MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 27,836: 2,080 5,496 2,680 22,676 19,260 27,436 27,436: 400 400
Old : 27,836: 2,080 5,496 2,680 22,676 19,260 27,436 27,436: 400 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 2,120: 240 -640 2,520 1,200 1,440 3,960 3,320: -1,840 -1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 19.7 9.6 81.5 69.2 98.6 98.6: 1.4 1.4
Old : 100.0: 7.5 19.7 9.6 81.5 69.2 98.6 98.6: 1.4 1.4
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 : 26: 4 11 3 8 8 13 21:
Old : 26: 4 11 3 8 8 13 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 : 85.3 57.8 96.0 85.2 65.6 42.1 67.6 62.5
Old : 85.3 57.8 96.0 85.2 65.6 42.1 67.6 62.5
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 16, 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 : 7,588: 572 1,200 1,075 4,849 4,711 6,496 6,986: 1,092 602
Old : 7,588: 572 1,200 1,075 4,849 4,711 6,496 6,986: 1,092 602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 628: 204 -27 219 44 475 466 667: 161 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 15.8 14.2 63.9 62.1 85.6 92.1: 14.4 7.9
Old : 100.0: 7.5 15.8 14.2 63.9 62.1 85.6 92.1: 14.4 7.9
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 : 39: 3 11 10 19 21 30 34:
Old : 39: 3 11 10 19 21 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 : 44.0 42.3 61.2 56.6 43.3 38.4 56.1 47.1
Old : 44.0 42.3 61.2 56.6 43.3 38.4 56.1 47.1
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 16, 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 : 55,900: 20,432 7,030 15,450 15,192 22,143 51,074 44,622: 4,826 11,278
Old : 55,900: 20,432 7,030 15,450 15,192 22,143 51,074 44,622: 4,826 11,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 934: -158 1,855 -276 995 361 562 1,940: 372 -1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 12.6 27.6 27.2 39.6 91.4 79.8: 8.6 20.2
Old : 100.0: 36.6 12.6 27.6 27.2 39.6 91.4 79.8: 8.6 20.2
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 : 84: 23 21 31 33 33 72 69:
Old : 84: 23 21 31 33 33 72 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 : 34.8 27.4 52.8 41.8 34.3 24.4 46.4 32.4
Old : 34.8 27.4 52.8 41.8 34.3 24.4 46.4 32.4
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 16, 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 : 10,269: 1,226 870 1,943 6,211 6,606 9,380 9,419: 889 850
Old : 10,269: 1,226 870 1,943 6,211 6,606 9,380 9,419: 889 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 364: 31 1 61 217 199 310 260: 55 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 8.5 18.9 60.5 64.3 91.3 91.7: 8.7 8.3
Old : 100.0: 11.9 8.5 18.9 60.5 64.3 91.3 91.7: 8.7 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 6 10 24 18 38 30:
Old : 44: 10 6 10 24 18 38 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 35.7 47.3 60.0 26.7 30.7 41.0 45.4
Old : 28.1 35.7 47.3 60.0 26.7 30.7 41.0 45.4
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 16, 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 : 272,261: 74,084 32,663 81,711 93,860 120,999 249,654 235,373: 22,606 36,888
Old : 226,037: 61,148 35,742 66,262 82,340 94,854 209,750 196,858: 16,288 29,179
Other: 46,223: 19,304 3,290 9,080 11,520 26,145 39,905 38,515: 6,319 7,708
: : :
: : Changes in Commitments from: May 9, 2017 :
: 10,140: 5,041 -3,174 4,847 0 8,435 9,888 10,108: 252 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 12.0 30.0 34.5 44.4 91.7 86.5: 8.3 13.5
Old : 100.0: 27.1 15.8 29.3 36.4 42.0 92.8 87.1: 7.2 12.9
Other: 100.0: 41.8 7.1 19.6 24.9 56.6 86.3 83.3: 13.7 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 119 65 122 81 79 257 220:
Old : 286: 111 75 115 76 78 246 214:
Other: 134: 40 23 42 44 52 103 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 18.8 22.8 26.5 12.9 17.5 21.3 23.3
Old : 13.7 19.6 22.8 27.2 13.0 18.4 21.7 25.1
