BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 7,080: 1,450 1,901 837 3,869 3,604 6,156 6,342: 924 738
Old : 7,080: 1,450 1,901 837 3,869 3,604 6,156 6,342: 924 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 632: 354 164 154 95 388 603 706: 28 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 26.9 11.8 54.6 50.9 86.9 89.6: 13.1 10.4
Old : 100.0: 20.5 26.9 11.8 54.6 50.9 86.9 89.6: 13.1 10.4
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 : 39: 4 12 9 20 19 32 32:
Old : 39: 4 12 9 20 19 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 34.6 62.5 53.0 43.7 32.8 56.3 46.3
Old : 43.9 34.6 62.5 53.0 43.7 32.8 56.3 46.3
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 20, 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 : 62,405: 22,556 7,232 17,294 16,408 25,365 56,258 49,891: 6,147 12,514
Old : 62,405: 22,556 7,232 17,294 16,408 25,365 56,258 49,891: 6,147 12,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 2,100: 945 188 405 242 1,260 1,592 1,853: 508 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 11.6 27.7 26.3 40.6 90.2 79.9: 9.8 20.1
Old : 100.0: 36.1 11.6 27.7 26.3 40.6 90.2 79.9: 9.8 20.1
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 : 93: 28 23 32 33 34 77 73:
Old : 93: 28 23 32 33 34 77 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 28.2 47.7 41.0 31.7 24.2 40.5 31.8
Old : 34.3 28.2 47.7 41.0 31.7 24.2 40.5 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 20, 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 : 7,122: 528 870 1,957 4,049 3,545 6,534 6,372: 588 750
Old : 7,122: 528 870 1,957 4,049 3,545 6,534 6,372: 588 750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 175: 37 139 -49 191 45 179 135: -4 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 12.2 27.5 56.9 49.8 91.7 89.5: 8.3 10.5
Old : 100.0: 7.4 12.2 27.5 56.9 49.8 91.7 89.5: 8.3 10.5
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 : 45: 7 11 14 23 21 39 37:
Old : 45: 7 11 14 23 21 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 41.2 53.3 57.5 24.4 26.5 39.9 36.5
Old : 35.3 41.2 53.3 57.5 24.4 26.5 39.9 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 6,268: 1,169 405 1,631 3,123 2,343 5,924 4,379: 345 1,889
Old : 6,268: 1,169 405 1,631 3,123 2,343 5,924 4,379: 345 1,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 6.5 26.0 49.8 37.4 94.5 69.9: 5.5 30.1
Old : 100.0: 18.7 6.5 26.0 49.8 37.4 94.5 69.9: 5.5 30.1
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 : 20: 8 1 8 8 7 16 16:
Old : 20: 8 1 8 8 7 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 48.1 84.5 63.0 53.8 40.9 64.4 42.7
Old : 61.9 48.1 84.5 63.0 53.8 40.9 64.4 42.7
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 20, 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 : 239,123: 80,395 25,561 65,821 73,280 107,405 219,497 198,787: 19,627 40,336
Old : 236,250: 80,045 25,643 64,775 72,582 105,910 217,402 196,328: 18,848 39,923
Other: 2,873: 904 472 492 698 1,495 2,094 2,460: 779 413
: : :
: : Changes in Commitments from: December 13, 2016 :
: -42,271: 1,103 -8,173 -41,035 -4,659 7,722 -44,591 -41,487: 2,320 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 10.7 27.5 30.6 44.9 91.8 83.1: 8.2 16.9
Old : 100.0: 33.9 10.9 27.4 30.7 44.8 92.0 83.1: 8.0 16.9
Other: 100.0: 31.5 16.4 17.1 24.3 52.0 72.9 85.6: 27.1 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 96 76 100 75 88 225 221:
Old : 285: 95 77 100 74 88 224 221:
Other: 46: 11 9 13 11 21 28 38:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 13.9 25.3 22.0 14.1 13.3 24.6 19.9
Old : 14.2 14.0 25.3 22.0 14.1 13.3 24.7 19.9
Other: 44.1 32.3 60.7 51.7 41.9 30.5 49.7 46.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 365,206: 128,394 20,584 94,693 113,311 190,133 336,398 305,410: 28,808 59,796
