BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,355: 1,090 1,980 172 3,273 2,596 4,535 4,748: 820 607
Old : 5,355: 1,090 1,980 172 3,273 2,596 4,535 4,748: 820 607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 140: 116 62 -23 79 122 172 161: -32 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 37.0 3.2 61.1 48.5 84.7 88.7: 15.3 11.3
Old : 100.0: 20.4 37.0 3.2 61.1 48.5 84.7 88.7: 15.3 11.3
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 : 39: 5 10 7 18 19 28 31:
Old : 39: 5 10 7 18 19 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 : 52.7 38.8 68.8 59.6 52.4 36.7 66.0 55.0
Old : 52.7 38.8 68.8 59.6 52.4 36.7 66.0 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,960: 21,888 8,179 844 8,977 18,642 31,709 27,665: 3,251 7,295
Old : 34,960: 21,888 8,179 844 8,977 18,642 31,709 27,665: 3,251 7,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -280: -508 -212 97 322 208 -89 93: -191 -373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 23.4 2.4 25.7 53.3 90.7 79.1: 9.3 20.9
Old : 100.0: 62.6 23.4 2.4 25.7 53.3 90.7 79.1: 9.3 20.9
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 : 85: 30 20 16 19 25 55 55:
Old : 85: 30 20 16 19 25 55 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 32.7 69.8 47.3 58.9 32.5 68.8 47.1
Old : 58.9 32.7 69.8 47.3 58.9 32.5 68.8 47.1
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,391: 520 856 1,495 3,916 3,340 5,931 5,691: 460 700
Old : 6,391: 520 856 1,495 3,916 3,340 5,931 5,691: 460 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 382: -10 70 -3 389 317 376 384: 6 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 13.4 23.4 61.3 52.3 92.8 89.0: 7.2 11.0
Old : 100.0: 8.1 13.4 23.4 61.3 52.3 92.8 89.0: 7.2 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 10 11 18 19 32 33:
Old : 44: 5 10 11 18 19 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 45.9 62.6 63.0 31.5 29.5 47.5 42.6
Old : 42.8 45.9 62.6 63.0 31.5 29.5 47.5 42.6
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 194,794: 79,743 45,649 25,907 71,561 88,543 177,211 160,099: 17,583 34,695
Old : 191,487: 78,442 45,352 25,289 70,943 86,730 174,674 157,371: 16,813 34,116
Other: 3,307: 1,814 810 105 618 1,813 2,537 2,728: 770 579
: : :
: : Changes in Commitments from: December 20, 2016 :
: 2,253: -849 -1,867 796 1,733 1,648 1,680 577: 573 1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 23.4 13.3 36.7 45.5 91.0 82.2: 9.0 17.8
Old : 100.0: 41.0 23.7 13.2 37.0 45.3 91.2 82.2: 8.8 17.8
Other: 100.0: 54.9 24.5 3.2 18.7 54.8 76.7 82.5: 23.3 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 85 73 87 50 83 186 211:
Old : 276: 84 75 87 47 83 183 211:
Other: 44: 5 14 4 8 19 15 36:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 12.5 31.4 21.8 17.5 12.5 30.5 21.4
Old : 17.6 12.5 31.1 21.5 17.1 12.5 30.3 21.1
Other: 66.3 44.9 74.2 58.3 65.2 44.9 72.1 58.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 307,654: 130,382 43,393 43,581 108,241 171,345 282,204 258,319: 25,450 49,335
Old : 307,654: 130,382 43,393 43,581 108,241 171,345 282,204 258,319: 25,450 49,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 7,348: 4,278 -1,638 1,898 1,409 5,910 7,585 6,170: -237 1,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 14.1 14.2 35.2 55.7 91.7 84.0: 8.3 16.0
Old : 100.0: 42.4 14.1 14.2 35.2 55.7 91.7 84.0: 8.3 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 127 85 118 100 144 281 307:
Old : 397: 127 85 118 100 144 281 307:
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 : 14.4 20.2 23.8 28.7 13.7 19.6 22.1 25.6
Old : 14.4 20.2 23.8 28.7 13.7 19.6 22.1 25.6
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,376: 1,340 1,682 312 1,511 1,263 3,163 3,257: 1,213 1,119
Old : 4,376: 1,340 1,682 312 1,511 1,263 3,163 3,257: 1,213 1,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 185: -99 252 -52 250 -19 99 181: 86 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 38.4 7.1 34.5 28.9 72.3 74.4: 27.7 25.6
Old : 100.0: 30.6 38.4 7.1 34.5 28.9 72.3 74.4: 27.7 25.6
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 : 51: 16 12 8 17 15 37 32:
Old : 51: 16 12 8 17 15 37 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 33.9 45.1 46.9 31.2 32.8 41.8 45.4
Old : 32.7 33.9 45.1 46.9 31.2 32.8 41.8 45.4
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,751: 20,793 13,862 5,342 10,539 8,671 36,674 27,875: 8,077 16,876
Old : 44,751: 20,793 13,862 5,342 10,539 8,671 36,674 27,875: 8,077 16,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,124: 213 -253 515 297 449 1,025 711: 99 413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 31.0 11.9 23.6 19.4 82.0 62.3: 18.0 37.7
Old : 100.0: 46.5 31.0 11.9 23.6 19.4 82.0 62.3: 18.0 37.7
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 : 185: 44 52 48 40 57 116 142:
Old : 185: 44 52 48 40 57 116 142:
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 : 23.5 11.1 36.4 18.8 23.5 10.5 36.0 17.9
Old : 23.5 11.1 36.4 18.8 23.5 10.5 36.0 17.9
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,142: 447 4,276 119 3,478 419 4,044 4,814: 1,098 328
Old : 5,142: 447 4,276 119 3,478 419 4,044 4,814: 1,098 328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 159: -51 200 -16 46 -77 -21 107: 180 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 83.2 2.3 67.6 8.1 78.6 93.6: 21.4 6.4
Old : 100.0: 8.7 83.2 2.3 67.6 8.1 78.6 93.6: 21.4 6.4
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 : 20: 3 5 2 11 3 16 9:
Old : 20: 3 5 2 11 3 16 9:
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 : 49.6 86.0 64.8 92.9 49.6 85.8 64.0 90.0
Old : 49.6 86.0 64.8 92.9 49.6 85.8 64.0 90.0
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,947: 5,140 15,989 167 17,902 7,091 23,209 23,247: 738 700
Old : 23,947: 5,140 15,989 167 17,902 7,091 23,209 23,247: 738 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 974: 191 717 0 636 312 827 1,029: 147 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 66.8 0.7 74.8 29.6 96.9 97.1: 3.1 2.9
Old : 100.0: 21.5 66.8 0.7 74.8 29.6 96.9 97.1: 3.1 2.9
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 : 59: 18 8 8 21 20 40 35:
Old : 59: 18 8 8 21 20 40 35:
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 : 49.3 69.0 68.8 83.8 48.8 69.0 67.8 83.4
Old : 49.3 69.0 68.8 83.8 48.8 69.0 67.8 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,908: 16,429 2,050 0 8,372 24,213 24,801 26,263: 2,107 645
Old : 26,908: 16,429 2,050 0 8,372 24,213 24,801 26,263: 2,107 645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -92: -436 -247 0 0 129 -436 -118: 344 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 7.6 0.0 31.1 90.0 92.2 97.6: 7.8 2.4
Old : 100.0: 61.1 7.6 0.0 31.1 90.0 92.2 97.6: 7.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 10 2 0 5 8 15 10:
Old : 25: 10 2 0 5 8 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 82.1 86.7 95.9 78.2 82.1 86.7 95.9
Old : 78.2 82.1 86.7 95.9 78.2 82.1 86.7 95.9
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 93,212: 36,597 38,195 1,319 30,039 21,370 67,955 60,884: 25,257 32,328
