BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 5,501: 1,223 2,009 188 3,286 2,675 4,697 4,872: 804 629
Old : 5,501: 1,223 2,009 188 3,286 2,675 4,697 4,872: 804 629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 146: 133 29 16 13 79 162 124: -16 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 36.5 3.4 59.7 48.6 85.4 88.6: 14.6 11.4
Old : 100.0: 22.2 36.5 3.4 59.7 48.6 85.4 88.6: 14.6 11.4
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 : 38: 5 9 8 18 19 29 30:
Old : 38: 5 9 8 18 19 29 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 : 52.8 39.6 68.7 60.3 52.8 37.1 66.6 57.1
Old : 52.8 39.6 68.7 60.3 52.8 37.1 66.6 57.1
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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 34,944: 21,666 8,048 1,005 9,001 18,685 31,672 27,738: 3,272 7,206
Old : 34,944: 21,666 8,048 1,005 9,001 18,685 31,672 27,738: 3,272 7,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -16: -222 -131 161 24 43 -37 73: 21 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 23.0 2.9 25.8 53.5 90.6 79.4: 9.4 20.6
Old : 100.0: 62.0 23.0 2.9 25.8 53.5 90.6 79.4: 9.4 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 30 20 19 19 28 57 60:
Old : 88: 30 20 19 19 28 57 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 32.0 70.2 46.9 59.2 31.9 69.0 46.7
Old : 59.3 32.0 70.2 46.9 59.2 31.9 69.0 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,415: 529 868 1,498 3,941 3,397 5,968 5,763: 447 652
Old : 6,415: 529 868 1,498 3,941 3,397 5,968 5,763: 447 652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 24: 9 12 3 25 57 37 72: -13 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 13.5 23.4 61.4 53.0 93.0 89.8: 7.0 10.2
Old : 100.0: 8.2 13.5 23.4 61.4 53.0 93.0 89.8: 7.0 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 : 44: 5 11 11 18 19 32 33:
Old : 44: 5 11 11 18 19 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 46.0 62.7 63.3 31.4 29.3 47.7 42.2
Old : 42.9 46.0 62.7 63.3 31.4 29.3 47.7 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 196,202: 78,443 46,918 26,632 73,644 87,375 178,719 160,925: 17,483 35,277
Old : 192,491: 76,869 46,697 25,897 72,950 85,306 175,716 157,900: 16,775 34,591
Other: 3,711: 2,190 837 119 694 2,069 3,003 3,025: 708 686
: : :
: : Changes in Commitments from: December 27, 2016 :
: 1,408: -1,300 1,269 725 2,083 -1,168 1,508 826: -100 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 23.9 13.6 37.5 44.5 91.1 82.0: 8.9 18.0
Old : 100.0: 39.9 24.3 13.5 37.9 44.3 91.3 82.0: 8.7 18.0
Other: 100.0: 59.0 22.6 3.2 18.7 55.8 80.9 81.5: 19.1 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 91 76 89 56 83 194 215:
Old : 280: 90 77 89 53 83 191 215:
Other: 45: 5 15 4 9 18 17 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 12.7 29.9 22.2 17.9 12.6 29.6 21.5
Old : 17.5 12.7 29.5 21.7 17.3 12.5 29.2 21.0
Other: 67.9 46.7 77.3 60.9 66.8 46.7 76.0 60.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 306,995: 131,698 43,111 45,683 103,432 169,060 280,813 257,854: 26,182 49,141
Old : 306,995: 131,698 43,111 45,683 103,432 169,060 280,813 257,854: 26,182 49,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -659: 1,316 -282 2,102 -4,809 -2,285 -1,391 -465: 732 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 14.0 14.9 33.7 55.1 91.5 84.0: 8.5 16.0
Old : 100.0: 42.9 14.0 14.9 33.7 55.1 91.5 84.0: 8.5 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 : 399: 123 83 124 101 145 283 313:
Old : 399: 123 83 124 101 145 283 313:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 20.4 23.4 28.9 13.7 19.8 22.4 25.8
Old : 14.0 20.4 23.4 28.9 13.7 19.8 22.4 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,954: 1,106 1,758 154 1,430 1,095 2,690 3,007: 1,264 947
