MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 27,914: 1,720 5,936 2,460 23,174 18,938 27,354 27,334: 560 580
Old : 27,914: 1,720 5,936 2,460 23,174 18,938 27,354 27,334: 560 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 740: -120 136 -200 860 584 540 520: 200 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 21.3 8.8 83.0 67.8 98.0 97.9: 2.0 2.1
Old : 100.0: 6.2 21.3 8.8 83.0 67.8 98.0 97.9: 2.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 10 4 9 7 16 19:
Old : 26: 5 10 4 9 7 16 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 : 82.6 62.9 93.2 85.1 59.1 39.7 61.4 54.6
Old : 82.6 62.9 93.2 85.1 59.1 39.7 61.4 54.6
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, June 20, 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 : 8,144: 840 1,528 1,071 5,086 5,246 6,996 7,845: 1,147 299
Old : 8,144: 840 1,528 1,071 5,086 5,246 6,996 7,845: 1,147 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 237: 71 128 75 113 140 259 342: -22 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 18.8 13.1 62.4 64.4 85.9 96.3: 14.1 3.7
Old : 100.0: 10.3 18.8 13.1 62.4 64.4 85.9 96.3: 14.1 3.7
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 : 44: 8 10 11 18 22 31 38:
Old : 44: 8 10 11 18 22 31 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 45.6 56.6 61.3 36.4 42.2 51.8 54.8
Old : 36.8 45.6 56.6 61.3 36.4 42.2 51.8 54.8
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, June 20, 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 : 52,381: 17,889 5,554 14,611 15,202 21,659 47,701 41,825: 4,679 10,556
Old : 52,381: 17,889 5,554 14,611 15,202 21,659 47,701 41,825: 4,679 10,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 3,195: 279 -453 1,647 972 894 2,899 2,089: 297 1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 10.6 27.9 29.0 41.4 91.1 79.8: 8.9 20.2
Old : 100.0: 34.2 10.6 27.9 29.0 41.4 91.1 79.8: 8.9 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: 19 24 32 30 35 68 72:
Old : 84: 19 24 32 30 35 68 72:
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 : 33.1 26.0 50.8 40.0 32.2 23.2 45.6 30.1
Old : 33.1 26.0 50.8 40.0 32.2 23.2 45.6 30.1
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, June 20, 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 : 9,580: 510 857 1,723 6,525 6,213 8,759 8,793: 821 787
Old : 9,580: 510 857 1,723 6,525 6,213 8,759 8,793: 821 787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 167: -85 48 -23 190 68 82 92: 85 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.9 18.0 68.1 64.9 91.4 91.8: 8.6 8.2
Old : 100.0: 5.3 8.9 18.0 68.1 64.9 91.4 91.8: 8.6 8.2
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 : 44: 6 9 10 26 19 39 31:
Old : 44: 6 9 10 26 19 39 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 : 32.7 31.8 52.1 54.0 32.7 27.7 47.9 42.9
Old : 32.7 31.8 52.1 54.0 32.7 27.7 47.9 42.9
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, June 20, 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 : 297,422: 95,833 23,329 83,387 93,052 146,121 272,273 252,837: 25,149 44,585
Old : 213,459: 77,055 27,026 57,482 63,500 97,560 198,038 182,068: 15,421 31,391
Other: 83,963: 27,868 5,393 16,815 29,551 48,561 74,235 70,769: 9,728 13,194
: : :
: : Changes in Commitments from: June 13, 2017 :
: -23,760: -1,500 -372 -19,738 -1,863 -5,501 -23,100 -25,611: -660 1,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 7.8 28.0 31.3 49.1 91.5 85.0: 8.5 15.0
Old : 100.0: 36.1 12.7 26.9 29.7 45.7 92.8 85.3: 7.2 14.7
Other: 100.0: 33.2 6.4 20.0 35.2 57.8 88.4 84.3: 11.6 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 130 61 113 80 88 264 218:
Old : 299: 119 72 93 69 85 237 206:
Other: 178: 61 25 46 58 68 139 124:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 18.7 22.4 25.7 14.1 18.1 22.3 24.2
Old : 14.9 19.1 24.6 27.6 14.8 18.8 24.3 25.0
Other: 24.3 19.9 37.8 31.6 23.5 16.6 35.4 27.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 468,371: 179,068 18,198 121,834 133,909 261,716 434,811 401,748: 33,560 66,623
