BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 6,449: 1,096 1,738 683 3,774 3,216 5,553 5,636: 896 812
Old : 6,449: 1,096 1,738 683 3,774 3,216 5,553 5,636: 896 812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 77: 99 197 -50 -52 -130 -3 17: 80 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 26.9 10.6 58.5 49.9 86.1 87.4: 13.9 12.6
Old : 100.0: 17.0 26.9 10.6 58.5 49.9 86.1 87.4: 13.9 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 11 7 21 18 31 30:
Old : 37: 4 11 7 21 18 31 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 : 42.7 36.1 60.7 54.3 42.4 33.0 55.8 48.1
Old : 42.7 36.1 60.7 54.3 42.4 33.0 55.8 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 13, 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 : 60,305: 21,612 7,044 16,888 16,166 24,105 54,666 48,037: 5,639 12,268
Old : 60,305: 21,612 7,044 16,888 16,166 24,105 54,666 48,037: 5,639 12,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 5,330: 1,081 359 2,150 1,532 2,975 4,763 5,485: 567 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 11.7 28.0 26.8 40.0 90.6 79.7: 9.4 20.3
Old : 100.0: 35.8 11.7 28.0 26.8 40.0 90.6 79.7: 9.4 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 35 18 33 34 34 80 74:
Old : 96: 35 18 33 34 34 80 74:
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 : 33.6 28.0 47.7 41.0 31.4 24.7 40.7 31.8
Old : 33.6 28.0 47.7 41.0 31.4 24.7 40.7 31.8
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 13, 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 : 6,947: 491 731 2,005 3,858 3,501 6,354 6,237: 593 710
Old : 6,947: 491 731 2,005 3,858 3,501 6,354 6,237: 593 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 193: 20 -28 7 209 198 237 178: -44 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 10.5 28.9 55.5 50.4 91.5 89.8: 8.5 10.2
Old : 100.0: 7.1 10.5 28.9 55.5 50.4 91.5 89.8: 8.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 11 12 25 21 39 35:
Old : 43: 5 11 12 25 21 39 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 : 35.7 42.7 52.9 58.9 24.5 28.0 39.2 37.4
Old : 35.7 42.7 52.9 58.9 24.5 28.0 39.2 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 281,394: 79,293 33,735 106,856 77,939 99,683 264,088 240,274: 17,307 41,121
Old : 279,819: 79,272 34,103 106,157 77,485 98,792 262,914 239,052: 16,905 40,767
Other: 1,576: 575 187 145 454 890 1,174 1,222: 402 354
: : :
: : Changes in Commitments from: December 6, 2016 :
: 272: 2,163 -13,734 -451 811 11,413 2,523 -2,772: -2,251 3,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 12.0 38.0 27.7 35.4 93.8 85.4: 6.2 14.6
Old : 100.0: 28.3 12.2 37.9 27.7 35.3 94.0 85.4: 6.0 14.6
Other: 100.0: 36.5 11.9 9.2 28.8 56.5 74.5 77.5: 25.5 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 98 105 127 75 88 248 254:
Old : 314: 97 106 127 75 88 248 254:
Other: 32: 7 6 6 5 18 15 27:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 11.4 22.8 19.0 11.8 8.6 20.9 13.7
Old : 12.6 11.5 22.9 19.0 11.9 8.5 21.0 13.7
Other: 59.1 36.5 68.5 56.2 57.0 35.7 61.6 55.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 350,418: 121,724 23,483 87,584 110,089 179,623 319,397 290,690: 31,021 59,728
Old : 350,418: 121,724 23,483 87,584 110,089 179,623 319,397 290,690: 31,021 59,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 12,296: 5,924 -1,789 4,187 3,086 9,036 13,197 11,434: -901 863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 6.7 25.0 31.4 51.3 91.1 83.0: 8.9 17.0
Old : 100.0: 34.7 6.7 25.0 31.4 51.3 91.1 83.0: 8.9 17.0
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 : 414: 138 84 135 135 156 339 319:
Old : 414: 138 84 135 135 156 339 319:
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 : 12.8 15.5 20.3 22.7 12.0 15.2 19.1 20.7
Old : 12.8 15.5 20.3 22.7 12.0 15.2 19.1 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 3,946: 1,462 993 400 915 1,599 2,776 2,992: 1,170 954
Old : 3,946: 1,462 993 400 915 1,599 2,776 2,992: 1,170 954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -143: -132 168 -20 32 -247 -120 -99: -24 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 25.2 10.1 23.2 40.5 70.3 75.8: 29.7 24.2
Old : 100.0: 37.0 25.2 10.1 23.2 40.5 70.3 75.8: 29.7 24.2
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 : 52: 18 8 10 15 20 37 35:
Old : 52: 18 8 10 15 20 37 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 : 31.3 32.1 42.8 45.6 29.9 30.9 40.4 43.7
Old : 31.3 32.1 42.8 45.6 29.9 30.9 40.4 43.7
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 13, 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 : 54,140: 20,595 10,059 13,907 10,665 9,870 45,167 33,837: 8,972 20,303
Old : 54,140: 20,595 10,059 13,907 10,665 9,870 45,167 33,837: 8,972 20,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -1,221: 1,325 -742 -251 -2,824 -1,741 -1,750 -2,734: 529 1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 18.6 25.7 19.7 18.2 83.4 62.5: 16.6 37.5
Old : 100.0: 38.0 18.6 25.7 19.7 18.2 83.4 62.5: 16.6 37.5
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 : 197: 53 50 69 50 64 148 151:
Old : 197: 53 50 69 50 64 148 151:
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 10.4 30.6 18.4 19.2 9.3 29.4 15.6
Old : 19.2 10.4 30.6 18.4 19.2 9.3 29.4 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 5,030: 451 3,971 152 3,439 483 4,042 4,606: 988 424
Old : 5,030: 451 3,971 152 3,439 483 4,042 4,606: 988 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 129: 6 138 -26 137 3 118 115: 11 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 78.9 3.0 68.4 9.6 80.3 91.6: 19.7 8.4
Old : 100.0: 9.0 78.9 3.0 68.4 9.6 80.3 91.6: 19.7 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 : 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 : 47.4 81.4 62.6 89.4 47.4 81.2 61.7 85.2
Old : 47.4 81.4 62.6 89.4 47.4 81.2 61.7 85.2
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 13, 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 : 31,000: 1,623 15,916 5,207 23,376 8,631 30,206 29,753: 794 1,246
Old : 31,000: 1,623 15,916 5,207 23,376 8,631 30,206 29,753: 794 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 1,050: -46 371 459 562 157 975 986: 75 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 51.3 16.8 75.4 27.8 97.4 96.0: 2.6 4.0
Old : 100.0: 5.2 51.3 16.8 75.4 27.8 97.4 96.0: 2.6 4.0
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 : 67: 12 20 16 26 22 48 48:
Old : 67: 12 20 16 26 22 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 50.7 67.2 66.7 49.4 50.3 63.1 62.5
Old : 49.4 50.7 67.2 66.7 49.4 50.3 63.1 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 40,952: 20,962 134 3,539 14,708 36,576 39,209 40,249: 1,743 703
Old : 40,952: 20,962 134 3,539 14,708 36,576 39,209 40,249: 1,743 703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 6,453: -451 134 1,718 4,681 4,569 5,948 6,421: 505 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 0.3 8.6 35.9 89.3 95.7 98.3: 4.3 1.7
Old : 100.0: 51.2 0.3 8.6 35.9 89.3 95.7 98.3: 4.3 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 : 29: 11 1 2 11 11 23 13:
Old : 29: 11 1 2 11 11 23 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 78.9 82.6 92.9 60.6 71.0 67.8 77.2
Old : 69.1 78.9 82.6 92.9 60.6 71.0 67.8 77.2
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 13, 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 : 130,515: 23,493 45,319 7,569 65,951 45,814 97,013 98,703: 33,502 31,813