Old : 3,954: 1,106 1,758 154 1,430 1,095 2,690 3,007: 1,264 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -422: -234 76 -158 -81 -168 -473 -250: 51 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 44.5 3.9 36.2 27.7 68.0 76.0: 32.0 24.0
Old : 100.0: 28.0 44.5 3.9 36.2 27.7 68.0 76.0: 32.0 24.0
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 : 42: 10 13 6 12 13 27 28:
Old : 42: 10 13 6 12 13 27 28:
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 : 35.8 35.2 47.1 51.2 33.5 34.0 43.8 50.1
Old : 35.8 35.2 47.1 51.2 33.5 34.0 43.8 50.1
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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 45,994: 21,511 13,975 5,986 10,882 9,334 38,379 29,295: 7,615 16,699
Old : 45,994: 21,511 13,975 5,986 10,882 9,334 38,379 29,295: 7,615 16,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 1,243: 718 113 644 343 663 1,705 1,420: -462 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 30.4 13.0 23.7 20.3 83.4 63.7: 16.6 36.3
Old : 100.0: 46.8 30.4 13.0 23.7 20.3 83.4 63.7: 16.6 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 : 189: 51 52 48 39 55 120 140:
Old : 189: 51 52 48 39 55 120 140:
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 : 22.9 11.4 36.7 19.1 22.7 10.5 35.9 17.9
Old : 22.9 11.4 36.7 19.1 22.7 10.5 35.9 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 24,231: 5,202 16,003 163 18,099 7,362 23,464 23,528: 767 703
Old : 24,231: 5,202 16,003 163 18,099 7,362 23,464 23,528: 767 703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 284: 62 14 -4 197 271 255 281: 29 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 66.0 0.7 74.7 30.4 96.8 97.1: 3.2 2.9
Old : 100.0: 21.5 66.0 0.7 74.7 30.4 96.8 97.1: 3.2 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 : 58: 17 7 8 21 20 39 34:
Old : 58: 17 7 8 21 20 39 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 68.3 68.6 84.1 49.0 68.3 67.7 83.8
Old : 49.5 68.3 68.6 84.1 49.0 68.3 67.7 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 27,451: 16,903 2,175 0 8,522 24,616 25,425 26,791: 2,026 660
Old : 27,451: 16,903 2,175 0 8,522 24,616 25,425 26,791: 2,026 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 543: 474 125 0 150 403 624 528: -81 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 7.9 0.0 31.0 89.7 92.6 97.6: 7.4 2.4
Old : 100.0: 61.6 7.9 0.0 31.0 89.7 92.6 97.6: 7.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 11 3 0 5 8 16 11:
Old : 27: 11 3 0 5 8 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 81.5 85.9 94.8 77.6 81.5 85.9 94.8
Old : 77.6 81.5 85.9 94.8 77.6 81.5 85.9 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 98,751: 39,546 43,417 1,501 33,109 18,938 74,156 63,856: 24,595 34,895
Old : 98,751: 39,546 43,417 1,501 33,109 18,938 74,156 63,856: 24,595 34,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 5,539: 2,949 5,222 182 3,070 -2,432 6,201 2,972: -662 2,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 44.0 1.5 33.5 19.2 75.1 64.7: 24.9 35.3
Old : 100.0: 40.0 44.0 1.5 33.5 19.2 75.1 64.7: 24.9 35.3
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 : 85: 23 30 7 18 21 44 55:
Old : 85: 23 30 7 18 21 44 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 16.8 48.2 29.0 36.3 16.8 47.8 29.0
Old : 36.8 16.8 48.2 29.0 36.3 16.8 47.8 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 53,455: 11,813 25,252 299 34,662 5,127 46,774 30,678: 6,681 22,777
Old : 53,455: 11,813 25,252 299 34,662 5,127 46,774 30,678: 6,681 22,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -1,150: -2,490 858 29 274 4 -2,187 891: 1,037 -2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 47.2 0.6 64.8 9.6 87.5 57.4: 12.5 42.6
Old : 100.0: 22.1 47.2 0.6 64.8 9.6 87.5 57.4: 12.5 42.6
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 : 44: 8 18 5 11 9 21 30:
Old : 44: 8 18 5 11 9 21 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 : 57.2 27.0 71.9 38.9 57.2 27.0 71.7 38.9
Old : 57.2 27.0 71.9 38.9 57.2 27.0 71.7 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 151,563: 22,279 87,915 1,961 121,190 53,279 145,430 143,155: 6,133 8,408
Old : 151,563: 22,279 87,915 1,961 121,190 53,279 145,430 143,155: 6,133 8,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 8,371: 868 4,847 582 6,457 1,469 7,907 6,898: 464 1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 58.0 1.3 80.0 35.2 96.0 94.5: 4.0 5.5
Old : 100.0: 14.7 58.0 1.3 80.0 35.2 96.0 94.5: 4.0 5.5
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 : 135: 35 67 12 19 19 64 88:
Old : 135: 35 67 12 19 19 64 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 30.3 79.6 47.3 66.5 30.2 79.6 47.1
Old : 66.5 30.3 79.6 47.3 66.5 30.2 79.6 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 225,396: 55,482 120,224 3,417 143,594 65,682 202,493 189,323: 22,903 36,073
Old : 225,396: 55,482 120,224 3,417 143,594 65,682 202,493 189,323: 22,903 36,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 12,904: 5,420 13,063 -484 4,671 2,241 9,607 14,820: 3,297 -1,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 53.3 1.5 63.7 29.1 89.8 84.0: 10.2 16.0
Old : 100.0: 24.6 53.3 1.5 63.7 29.1 89.8 84.0: 10.2 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 : 124: 22 56 13 19 41 48 103:
Old : 124: 22 56 13 19 41 48 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 30.7 72.3 42.0 65.3 29.8 72.3 40.8
Old : 65.4 30.7 72.3 42.0 65.3 29.8 72.3 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 220,120: 37,962 124,726 1,917 162,764 48,801 202,643 175,444: 17,477 44,676
Old : 220,120: 37,962 124,726 1,917 162,764 48,801 202,643 175,444: 17,477 44,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 777: -2,603 -2,848 652 2,231 2,097 280 -99: 497 876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 56.7 0.9 73.9 22.2 92.1 79.7: 7.9 20.3
Old : 100.0: 17.2 56.7 0.9 73.9 22.2 92.1 79.7: 7.9 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 : 137: 26 57 10 31 36 62 98:
Old : 137: 26 57 10 31 36 62 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 36.8 65.0 46.6 47.2 36.8 65.0 45.2
Old : 47.2 36.8 65.0 46.6 47.2 36.8 65.0 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 416,239: 129,701 199,757 9,554 221,781 148,076 361,036 357,387: 55,203 58,852
Old : 416,239: 129,701 199,757 9,554 221,781 148,076 361,036 357,387: 55,203 58,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 10,558: 6,420 7,068 -398 1,493 6,744 7,515 13,414: 3,043 -2,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 48.0 2.3 53.3 35.6 86.7 85.9: 13.3 14.1
Old : 100.0: 31.2 48.0 2.3 53.3 35.6 86.7 85.9: 13.3 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 : 241: 64 93 30 52 61 128 174:
Old : 241: 64 93 30 52 61 128 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 26.1 47.5 39.0 36.0 26.1 46.9 39.0
Old : 36.3 26.1 47.5 39.0 36.0 26.1 46.9 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 31,351: 22,662 2,432 559 6,417 27,740 29,638 30,731: 1,713 620
Old : 31,351: 22,662 2,432 559 6,417 27,740 29,638 30,731: 1,713 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -10,598: 643 -4,220 0 -11,267 -6,287 -10,624 -10,507: 26 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 7.8 1.8 20.5 88.5 94.5 98.0: 5.5 2.0
Old : 100.0: 72.3 7.8 1.8 20.5 88.5 94.5 98.0: 5.5 2.0
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 : 27: 11 8 1 3 6 15 14:
Old : 27: 11 8 1 3 6 15 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 : 81.2 87.7 89.8 94.9 81.2 86.8 89.1 92.8
Old : 81.2 87.7 89.8 94.9 81.2 86.8 89.1 92.8