Other: 32.6 23.7 44.2 39.0 32.6 21.3 40.9 34.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 505,565: 175,906 19,374 150,942 141,066 267,506 467,914 437,821: 37,651 67,744
Old : 505,565: 175,906 19,374 150,942 141,066 267,506 467,914 437,821: 37,651 67,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -3,358: -2,502 -3,845 -3,242 86 2,950 -5,658 -4,137: 2,299 779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 3.8 29.9 27.9 52.9 92.6 86.6: 7.4 13.4
Old : 100.0: 34.8 3.8 29.9 27.9 52.9 92.6 86.6: 7.4 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 471: 165 76 160 141 180 396 357:
Old : 471: 165 76 160 141 180 396 357:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 18.5 20.2 25.4 12.2 18.2 19.1 23.3
Old : 12.2 18.5 20.2 25.4 12.2 18.2 19.1 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 5,176: 1,709 1,436 672 1,137 2,012 3,518 4,120: 1,658 1,056
Old : 5,176: 1,709 1,436 672 1,137 2,012 3,518 4,120: 1,658 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -604: -950 -11 15 419 -508 -516 -504: -87 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 27.7 13.0 22.0 38.9 68.0 79.6: 32.0 20.4
Old : 100.0: 33.0 27.7 13.0 22.0 38.9 68.0 79.6: 32.0 20.4
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 : 55: 20 11 11 18 19 43 37:
Old : 55: 20 11 11 18 19 43 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 : 21.8 43.2 36.8 57.7 20.2 37.3 32.7 51.8
Old : 21.8 43.2 36.8 57.7 20.2 37.3 32.7 51.8
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 16, 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 : 71,905: 26,460 6,859 21,340 14,514 18,696 62,315 46,895: 9,591 25,011
Old : 71,905: 26,460 6,859 21,340 14,514 18,696 62,315 46,895: 9,591 25,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -1,874: -1,575 -1,325 627 -1,609 -887 -2,557 -1,585: 683 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 9.5 29.7 20.2 26.0 86.7 65.2: 13.3 34.8
Old : 100.0: 36.8 9.5 29.7 20.2 26.0 86.7 65.2: 13.3 34.8
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 : 255: 81 56 71 64 97 187 192:
Old : 255: 81 56 71 64 97 187 192:
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 : 15.6 10.1 26.4 17.8 15.3 8.3 24.1 11.9
Old : 15.6 10.1 26.4 17.8 15.3 8.3 24.1 11.9
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, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,605: 591 4,978 366 4,082 678 5,039 6,022: 1,566 583
Old : 6,605: 591 4,978 366 4,082 678 5,039 6,022: 1,566 583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 37: 36 -1 -6 7 -18 37 -25: 0 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 75.4 5.5 61.8 10.3 76.3 91.2: 23.7 8.8
Old : 100.0: 8.9 75.4 5.5 61.8 10.3 76.3 91.2: 23.7 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 5 6 9 6 17 15:
Old : 20: 5 5 6 9 6 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 : 52.5 75.4 66.1 86.3 50.4 75.1 62.5 81.3
Old : 52.5 75.4 66.1 86.3 50.4 75.1 62.5 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 38,246: 1,867 20,171 6,995 28,908 9,480 37,770 36,646: 476 1,600
Old : 38,246: 1,867 20,171 6,995 28,908 9,480 37,770 36,646: 476 1,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 263: 767 -128 -588 211 1,124 390 407: -127 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 52.7 18.3 75.6 24.8 98.8 95.8: 1.2 4.2
Old : 100.0: 4.9 52.7 18.3 75.6 24.8 98.8 95.8: 1.2 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 : 68: 17 17 21 27 23 53 52:
Old : 68: 17 17 21 27 23 53 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 47.7 64.5 64.4 41.5 47.5 60.8 60.9
Old : 42.9 47.7 64.5 64.4 41.5 47.5 60.8 60.9
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 16, 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 : 35,954: 11,976 1,983 0 22,711 33,110 34,687 35,093: 1,267 861