Old : 468,371: 179,068 18,198 121,834 133,909 261,716 434,811 401,748: 33,560 66,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -7,662: -4,174 -928 -295 -1,342 -4,717 -5,811 -5,939: -1,851 -1,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 3.9 26.0 28.6 55.9 92.8 85.8: 7.2 14.2
Old : 100.0: 38.2 3.9 26.0 28.6 55.9 92.8 85.8: 7.2 14.2
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 : 452: 144 88 147 140 183 374 348:
Old : 452: 144 88 147 140 183 374 348:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 19.7 22.2 25.8 14.0 19.3 21.8 24.7
Old : 14.0 19.7 22.2 25.8 14.0 19.3 21.8 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 4,534: 1,256 937 863 1,107 1,796 3,225 3,596: 1,309 938
Old : 4,534: 1,256 937 863 1,107 1,796 3,225 3,596: 1,309 938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -77: 54 -118 45 -95 84 3 10: -81 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 20.7 19.0 24.4 39.6 71.1 79.3: 28.9 20.7
Old : 100.0: 27.7 20.7 19.0 24.4 39.6 71.1 79.3: 28.9 20.7
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 : 57: 18 12 16 20 22 46 44:
Old : 57: 18 12 16 20 22 46 44:
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 : 23.6 35.3 35.0 48.9 21.5 31.1 30.1 42.4
Old : 23.6 35.3 35.0 48.9 21.5 31.1 30.1 42.4
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, June 20, 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 : 69,222: 26,346 6,884 19,440 14,565 18,788 60,351 45,111: 8,872 24,111
Old : 69,222: 26,346 6,884 19,440 14,565 18,788 60,351 45,111: 8,872 24,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -536: -522 -795 545 -623 -24 -600 -274: 65 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 9.9 28.1 21.0 27.1 87.2 65.2: 12.8 34.8
Old : 100.0: 38.1 9.9 28.1 21.0 27.1 87.2 65.2: 12.8 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 : 233: 71 51 66 66 93 176 179:
Old : 233: 71 51 66 66 93 176 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 10.7 27.0 18.7 16.2 8.8 25.1 12.6
Old : 16.4 10.7 27.0 18.7 16.2 8.8 25.1 12.6
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, June 20, 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 : 5,683: 537 4,267 242 3,763 767 4,542 5,276: 1,140 407
Old : 5,683: 537 4,267 242 3,763 767 4,542 5,276: 1,140 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 25: 43 50 4 -18 -42 28 11: -4 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 75.1 4.3 66.2 13.5 79.9 92.8: 20.1 7.2
Old : 100.0: 9.5 75.1 4.3 66.2 13.5 79.9 92.8: 20.1 7.2
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 : 21: 4 5 4 12 8 18 15:
Old : 21: 4 5 4 12 8 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 75.0 66.8 86.6 49.8 74.6 63.9 81.7
Old : 50.2 75.0 66.8 86.6 49.8 74.6 63.9 81.7
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, June 20, 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 : 34,570: 949 17,148 6,410 26,453 9,526 33,812 33,084: 758 1,486
Old : 34,570: 949 17,148 6,410 26,453 9,526 33,812 33,084: 758 1,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 1,801: -181 547 734 1,136 378 1,690 1,659: 112 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 49.6 18.5 76.5 27.6 97.8 95.7: 2.2 4.3
Old : 100.0: 2.7 49.6 18.5 76.5 27.6 97.8 95.7: 2.2 4.3
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 : 65: 10 20 20 26 23 49 50:
Old : 65: 10 20 20 26 23 49 50:
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 44.4 64.0 62.5 41.9 44.0 61.2 58.5
Old : 42.9 44.4 64.0 62.5 41.9 44.0 61.2 58.5
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, June 20, 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 : 30,819: 4,128 2,696 307 24,701 26,253 29,136 29,256: 1,683 1,563
Old : 30,819: 4,128 2,696 307 24,701 26,253 29,136 29,256: 1,683 1,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -11,055: -4,826 95 282 -6,702 -12,060 -11,246 -11,683: 191 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.7 1.0 80.1 85.2 94.5 94.9: 5.5 5.1
Old : 100.0: 13.4 8.7 1.0 80.1 85.2 94.5 94.9: 5.5 5.1
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 : 36: 13 10 2 8 6 21 18:
Old : 36: 13 10 2 8 6 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 75.9 86.3 90.0 77.2 75.8 85.6 90.0
Old : 77.2 75.9 86.3 90.0 77.2 75.8 85.6 90.0
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, June 20, 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 : 239,228: 28,261 109,924 15,333 165,858 81,136 209,452 206,394: 29,776 32,834
Old : 239,228: 28,261 109,924 15,333 165,858 81,136 209,452 206,394: 29,776 32,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 13,250: 2,511 -4,335 -11,590 20,603 34,779 11,524 18,854: 1,725 -5,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 45.9 6.4 69.3 33.9 87.6 86.3: 12.4 13.7
Old : 100.0: 11.8 45.9 6.4 69.3 33.9 87.6 86.3: 12.4 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 : 106: 31 32 22 32 33 70 81:
Old : 106: 31 32 22 32 33 70 81:
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 34.5 57.1 47.7 32.1 27.0 42.0 37.5
Old : 42.2 34.5 57.1 47.7 32.1 27.0 42.0 37.5
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, June 20, 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 : 35,828: 11,425 13,938 1,579 9,622 7,556 22,626 23,072: 13,203 12,756
Old : 35,828: 11,425 13,938 1,579 9,622 7,556 22,626 23,072: 13,203 12,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -20,102: 2,762 -8,718 29 -21,658 -9,400 -18,867 -18,088: -1,235 -2,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 38.9 4.4 26.9 21.1 63.1 64.4: 36.9 35.6
Old : 100.0: 31.9 38.9 4.4 26.9 21.1 63.1 64.4: 36.9 35.6
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 : 35: 14 9 6 6 8 21 22:
Old : 35: 14 9 6 6 8 21 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 : 36.2 36.2 46.2 47.2 36.1 36.2 46.1 47.0
Old : 36.2 36.2 46.2 47.2 36.1 36.2 46.1 47.0
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, June 20, 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 : 218,151: 125,659 76,509 5,316 77,381 133,343 208,356 215,168: 9,794 2,983
Old : 218,151: 125,659 76,509 5,316 77,381 133,343 208,356 215,168: 9,794 2,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -15,865: 2,191 48,971 -11,289 -6,716 -53,559 -15,814 -15,877: -51 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 35.1 2.4 35.5 61.1 95.5 98.6: 4.5 1.4
Old : 100.0: 57.6 35.1 2.4 35.5 61.1 95.5 98.6: 4.5 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 : 153: 84 34 7 17 24 107 59:
Old : 153: 84 34 7 17 24 107 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 52.7 54.3 74.3 36.9 50.8 53.5 72.4
Old : 36.9 52.7 54.3 74.3 36.9 50.8 53.5 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 236,256: 51,308 81,462 31,009 127,127 92,361 209,444 204,832: 26,812 31,424
Old : 236,256: 51,308 81,462 31,009 127,127 92,361 209,444 204,832: 26,812 31,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -69,307: 8,833 4,712 -18,164 -58,470 -54,193 -67,801 -67,646: -1,506 -1,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 34.5 13.1 53.8 39.1 88.7 86.7: 11.3 13.3
Old : 100.0: 21.7 34.5 13.1 53.8 39.1 88.7 86.7: 11.3 13.3
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 : 117: 32 31 27 31 44 73 92:
Old : 117: 32 31 27 31 44 73 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 31.3 51.2 42.0 39.0 30.4 44.9 38.2
Old : 40.9 31.3 51.2 42.0 39.0 30.4 44.9 38.2
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, June 20, 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 : 205,786: 37,486 87,562 21,206 129,267 61,200 187,959 169,968: 17,827 35,818
Old : 205,786: 37,486 87,562 21,206 129,267 61,200 187,959 169,968: 17,827 35,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -34,724: 5,278 3,231 -2,234 -31,037 -35,601 -27,993 -34,604: -6,731 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 42.6 10.3 62.8 29.7 91.3 82.6: 8.7 17.4
Old : 100.0: 18.2 42.6 10.3 62.8 29.7 91.3 82.6: 8.7 17.4
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 : 114: 26 43 23 32 33 71 86:
Old : 114: 26 43 23 32 33 71 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 37.2 50.4 46.1 37.3 36.9 47.3 44.0
