MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 27,950: 1,800 6,300 2,700 23,050 18,550 27,550 27,550: 400 400
Old : 27,950: 1,800 6,300 2,700 23,050 18,550 27,550 27,550: 400 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 114: -280 804 20 374 -710 114 114: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 22.5 9.7 82.5 66.4 98.6 98.6: 1.4 1.4
Old : 100.0: 6.4 22.5 9.7 82.5 66.4 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 : 24: 2 11 3 8 8 13 19:
Old : 24: 2 11 3 8 8 13 19:
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 : 85.7 56.0 96.5 84.6 66.1 41.7 67.6 59.6
Old : 85.7 56.0 96.5 84.6 66.1 41.7 67.6 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 7,745: 568 1,320 995 5,144 4,989 6,708 7,305: 1,037 440
Old : 7,745: 568 1,320 995 5,144 4,989 6,708 7,305: 1,037 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 157: -4 121 -79 295 278 212 319: -55 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 17.0 12.9 66.4 64.4 86.6 94.3: 13.4 5.7
Old : 100.0: 7.3 17.0 12.9 66.4 64.4 86.6 94.3: 13.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 9 10 19 21 30 34:
Old : 40: 5 9 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 : 45.1 42.6 61.2 57.4 44.6 39.7 57.3 49.9
Old : 45.1 42.6 61.2 57.4 44.6 39.7 57.3 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 56,216: 20,332 6,861 15,620 15,601 22,156 51,553 44,637: 4,663 11,580
Old : 56,216: 20,332 6,861 15,620 15,601 22,156 51,553 44,637: 4,663 11,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 316: -100 -169 171 409 13 480 15: -163 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 12.2 27.8 27.8 39.4 91.7 79.4: 8.3 20.6
Old : 100.0: 36.2 12.2 27.8 27.8 39.4 91.7 79.4: 8.3 20.6
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 : 85: 17 28 32 32 33 71 71:
Old : 85: 17 28 32 32 33 71 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 26.5 52.5 41.3 34.0 23.6 46.2 31.5
Old : 34.4 26.5 52.5 41.3 34.0 23.6 46.2 31.5
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 23, 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 : 10,529: 1,033 837 2,057 6,464 6,888 9,554 9,782: 976 748
Old : 10,529: 1,033 837 2,057 6,464 6,888 9,554 9,782: 976 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 260: -193 -33 114 252 282 173 363: 87 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.9 19.5 61.4 65.4 90.7 92.9: 9.3 7.1
Old : 100.0: 9.8 7.9 19.5 61.4 65.4 90.7 92.9: 9.3 7.1
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 : 48: 10 8 10 26 21 41 34:
Old : 48: 10 8 10 26 21 41 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 : 27.3 35.3 47.0 58.3 25.9 30.1 39.4 43.6
Old : 27.3 35.3 47.0 58.3 25.9 30.1 39.4 43.6
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 23, 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 : 281,787: 82,642 25,636 84,804 91,644 133,684 259,089 244,123: 22,697 37,663
Old : 231,569: 67,499 26,606 70,331 77,152 105,323 214,983 202,260: 16,586 29,309
Other: 50,218: 19,714 3,601 9,902 14,491 28,361 44,107 41,864: 6,111 8,354
: : :
: : Changes in Commitments from: May 16, 2017 :
: 9,526: 8,558 -7,027 3,093 -2,216 12,684 9,435 8,750: 91 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 9.1 30.1 32.5 47.4 91.9 86.6: 8.1 13.4
Old : 100.0: 29.1 11.5 30.4 33.3 45.5 92.8 87.3: 7.2 12.7
Other: 100.0: 39.3 7.2 19.7 28.9 56.5 87.8 83.4: 12.2 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 119 62 123 75 78 257 214:
Old : 287: 114 67 115 68 77 242 209:
Other: 135: 41 23 37 44 51 103 95:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 19.9 21.9 27.4 12.6 18.9 20.7 24.5
Old : 13.1 20.8 22.2 28.5 12.6 20.0 21.1 26.3
Other: 33.6 22.3 46.0 38.2 33.6 20.0 42.0 33.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 509,737: 180,481 19,006 149,399 142,514 271,712 472,394 440,116: 37,343 69,621
