BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 6,372: 997 1,540 732 3,826 3,346 5,556 5,619: 816 753
Old : 6,372: 997 1,540 732 3,826 3,346 5,556 5,619: 816 753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,789: -85 -74 -230 -1,459 -1,568 -1,773 -1,871: -15 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 24.2 11.5 60.0 52.5 87.2 88.2: 12.8 11.8
Old : 100.0: 15.7 24.2 11.5 60.0 52.5 87.2 88.2: 12.8 11.8
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 : 38: 6 9 8 21 19 32 31:
Old : 38: 6 9 8 21 19 32 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 : 41.4 36.3 60.2 54.4 41.1 32.0 55.6 48.1
Old : 41.4 36.3 60.2 54.4 41.1 32.0 55.6 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 54,975: 20,531 6,685 14,738 14,634 21,130 49,903 42,552: 5,072 12,423
Old : 54,975: 20,531 6,685 14,738 14,634 21,130 49,903 42,552: 5,072 12,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -3,220: -605 -1,422 -869 -1,635 -589 -3,109 -2,879: -111 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 12.2 26.8 26.6 38.4 90.8 77.4: 9.2 22.6
Old : 100.0: 37.3 12.2 26.8 26.6 38.4 90.8 77.4: 9.2 22.6
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 : 88: 32 17 32 32 30 75 68:
Old : 88: 32 17 32 32 30 75 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 28.1 48.0 40.3 32.6 23.7 41.7 31.2
Old : 35.1 28.1 48.0 40.3 32.6 23.7 41.7 31.2
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, December 06, 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 : 6,754: 471 759 1,998 3,649 3,302 6,117 6,059: 637 695
Old : 6,754: 471 759 1,998 3,649 3,302 6,117 6,059: 637 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,275: 6 101 -437 -809 -799 -1,240 -1,135: -34 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 11.2 29.6 54.0 48.9 90.6 89.7: 9.4 10.3
Old : 100.0: 7.0 11.2 29.6 54.0 48.9 90.6 89.7: 9.4 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 : 43: 5 11 12 25 20 39 34:
Old : 43: 5 11 12 25 20 39 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 : 35.2 43.5 51.4 59.7 22.8 27.4 37.3 37.1
Old : 35.2 43.5 51.4 59.7 22.8 27.4 37.3 37.1
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, December 06, 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 : 281,122: 77,130 47,469 107,307 77,128 88,270 261,565 243,045: 19,557 38,077
Old : 279,776: 77,061 47,746 106,747 76,674 87,574 260,483 242,067: 19,293 37,709
Other: 1,347: 519 173 109 454 696 1,082 979: 264 368
: : :
: : Changes in Commitments from: November 29, 2016 :
: -5,793: -4,840 -1,182 1,738 -3,347 -3,724 -6,449 -3,168: 657 -2,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 16.9 38.2 27.4 31.4 93.0 86.5: 7.0 13.5
Old : 100.0: 27.5 17.1 38.2 27.4 31.3 93.1 86.5: 6.9 13.5
Other: 100.0: 38.5 12.9 8.1 33.7 51.7 80.4 72.7: 19.6 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 110 101 127 81 95 261 264:
Old : 329: 110 102 127 81 95 261 264:
Other: 28: 6 7 5 5 14 14 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 9.5 21.6 16.4 11.8 7.1 20.7 11.6
Old : 12.2 9.6 21.7 16.4 11.9 7.1 20.8 11.6
Other: 65.2 36.1 74.4 56.7 64.9 35.0 68.7 54.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 338,121: 115,800 25,273 83,397 107,003 170,587 306,200 279,256: 31,922 58,865
Old : 338,121: 115,800 25,273 83,397 107,003 170,587 306,200 279,256: 31,922 58,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -26,835: 2,231 -4,290 -21,350 -7,778 -948 -26,897 -26,588: 61 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 7.5 24.7 31.6 50.5 90.6 82.6: 9.4 17.4
Old : 100.0: 34.2 7.5 24.7 31.6 50.5 90.6 82.6: 9.4 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 : 399: 126 84 131 137 151 329 313:
Old : 399: 126 84 131 137 151 329 313:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 13.9 20.3 21.0 12.3 13.6 19.0 19.2
Old : 12.4 13.9 20.3 21.0 12.3 13.6 19.0 19.2
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, December 06, 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 : 4,090: 1,594 825 420 882 1,846 2,896 3,091: 1,194 998
Old : 4,090: 1,594 825 420 882 1,846 2,896 3,091: 1,194 998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 35: -25 -128 47 67 103 89 21: -54 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 20.2 10.3 21.6 45.1 70.8 75.6: 29.2 24.4
Old : 100.0: 39.0 20.2 10.3 21.6 45.1 70.8 75.6: 29.2 24.4
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 : 54: 17 10 10 14 20 38 34:
Old : 54: 17 10 10 14 20 38 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 : 29.7 30.6 41.1 47.0 29.7 29.3 39.8 45.0
Old : 29.7 30.6 41.1 47.0 29.7 29.3 39.8 45.0
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, December 06, 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 : 55,360: 19,270 10,801 14,158 13,489 11,611 46,917 36,571: 8,443 18,790
Old : 55,360: 19,270 10,801 14,158 13,489 11,611 46,917 36,571: 8,443 18,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,954: -36 -826 1,289 673 590 1,925 1,053: 29 901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 19.5 25.6 24.4 21.0 84.7 66.1: 15.3 33.9
Old : 100.0: 34.8 19.5 25.6 24.4 21.0 84.7 66.1: 15.3 33.9
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 : 193: 47 56 68 52 63 145 149:
Old : 193: 47 56 68 52 63 145 149:
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 : 20.0 10.9 31.9 20.4 18.3 9.5 28.4 16.4
Old : 20.0 10.9 31.9 20.4 18.3 9.5 28.4 16.4
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, December 06, 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 : 4,901: 445 3,833 178 3,301 480 3,924 4,491: 977 410
Old : 4,901: 445 3,833 178 3,301 480 3,924 4,491: 977 410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -337: -29 -246 -6 -277 -100 -312 -352: -25 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 78.2 3.6 67.4 9.8 80.1 91.6: 19.9 8.4
Old : 100.0: 9.1 78.2 3.6 67.4 9.8 80.1 91.6: 19.9 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 : 21: 4 5 4 12 4 18 11:
Old : 21: 4 5 4 12 4 18 11:
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 : 45.9 80.8 61.6 89.4 45.9 80.6 60.7 84.5
Old : 45.9 80.8 61.6 89.4 45.9 80.6 60.7 84.5
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, December 06, 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 : 29,950: 1,669 15,546 4,748 22,814 8,474 29,231 28,767: 719 1,183
Old : 29,950: 1,669 15,546 4,748 22,814 8,474 29,231 28,767: 719 1,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -2,677: -196 -1,635 79 -2,432 -895 -2,549 -2,451: -129 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 51.9 15.9 76.2 28.3 97.6 96.1: 2.4 3.9
Old : 100.0: 5.6 51.9 15.9 76.2 28.3 97.6 96.1: 2.4 3.9
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 : 70: 11 22 16 28 24 51 50:
Old : 70: 11 22 16 28 24 51 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 : 49.2 51.2 67.3 67.0 49.2 50.9 63.3 63.3
Old : 49.2 51.2 67.3 67.0 49.2 50.9 63.3 63.3
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, December 06, 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 : 34,499: 21,413 0 1,821 10,027 32,007 33,261 33,828: 1,238 671
Old : 34,499: 21,413 0 1,821 10,027 32,007 33,261 33,828: 1,238 671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,348: -583 0 1,802 141 -526 1,360 1,276: -12 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 0.0 5.3 29.1 92.8 96.4 98.1: 3.6 1.9
Old : 100.0: 62.1 0.0 5.3 29.1 92.8 96.4 98.1: 3.6 1.9
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 : 28: 11 0 2 9 9 20 11:
Old : 28: 11 0 2 9 9 20 11:
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 : 77.9 86.2 86.3 96.8 72.9 86.0 81.3 92.2
Old : 77.9 86.2 86.3 96.8 72.9 86.0 81.3 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 128,355: 20,854 39,678 8,148 70,144 46,269 99,146 94,095: 29,208 34,260
Old : 128,355: 20,854 39,678 8,148 70,144 46,269 99,146 94,095: 29,208 34,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -6,488: -4,514 -4,171 1,273 -4,770 -1,202 -8,011 -4,100: 1,523 -2,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 30.9 6.3 54.6 36.0 77.2 73.3: 22.8 26.7
Old : 100.0: 16.2 30.9 6.3 54.6 36.0 77.2 73.3: 22.8 26.7
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 : 89: 19 34 15 26 30 55 69:
Old : 89: 19 34 15 26 30 55 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 18.8 42.8 32.6 29.9 18.8 39.0 30.2
Old : 30.9 18.8 42.8 32.6 29.9 18.8 39.0 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 with Delta-adjusted Options and Futures Combined, December 06, 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 : 69,595: 8,829 35,341 2,037 51,142 5,874 62,008 43,251: 7,588 26,344
Old : 69,595: 8,829 35,341 2,037 51,142 5,874 62,008 43,251: 7,588 26,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,410: -3,300 -2,080 350 74 202 -2,875 -1,527: 1,465 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 50.8 2.9 73.5 8.4 89.1 62.1: 10.9 37.9
Old : 100.0: 12.7 50.8 2.9 73.5 8.4 89.1 62.1: 10.9 37.9
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 : 46: 8 20 8 16 10 27 35:
Old : 46: 8 20 8 16 10 27 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 : 59.6 28.3 69.8 39.4 58.9 28.3 68.6 39.4
Old : 59.6 28.3 69.8 39.4 58.9 28.3 68.6 39.4
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, December 06, 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 : 154,189: 18,650 72,774 12,801 115,978 61,067 147,430 146,642: 6,759 7,547
Old : 154,189: 18,650 72,774 12,801 115,978 61,067 147,430 146,642: 6,759 7,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -3,890: -841 -1,186 -176 -3,045 -2,478 -4,061 -3,840: 171 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 47.2 8.3 75.2 39.6 95.6 95.1: 4.4 4.9
Old : 100.0: 12.1 47.2 8.3 75.2 39.6 95.6 95.1: 4.4 4.9
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 : 137: 34 64 17 23 23 69 95:
Old : 137: 34 64 17 23 23 69 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 : 49.5 33.2 68.1 46.9 49.5 33.2 67.0 44.6
Old : 49.5 33.2 68.1 46.9 49.5 33.2 67.0 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 280,293: 43,702 118,785 29,679 181,951 93,938 255,333 242,402: 24,960 37,891
Old : 280,293: 43,702 118,785 29,679 181,951 93,938 255,333 242,402: 24,960 37,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 2,868: -8,136 -7,100 5,680 6,271 5,311 3,816 3,891: -947 -1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 42.4 10.6 64.9 33.5 91.1 86.5: 8.9 13.5
Old : 100.0: 15.6 42.4 10.6 64.9 33.5 91.1 86.5: 8.9 13.5
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 : 137: 32 56 32 28 46 78 116:
Old : 137: 32 56 32 28 46 78 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 26.1 62.5 36.5 51.0 25.4 57.6 35.2
Old : 53.5 26.1 62.5 36.5 51.0 25.4 57.6 35.2
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, December 06, 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 : 309,755: 65,299 102,248 43,481 177,620 117,626 286,399 263,355: 23,356 46,400
Old : 309,755: 65,299 102,248 43,481 177,620 117,626 286,399 263,355: 23,356 46,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 38,747: 1,024 34,970 3,075 35,151 2,092 39,249 40,136: -502 -1,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 33.0 14.0 57.3 38.0 92.5 85.0: 7.5 15.0