Old : 39.1 37.2 50.4 46.1 37.3 36.9 47.3 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 440,683: 169,384 120,935 41,042 159,758 222,978 370,185 384,956: 70,498 55,727
Old : 440,683: 169,384 120,935 41,042 159,758 222,978 370,185 384,956: 70,498 55,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -88,849: 4,034 35,507 -8,437 -77,279 -103,560 -81,682 -76,490: -7,167 -12,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 27.4 9.3 36.3 50.6 84.0 87.4: 16.0 12.6
Old : 100.0: 38.4 27.4 9.3 36.3 50.6 84.0 87.4: 16.0 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 : 251: 97 65 66 61 64 188 165:
Old : 251: 97 65 66 61 64 188 165:
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 : 21.9 25.2 29.9 35.4 21.6 23.9 29.2 33.2
Old : 21.9 25.2 29.9 35.4 21.6 23.9 29.2 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 34,647: 14,354 5,652 1,314 7,232 23,705 22,900 30,671: 11,747 3,976
Old : 34,647: 14,354 5,652 1,314 7,232 23,705 22,900 30,671: 11,747 3,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 411: -389 -34 806 1,003 558 1,420 1,330: -1,009 -919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 16.3 3.8 20.9 68.4 66.1 88.5: 33.9 11.5
Old : 100.0: 41.4 16.3 3.8 20.9 68.4 66.1 88.5: 33.9 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 : 22: 8 5 5 8 5 19 12:
Old : 22: 8 5 5 8 5 19 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 : 37.4 81.1 51.7 87.9 36.9 78.8 50.7 84.3
Old : 37.4 81.1 51.7 87.9 36.9 78.8 50.7 84.3
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, June 20, 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 : 18,137: 9,117 5,147 0 7,562 12,426 16,679 17,573: 1,458 564
Old : 18,137: 9,117 5,147 0 7,562 12,426 16,679 17,573: 1,458 564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 211: 262 198 0 -98 -99 164 99: 47 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 28.4 0.0 41.7 68.5 92.0 96.9: 8.0 3.1
Old : 100.0: 50.3 28.4 0.0 41.7 68.5 92.0 96.9: 8.0 3.1
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: 12 15 0 6 6 18 21:
Old : 37: 12 15 0 6 6 18 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 : 66.7 67.8 80.5 79.9 66.7 66.4 77.0 77.6
Old : 66.7 67.8 80.5 79.9 66.7 66.4 77.0 77.6
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, June 20, 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 : 50,095: 38,388 16,933 457 5,794 28,533 44,639 45,923: 5,456 4,172
Old : 50,095: 38,388 16,933 457 5,794 28,533 44,639 45,923: 5,456 4,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -3,481: 11,127 -8,733 -948 -13,598 6,798 -3,419 -2,883: -62 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 33.8 0.9 11.6 57.0 89.1 91.7: 10.9 8.3
Old : 100.0: 76.6 33.8 0.9 11.6 57.0 89.1 91.7: 10.9 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 : 84: 38 24 4 4 18 43 45:
Old : 84: 38 24 4 4 18 43 45:
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 49.7 63.3 66.2 45.5 49.7 62.5 66.2
Old : 45.5 49.7 63.3 66.2 45.5 49.7 62.5 66.2
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, June 20, 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 : 29,766: 24,022 4,693 1,410 3,455 22,735 28,887 28,838: 879 928
Old : 29,766: 24,022 4,693 1,410 3,455 22,735 28,887 28,838: 879 928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -1,250: 3,000 871 -1,106 -2,927 -1,104 -1,033 -1,339: -217 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 15.8 4.7 11.6 76.4 97.0 96.9: 3.0 3.1
Old : 100.0: 80.7 15.8 4.7 11.6 76.4 97.0 96.9: 3.0 3.1
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 : 27: 12 8 2 4 6 16 16:
Old : 27: 12 8 2 4 6 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.9 80.4 92.2 90.7 74.1 69.8 79.0 77.3
Old : 83.9 80.4 92.2 90.7 74.1 69.8 79.0 77.3
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, June 20, 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 :20,829,087: 723,436 2,142,447 8,772,673 10,639,030 8,726,192 20,135,139 19,641,312: 693,948 1,187,775
Old :20,829,087: 723,436 2,142,447 8,772,673 10,639,030 8,726,192 20,135,139 19,641,312: 693,948 1,187,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