Old : 35,954: 11,976 1,983 0 22,711 33,110 34,687 35,093: 1,267 861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -474: -672 330 0 388 -715 -284 -385: -190 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 5.5 0.0 63.2 92.1 96.5 97.6: 3.5 2.4
Old : 100.0: 33.3 5.5 0.0 63.2 92.1 96.5 97.6: 3.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 7 0 10 8 24 15:
Old : 37: 14 7 0 10 8 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.3 88.3 87.9 95.2 81.3 88.3 87.9 95.2
Old : 81.3 88.3 87.9 95.2 81.3 88.3 87.9 95.2
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 16, 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 : 239,103: 38,591 136,779 11,110 155,885 47,117 205,586 195,007: 33,518 44,097
Old : 239,103: 38,591 136,779 11,110 155,885 47,117 205,586 195,007: 33,518 44,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 8,453: -8,527 3,814 1,334 15,547 5,326 8,353 10,473: 100 -2,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 57.2 4.6 65.2 19.7 86.0 81.6: 14.0 18.4
Old : 100.0: 16.1 57.2 4.6 65.2 19.7 86.0 81.6: 14.0 18.4
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 : 121: 24 54 18 29 33 64 94:
Old : 121: 24 54 18 29 33 64 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 24.8 56.0 35.5 40.4 24.8 54.0 35.5
Old : 41.5 24.8 56.0 35.5 40.4 24.8 54.0 35.5
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 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 50,224: 3,998 24,850 1,518 35,777 5,743 41,293 32,111: 8,931 18,113
Old : 50,224: 3,998 24,850 1,518 35,777 5,743 41,293 32,111: 8,931 18,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 510: -4,482 1,007 392 3,578 93 -511 1,492: 1,021 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 49.5 3.0 71.2 11.4 82.2 63.9: 17.8 36.1
Old : 100.0: 8.0 49.5 3.0 71.2 11.4 82.2 63.9: 17.8 36.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 7 17 9 12 9 24 30:
Old : 41: 7 17 9 12 9 24 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 31.2 71.0 41.2 58.0 31.2 69.6 41.0
Old : 59.3 31.2 71.0 41.2 58.0 31.2 69.6 41.0
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 16, 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 : 184,505: 92,686 22,566 2,106 81,200 156,769 175,991 181,440: 8,514 3,065
Old : 184,505: 92,686 22,566 2,106 81,200 156,769 175,991 181,440: 8,514 3,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 4,090: 172 -4 1,081 2,180 2,875 3,433 3,952: 657 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 12.2 1.1 44.0 85.0 95.4 98.3: 4.6 1.7
Old : 100.0: 50.2 12.2 1.1 44.0 85.0 95.4 98.3: 4.6 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 : 150: 81 32 11 13 28 100 66:
Old : 150: 81 32 11 13 28 100 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 64.9 60.7 77.2 45.3 64.9 60.7 76.7
Old : 45.4 64.9 60.7 77.2 45.3 64.9 60.7 76.7
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 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 289,410: 45,026 80,726 25,175 186,495 150,508 256,696 256,409: 32,713 33,000
Old : 289,410: 45,026 80,726 25,175 186,495 150,508 256,696 256,409: 32,713 33,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 2,280: 3,456 -9,757 1,395 -1,544 10,195 3,307 1,833: -1,026 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 27.9 8.7 64.4 52.0 88.7 88.6: 11.3 11.4
Old : 100.0: 15.6 27.9 8.7 64.4 52.0 88.7 88.6: 11.3 11.4
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 : 127: 31 42 27 33 46 81 98:
Old : 127: 31 42 27 33 46 81 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 35.0 59.3 48.5 52.8 34.4 57.7 47.1
Old : 53.0 35.0 59.3 48.5 52.8 34.4 57.7 47.1
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 16, 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 : 263,260: 41,974 101,035 22,440 175,356 93,842 239,770 217,318: 23,490 45,942
Old : 263,260: 41,974 101,035 22,440 175,356 93,842 239,770 217,318: 23,490 45,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 15,284: -837 23,908 -1,859 19,803 -6,762 17,107 15,287: -1,824 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 38.4 8.5 66.6 35.6 91.1 82.5: 8.9 17.5