Old : 365,206: 128,394 20,584 94,693 113,311 190,133 336,398 305,410: 28,808 59,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 14,789: 6,670 -2,900 7,109 3,222 10,511 17,002 14,721: -2,213 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 5.6 25.9 31.0 52.1 92.1 83.6: 7.9 16.4
Old : 100.0: 35.2 5.6 25.9 31.0 52.1 92.1 83.6: 7.9 16.4
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 : 410: 140 80 142 132 157 341 321:
Old : 410: 140 80 142 132 157 341 321:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 17.1 20.1 24.2 11.5 16.3 18.7 21.5
Old : 12.2 17.1 20.1 24.2 11.5 16.3 18.7 21.5
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 20, 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 : 4,514: 1,429 1,408 529 1,369 1,433 3,327 3,370: 1,187 1,144
Old : 4,514: 1,429 1,408 529 1,369 1,433 3,327 3,370: 1,187 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 567: -33 415 129 454 -167 551 378: 17 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 31.2 11.7 30.3 31.7 73.7 74.7: 26.3 25.3
Old : 100.0: 31.7 31.2 11.7 30.3 31.7 73.7 74.7: 26.3 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 18 12 13 18 17 41 38:
Old : 54: 18 12 13 18 17 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 29.7 44.2 44.5 31.5 28.7 41.0 42.1
Old : 33.1 29.7 44.2 44.5 31.5 28.7 41.0 42.1
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 20, 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 : 53,696: 20,673 9,578 13,197 10,693 9,747 44,563 32,522: 9,133 21,174
Old : 53,696: 20,673 9,578 13,197 10,693 9,747 44,563 32,522: 9,133 21,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -444: 78 -481 -711 28 -124 -605 -1,315: 161 871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 17.8 24.6 19.9 18.2 83.0 60.6: 17.0 39.4
Old : 100.0: 38.5 17.8 24.6 19.9 18.2 83.0 60.6: 17.0 39.4
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 : 194: 50 52 65 53 62 146 148:
Old : 194: 50 52 65 53 62 146 148:
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 : 19.6 10.3 31.0 17.8 19.6 8.6 30.0 13.8
Old : 19.6 10.3 31.0 17.8 19.6 8.6 30.0 13.8
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 20, 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 : 5,193: 487 4,075 155 3,579 554 4,221 4,784: 972 409
Old : 5,193: 487 4,075 155 3,579 554 4,221 4,784: 972 409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 162: 36 104 3 141 71 179 178: -16 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 78.5 3.0 68.9 10.7 81.3 92.1: 18.7 7.9
Old : 100.0: 9.4 78.5 3.0 68.9 10.7 81.3 92.1: 18.7 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 5 5 12 4 19 12:
Old : 22: 5 5 5 12 4 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 81.6 63.7 89.7 48.8 81.4 62.7 86.2
Old : 48.8 81.6 63.7 89.7 48.8 81.4 62.7 86.2
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 20, 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 : 31,622: 1,662 16,174 5,468 23,637 8,747 30,767 30,389: 855 1,232
Old : 31,622: 1,662 16,174 5,468 23,637 8,747 30,767 30,389: 855 1,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 622: 39 258 261 261 117 561 636: 61 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 51.1 17.3 74.7 27.7 97.3 96.1: 2.7 3.9
Old : 100.0: 5.3 51.1 17.3 74.7 27.7 97.3 96.1: 2.7 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 : 68: 13 19 17 27 23 49 50:
Old : 68: 13 19 17 27 23 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 51.3 67.7 67.2 49.7 51.1 62.9 62.9
Old : 49.7 51.3 67.7 67.2 49.7 51.1 62.9 62.9
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 20, 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 : 27,000: 16,865 2,297 0 8,372 24,084 25,237 26,381: 1,763 619
Old : 27,000: 16,865 2,297 0 8,372 24,084 25,237 26,381: 1,763 619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -13,952: -4,097 2,163 -3,539 -6,336 -12,492 -13,972 -13,868: 20 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 8.5 0.0 31.0 89.2 93.5 97.7: 6.5 2.3