Old : 130,515: 23,493 45,319 7,569 65,951 45,814 97,013 98,703: 33,502 31,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 2,161: 2,640 5,642 -579 -4,194 -455 -2,133 4,608: 4,294 -2,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 34.7 5.8 50.5 35.1 74.3 75.6: 25.7 24.4
Old : 100.0: 18.0 34.7 5.8 50.5 35.1 74.3 75.6: 25.7 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 : 85: 19 30 16 24 31 55 65:
Old : 85: 19 30 16 24 31 55 65:
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 : 27.9 19.1 39.4 33.0 26.4 19.1 36.9 31.9
Old : 27.9 19.1 39.4 33.0 26.4 19.1 36.9 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 67,568: 5,135 30,917 6,389 49,501 5,749 61,025 43,056: 6,543 24,512
Old : 67,568: 5,135 30,917 6,389 49,501 5,749 61,025 43,056: 6,543 24,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -2,027: -3,694 -4,424 4,353 -1,641 -125 -982 -196: -1,045 -1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 45.8 9.5 73.3 8.5 90.3 63.7: 9.7 36.3
Old : 100.0: 7.6 45.8 9.5 73.3 8.5 90.3 63.7: 9.7 36.3
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 : 46: 6 23 10 13 9 26 36:
Old : 46: 6 23 10 13 9 26 36:
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 : 62.3 24.5 73.7 37.3 60.8 23.3 69.0 34.5
Old : 62.3 24.5 73.7 37.3 60.8 23.3 69.0 34.5
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 13, 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 : 156,839: 19,006 76,515 11,728 119,580 61,497 150,314 149,740: 6,524 7,099
Old : 156,839: 19,006 76,515 11,728 119,580 61,497 150,314 149,740: 6,524 7,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 2,650: 356 3,741 -1,073 3,602 430 2,884 3,098: -235 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 48.8 7.5 76.2 39.2 95.8 95.5: 4.2 4.5
Old : 100.0: 12.1 48.8 7.5 76.2 39.2 95.8 95.5: 4.2 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 : 130: 36 54 14 23 24 70 84:
Old : 130: 36 54 14 23 24 70 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 34.0 68.3 48.6 50.0 34.0 67.4 46.4
Old : 50.0 34.0 68.3 48.6 50.0 34.0 67.4 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 261,376: 41,103 112,218 24,468 171,042 86,967 236,613 223,653: 24,764 37,723
Old : 261,376: 41,103 112,218 24,468 171,042 86,967 236,613 223,653: 24,764 37,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -18,917: -2,599 -6,567 -5,211 -10,909 -6,971 -18,720 -18,749: -197 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 42.9 9.4 65.4 33.3 90.5 85.6: 9.5 14.4
Old : 100.0: 15.7 42.9 9.4 65.4 33.3 90.5 85.6: 9.5 14.4
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 : 126: 27 50 28 28 43 69 108:
Old : 126: 27 50 28 28 43 69 108:
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 : 55.3 25.2 64.7 35.9 53.2 24.4 60.3 35.1
Old : 55.3 25.2 64.7 35.9 53.2 24.4 60.3 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 330,834: 62,131 124,712 30,071 217,363 130,597 309,566 285,381: 21,268 45,453
Old : 330,834: 62,131 124,712 30,071 217,363 130,597 309,566 285,381: 21,268 45,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 21,079: -3,167 22,464 -13,410 39,744 12,971 23,167 22,026: -2,088 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 37.7 9.1 65.7 39.5 93.6 86.3: 6.4 13.7
Old : 100.0: 18.8 37.7 9.1 65.7 39.5 93.6 86.3: 6.4 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 28 62 24 32 41 74 114:
Old : 139: 28 62 24 32 41 74 114:
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 : 41.3 33.6 56.0 45.0 39.0 28.7 48.3 36.4
Old : 41.3 33.6 56.0 45.0 39.0 28.7 48.3 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 516,828: 124,202 210,588 39,149 295,467 196,359 458,817 446,095: 58,011 70,733