Old : 509,737: 180,481 19,006 149,399 142,514 271,712 472,394 440,116: 37,343 69,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 4,172: 4,575 -368 -1,543 1,448 4,206 4,480 2,295: -308 1,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 3.7 29.3 28.0 53.3 92.7 86.3: 7.3 13.7
Old : 100.0: 35.4 3.7 29.3 28.0 53.3 92.7 86.3: 7.3 13.7
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 : 472: 172 65 162 147 186 406 357:
Old : 472: 172 65 162 147 186 406 357:
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 18.7 20.2 25.0 12.1 18.4 19.1 23.6
Old : 12.2 18.7 20.2 25.0 12.1 18.4 19.1 23.6
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 23, 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 : 5,294: 1,467 1,438 747 1,412 2,110 3,626 4,295: 1,669 1,000
Old : 5,294: 1,467 1,438 747 1,412 2,110 3,626 4,295: 1,669 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 118: -242 2 75 275 98 108 175: 11 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 27.2 14.1 26.7 39.8 68.5 81.1: 31.5 18.9
Old : 100.0: 27.7 27.2 14.1 26.7 39.8 68.5 81.1: 31.5 18.9
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 : 60: 21 11 12 20 22 45 42:
Old : 60: 21 11 12 20 22 45 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 : 22.5 41.1 35.1 55.2 20.1 35.2 30.0 49.3
Old : 22.5 41.1 35.1 55.2 20.1 35.2 30.0 49.3
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 23, 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 : 73,175: 26,510 7,463 22,027 15,020 18,841 63,557 48,331: 9,618 24,844
Old : 73,175: 26,510 7,463 22,027 15,020 18,841 63,557 48,331: 9,618 24,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 1,270: 50 605 687 505 144 1,242 1,436: 28 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 10.2 30.1 20.5 25.7 86.9 66.0: 13.1 34.0
Old : 100.0: 36.2 10.2 30.1 20.5 25.7 86.9 66.0: 13.1 34.0
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 : 260: 83 57 72 64 96 191 192:
Old : 260: 83 57 72 64 96 191 192:
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 : 15.8 10.0 26.6 17.7 15.7 8.2 24.5 11.9
Old : 15.8 10.0 26.6 17.7 15.7 8.2 24.5 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 23, 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 : 6,639: 628 4,987 396 4,113 756 5,137 6,138: 1,502 500
Old : 6,639: 628 4,987 396 4,113 756 5,137 6,138: 1,502 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 33: 38 9 30 30 77 98 116: -65 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 75.1 6.0 62.0 11.4 77.4 92.5: 22.6 7.5
Old : 100.0: 9.5 75.1 6.0 62.0 11.4 77.4 92.5: 22.6 7.5
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 : 22: 4 7 7 10 7 19 17:
Old : 22: 4 7 7 10 7 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 : 52.4 74.9 66.2 85.6 50.4 74.6 63.0 80.8
Old : 52.4 74.9 66.2 85.6 50.4 74.6 63.0 80.8
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 23, 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 : 38,369: 1,367 20,201 7,205 29,101 9,383 37,673 36,788: 696 1,581
Old : 38,369: 1,367 20,201 7,205 29,101 9,383 37,673 36,788: 696 1,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 123: -499 30 210 192 -97 -97 143: 221 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 52.6 18.8 75.8 24.5 98.2 95.9: 1.8 4.1
Old : 100.0: 3.6 52.6 18.8 75.8 24.5 98.2 95.9: 1.8 4.1
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 : 68: 13 21 21 27 23 53 52:
Old : 68: 13 21 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 : 43.2 47.3 64.4 63.7 42.0 47.1 61.1 59.8
Old : 43.2 47.3 64.4 63.7 42.0 47.1 61.1 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 36,059: 10,272 2,147 0 24,373 33,085 34,645 35,232: 1,414 827
Old : 36,059: 10,272 2,147 0 24,373 33,085 34,645 35,232: 1,414 827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 105: -1,704 164 0 1,662 -25 -42 139: 147 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 6.0 0.0 67.6 91.8 96.1 97.7: 3.9 2.3
Old : 100.0: 28.5 6.0 0.0 67.6 91.8 96.1 97.7: 3.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 8 0 10 7 23 15:
Old : 37: 13 8 0 10 7 23 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 : 80.5 88.0 87.4 95.0 80.5 88.0 87.4 95.0
Old : 80.5 88.0 87.4 95.0 80.5 88.0 87.4 95.0
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 23, 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 : 229,155: 29,302 128,557 10,722 159,286 46,991 199,310 186,269: 29,845 42,886
Old : 229,155: 29,302 128,557 10,722 159,286 46,991 199,310 186,269: 29,845 42,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -9,949: -9,288 -8,222 -388 3,402 -127 -6,275 -8,737: -3,673 -1,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 56.1 4.7 69.5 20.5 87.0 81.3: 13.0 18.7
Old : 100.0: 12.8 56.1 4.7 69.5 20.5 87.0 81.3: 13.0 18.7
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 : 115: 28 47 22 28 32 66 91:
Old : 115: 28 47 22 28 32 66 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 : 42.6 26.4 58.5 37.9 41.2 26.4 56.2 37.9
Old : 42.6 26.4 58.5 37.9 41.2 26.4 56.2 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 52,728: 6,228 25,468 1,842 31,477 12,062 39,547 39,372: 13,181 13,356
Old : 52,728: 6,228 25,468 1,842 31,477 12,062 39,547 39,372: 13,181 13,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 2,504: 2,230 618 324 -4,299 6,319 -1,746 7,260: 4,250 -4,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 48.3 3.5 59.7 22.9 75.0 74.7: 25.0 25.3
Old : 100.0: 11.8 48.3 3.5 59.7 22.9 75.0 74.7: 25.0 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 18 10 12 10 28 31:
Old : 43: 9 18 10 12 10 28 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 : 50.4 36.7 61.0 49.0 48.9 36.7 59.5 48.9
Old : 50.4 36.7 61.0 49.0 48.9 36.7 59.5 48.9
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 23, 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 : 211,758: 98,609 44,237 3,363 101,537 160,925 203,509 208,525: 8,249 3,233
Old : 211,758: 98,609 44,237 3,363 101,537 160,925 203,509 208,525: 8,249 3,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 27,253: 5,923 21,672 1,258 20,337 4,155 27,518 27,085: -265 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 20.9 1.6 47.9 76.0 96.1 98.5: 3.9 1.5
Old : 100.0: 46.6 20.9 1.6 47.9 76.0 96.1 98.5: 3.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 78 31 12 16 26 101 63:
Old : 148: 78 31 12 16 26 101 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 : 43.9 55.9 59.5 73.6 43.9 55.9 59.5 73.6
Old : 43.9 55.9 59.5 73.6 43.9 55.9 59.5 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 295,001: 46,262 73,661 28,548 188,236 161,372 263,046 263,581: 31,955 31,421
Old : 295,001: 46,262 73,661 28,548 188,236 161,372 263,046 263,581: 31,955 31,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 5,592: 1,236 -7,065 3,373 1,741 10,863 6,350 7,171: -758 -1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 25.0 9.7 63.8 54.7 89.2 89.3: 10.8 10.7
Old : 100.0: 15.7 25.0 9.7 63.8 54.7 89.2 89.3: 10.8 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 32 43 30 34 46 84 101:
Old : 131: 32 43 30 34 46 84 101:
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 : 50.6 36.5 57.4 48.8 50.3 35.8 55.2 47.0
Old : 50.6 36.5 57.4 48.8 50.3 35.8 55.2 47.0
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 23, 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 : 255,577: 39,576 92,842 25,835 166,232 95,231 231,643 213,907: 23,934 41,669
Old : 255,577: 39,576 92,842 25,835 166,232 95,231 231,643 213,907: 23,934 41,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -7,684: -2,397 -8,193 3,394 -9,125 1,388 -8,128 -3,410: 444 -4,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 36.3 10.1 65.0 37.3 90.6 83.7: 9.4 16.3
Old : 100.0: 15.5 36.3 10.1 65.0 37.3 90.6 83.7: 9.4 16.3
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 : 122: 31 40 25 33 43 78 94:
Old : 122: 31 40 25 33 43 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 : 45.5 32.0 55.3 43.7 41.5 30.2 49.1 39.8