Old : 100.0: 15.9 38.4 8.5 66.6 35.6 91.1 82.5: 8.9 17.5
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 : 122: 30 43 28 32 39 78 94:
Old : 122: 30 43 28 32 39 78 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 28.8 56.4 41.8 41.2 26.3 50.9 38.4
Old : 43.6 28.8 56.4 41.8 41.2 26.3 50.9 38.4
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 16, 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 : 516,782: 162,981 123,690 54,799 226,437 275,278 444,217 453,767: 72,566 63,016
Old : 516,782: 162,981 123,690 54,799 226,437 275,278 444,217 453,767: 72,566 63,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 30,029: 10,500 -3,863 4,842 12,443 25,698 27,784 26,676: 2,245 3,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 23.9 10.6 43.8 53.3 86.0 87.8: 14.0 12.2
Old : 100.0: 31.5 23.9 10.6 43.8 53.3 86.0 87.8: 14.0 12.2
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 : 266: 86 85 67 65 75 185 193:
Old : 266: 86 85 67 65 75 185 193:
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 : 23.8 33.0 33.1 42.4 23.5 31.5 31.3 39.6
Old : 23.8 33.0 33.1 42.4 23.5 31.5 31.3 39.6
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 16, 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 : 32,925: 14,753 4,910 397 5,805 23,212 20,955 28,519: 11,970 4,406
Old : 32,925: 14,753 4,910 397 5,805 23,212 20,955 28,519: 11,970 4,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 338: 995 328 50 -147 119 898 497: -560 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 14.9 1.2 17.6 70.5 63.6 86.6: 36.4 13.4
Old : 100.0: 44.8 14.9 1.2 17.6 70.5 63.6 86.6: 36.4 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 42.2 74.8 53.4 85.9 41.8 74.7 52.7 85.0
Old : 42.2 74.8 53.4 85.9 41.8 74.7 52.7 85.0
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 16, 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 : 23,033: 11,542 3,970 34 9,475 18,345 21,051 22,349: 1,982 684
Old : 23,033: 11,542 3,970 34 9,475 18,345 21,051 22,349: 1,982 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -449: 546 -1,051 32 -832 321 -254 -698: -195 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 17.2 0.1 41.1 79.6 91.4 97.0: 8.6 3.0
Old : 100.0: 50.1 17.2 0.1 41.1 79.6 91.4 97.0: 8.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 13 1 5 6 18 20:
Old : 36: 13 13 1 5 6 18 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 : 67.9 79.5 82.6 89.0 67.9 79.5 82.3 89.0
Old : 67.9 79.5 82.6 89.0 67.9 79.5 82.3 89.0
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 16, 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 : 45,187: 11,918 23,872 336 29,921 15,501 42,175 39,709: 3,012 5,478
Old : 45,187: 11,918 23,872 336 29,921 15,501 42,175 39,709: 3,012 5,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 1,130: -152 1,016 120 1,155 -157 1,123 979: 7 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 52.8 0.7 66.2 34.3 93.3 87.9: 6.7 12.1
Old : 100.0: 26.4 52.8 0.7 66.2 34.3 93.3 87.9: 6.7 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 : 76: 22 31 8 15 14 41 49:
Old : 76: 22 31 8 15 14 41 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 : 50.5 41.3 70.3 62.0 50.4 41.3 70.0 62.0
Old : 50.5 41.3 70.3 62.0 50.4 41.3 70.0 62.0
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 16, 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 : 17,685: 4,484 2,858 2,648 9,480 11,336 16,612 16,842: 1,073 843
Old : 17,685: 4,484 2,858 2,648 9,480 11,336 16,612 16,842: 1,073 843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -690: 241 -187 -648 -210 74 -617 -761: -73 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 16.2 15.0 53.6 64.1 93.9 95.2: 6.1 4.8
Old : 100.0: 25.4 16.2 15.0 53.6 64.1 93.9 95.2: 6.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 5 1 9 6 16 12:
Old : 24: 7 5 1 9 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 : 69.8 72.9 85.0 90.6 31.7 30.8 40.8 44.1
Old : 69.8 72.9 85.0 90.6 31.7 30.8 40.8 44.1
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 16, 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 :22,543,883: 679,523 3,035,098 10,093,658 11,153,504 8,236,978 21,926,686 21,365,734: 617,197 1,178,149
Old :22,543,883: 679,523 3,035,098 10,093,658 11,153,504 8,236,978 21,926,686 21,365,734: 617,197 1,178,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
:-1,030,639: 57,798 -307,045 -628,166 -502,686 -84,315 -1,073,054 -1,019,526: 42,415 -11,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 13.5 44.8 49.5 36.5 97.3 94.8: 2.7 5.2
Old : 100.0: 3.0 13.5 44.8 49.5 36.5 97.3 94.8: 2.7 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 39 142 148 120 145 274 331:
Old : 338: 39 142 148 120 145 274 331:
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 19.3 42.5 30.9 20.7 5.8 24.3 8.8
Old : 28.9 19.3 42.5 30.9 20.7 5.8 24.3 8.8
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 16, 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 : 863,396: 102,263 104,128 127,369 536,280 529,541 765,912 761,038: 97,484 102,358
Old : 863,396: 102,263 104,128 127,369 536,280 529,541 765,912 761,038: 97,484 102,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 6,305: -926 8,505 -2,501 9,334 -1,856 5,908 4,149: 397 2,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 12.1 14.8 62.1 61.3 88.7 88.1: 11.3 11.9
Old : 100.0: 11.8 12.1 14.8 62.1 61.3 88.7 88.1: 11.3 11.9
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 : 686: 172 166 195 254 262 518 532:
Old : 686: 172 166 195 254 262 518 532:
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 : 12.1 13.5 21.0 22.6 9.5 10.7 15.5 14.9
Old : 12.1 13.5 21.0 22.6 9.5 10.7 15.5 14.9
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 16, 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 : 137,349: 4,795 14,995 29,591 72,766 62,368 107,152 106,954: 30,197 30,395
Old : 137,349: 4,795 14,995 29,591 72,766 62,368 107,152 106,954: 30,197 30,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -214: 267 -1,219 -345 -820 1,119 -898 -445: 685 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 10.9 21.5 53.0 45.4 78.0 77.9: 22.0 22.1
Old : 100.0: 3.5 10.9 21.5 53.0 45.4 78.0 77.9: 22.0 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 : 74: 13 16 25 35 35 64 62:
Old : 74: 13 16 25 35 35 64 62:
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 : 24.2 32.4 38.5 45.6 18.4 23.3 26.0 31.0
Old : 24.2 32.4 38.5 45.6 18.4 23.3 26.0 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 3,630,236: 552,284 510,607 423,948 2,317,570 2,335,868 3,293,802 3,270,423: 336,434 359,814
Old : 3,630,236: 552,284 510,607 423,948 2,317,570 2,335,868 3,293,802 3,270,423: 336,434 359,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 32,593: -17,587 36,995 844 50,771 -14,873 34,029 22,966: -1,436 9,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 14.1 11.7 63.8 64.3 90.7 90.1: 9.3 9.9
Old : 100.0: 15.2 14.1 11.7 63.8 64.3 90.7 90.1: 9.3 9.9
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 : 669: 167 160 186 247 255 499 516:
Old : 669: 167 160 186 247 255 499 516:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 15.3 22.7 23.2 11.1 11.9 17.6 16.9
Old : 13.5 15.3 22.7 23.2 11.1 11.9 17.6 16.9
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 16, 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 : 96,060: 21,720 3,512 1,418 60,522 87,879 83,660 92,809: 12,400 3,251
Old : 96,060: 21,720 3,512 1,418 60,522 87,879 83,660 92,809: 12,400 3,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -127: -1,163 150 40 1,203 31 80 221: -207 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 3.7 1.5 63.0 91.5 87.1 96.6: 12.9 3.4