Old : 93,212: 36,597 38,195 1,319 30,039 21,370 67,955 60,884: 25,257 32,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -12,868: 14,351 4,195 -2,987 -22,745 -17,472 -11,381 -16,264: -1,487 3,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 41.0 1.4 32.2 22.9 72.9 65.3: 27.1 34.7
Old : 100.0: 39.3 41.0 1.4 32.2 22.9 72.9 65.3: 27.1 34.7
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 : 86: 26 27 7 17 21 47 51:
Old : 86: 26 27 7 17 21 47 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 : 28.7 16.0 42.7 30.2 28.3 16.0 42.2 30.2
Old : 28.7 16.0 42.7 30.2 28.3 16.0 42.2 30.2
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,605: 14,303 24,394 270 34,388 5,123 48,961 29,787: 5,644 24,818
Old : 54,605: 14,303 24,394 270 34,388 5,123 48,961 29,787: 5,644 24,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -580: -19,173 -1,972 -63 18,360 458 -876 -1,577: 296 997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 44.7 0.5 63.0 9.4 89.7 54.5: 10.3 45.5
Old : 100.0: 26.2 44.7 0.5 63.0 9.4 89.7 54.5: 10.3 45.5
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 : 44: 11 15 5 12 8 25 26:
Old : 44: 11 15 5 12 8 25 26:
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 : 56.4 26.6 70.8 38.9 56.4 26.6 70.6 38.8
Old : 56.4 26.6 70.8 38.9 56.4 26.6 70.6 38.8
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 143,192: 21,411 83,068 1,379 114,733 51,810 137,523 136,257: 5,669 6,935
Old : 143,192: 21,411 83,068 1,379 114,733 51,810 137,523 136,257: 5,669 6,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 4,026: 605 -4,419 156 2,941 8,457 3,702 4,194: 324 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 58.0 1.0 80.1 36.2 96.0 95.2: 4.0 4.8
Old : 100.0: 15.0 58.0 1.0 80.1 36.2 96.0 95.2: 4.0 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 : 125: 33 61 9 17 19 56 83:
Old : 125: 33 61 9 17 19 56 83:
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 : 67.5 33.1 80.6 50.3 67.5 33.1 80.6 50.3
Old : 67.5 33.1 80.6 50.3 67.5 33.1 80.6 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 212,492: 50,062 107,161 3,901 138,923 63,441 192,886 174,503: 19,606 37,989
Old : 212,492: 50,062 107,161 3,901 138,923 63,441 192,886 174,503: 19,606 37,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 7,006: 5,910 3,659 -312 1,513 2,524 7,111 5,871: -105 1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 50.4 1.8 65.4 29.9 90.8 82.1: 9.2 17.9
Old : 100.0: 23.6 50.4 1.8 65.4 29.9 90.8 82.1: 9.2 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 26 54 11 17 39 49 98:
Old : 124: 26 54 11 17 39 49 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 30.7 71.8 42.2 65.2 29.8 71.8 41.1
Old : 65.2 30.7 71.8 42.2 65.2 29.8 71.8 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 219,343: 40,565 127,574 1,265 160,533 46,704 202,363 175,543: 16,980 43,800
Old : 219,343: 40,565 127,574 1,265 160,533 46,704 202,363 175,543: 16,980 43,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -1,092: -23,635 -12,075 -226 23,332 8,726 -529 -3,575: -563 2,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 58.2 0.6 73.2 21.3 92.3 80.0: 7.7 20.0
Old : 100.0: 18.5 58.2 0.6 73.2 21.3 92.3 80.0: 7.7 20.0
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 : 131: 23 58 7 29 34 56 95:
Old : 131: 23 58 7 29 34 56 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 34.3 64.1 45.9 47.3 34.3 64.0 45.1
Old : 47.4 34.3 64.1 45.9 47.3 34.3 64.0 45.1