Old : 516,828: 124,202 210,588 39,149 295,467 196,359 458,817 446,095: 58,011 70,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -16,611: 5,265 -24,957 -18,182 -2,606 26,723 -15,524 -16,415: -1,087 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 40.7 7.6 57.2 38.0 88.8 86.3: 11.2 13.7
Old : 100.0: 24.0 40.7 7.6 57.2 38.0 88.8 86.3: 11.2 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 70 95 50 59 66 151 190:
Old : 247: 70 95 50 59 66 151 190:
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 : 31.1 20.9 41.9 32.4 23.4 18.7 33.1 24.8
Old : 31.1 20.9 41.9 32.4 23.4 18.7 33.1 24.8
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 13, 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 : 20,065: 11,459 4,441 596 6,552 14,453 18,607 19,490: 1,458 575
Old : 20,065: 11,459 4,441 596 6,552 14,453 18,607 19,490: 1,458 575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 140: -1 233 -3 24 13 20 243: 120 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 22.1 3.0 32.7 72.0 92.7 97.1: 7.3 2.9
Old : 100.0: 57.1 22.1 3.0 32.7 72.0 92.7 97.1: 7.3 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 : 31: 11 13 1 3 5 15 18:
Old : 31: 11 13 1 3 5 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 74.0 87.6 86.7 78.3 71.8 84.2 81.9
Old : 78.3 74.0 87.6 86.7 78.3 71.8 84.2 81.9
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 13, 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 : 54,226: 29,402 33,104 2,034 18,064 15,942 49,500 51,080: 4,726 3,146
Old : 54,226: 29,402 33,104 2,034 18,064 15,942 49,500 51,080: 4,726 3,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 5,486: 1,761 1,511 1,759 1,479 1,675 4,999 4,945: 487 541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 61.0 3.8 33.3 29.4 91.3 94.2: 8.7 5.8
Old : 100.0: 54.2 61.0 3.8 33.3 29.4 91.3 94.2: 8.7 5.8
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 : 79: 35 24 10 13 12 55 41:
Old : 79: 35 24 10 13 12 55 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 : 38.6 64.6 54.6 74.3 38.2 64.6 52.4 73.6
Old : 38.6 64.6 54.6 74.3 38.2 64.6 52.4 73.6
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 with Delta-adjusted Options and Futures Combined, December 13, 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 : 8,270: 1,724 3,269 2,637 2,994 1,589 7,355 7,495: 915 775
Old : 8,270: 1,724 3,269 2,637 2,994 1,589 7,355 7,495: 915 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 2,531: 168 115 1,552 613 703 2,333 2,370: 198 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 39.5 31.9 36.2 19.2 88.9 90.6: 11.1 9.4
Old : 100.0: 20.8 39.5 31.9 36.2 19.2 88.9 90.6: 11.1 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 4 5 8 6 18 14:
Old : 22: 8 4 5 8 6 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 60.0 69.8 82.8 29.2 47.1 40.1 49.9
Old : 50.4 60.0 69.8 82.8 29.2 47.1 40.1 49.9
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 13, 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 :25,373,889: 558,625 2,538,616 12,366,549 11,843,839 9,221,432 24,769,012 24,126,598: 604,877 1,247,292
Old :25,373,889: 558,625 2,538,616 12,366,549 11,843,839 9,221,432 24,769,012 24,126,598: 604,877 1,247,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 789,100: -124,202 -18,234 684,835 212,695 68,466 773,327 735,067: 15,773 54,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 10.0 48.7 46.7 36.3 97.6 95.1: 2.4 4.9
Old : 100.0: 2.2 10.0 48.7 46.7 36.3 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 : 309: 42 114 123 133 143 264 296:
Old : 309: 42 114 123 133 143 264 296:
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 19.2 41.1 31.6 16.1 6.5 19.1 9.1