:-3,644,977: -255,878 -249,003 -2,242,678 -1,178,169 -1,158,922 -3,676,725 -3,650,603: 31,748 5,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 10.3 42.1 51.1 41.9 96.7 94.3: 3.3 5.7
Old : 100.0: 3.5 10.3 42.1 51.1 41.9 96.7 94.3: 3.3 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 : 343: 53 129 148 127 148 285 332:
Old : 343: 53 129 148 127 148 285 332:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 18.2 41.1 29.6 19.2 7.6 22.7 10.3
Old : 27.5 18.2 41.1 29.6 19.2 7.6 22.7 10.3
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, June 20, 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 : 744,883: 97,555 96,938 97,167 461,754 457,305 656,477 651,409: 88,406 93,474
Old : 744,883: 97,555 96,938 97,167 461,754 457,305 656,477 651,409: 88,406 93,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -231,821: -13,557 -10,864 -49,595 -154,599 -153,780 -217,750 -214,238: -14,071 -17,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 13.0 13.0 62.0 61.4 88.1 87.5: 11.9 12.5
Old : 100.0: 13.1 13.0 13.0 62.0 61.4 88.1 87.5: 11.9 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 656: 165 159 181 240 248 490 503:
Old : 656: 165 159 181 240 248 490 503:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 11.9 24.2 20.0 13.1 11.7 20.2 17.0
Old : 14.8 11.9 24.2 20.0 13.1 11.7 20.2 17.0
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, June 20, 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 : 82,503: 4,504 5,865 17,073 31,381 37,368 52,957 60,306: 29,546 22,197
Old : 82,503: 4,504 5,865 17,073 31,381 37,368 52,957 60,306: 29,546 22,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -72,398: -1,470 -10,547 -10,637 -55,580 -44,287 -67,688 -65,471: -4,711 -6,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 7.1 20.7 38.0 45.3 64.2 73.1: 35.8 26.9
Old : 100.0: 5.5 7.1 20.7 38.0 45.3 64.2 73.1: 35.8 26.9
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 : 63: 17 12 23 25 26 53 50:
Old : 63: 17 12 23 25 26 53 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 28.7 31.0 42.3 11.7 22.6 17.3 31.2
Old : 18.4 28.7 31.0 42.3 11.7 22.6 17.3 31.2
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, June 20, 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 : 3,311,900: 469,605 459,709 396,123 2,151,869 2,099,685 3,017,597 2,955,518: 294,303 356,382
Old : 3,311,900: 469,605 459,709 396,123 2,151,869 2,099,685 3,017,597 2,955,518: 294,303 356,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -797,114: -118,971 -60,120 -136,250 -495,091 -547,465 -750,312 -743,834: -46,802 -53,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 13.9 12.0 65.0 63.4 91.1 89.2: 8.9 10.8
Old : 100.0: 14.2 13.9 12.0 65.0 63.4 91.1 89.2: 8.9 10.8
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 : 638: 158 152 170 235 244 471 488:
Old : 638: 158 152 170 235 244 471 488:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 12.4 26.6 20.5 14.6 12.1 22.4 18.2
Old : 16.5 12.4 26.6 20.5 14.6 12.1 22.4 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 91,385: 22,416 3,450 1,544 55,338 82,658 79,298 87,652: 12,087 3,733
Old : 91,385: 22,416 3,450 1,544 55,338 82,658 79,298 87,652: 12,087 3,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -6,270: -1,806 581 -64 -3,741 -7,148 -5,611 -6,631: -659 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 3.8 1.7 60.6 90.5 86.8 95.9: 13.2 4.1
Old : 100.0: 24.5 3.8 1.7 60.6 90.5 86.8 95.9: 13.2 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 : 80: 13 5 5 43 35 56 45:
Old : 80: 13 5 5 43 35 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 39.9 51.6 63.2 36.3 39.9 50.4 62.9
Old : 36.3 39.9 51.6 63.2 36.3 39.9 50.4 62.9
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, June 20, 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 : 59,008: 25,127 10,588 2,472 23,555 39,682 51,154 52,742: 7,854 6,266
Old : 59,008: 25,127 10,588 2,472 23,555 39,682 51,154 52,742: 7,854 6,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -34,825: -5,086 876 -1,334 -28,094 -33,084 -34,514 -33,543: -312 -1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 17.9 4.2 39.9 67.2 86.7 89.4: 13.3 10.6