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 405,681: 123,281 192,689 9,952 220,288 141,332 353,521 343,973: 52,160 61,708
Old : 405,681: 123,281 192,689 9,952 220,288 141,332 353,521 343,973: 52,160 61,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 6,092: 5,821 -2,816 -599 640 10,583 5,862 7,168: 230 -1,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 47.5 2.5 54.3 34.8 87.1 84.8: 12.9 15.2
Old : 100.0: 30.4 47.5 2.5 54.3 34.8 87.1 84.8: 12.9 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 63 96 33 54 61 131 177:
Old : 242: 63 96 33 54 61 131 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 24.7 48.9 37.5 37.0 24.7 48.1 37.5
Old : 37.2 24.7 48.9 37.5 37.0 24.7 48.1 37.5
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,949: 22,019 6,652 559 17,684 34,027 40,262 41,238: 1,687 711
Old : 41,949: 22,019 6,652 559 17,684 34,027 40,262 41,238: 1,687 711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 14,890: 3,960 1,500 -348 11,169 13,610 14,781 14,762: 109 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 15.9 1.3 42.2 81.1 96.0 98.3: 4.0 1.7
Old : 100.0: 52.5 15.9 1.3 42.2 81.1 96.0 98.3: 4.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 14 10 1 5 6 20 16:
Old : 32: 14 10 1 5 6 20 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 : 71.2 83.8 88.6 93.2 58.1 60.2 64.2 65.5
Old : 71.2 83.8 88.6 93.2 58.1 60.2 64.2 65.5
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 43,266: 25,448 36,449 206 14,716 2,984 40,370 39,639: 2,896 3,627
Old : 43,266: 25,448 36,449 206 14,716 2,984 40,370 39,639: 2,896 3,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,460: -2,865 1,183 -43 5,032 -165 2,124 975: -664 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 84.2 0.5 34.0 6.9 93.3 91.6: 6.7 8.4
Old : 100.0: 58.8 84.2 0.5 34.0 6.9 93.3 91.6: 6.7 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 28 27 4 15 5 45 34:
Old : 73: 28 27 4 15 5 45 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 : 31.3 68.2 50.9 77.1 31.3 68.2 49.6 75.6
Old : 31.3 68.2 50.9 77.1 31.3 68.2 49.6 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,900: 4,105 3,713 0 2,875 3,613 6,980 7,326: 920 574
Old : 7,900: 4,105 3,713 0 2,875 3,613 6,980 7,326: 920 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 162: 102 40 0 75 154 177 194: -15 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 47.0 0.0 36.4 45.7 88.4 92.7: 11.6 7.3
Old : 100.0: 52.0 47.0 0.0 36.4 45.7 88.4 92.7: 11.6 7.3
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 : 21: 9 5 0 5 3 14 8:
Old : 21: 9 5 0 5 3 14 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 : 65.0 80.6 80.1 92.7 65.0 80.6 80.1 92.7
Old : 65.0 80.6 80.1 92.7 65.0 80.6 80.1 92.7
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 :11,132,747: 579,240 2,485,417 2,082,340 7,935,133 5,417,262 10,596,713 9,985,019: 536,034 1,147,728
Old :11,132,747: 579,240 2,485,417 2,082,340 7,935,133 5,417,262 10,596,713 9,985,019: 536,034 1,147,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 39,238: 159,326 57,639 -69,135 -54,008 44,689 36,183 33,193: 3,055 6,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 22.3 18.7 71.3 48.7 95.2 89.7: 4.8 10.3
Old : 100.0: 5.2 22.3 18.7 71.3 48.7 95.2 89.7: 4.8 10.3
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 : 254: 34 86 94 108 118 209 241:
Old : 254: 34 86 94 108 118 209 241:
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 : 39.7 18.2 51.5 27.7 34.0 15.0 40.6 19.8