Old : 100.0: 62.5 8.5 0.0 31.0 89.2 93.5 97.7: 6.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 11 1 0 5 8 16 9:
Old : 25: 11 1 0 5 8 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.4 83.6 87.7 96.6 79.4 83.6 87.7 96.6
Old : 79.4 83.6 87.7 96.6 79.4 83.6 87.7 96.6
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 20, 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 : 123,125: 22,594 34,065 9,411 63,206 49,465 95,212 92,940: 27,913 30,185
Old : 123,125: 22,594 34,065 9,411 63,206 49,465 95,212 92,940: 27,913 30,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -7,390: -899 -11,255 1,842 -2,744 3,650 -1,801 -5,762: -5,589 -1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 27.7 7.6 51.3 40.2 77.3 75.5: 22.7 24.5
Old : 100.0: 18.4 27.7 7.6 51.3 40.2 77.3 75.5: 22.7 24.5
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 : 93: 23 29 13 27 35 59 68:
Old : 93: 23 29 13 27 35 59 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 : 28.0 18.7 38.8 30.2 25.8 18.1 35.2 28.3
Old : 28.0 18.7 38.8 30.2 25.8 18.1 35.2 28.3
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 20, 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 : 58,961: 32,938 26,366 1,508 19,066 7,125 53,513 34,999: 5,448 23,962
Old : 58,961: 32,938 26,366 1,508 19,066 7,125 53,513 34,999: 5,448 23,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -8,607: 27,803 -4,551 -4,881 -30,435 1,376 -7,513 -8,056: -1,094 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 44.7 2.6 32.3 12.1 90.8 59.4: 9.2 40.6
Old : 100.0: 55.9 44.7 2.6 32.3 12.1 90.8 59.4: 9.2 40.6
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 : 48: 13 19 6 10 9 25 32:
Old : 48: 13 19 6 10 9 25 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 24.6 67.8 35.7 52.8 24.6 66.6 35.7
Old : 52.8 24.6 67.8 35.7 52.8 24.6 66.6 35.7
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 20, 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 : 140,361: 20,806 87,236 1,771 112,149 44,143 134,726 133,150: 5,635 7,212
Old : 140,361: 20,806 87,236 1,771 112,149 44,143 134,726 133,150: 5,635 7,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -16,477: 1,800 10,721 -9,958 -7,431 -17,354 -15,588 -16,590: -889 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 62.2 1.3 79.9 31.4 96.0 94.9: 4.0 5.1
Old : 100.0: 14.8 62.2 1.3 79.9 31.4 96.0 94.9: 4.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 34 54 10 19 21 59 79:
Old : 120: 34 54 10 19 21 59 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 36.2 80.4 53.6 67.3 36.2 80.2 53.6
Old : 67.3 36.2 80.4 53.6 67.3 36.2 80.2 53.6
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 20, 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 : 230,544: 43,494 99,440 19,273 146,238 73,274 209,005 191,987: 21,539 38,557
Old : 230,544: 43,494 99,440 19,273 146,238 73,274 209,005 191,987: 21,539 38,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -30,832: 2,391 -12,779 -5,195 -24,804 -13,693 -27,608 -31,666: -3,224 833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 43.1 8.4 63.4 31.8 90.7 83.3: 9.3 16.7
Old : 100.0: 18.9 43.1 8.4 63.4 31.8 90.7 83.3: 9.3 16.7
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 : 120: 28 51 19 23 36 60 97:
Old : 120: 28 51 19 23 36 60 97:
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 : 57.9 28.3 63.9 38.8 55.8 27.4 61.1 37.4
Old : 57.9 28.3 63.9 38.8 55.8 27.4 61.1 37.4
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 20, 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 : 276,480: 62,674 136,758 28,678 165,222 66,941 256,574 232,377: 19,906 44,103
Old : 276,480: 62,674 136,758 28,678 165,222 66,941 256,574 232,377: 19,906 44,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -54,353: 543 12,045 -1,393 -52,141 -63,657 -52,991 -53,004: -1,362 -1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 49.5 10.4 59.8 24.2 92.8 84.0: 7.2 16.0