Old : 100.0: 21.1 33.0 14.0 57.3 38.0 92.5 85.0: 7.5 15.0
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 : 137: 28 56 24 36 44 78 110:
Old : 137: 28 56 24 36 44 78 110:
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 : 38.0 27.3 52.2 41.2 35.4 25.8 45.4 34.7
Old : 38.0 27.3 52.2 41.2 35.4 25.8 45.4 34.7
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, December 06, 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 : 533,439: 118,937 235,544 57,331 298,073 169,635 474,341 462,510: 59,098 70,928
Old : 533,439: 118,937 235,544 57,331 298,073 169,635 474,341 462,510: 59,098 70,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -10,158: -11,262 -16,711 1,346 3,435 6,528 -6,480 -8,836: -3,677 -1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 44.2 10.7 55.9 31.8 88.9 86.7: 11.1 13.3
Old : 100.0: 22.3 44.2 10.7 55.9 31.8 88.9 86.7: 11.1 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 : 268: 71 110 64 61 70 164 214:
Old : 268: 71 110 64 61 70 164 214:
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 : 30.2 21.6 41.1 32.3 26.8 21.6 36.1 28.3
Old : 30.2 21.6 41.1 32.3 26.8 21.6 36.1 28.3
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, December 06, 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 : 19,925: 11,460 4,208 599 6,528 14,440 18,587 19,247: 1,338 678
Old : 19,925: 11,460 4,208 599 6,528 14,440 18,587 19,247: 1,338 678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -12,389: -6,195 553 -242 -5,746 -12,568 -12,183 -12,257: -206 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 21.1 3.0 32.8 72.5 93.3 96.6: 6.7 3.4
Old : 100.0: 57.5 21.1 3.0 32.8 72.5 93.3 96.6: 6.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 13 11 1 3 5 17 16:
Old : 31: 13 11 1 3 5 17 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 : 74.9 75.4 86.0 88.2 74.9 73.0 83.0 83.2
Old : 74.9 75.4 86.0 88.2 74.9 73.0 83.0 83.2
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, December 06, 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 : 48,740: 27,641 31,593 275 16,585 14,267 44,501 46,135: 4,239 2,605
Old : 48,740: 27,641 31,593 275 16,585 14,267 44,501 46,135: 4,239 2,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,145: -2,590 -510 -70 1,031 288 -1,629 -292: 484 -853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 64.8 0.6 34.0 29.3 91.3 94.7: 8.7 5.3
Old : 100.0: 56.7 64.8 0.6 34.0 29.3 91.3 94.7: 8.7 5.3
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 : 68: 30 20 4 12 11 44 33:
Old : 68: 30 20 4 12 11 44 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 : 44.6 71.5 60.5 81.5 44.6 71.1 60.0 81.1
Old : 44.6 71.5 60.5 81.5 44.6 71.1 60.0 81.1
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, December 06, 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 : 5,739: 1,556 3,154 1,085 2,381 886 5,022 5,125: 717 614
Old : 5,739: 1,556 3,154 1,085 2,381 886 5,022 5,125: 717 614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 55.0 18.9 41.5 15.4 87.5 89.3: 12.5 10.7
Old : 100.0: 27.1 55.0 18.9 41.5 15.4 87.5 89.3: 12.5 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 : 21: 9 3 2 8 3 17 8:
Old : 21: 9 3 2 8 3 17 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 : 53.0 77.5 68.5 89.3 39.7 67.7 53.2 69.8
Old : 53.0 77.5 68.5 89.3 39.7 67.7 53.2 69.8
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, December 06, 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 :24,584,789: 682,827 2,556,850 11,681,714 11,631,144 9,152,966 23,995,685 23,391,531: 589,103 1,193,258
Old :24,584,789: 682,827 2,556,850 11,681,714 11,631,144 9,152,966 23,995,685 23,391,531: 589,103 1,193,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,319,136: -63,722 -12,226 588,389 815,329 806,939 1,339,996 1,383,102: -20,860 -63,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 10.4 47.5 47.3 37.2 97.6 95.1: 2.4 4.9