Old : 26.5 19.2 41.1 31.6 16.1 6.5 19.1 9.1
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 13, 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 : 1,183,316: 94,429 121,112 267,009 684,349 651,310 1,045,786 1,039,430: 137,530 143,886
Old : 1,183,316: 94,429 121,112 267,009 684,349 651,310 1,045,786 1,039,430: 137,530 143,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 242,196: 5,071 7,041 105,248 113,902 109,606 224,221 221,895: 17,976 20,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 10.2 22.6 57.8 55.0 88.4 87.8: 11.6 12.2
Old : 100.0: 8.0 10.2 22.6 57.8 55.0 88.4 87.8: 11.6 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 661: 148 182 189 258 264 513 529:
Old : 661: 148 182 189 258 264 513 529:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 15.8 24.0 25.8 6.8 9.5 11.9 13.4
Old : 14.0 15.8 24.0 25.8 6.8 9.5 11.9 13.4
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 13, 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 : 307,227: 27,619 29,134 100,194 136,191 123,789 264,005 253,117: 43,222 54,110
Old : 307,227: 27,619 29,134 100,194 136,191 123,789 264,005 253,117: 43,222 54,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 108,665: 16,448 17,416 45,526 41,308 42,537 103,282 105,479: 5,383 3,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.5 32.6 44.3 40.3 85.9 82.4: 14.1 17.6
Old : 100.0: 9.0 9.5 32.6 44.3 40.3 85.9 82.4: 14.1 17.6
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 : 79: 19 16 28 36 34 71 63:
Old : 79: 19 16 28 36 34 71 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 34.2 47.8 47.3 11.7 13.3 17.8 19.6
Old : 32.3 34.2 47.8 47.3 11.7 13.3 17.8 19.6
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 13, 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 : 4,380,448: 442,917 568,760 725,203 2,740,787 2,637,603 3,908,907 3,931,566: 471,540 448,882
Old : 4,380,448: 442,917 568,760 725,203 2,740,787 2,637,603 3,908,907 3,931,566: 471,540 448,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 667,654: 19,948 24,962 221,775 362,970 335,342 604,693 582,080: 62,962 85,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 13.0 16.6 62.6 60.2 89.2 89.8: 10.8 10.2
Old : 100.0: 10.1 13.0 16.6 62.6 60.2 89.2 89.8: 10.8 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 638: 143 172 178 252 256 492 509:
Old : 638: 143 172 178 252 256 492 509:
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 : 13.0 17.4 21.9 26.5 9.0 12.2 14.9 17.3
Old : 13.0 17.4 21.9 26.5 9.0 12.2 14.9 17.3
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 13, 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 : 108,843: 26,186 4,238 144 68,025 100,361 94,355 104,743: 14,488 4,100
Old : 108,843: 26,186 4,238 144 68,025 100,361 94,355 104,743: 14,488 4,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 20,741: -944 490 30 19,473 20,124 18,559 20,644: 2,182 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 3.9 0.1 62.5 92.2 86.7 96.2: 13.3 3.8
Old : 100.0: 24.1 3.9 0.1 62.5 92.2 86.7 96.2: 13.3 3.8
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 : 88: 17 7 3 50 39 69 47:
Old : 88: 17 7 3 50 39 69 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 39.5 49.1 61.9 35.4 35.3 45.0 55.2
Old : 36.0 39.5 49.1 61.9 35.4 35.3 45.0 55.2
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 13, 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 : 63,386: 22,901 7,304 3,143 30,547 48,414 56,592 58,862: 6,794 4,524
Old : 63,386: 22,901 7,304 3,143 30,547 48,414 56,592 58,862: 6,794 4,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 10,636: 2,762 -2,286 704 6,879 14,466 10,345 12,884: 290 -2,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 11.5 5.0 48.2 76.4 89.3 92.9: 10.7 7.1