Old : 100.0: 22.7 49.5 10.4 59.8 24.2 92.8 84.0: 7.2 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 27 65 22 30 41 71 114:
Old : 140: 27 65 22 30 41 71 114:
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 : 38.6 28.8 53.5 41.2 38.1 28.8 50.8 36.7
Old : 38.6 28.8 53.5 41.2 38.1 28.8 50.8 36.7
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 20, 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 : 483,844: 119,763 191,505 46,839 260,129 177,432 426,731 415,777: 57,113 68,067
Old : 483,844: 119,763 191,505 46,839 260,129 177,432 426,731 415,777: 57,113 68,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -32,984: -4,439 -19,082 7,691 -35,338 -18,926 -32,086 -30,318: -898 -2,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 39.6 9.7 53.8 36.7 88.2 85.9: 11.8 14.1
Old : 100.0: 24.8 39.6 9.7 53.8 36.7 88.2 85.9: 11.8 14.1
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 : 244: 70 93 50 58 64 151 185:
Old : 244: 70 93 50 58 64 151 185:
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 : 31.6 20.6 42.1 32.8 31.4 20.6 40.6 30.3
Old : 31.6 20.6 42.1 32.8 31.4 20.6 40.6 30.3
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 20, 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 : 27,059: 18,059 5,152 907 6,515 20,417 25,481 26,476: 1,578 583
Old : 27,059: 18,059 5,152 907 6,515 20,417 25,481 26,476: 1,578 583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 6,994: 6,600 711 311 -37 5,964 6,874 6,986: 120 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 19.0 3.4 24.1 75.5 94.2 97.8: 5.8 2.2
Old : 100.0: 66.7 19.0 3.4 24.1 75.5 94.2 97.8: 5.8 2.2
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 : 29: 12 9 3 3 5 18 15:
Old : 29: 12 9 3 3 5 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.4 82.2 87.6 91.7 78.4 80.5 86.3 88.8
Old : 78.4 82.2 87.6 91.7 78.4 80.5 86.3 88.8
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 20, 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 : 41,806: 28,313 35,266 249 9,684 3,149 38,246 38,664: 3,560 3,142
Old : 41,806: 28,313 35,266 249 9,684 3,149 38,246 38,664: 3,560 3,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -12,420: -1,089 2,162 -1,785 -8,380 -12,793 -11,254 -12,416: -1,166 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 84.4 0.6 23.2 7.5 91.5 92.5: 8.5 7.5
Old : 100.0: 67.7 84.4 0.6 23.2 7.5 91.5 92.5: 8.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 30 24 4 12 6 44 32:
Old : 70: 30 24 4 12 6 44 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 70.2 52.5 79.0 33.3 70.2 50.6 77.5
Old : 34.0 70.2 52.5 79.0 33.3 70.2 50.6 77.5
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 20, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 7,738: 4,003 3,673 0 2,800 3,459 6,803 7,132: 935 606
Old : 7,738: 4,003 3,673 0 2,800 3,459 6,803 7,132: 935 606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -532: 2,279 404 -2,637 -194 1,870 -552 -363: 20 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 47.5 0.0 36.2 44.7 87.9 92.2: 12.1 7.8
Old : 100.0: 51.7 47.5 0.0 36.2 44.7 87.9 92.2: 12.1 7.8
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 : 20: 8 5 0 5 3 13 8:
Old : 20: 8 5 0 5 3 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 79.7 81.3 92.2 67.7 79.7 81.3 92.2
Old : 67.7 79.7 81.3 92.2 67.7 79.7 81.3 92.2
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 20, 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 :21,224,055: 553,935 2,262,924 10,207,347 9,882,305 7,541,959 20,643,587 20,012,230: 580,469 1,211,826
Old :21,224,055: 553,935 2,262,924 10,207,347 9,882,305 7,541,959 20,643,587 20,012,230: 580,469 1,211,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
:-4,149,834: -4,690 -275,692 -2,159,202 -1,961,534 -1,679,473 -4,125,426 -4,114,368: -24,408 -35,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 10.7 48.1 46.6 35.5 97.3 94.3: 2.7 5.7