Old : 100.0: 2.8 10.4 47.5 47.3 37.2 97.6 95.1: 2.4 4.9
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 : 316: 43 117 123 137 147 270 301:
Old : 316: 43 117 123 137 147 270 301:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 18.9 41.2 31.4 16.9 6.8 20.2 9.5
Old : 26.5 18.9 41.2 31.4 16.9 6.8 20.2 9.5
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, December 06, 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 : 941,120: 89,358 114,071 161,761 570,447 541,704 821,566 817,535: 119,554 123,585
Old : 941,120: 89,358 114,071 161,761 570,447 541,704 821,566 817,535: 119,554 123,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -19,577: -6,893 -4,925 -11,625 -7,068 -5,079 -25,587 -21,629: 6,010 2,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 12.1 17.2 60.6 57.6 87.3 86.9: 12.7 13.1
Old : 100.0: 9.5 12.1 17.2 60.6 57.6 87.3 86.9: 12.7 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 661: 149 174 172 261 261 508 510:
Old : 661: 149 174 172 261 261 508 510:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 16.7 21.9 25.2 8.4 11.9 14.6 16.4
Old : 13.8 16.7 21.9 25.2 8.4 11.9 14.6 16.4
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, December 06, 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 : 198,561: 11,171 11,718 54,669 94,883 81,252 160,723 147,638: 37,839 50,924
Old : 198,561: 11,171 11,718 54,669 94,883 81,252 160,723 147,638: 37,839 50,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -4,090: -3,269 -1,310 -2,205 -581 1,019 -6,054 -2,496: 1,964 -1,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 5.9 27.5 47.8 40.9 80.9 74.4: 19.1 25.6
Old : 100.0: 5.6 5.9 27.5 47.8 40.9 80.9 74.4: 19.1 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 : 77: 18 14 24 37 33 69 58:
Old : 77: 18 14 24 37 33 69 58:
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 : 27.2 25.9 42.5 41.6 14.2 14.2 19.8 20.3
Old : 27.2 25.9 42.5 41.6 14.2 14.2 19.8 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 3,712,794: 422,969 543,797 503,428 2,377,818 2,302,261 3,304,215 3,349,486: 408,579 363,307
Old : 3,712,794: 422,969 543,797 503,428 2,377,818 2,302,261 3,304,215 3,349,486: 408,579 363,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -77,434: -33,969 -33,922 -31,257 -32,435 -30,488 -97,661 -95,667: 20,227 18,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 14.6 13.6 64.0 62.0 89.0 90.2: 11.0 9.8
Old : 100.0: 11.4 14.6 13.6 64.0 62.0 89.0 90.2: 11.0 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 638: 147 163 162 252 250 485 489:
Old : 638: 147 163 162 252 250 485 489:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 18.9 21.9 27.8 10.3 14.3 17.0 20.4
Old : 13.2 18.9 21.9 27.8 10.3 14.3 17.0 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 88,102: 27,130 3,748 114 48,552 80,237 75,796 84,099: 12,306 4,003
Old : 88,102: 27,130 3,748 114 48,552 80,237 75,796 84,099: 12,306 4,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -378: -110 -647 3 -288 584 -395 -60: 17 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 4.3 0.1 55.1 91.1 86.0 95.5: 14.0 4.5
Old : 100.0: 30.8 4.3 0.1 55.1 91.1 86.0 95.5: 14.0 4.5
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 : 87: 16 7 1 45 38 61 46:
Old : 87: 16 7 1 45 38 61 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 41.2 49.2 62.6 37.1 41.2 48.3 62.5
Old : 37.3 41.2 49.2 62.6 37.1 41.2 48.3 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 52,750: 20,139 9,590 2,439 23,668 33,948 46,246 45,978: 6,504 6,773