Old : 39.7 18.2 51.5 27.7 34.0 15.0 40.6 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 609,421: 89,989 83,335 13,349 427,699 434,749 531,037 531,434: 78,384 77,987
Old : 609,421: 89,989 83,335 13,349 427,699 434,749 531,037 531,434: 78,384 77,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,460: 5,202 -2,467 -1,601 -4,816 2,980 -1,215 -1,088: 2,675 2,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 13.7 2.2 70.2 71.3 87.1 87.2: 12.9 12.8
Old : 100.0: 14.8 13.7 2.2 70.2 71.3 87.1 87.2: 12.9 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 576: 122 134 68 216 221 373 388:
Old : 576: 122 134 68 216 221 373 388:
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 23.0 25.8 29.7 13.3 20.1 21.7 26.5
Old : 15.8 23.0 25.8 29.7 13.3 20.1 21.7 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,585: 5,633 921 316 21,539 38,527 27,488 39,764: 31,097 18,821
Old : 58,585: 5,633 921 316 21,539 38,527 27,488 39,764: 31,097 18,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 2,135: -1,228 26 4 1,274 2,118 50 2,148: 2,085 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 1.6 0.5 36.8 65.8 46.9 67.9: 53.1 32.1
Old : 100.0: 9.6 1.6 0.5 36.8 65.8 46.9 67.9: 53.1 32.1
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 : 49: 8 6 4 17 23 28 30:
Old : 49: 8 6 4 17 23 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 45.7 29.2 58.6 18.4 43.9 27.9 56.3
Old : 19.2 45.7 29.2 58.6 18.4 43.9 27.9 56.3
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,754,179: 425,301 415,593 61,644 2,030,801 1,981,111 2,517,746 2,458,348: 236,433 295,831
Old : 2,754,179: 425,301 415,593 61,644 2,030,801 1,981,111 2,517,746 2,458,348: 236,433 295,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -3,376: 25,329 -19,284 -1,204 -30,450 4,310 -6,325 -16,178: 2,949 12,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 15.1 2.2 73.7 71.9 91.4 89.3: 8.6 10.7
Old : 100.0: 15.4 15.1 2.2 73.7 71.9 91.4 89.3: 8.6 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 569: 120 133 65 211 216 364 381:
Old : 569: 120 133 65 211 216 364 381:
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 : 16.6 24.4 27.5 31.6 13.8 21.1 23.1 28.1
Old : 16.6 24.4 27.5 31.6 13.8 21.1 23.1 28.1
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 96,015: 28,141 2,538 116 56,019 89,844 84,276 92,498: 11,739 3,517
Old : 96,015: 28,141 2,538 116 56,019 89,844 84,276 92,498: 11,739 3,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -1,313: -92 -650 0 -67 -226 -159 -876: -1,154 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 2.6 0.1 58.3 93.6 87.8 96.3: 12.2 3.7
Old : 100.0: 29.3 2.6 0.1 58.3 93.6 87.8 96.3: 12.2 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 : 83: 18 3 1 45 33 63 37:
Old : 83: 18 3 1 45 33 63 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 47.0 51.7 69.9 39.5 46.9 51.7 69.6
Old : 39.5 47.0 51.7 69.9 39.5 46.9 51.7 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,880: 23,167 6,463 650 15,192 33,810 39,009 40,923: 5,871 3,957
Old : 44,880: 23,167 6,463 650 15,192 33,810 39,009 40,923: 5,871 3,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 489: 297 -1,419 126 91 2,083 514 790: -25 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 14.4 1.4 33.9 75.3 86.9 91.2: 13.1 8.8
Old : 100.0: 51.6 14.4 1.4 33.9 75.3 86.9 91.2: 13.1 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 66 54 14 56 64 129 125:
Old : 222: 66 54 14 56 64 129 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 37.8 38.2 51.6 28.3 37.8 38.0 51.6