Old : 100.0: 36.1 11.5 5.0 48.2 76.4 89.3 92.9: 10.7 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 72 55 26 73 78 158 146:
Old : 239: 72 55 26 73 78 158 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 32.0 37.2 46.9 16.3 23.1 23.2 34.6
Old : 25.3 32.0 37.2 46.9 16.3 23.1 23.2 34.6
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 with Delta-adjusted Options and Futures Combined, December 13, 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 : 316,930: 114,505 36,520 15,716 152,737 242,072 282,958 294,308: 33,972 22,622
Old : 316,930: 114,505 36,520 15,716 152,737 242,072 282,958 294,308: 33,972 22,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 53,179: 13,810 -11,431 3,520 34,397 72,331 51,727 64,420: 1,452 -11,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 11.5 5.0 48.2 76.4 89.3 92.9: 10.7 7.1
Old : 100.0: 36.1 11.5 5.0 48.2 76.4 89.3 92.9: 10.7 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 72 55 26 73 78 158 146:
Old : 239: 72 55 26 73 78 158 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 32.0 37.2 46.9 16.3 23.1 23.2 34.6
Old : 25.3 32.0 37.2 46.9 16.3 23.1 23.2 34.6
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 with Delta-adjusted Options and Futures Combined, December 13, 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 : 103,371: 39,419 27,225 9,958 29,034 43,424 78,411 80,607: 24,960 22,764
Old : 103,371: 39,419 27,225 9,958 29,034 43,424 78,411 80,607: 24,960 22,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -4,809: -6,939 -1,816 -1,966 3,185 1,342 -5,719 -2,440: 910 -2,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 26.3 9.6 28.1 42.0 75.9 78.0: 24.1 22.0
Old : 100.0: 38.1 26.3 9.6 28.1 42.0 75.9 78.0: 24.1 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 30 24 16 18 19 59 49:
Old : 79: 30 24 16 18 19 59 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 29.2 33.2 42.2 21.1 26.8 28.0 37.1
Old : 21.8 29.2 33.2 42.2 21.1 26.8 28.0 37.1
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 13, 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 : 30,333: 7,583 6,368 0 15,359 17,594 22,942 23,962: 7,391 6,371
Old : 30,333: 7,583 6,368 0 15,359 17,594 22,942 23,962: 7,391 6,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -20,123: -3,771 3,445 -1,465 -9,872 -21,269 -15,108 -19,289: -5,015 -834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 21.0 0.0 50.6 58.0 75.6 79.0: 24.4 21.0
Old : 100.0: 25.0 21.0 0.0 50.6 58.0 75.6 79.0: 24.4 21.0
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 : 39: 14 7 0 14 6 28 13:
Old : 39: 14 7 0 14 6 28 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 66.9 52.2 75.3 40.8 66.9 52.0 75.3
Old : 40.8 66.9 52.2 75.3 40.8 66.9 52.0 75.3
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 with Delta-adjusted Options and Futures Combined, December 13, 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 : 53,493: 9,675 18,657 1,486 34,457 14,369 45,618 34,512: 7,875 18,981
Old : 53,493: 9,675 18,657 1,486 34,457 14,369 45,618 34,512: 7,875 18,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -34,868: -1,049 -3,638 -4,603 -14,037 -24,653 -19,689 -32,894: -15,179 -1,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 34.9 2.8 64.4 26.9 85.3 64.5: 14.7 35.5
Old : 100.0: 18.1 34.9 2.8 64.4 26.9 85.3 64.5: 14.7 35.5
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 : 89: 23 17 5 36 25 62 44:
Old : 89: 23 17 5 36 25 62 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 : 33.1 25.9 42.6 39.0 33.0 23.6 41.5 33.7
Old : 33.1 25.9 42.6 39.0 33.0 23.6 41.5 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2016