Old : 52,750: 20,139 9,590 2,439 23,668 33,948 46,246 45,978: 6,504 6,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -738: -4,880 2,453 618 3,331 -5,204 -931 -2,134: 194 1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 18.2 4.6 44.9 64.4 87.7 87.2: 12.3 12.8
Old : 100.0: 38.2 18.2 4.6 44.9 64.4 87.7 87.2: 12.3 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 : 224: 65 51 22 70 73 142 139:
Old : 224: 65 51 22 70 73 142 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 27.9 36.3 41.5 21.2 27.6 36.0 41.0
Old : 21.5 27.9 36.3 41.5 21.2 27.6 36.0 41.0
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, December 06, 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 : 263,751: 100,695 47,950 12,196 118,340 169,741 231,231 229,888: 32,520 33,863
Old : 263,751: 100,695 47,950 12,196 118,340 169,741 231,231 229,888: 32,520 33,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -3,688: -24,400 12,263 3,088 16,656 -26,020 -4,656 -10,669: 968 6,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 18.2 4.6 44.9 64.4 87.7 87.2: 12.3 12.8
Old : 100.0: 38.2 18.2 4.6 44.9 64.4 87.7 87.2: 12.3 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 : 224: 65 51 22 70 73 142 139:
Old : 224: 65 51 22 70 73 142 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 27.9 36.3 41.5 21.2 27.6 36.0 41.0
Old : 21.5 27.9 36.3 41.5 21.2 27.6 36.0 41.0
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, December 06, 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 : 108,180: 46,358 29,040 11,924 25,848 42,082 84,130 83,047: 24,050 25,133
Old : 108,180: 46,358 29,040 11,924 25,848 42,082 84,130 83,047: 24,050 25,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -8,833: -6,360 -6,406 -1,044 -1,872 932 -9,276 -6,518: 443 -2,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 26.8 11.0 23.9 38.9 77.8 76.8: 22.2 23.2
Old : 100.0: 42.9 26.8 11.0 23.9 38.9 77.8 76.8: 22.2 23.2
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 : 88: 32 30 16 20 21 63 56:
Old : 88: 32 30 16 20 21 63 56:
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 : 21.2 27.9 35.9 39.7 21.2 26.0 32.9 35.6
Old : 21.2 27.9 35.9 39.7 21.2 26.0 32.9 35.6
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, December 06, 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 : 50,456: 11,354 2,923 1,465 25,231 38,863 38,050 43,251: 12,406 7,205
Old : 50,456: 11,354 2,923 1,465 25,231 38,863 38,050 43,251: 12,406 7,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 14,442: -604 126 1,329 9,835 10,452 10,560 11,907: 3,882 2,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 5.8 2.9 50.0 77.0 75.4 85.7: 24.6 14.3
Old : 100.0: 22.5 5.8 2.9 50.0 77.0 75.4 85.7: 24.6 14.3
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 : 47: 18 5 6 15 12 36 21:
Old : 47: 18 5 6 15 12 36 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 : 39.7 70.3 51.1 79.5 25.4 51.6 33.8 57.7
Old : 39.7 70.3 51.1 79.5 25.4 51.6 33.8 57.7
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, December 06, 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 : 88,361: 10,724 22,295 6,089 48,494 39,022 65,307 67,406: 23,054 20,955
Old : 88,361: 10,724 22,295 6,089 48,494 39,022 65,307 67,406: 23,054 20,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 15,007: 1,271 4,545 2,430 244 1,162 3,945 8,137: 11,062 6,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 25.2 6.9 54.9 44.2 73.9 76.3: 26.1 23.7
Old : 100.0: 12.1 25.2 6.9 54.9 44.2 73.9 76.3: 26.1 23.7
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 : 93: 22 19 12 38 35 67 59:
Old : 93: 22 19 12 38 35 67 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 : 21.8 25.7 34.1 38.3 21.0 24.7 32.7 34.9
Old : 21.8 25.7 34.1 38.3 21.0 24.7 32.7 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2016