Old : 100.0: 42.6 17.9 4.2 39.9 67.2 86.7 89.4: 13.3 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 80 74 36 66 83 167 172:
Old : 277: 80 74 36 66 83 167 172:
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 : 32.3 24.1 47.0 34.1 32.3 24.1 46.6 33.0
Old : 32.3 24.1 47.0 34.1 32.3 24.1 46.6 33.0
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, June 20, 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 : 295,040: 125,633 52,941 12,362 117,774 198,408 255,769 263,711: 39,271 31,329
Old : 295,040: 125,633 52,941 12,362 117,774 198,408 255,769 263,711: 39,271 31,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -174,127: -25,429 4,378 -6,671 -140,469 -165,419 -172,570 -167,713: -1,558 -6,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 17.9 4.2 39.9 67.2 86.7 89.4: 13.3 10.6
Old : 100.0: 42.6 17.9 4.2 39.9 67.2 86.7 89.4: 13.3 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 80 74 36 66 83 167 172:
Old : 277: 80 74 36 66 83 167 172:
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 : 32.3 24.1 47.0 34.1 32.3 24.1 46.6 33.0
Old : 32.3 24.1 47.0 34.1 32.3 24.1 46.6 33.0
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, June 20, 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 : 98,807: 41,367 26,917 10,689 20,925 34,242 72,981 71,848: 25,827 26,959
Old : 98,807: 41,367 26,917 10,689 20,925 34,242 72,981 71,848: 25,827 26,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -49,279: 8,394 -8,261 -7,574 -51,770 -31,003 -50,949 -46,838: 1,670 -2,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 27.2 10.8 21.2 34.7 73.9 72.7: 26.1 27.3
Old : 100.0: 41.9 27.2 10.8 21.2 34.7 73.9 72.7: 26.1 27.3
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 : 87: 32 25 16 20 25 58 60:
Old : 87: 32 25 16 20 25 58 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 21.4 27.7 31.5 16.1 21.4 26.4 28.9
Old : 16.1 21.4 27.7 31.5 16.1 21.4 26.4 28.9
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, June 20, 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 : 37,896: 13,846 7,833 0 15,942 27,354 29,788 35,187: 8,108 2,709
Old : 37,896: 13,846 7,833 0 15,942 27,354 29,788 35,187: 8,108 2,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 1,224: -918 591 0 2,044 14 1,126 605: 98 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 20.7 0.0 42.1 72.2 78.6 92.9: 21.4 7.1
Old : 100.0: 36.5 20.7 0.0 42.1 72.2 78.6 92.9: 21.4 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 : 44: 14 6 0 17 11 31 17:
Old : 44: 14 6 0 17 11 31 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 : 32.5 78.3 48.7 86.5 32.5 78.3 48.7 86.2
Old : 32.5 78.3 48.7 86.5 32.5 78.3 48.7 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 68,500: 16,772 7,687 1,376 41,678 17,654 59,826 26,717: 8,674 41,783
Old : 68,500: 16,772 7,687 1,376 41,678 17,654 59,826 26,717: 8,674 41,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 4,616: 2,636 1,159 503 3,445 4,626 6,584 6,288: -1,968 -1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 11.2 2.0 60.8 25.8 87.3 39.0: 12.7 61.0
Old : 100.0: 24.5 11.2 2.0 60.8 25.8 87.3 39.0: 12.7 61.0
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 : 73: 25 8 5 29 17 55 29:
Old : 73: 25 8 5 29 17 55 29:
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 : 38.1 22.9 51.9 28.5 38.1 22.5 51.9 27.3
Old : 38.1 22.9 51.9 28.5 38.1 22.5 51.9 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,938: 8,087 5,729 0 6,282 8,726 14,369 14,455: 569 483
Old : 14,938: 8,087 5,729 0 6,282 8,726 14,369 14,455: 569 483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 38.4 0.0 42.1 58.4 96.2 96.8: 3.8 3.2
Old : 100.0: 54.1 38.4 0.0 42.1 58.4 96.2 96.8: 3.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 6 0 8 2 13 8:
Old : 20: 5 6 0 8 2 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.9 89.9 91.2 96.8 83.9 89.9 90.9 94.9
Old : 83.9 89.9 91.2 96.8 83.9 89.9 90.9 94.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2017