Old : 100.0: 22.6 3.7 1.5 63.0 91.5 87.1 96.6: 12.9 3.4
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 : 83: 12 8 5 47 31 61 42:
Old : 83: 12 8 5 47 31 61 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 : 39.4 49.5 51.9 71.7 39.4 49.5 51.2 71.3
Old : 39.4 49.5 51.9 71.7 39.4 49.5 51.2 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 56,869: 25,277 9,880 2,483 22,388 36,898 50,147 49,261: 6,722 7,608
Old : 56,869: 25,277 9,880 2,483 22,388 36,898 50,147 49,261: 6,722 7,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 375: -1,921 1,408 374 1,737 -1,731 191 51: 184 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 17.4 4.4 39.4 64.9 88.2 86.6: 11.8 13.4
Old : 100.0: 44.4 17.4 4.4 39.4 64.9 88.2 86.6: 11.8 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 79 66 37 77 73 177 155:
Old : 269: 79 66 37 77 73 177 155:
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 : 23.4 27.0 37.1 37.1 22.7 26.3 36.3 36.5
Old : 23.4 27.0 37.1 37.1 22.7 26.3 36.3 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 284,345: 126,383 49,400 12,415 111,939 184,489 250,737 246,305: 33,608 38,041
Old : 284,345: 126,383 49,400 12,415 111,939 184,489 250,737 246,305: 33,608 38,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 1,875: -9,603 7,039 1,871 8,685 -8,654 953 256: 922 1,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 17.4 4.4 39.4 64.9 88.2 86.6: 11.8 13.4
Old : 100.0: 44.4 17.4 4.4 39.4 64.9 88.2 86.6: 11.8 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 79 66 37 77 73 177 155:
Old : 269: 79 66 37 77 73 177 155:
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 : 23.4 27.0 37.1 37.1 22.7 26.3 36.3 36.5
Old : 23.4 27.0 37.1 37.1 22.7 26.3 36.3 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 155,056: 50,252 46,931 9,824 73,510 61,176 133,586 117,930: 21,471 37,126
Old : 155,056: 50,252 46,931 9,824 73,510 61,176 133,586 117,930: 21,471 37,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 14,113: -3,427 14,125 -591 22,109 -1,723 18,091 11,810: -3,977 2,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 30.3 6.3 47.4 39.5 86.2 76.1: 13.8 23.9
Old : 100.0: 32.4 30.3 6.3 47.4 39.5 86.2 76.1: 13.8 23.9
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 : 89: 26 31 18 22 28 57 68:
Old : 89: 26 31 18 22 28 57 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 31.8 53.8 43.2 37.6 31.5 51.6 42.8
Old : 38.8 31.8 53.8 43.2 37.6 31.5 51.6 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 41,054: 17,392 12,949 23 12,637 24,618 30,052 37,590: 11,002 3,464
Old : 41,054: 17,392 12,949 23 12,637 24,618 30,052 37,590: 11,002 3,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 455: -991 414 23 -373 300 -1,341 737: 1,796 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 31.5 0.1 30.8 60.0 73.2 91.6: 26.8 8.4
Old : 100.0: 42.4 31.5 0.1 30.8 60.0 73.2 91.6: 26.8 8.4
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 : 50: 20 8 2 15 12 35 22:
Old : 50: 20 8 2 15 12 35 22:
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 : 31.0 65.2 44.6 82.6 31.0 65.2 44.6 82.6
Old : 31.0 65.2 44.6 82.6 31.0 65.2 44.6 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 79,086: 29,671 16,234 927 39,084 37,931 69,682 55,092: 9,404 23,994
Old : 79,086: 29,671 16,234 927 39,084 37,931 69,682 55,092: 9,404 23,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -5,790: -1,249 292 97 -5,159 882 -6,311 1,271: 521 -7,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 20.5 1.2 49.4 48.0 88.1 69.7: 11.9 30.3
Old : 100.0: 37.5 20.5 1.2 49.4 48.0 88.1 69.7: 11.9 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 28 19 5 31 26 61 48:
Old : 96: 28 19 5 31 26 61 48:
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 : 26.8 23.0 41.6 37.4 26.3 22.6 41.1 36.8
Old : 26.8 23.0 41.6 37.4 26.3 22.6 41.1 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2017