Old : 45.5 32.0 55.3 43.7 41.5 30.2 49.1 39.8
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 23, 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 : 545,856: 170,864 105,284 63,636 235,916 315,628 470,416 484,548: 75,441 61,308
Old : 545,856: 170,864 105,284 63,636 235,916 315,628 470,416 484,548: 75,441 61,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 29,074: 7,883 -18,406 8,837 9,480 40,350 26,199 30,781: 2,875 -1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 19.3 11.7 43.2 57.8 86.2 88.8: 13.8 11.2
Old : 100.0: 31.3 19.3 11.7 43.2 57.8 86.2 88.8: 13.8 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 92 83 70 71 75 199 192:
Old : 274: 92 83 70 71 75 199 192:
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 : 21.1 36.5 30.8 45.2 20.9 33.8 28.4 40.4
Old : 21.1 36.5 30.8 45.2 20.9 33.8 28.4 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 34,969: 16,462 6,569 409 5,850 23,571 22,721 30,549: 12,248 4,420
Old : 34,969: 16,462 6,569 409 5,850 23,571 22,721 30,549: 12,248 4,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 2,044: 1,709 1,659 12 45 359 1,766 2,030: 278 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 18.8 1.2 16.7 67.4 65.0 87.4: 35.0 12.6
Old : 100.0: 47.1 18.8 1.2 16.7 67.4 65.0 87.4: 35.0 12.6
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: 9 7 2 7 6 17 14:
Old : 25: 9 7 2 7 6 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 71.8 54.2 82.7 41.7 71.7 53.5 82.5
Old : 42.1 71.8 54.2 82.7 41.7 71.7 53.5 82.5
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 23, 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 : 23,696: 11,909 4,259 34 10,127 18,439 22,070 22,732: 1,626 964
Old : 23,696: 11,909 4,259 34 10,127 18,439 22,070 22,732: 1,626 964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 663: 367 289 0 652 94 1,019 383: -356 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 18.0 0.1 42.7 77.8 93.1 95.9: 6.9 4.1
Old : 100.0: 50.3 18.0 0.1 42.7 77.8 93.1 95.9: 6.9 4.1
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 : 37: 14 12 1 5 7 19 20:
Old : 37: 14 12 1 5 7 19 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 : 67.4 76.8 85.0 86.6 66.8 76.8 84.5 86.6
Old : 67.4 76.8 85.0 86.6 66.8 76.8 84.5 86.6
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 23, 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 : 44,165: 14,018 23,235 433 26,465 15,418 40,916 39,086: 3,249 5,079
Old : 44,165: 14,018 23,235 433 26,465 15,418 40,916 39,086: 3,249 5,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -1,022: 2,100 -637 97 -3,456 -83 -1,259 -623: 237 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 52.6 1.0 59.9 34.9 92.6 88.5: 7.4 11.5
Old : 100.0: 31.7 52.6 1.0 59.9 34.9 92.6 88.5: 7.4 11.5
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 : 74: 24 28 6 14 14 40 46:
Old : 74: 24 28 6 14 14 40 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 : 46.9 42.2 70.2 63.2 46.9 42.2 69.6 63.2
Old : 46.9 42.2 70.2 63.2 46.9 42.2 69.6 63.2
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 23, 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 : 17,808: 4,417 2,918 2,848 9,490 11,256 16,755 17,022: 1,053 786
Old : 17,808: 4,417 2,918 2,848 9,490 11,256 16,755 17,022: 1,053 786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 123: -67 60 200 10 -80 143 180: -20 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 16.4 16.0 53.3 63.2 94.1 95.6: 5.9 4.4
Old : 100.0: 24.8 16.4 16.0 53.3 63.2 94.1 95.6: 5.9 4.4
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 : 24: 7 5 2 9 6 16 13:
Old : 24: 7 5 2 9 6 16 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 : 69.2 72.2 84.8 90.0 30.7 30.0 39.8 43.7
Old : 69.2 72.2 84.8 90.0 30.7 30.0 39.8 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 :23,538,223: 771,595 2,797,996 10,744,268 11,381,080 8,866,823 22,896,944 22,409,087: 641,279 1,129,136