Old : 100.0: 2.6 10.7 48.1 46.6 35.5 97.3 94.3: 2.7 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 40 100 111 115 130 231 271:
Old : 281: 40 100 111 115 130 231 271:
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 : 26.8 18.8 42.5 31.9 17.9 8.4 21.8 10.9
Old : 26.8 18.8 42.5 31.9 17.9 8.4 21.8 10.9
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 20, 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 : 890,552: 86,195 102,212 173,614 540,648 521,040 800,457 796,866: 90,095 93,686
Old : 890,552: 86,195 102,212 173,614 540,648 521,040 800,457 796,866: 90,095 93,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -292,764: -8,234 -18,900 -93,395 -143,700 -130,269 -245,330 -242,564: -47,434 -50,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.5 19.5 60.7 58.5 89.9 89.5: 10.1 10.5
Old : 100.0: 9.7 11.5 19.5 60.7 58.5 89.9 89.5: 10.1 10.5
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 : 642: 154 165 172 237 233 480 482:
Old : 642: 154 165 172 237 233 480 482:
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 : 14.7 18.0 25.0 29.8 10.0 13.4 16.6 18.3
Old : 14.7 18.0 25.0 29.8 10.0 13.4 16.6 18.3
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 20, 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 : 211,980: 12,737 22,871 75,697 86,959 86,829 175,393 185,397: 36,587 26,583
Old : 211,980: 12,737 22,871 75,697 86,959 86,829 175,393 185,397: 36,587 26,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -95,247: -14,883 -6,263 -24,497 -49,232 -36,960 -88,612 -67,720: -6,635 -27,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 10.8 35.7 41.0 41.0 82.7 87.5: 17.3 12.5
Old : 100.0: 6.0 10.8 35.7 41.0 41.0 82.7 87.5: 17.3 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 15 14 22 30 28 59 50:
Old : 64: 15 14 22 30 28 59 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 : 39.3 43.6 52.1 57.9 9.6 17.3 13.7 23.3
Old : 39.3 43.6 52.1 57.9 9.6 17.3 13.7 23.3
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 20, 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 : 3,392,861: 398,083 427,499 458,789 2,268,447 2,171,058 3,125,318 3,057,345: 267,542 335,516
Old : 3,392,861: 398,083 427,499 458,789 2,268,447 2,171,058 3,125,318 3,057,345: 267,542 335,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -987,587: -44,834 -141,261 -266,414 -472,341 -466,546 -783,589 -874,221: -203,998 -113,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 12.6 13.5 66.9 64.0 92.1 90.1: 7.9 9.9
Old : 100.0: 11.7 12.6 13.5 66.9 64.0 92.1 90.1: 7.9 9.9
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 : 624: 148 157 162 232 229 461 468:
Old : 624: 148 157 162 232 229 461 468:
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 : 13.6 20.1 23.8 29.1 11.7 16.7 19.5 22.4
Old : 13.6 20.1 23.8 29.1 11.7 16.7 19.5 22.4
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 20, 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 : 97,328: 28,233 3,188 116 56,086 90,070 84,435 93,374: 12,893 3,954
Old : 97,328: 28,233 3,188 116 56,086 90,070 84,435 93,374: 12,893 3,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -11,515: 2,047 -1,050 -28 -11,939 -10,291 -9,920 -11,369: -1,595 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 3.3 0.1 57.6 92.5 86.8 95.9: 13.2 4.1
Old : 100.0: 29.0 3.3 0.1 57.6 92.5 86.8 95.9: 13.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 18 5 1 46 32 64 38:
Old : 86: 18 5 1 46 32 64 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 46.3 51.6 68.9 39.1 46.3 51.6 68.6
Old : 39.1 46.3 51.6 68.9 39.1 46.3 51.6 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 46,511: 22,988 7,914 1,501 15,963 32,618 40,453 42,034: 6,058 4,477
Old : 46,511: 22,988 7,914 1,501 15,963 32,618 40,453 42,034: 6,058 4,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -16,875: 87 610 -1,642 -14,584 -15,796 -16,139 -16,828: -736 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 17.0 3.2 34.3 70.1 87.0 90.4: 13.0 9.6
