: 30,559 22,682
Old : 128,544: 4,912 14,278 30,249 62,824 61,335 97,985 105,862: 30,559 22,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 683: -4,486 -665 2,378 4,176 -216 2,068 1,498: -1,385 -815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 11.1 23.5 48.9 47.7 76.2 82.4: 23.8 17.6
Old : 100.0: 3.8 11.1 23.5 48.9 47.7 76.2 82.4: 23.8 17.6
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 : 72: 15 13 24 35 32 64 57:
Old : 72: 15 13 24 35 32 64 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 36.4 37.7 50.8 14.4 23.5 22.3 34.4
Old : 24.9 36.4 37.7 50.8 14.4 23.5 22.3 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 3,518,416: 553,230 454,838 424,872 2,276,080 2,293,542 3,254,182 3,173,252: 264,234 345,164
Old : 3,518,416: 553,230 454,838 424,872 2,276,080 2,293,542 3,254,182 3,173,252: 264,234 345,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -24,300: -42,832 -25,365 -951 51,740 2,105 7,957 -24,210: -32,258 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 12.9 12.1 64.7 65.2 92.5 90.2: 7.5 9.8
Old : 100.0: 15.7 12.9 12.1 64.7 65.2 92.5 90.2: 7.5 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 643: 162 150 170 239 252 479 494:
Old : 643: 162 150 170 239 252 479 494:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 15.4 23.5 23.8 12.2 13.4 19.0 18.4
Old : 14.3 15.4 23.5 23.8 12.2 13.4 19.0 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 95,294: 23,548 2,596 938 58,253 88,126 82,739 91,660: 12,555 3,634
Old : 95,294: 23,548 2,596 938 58,253 88,126 82,739 91,660: 12,555 3,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -570: -71 -756 718 -1,262 -497 -615 -535: 45 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 2.7 1.0 61.1 92.5 86.8 96.2: 13.2 3.8
Old : 100.0: 24.7 2.7 1.0 61.1 92.5 86.8 96.2: 13.2 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 : 82: 18 3 5 47 29 65 37:
Old : 82: 18 3 5 47 29 65 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 : 37.2 50.6 50.0 73.0 37.1 50.5 49.3 72.6
Old : 37.2 50.6 50.0 73.0 37.1 50.5 49.3 72.6
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, May 02, 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 : 56,809: 28,968 8,043 1,818 19,239 39,658 50,025 49,519: 6,785 7,290
Old : 56,809: 28,968 8,043 1,818 19,239 39,658 50,025 49,519: 6,785 7,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 195: -1,577 181 574 941 -922 -62 -167: 256 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 14.2 3.2 33.9 69.8 88.1 87.2: 11.9 12.8
Old : 100.0: 51.0 14.2 3.2 33.9 69.8 88.1 87.2: 11.9 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 : 251: 74 57 30 72 72 164 141:
Old : 251: 74 57 30 72 72 164 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 33.1 38.6 44.1 25.1 32.6 38.1 43.6
Old : 25.6 33.1 38.6 44.1 25.1 32.6 38.1 43.6
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, May 02, 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 : 284,047: 144,839 40,216 9,090 96,194 198,290 250,123 247,596: 33,924 36,451
Old : 284,047: 144,839 40,216 9,090 96,194 198,290 250,123 247,596: 33,924 36,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 974: -7,885 904 2,871 4,705 -4,608 -309 -833: 1,282 1,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 14.2 3.2 33.9 69.8 88.1 87.2: 11.9 12.8
Old : 100.0: 51.0 14.2 3.2 33.9 69.8 88.1 87.2: 11.9 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 : 251: 74 57 30 72 72 164 141:
Old : 251: 74 57 30 72 72 164 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 33.1 38.6 44.1 25.1 32.6 38.1 43.6
Old : 25.6 33.1 38.6 44.1 25.1 32.6 38.1 43.6
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, May 02, 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 : 125,097: 61,532 22,088 9,893 27,550 64,577 98,975 96,558: 26,122 28,539
Old : 125,097: 61,532 22,088 9,893 27,550 64,577 98,975 96,558: 26,122 28,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 327: -884 -669 1,286 -362 -1,862 40 -1,244: 287 1,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 17.7 7.9 22.0 51.6 79.1 77.2: 20.9 22.8
Old : 100.0: 49.2 17.7 7.9 22.0 51.6 79.1 77.2: 20.9 22.8
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 : 80: 30 23 18 20 23 59 55:
Old : 80: 30 23 18 20 23 59 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 37.0 42.4 49.9 28.2 34.0 41.6 44.1
Old : 28.3 37.0 42.4 49.9 28.2 34.0 41.6 44.1
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, May 02, 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 : 38,715: 17,758 11,072 0 12,361 24,316 30,119 35,388: 8,596 3,327
Old : 38,715: 17,758 11,072 0 12,361 24,316 30,119 35,388: 8,596 3,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -602: 123 -544 -2 -11 -81 110 -627: -712 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 28.6 0.0 31.9 62.8 77.8 91.4: 22.2 8.6
Old : 100.0: 45.9 28.6 0.0 31.9 62.8 77.8 91.4: 22.2 8.6
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 : 46: 19 6 0 13 11 32 17:
Old : 46: 19 6 0 13 11 32 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 69.0 48.9 85.2 36.4 69.0 48.9 85.2
Old : 36.4 69.0 48.9 85.2 36.4 69.0 48.9 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 81,188: 31,513 15,241 939 40,996 27,931 73,448 44,111: 7,740 37,077
Old : 81,188: 31,513 15,241 939 40,996 27,931 73,448 44,111: 7,740 37,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 8,129: 1,357 2,191 -20 8,293 6,931 9,630 9,102: -1,501 -973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 18.8 1.2 50.5 34.4 90.5 54.3: 9.5 45.7
Old : 100.0: 38.8 18.8 1.2 50.5 34.4 90.5 54.3: 9.5 45.7
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 : 92: 28 17 4 30 22 60 41:
Old : 92: 28 17 4 30 22 60 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 : 32.4 19.1 47.0 29.6 32.0 18.1 46.5 28.7
Old : 32.4 19.1 47.0 29.6 32.0 18.1 46.5 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2017