Old :23,538,223: 771,595 2,797,996 10,744,268 11,381,080 8,866,823 22,896,944 22,409,087: 641,279 1,129,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 994,340: 92,072 -237,102 650,610 227,576 629,845 970,258 1,043,354: 24,082 -49,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 11.9 45.6 48.4 37.7 97.3 95.2: 2.7 4.8
Old : 100.0: 3.3 11.9 45.6 48.4 37.7 97.3 95.2: 2.7 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 : 350: 50 138 151 128 150 289 339:
Old : 350: 50 138 151 128 150 289 339:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 18.9 41.2 30.8 19.1 6.2 22.1 9.3
Old : 27.8 18.9 41.2 30.8 19.1 6.2 22.1 9.3
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 23, 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 : 862,733: 105,383 104,249 127,018 533,051 523,906 765,452 755,173: 97,281 107,560
Old : 862,733: 105,383 104,249 127,018 533,051 523,906 765,452 755,173: 97,281 107,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -663: 3,119 122 -351 -3,228 -5,636 -460 -5,865: -203 5,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.1 14.7 61.8 60.7 88.7 87.5: 11.3 12.5
Old : 100.0: 12.2 12.1 14.7 61.8 60.7 88.7 87.5: 11.3 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 686: 157 175 183 253 268 509 529:
Old : 686: 157 175 183 253 268 509 529:
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 12.8 21.3 21.0 9.2 9.7 15.2 14.0
Old : 12.2 12.8 21.3 21.0 9.2 9.7 15.2 14.0
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 23, 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 : 137,106: 4,408 14,316 27,677 73,428 61,276 105,512 103,268: 31,594 33,838
Old : 137,106: 4,408 14,316 27,677 73,428 61,276 105,512 103,268: 31,594 33,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -243: -388 -680 -1,914 662 -1,092 -1,640 -3,685: 1,397 3,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 10.4 20.2 53.6 44.7 77.0 75.3: 23.0 24.7
Old : 100.0: 3.2 10.4 20.2 53.6 44.7 77.0 75.3: 23.0 24.7
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 : 63: 10 14 22 30 28 55 51:
Old : 63: 10 14 22 30 28 55 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 : 25.2 32.0 39.4 45.9 20.2 23.0 29.0 31.3
Old : 25.2 32.0 39.4 45.9 20.2 23.0 29.0 31.3
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 23, 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 : 3,628,133: 556,883 501,676 444,698 2,298,118 2,313,149 3,299,699 3,259,523: 328,434 368,610
Old : 3,628,133: 556,883 501,676 444,698 2,298,118 2,313,149 3,299,699 3,259,523: 328,434 368,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -2,104: 4,599 -8,930 20,750 -19,452 -22,719 5,897 -10,900: -8,001 8,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 13.8 12.3 63.3 63.8 90.9 89.8: 9.1 10.2
Old : 100.0: 15.3 13.8 12.3 63.3 63.8 90.9 89.8: 9.1 10.2
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 : 672: 155 168 176 247 262 493 516:
Old : 672: 155 168 176 247 262 493 516:
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 : 13.3 14.3 22.9 21.5 10.9 11.3 17.5 16.4
Old : 13.3 14.3 22.9 21.5 10.9 11.3 17.5 16.4
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 23, 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 : 93,141: 22,489 3,807 668 57,637 85,416 80,794 89,891: 12,347 3,250
Old : 93,141: 22,489 3,807 668 57,637 85,416 80,794 89,891: 12,347 3,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -2,919: 769 295 -750 -2,885 -2,463 -2,866 -2,918: -53 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 4.1 0.7 61.9 91.7 86.7 96.5: 13.3 3.5
Old : 100.0: 24.1 4.1 0.7 61.9 91.7 86.7 96.5: 13.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 14 8 5 45 31 61 42:
Old : 83: 14 8 5 45 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 : 38.8 47.9 52.0 70.9 38.7 47.8 51.8 70.5
Old : 38.8 47.9 52.0 70.9 38.7 47.8 51.8 70.5