Old : 28.4 37.8 38.2 51.6 28.3 37.8 38.0 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 224,401: 115,836 32,316 3,248 75,962 169,052 195,046 204,616: 29,355 19,785
Old : 224,401: 115,836 32,316 3,248 75,962 169,052 195,046 204,616: 29,355 19,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 2,445: 1,486 -7,095 631 454 10,414 2,571 3,950: -126 -1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 14.4 1.4 33.9 75.3 86.9 91.2: 13.1 8.8
Old : 100.0: 51.6 14.4 1.4 33.9 75.3 86.9 91.2: 13.1 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 66 54 14 56 64 129 125:
Old : 222: 66 54 14 56 64 129 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 37.8 38.2 51.6 28.3 37.8 38.0 51.6
Old : 28.4 37.8 38.2 51.6 28.3 37.8 38.0 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 94,451: 44,076 45,586 1,671 28,548 19,310 74,295 66,567: 20,156 27,884
Old : 94,451: 44,076 45,586 1,671 28,548 19,310 74,295 66,567: 20,156 27,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 17,535: 5,755 11,206 -118 11,875 5,398 17,512 16,486: 23 1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 48.3 1.8 30.2 20.4 78.7 70.5: 21.3 29.5
Old : 100.0: 46.7 48.3 1.8 30.2 20.4 78.7 70.5: 21.3 29.5
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 : 80: 26 29 5 14 13 43 44:
Old : 80: 26 29 5 14 13 43 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 : 34.8 21.8 50.4 37.2 34.8 21.8 50.4 36.2
Old : 34.8 21.8 50.4 37.2 34.8 21.8 50.4 36.2
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,503: 5,976 5,911 0 15,101 16,295 21,077 22,206: 7,426 6,297
Old : 28,503: 5,976 5,911 0 15,101 16,295 21,077 22,206: 7,426 6,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -496: -445 134 0 25 -65 -420 69: -76 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 20.7 0.0 53.0 57.2 73.9 77.9: 26.1 22.1
Old : 100.0: 21.0 20.7 0.0 53.0 57.2 73.9 77.9: 26.1 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 7 0 15 8 25 15:
Old : 38: 10 7 0 15 8 25 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 : 42.0 63.4 54.1 72.3 42.0 63.4 53.9 72.3
Old : 42.0 63.4 54.1 72.3 42.0 63.4 53.9 72.3
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,684: 11,638 20,519 1,160 34,208 17,995 47,006 39,674: 8,678 16,010
Old : 55,684: 11,638 20,519 1,160 34,208 17,995 47,006 39,674: 8,678 16,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 719: 1,760 -6 -297 77 -376 1,540 -679: -821 1,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 36.8 2.1 61.4 32.3 84.4 71.2: 15.6 28.8
Old : 100.0: 20.9 36.8 2.1 61.4 32.3 84.4 71.2: 15.6 28.8
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 : 86: 22 15 5 35 24 60 41:
Old : 86: 22 15 5 35 24 60 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 25.4 41.8 38.1 33.2 24.1 40.7 35.0
Old : 33.2 25.4 41.8 38.1 33.2 24.1 40.7 35.0
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 - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,315: 7,679 4,731 0 5,930 9,436 13,609 14,167: 706 148
Old : 14,315: 7,679 4,731 0 5,930 9,436 13,609 14,167: 706 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -168: -174 -122 0 -23 0 -197 -122: 29 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 33.0 0.0 41.4 65.9 95.1 99.0: 4.9 1.0
Old : 100.0: 53.6 33.0 0.0 41.4 65.9 95.1 99.0: 4.9 1.0
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 : 21: 6 5 0 9 2 15 7:
Old : 21: 6 5 0 9 2 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 95.7 88.7 99.0 78.5 95.7 88.5 98.8
Old : 78.5 95.7 88.7 99.0 78.5 95.7 88.5 98.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2016