Old : 100.0: 49.4 17.0 3.2 34.3 70.1 87.0 90.4: 13.0 9.6
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 : 218: 67 53 20 59 62 134 127:
Old : 218: 67 53 20 59 62 134 127:
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 : 25.0 35.6 35.9 48.7 24.9 35.6 35.8 48.6
Old : 25.0 35.6 35.9 48.7 24.9 35.6 35.8 48.6
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 20, 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 : 232,556: 114,942 39,570 7,507 79,816 163,092 202,265 210,169: 30,291 22,387
Old : 232,556: 114,942 39,570 7,507 79,816 163,092 202,265 210,169: 30,291 22,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -84,374: 437 3,050 -8,209 -72,921 -78,980 -80,693 -84,139: -3,680 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 17.0 3.2 34.3 70.1 87.0 90.4: 13.0 9.6
Old : 100.0: 49.4 17.0 3.2 34.3 70.1 87.0 90.4: 13.0 9.6
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 : 218: 67 53 20 59 62 134 127:
Old : 218: 67 53 20 59 62 134 127:
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 : 25.0 35.6 35.9 48.7 24.9 35.6 35.8 48.6
Old : 25.0 35.6 35.9 48.7 24.9 35.6 35.8 48.6
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 20, 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 : 98,351: 36,796 34,419 11,079 28,243 24,326 76,118 69,824: 22,233 28,527
Old : 98,351: 36,796 34,419 11,079 28,243 24,326 76,118 69,824: 22,233 28,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -5,020: -2,624 7,194 1,121 -790 -19,098 -2,293 -10,783: -2,727 5,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 35.0 11.3 28.7 24.7 77.4 71.0: 22.6 29.0
Old : 100.0: 37.4 35.0 11.3 28.7 24.7 77.4 71.0: 22.6 29.0
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 : 78: 28 31 14 17 15 55 50:
Old : 78: 28 31 14 17 15 55 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 : 23.2 18.9 37.0 31.6 22.4 16.6 32.9 27.2
Old : 23.2 18.9 37.0 31.6 22.4 16.6 32.9 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 28,999: 6,421 5,777 0 15,076 16,360 21,497 22,137: 7,502 6,862
Old : 28,999: 6,421 5,777 0 15,076 16,360 21,497 22,137: 7,502 6,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -1,334: -1,162 -591 0 -283 -1,234 -1,445 -1,825: 111 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 19.9 0.0 52.0 56.4 74.1 76.3: 25.9 23.7
Old : 100.0: 22.1 19.9 0.0 52.0 56.4 74.1 76.3: 25.9 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 : 39: 13 5 0 15 8 28 13:
Old : 39: 13 5 0 15 8 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 : 41.3 63.5 52.4 72.3 41.3 63.5 52.2 72.3
Old : 41.3 63.5 52.4 72.3 41.3 63.5 52.2 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 54,965: 9,878 20,525 1,457 34,131 18,371 45,466 40,353: 9,499 14,612
Old : 54,965: 9,878 20,525 1,457 34,131 18,371 45,466 40,353: 9,499 14,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 1,472: 203 1,868 -29 -326 4,002 -152 5,841: 1,624 -4,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 37.3 2.7 62.1 33.4 82.7 73.4: 17.3 26.6
Old : 100.0: 18.0 37.3 2.7 62.1 33.4 82.7 73.4: 17.3 26.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 21 18 4 32 24 55 44:
Old : 85: 21 18 4 32 24 55 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 : 32.8 24.9 41.3 37.8 31.9 22.3 39.1 33.3
Old : 32.8 24.9 41.3 37.8 31.9 22.3 39.1 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,483: 7,853 4,853 0 5,953 9,436 13,806 14,289: 677 194
Old : 14,483: 7,853 4,853 0 5,953 9,436 13,806 14,289: 677 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 33.5 0.0 41.1 65.2 95.3 98.7: 4.7 1.3
Old : 100.0: 54.2 33.5 0.0 41.1 65.2 95.3 98.7: 4.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 5 0 9 2 15 7:
Old : 21: 6 5 0 9 2 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 95.4 88.0 98.7 77.6 95.4 88.0 98.5
Old : 77.6 95.4 88.0 98.7 77.6 95.4 88.0 98.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2016