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 23, 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 : 56,291: 23,806 9,226 2,612 23,208 37,089 49,626 48,927: 6,665 7,364
Old : 56,291: 23,806 9,226 2,612 23,208 37,089 49,626 48,927: 6,665 7,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -578: -1,471 -654 129 820 191 -521 -334: -57 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 16.4 4.6 41.2 65.9 88.2 86.9: 11.8 13.1
Old : 100.0: 42.3 16.4 4.6 41.2 65.9 88.2 86.9: 11.8 13.1
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 : 261: 74 64 32 73 77 165 155:
Old : 261: 74 64 32 73 77 165 155:
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 : 22.6 29.7 37.7 40.2 22.3 29.3 36.5 39.7
Old : 22.6 29.7 37.7 40.2 22.3 29.3 36.5 39.7
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 23, 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 : 281,456: 119,030 46,131 13,061 116,041 185,443 248,132 244,636: 33,324 36,820
Old : 281,456: 119,030 46,131 13,061 116,041 185,443 248,132 244,636: 33,324 36,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -2,889: -7,353 -3,269 647 4,102 953 -2,605 -1,669: -285 -1,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 16.4 4.6 41.2 65.9 88.2 86.9: 11.8 13.1
Old : 100.0: 42.3 16.4 4.6 41.2 65.9 88.2 86.9: 11.8 13.1
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 : 261: 74 64 32 73 77 165 155:
Old : 261: 74 64 32 73 77 165 155:
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 : 22.6 29.7 37.7 40.2 22.3 29.3 36.5 39.7
Old : 22.6 29.7 37.7 40.2 22.3 29.3 36.5 39.7
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 23, 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 : 145,342: 41,612 41,314 9,470 74,037 62,556 125,120 113,341: 20,223 32,001
Old : 145,342: 41,612 41,314 9,470 74,037 62,556 125,120 113,341: 20,223 32,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -9,714: -8,640 -5,616 -354 527 1,380 -8,466 -4,589: -1,248 -5,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 28.4 6.5 50.9 43.0 86.1 78.0: 13.9 22.0
Old : 100.0: 28.6 28.4 6.5 50.9 43.0 86.1 78.0: 13.9 22.0
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 : 89: 26 28 17 24 32 58 69:
Old : 89: 26 28 17 24 32 58 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 : 41.7 33.1 57.0 43.3 39.4 33.1 54.4 43.3
Old : 41.7 33.1 57.0 43.3 39.4 33.1 54.4 43.3
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 23, 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 : 40,148: 17,364 12,581 23 12,963 24,385 30,350 36,989: 9,798 3,159
Old : 40,148: 17,364 12,581 23 12,963 24,385 30,350 36,989: 9,798 3,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -906: -28 -368 0 326 -233 298 -601: -1,204 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 31.3 0.1 32.3 60.7 75.6 92.1: 24.4 7.9
Old : 100.0: 43.2 31.3 0.1 32.3 60.7 75.6 92.1: 24.4 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 : 52: 21 8 1 16 12 37 21:
Old : 52: 21 8 1 16 12 37 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 : 33.7 67.0 45.0 82.5 33.7 67.0 45.0 82.4
Old : 33.7 67.0 45.0 82.5 33.7 67.0 45.0 82.4
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 23, 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 : 81,756: 26,633 15,073 1,200 44,003 37,525 71,836 53,798: 9,920 27,958
Old : 81,756: 26,633 15,073 1,200 44,003 37,525 71,836 53,798: 9,920 27,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 2,670: -3,038 -1,161 273 4,919 -406 2,154 -1,294: 516 3,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 18.4 1.5 53.8 45.9 87.9 65.8: 12.1 34.2
Old : 100.0: 32.6 18.4 1.5 53.8 45.9 87.9 65.8: 12.1 34.2
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 : 91: 22 21 4 30 26 54 49:
Old : 91: 22 21 4 30 26 54 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 : 32.9 18.3 47.4 32.6 32.4 18.3 46.9 32.3
Old : 32.9 18.3 47.4 32.6 32.4 18.3 46.9 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2017