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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 44,227: 25,522 36,935 38 15,554 3,414 41,114 40,387: 3,113 3,840
Old : 44,227: 25,522 36,935 38 15,554 3,414 41,114 40,387: 3,113 3,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 961: 74 486 -168 838 430 744 748: 217 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 83.5 0.1 35.2 7.7 93.0 91.3: 7.0 8.7
Old : 100.0: 57.7 83.5 0.1 35.2 7.7 93.0 91.3: 7.0 8.7
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 : 71: 28 26 1 14 5 43 31:
Old : 71: 28 26 1 14 5 43 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 67.5 51.9 76.4 30.6 66.7 51.3 73.7
Old : 30.6 67.5 51.9 76.4 30.6 66.7 51.3 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 8,757: 4,450 3,713 105 3,176 4,442 7,731 8,260: 1,026 497
Old : 8,757: 4,450 3,713 105 3,176 4,442 7,731 8,260: 1,026 497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 857: 345 0 105 301 829 751 934: 106 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 42.4 1.2 36.3 50.7 88.3 94.3: 11.7 5.7
Old : 100.0: 50.8 42.4 1.2 36.3 50.7 88.3 94.3: 11.7 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 : 24: 11 5 1 6 3 17 9:
Old : 24: 11 5 1 6 3 17 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 : 55.1 82.2 74.1 93.2 55.1 82.2 72.9 93.1
Old : 55.1 82.2 74.1 93.2 55.1 82.2 72.9 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,315,977: 582,991 2,699,095 2,097,725 8,119,458 5,361,029 10,800,174 10,157,849: 515,803 1,158,128
Old :11,315,977: 582,991 2,699,095 2,097,725 8,119,458 5,361,029 10,800,174 10,157,849: 515,803 1,158,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 183,230: 3,751 213,678 15,385 184,325 -56,233 203,461 172,830: -20,231 10,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 23.9 18.5 71.8 47.4 95.4 89.8: 4.6 10.2
Old : 100.0: 5.2 23.9 18.5 71.8 47.4 95.4 89.8: 4.6 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 : 258: 29 94 94 107 122 208 247:
Old : 258: 29 94 94 107 122 208 247:
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 : 40.2 17.6 51.9 27.2 34.6 14.4 40.8 19.3
Old : 40.2 17.6 51.9 27.2 34.6 14.4 40.8 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 628,650: 98,348 77,437 16,526 430,070 453,909 544,944 547,872: 83,706 80,778
Old : 628,650: 98,348 77,437 16,526 430,070 453,909 544,944 547,872: 83,706 80,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 19,229: 8,359 -5,898 3,177 2,371 19,160 13,907 16,438: 5,323 2,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 12.3 2.6 68.4 72.2 86.7 87.2: 13.3 12.8
Old : 100.0: 15.6 12.3 2.6 68.4 72.2 86.7 87.2: 13.3 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 578: 124 128 70 224 224 382 388:
Old : 578: 124 128 70 224 224 382 388:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 22.3 25.0 28.8 13.2 19.5 20.9 25.9
Old : 15.7 22.3 25.0 28.8 13.2 19.5 20.9 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 66,233: 5,644 1,016 43 25,848 45,116 31,535 46,175: 34,698 20,058
Old : 66,233: 5,644 1,016 43 25,848 45,116 31,535 46,175: 34,698 20,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 7,648: 11 95 -273 4,309 6,589 4,047 6,411: 3,601 1,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 1.5 0.1 39.0 68.1 47.6 69.7: 52.4 30.3
Old : 100.0: 8.5 1.5 0.1 39.0 68.1 47.6 69.7: 52.4 30.3
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 : 49: 9 5 3 22 21 33 27:
Old : 49: 9 5 3 22 21 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 41.7 27.2 60.6 16.2 41.3 26.5 59.9
Old : 16.7 41.7 27.2 60.6 16.2 41.3 26.5 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,812,086: 473,023 391,607 72,912 2,021,109 2,043,965 2,567,044 2,508,484: 245,042 303,602
Old : 2,812,086: 473,023 391,607 72,912 2,021,109 2,043,965 2,567,044 2,508,484: 245,042 303,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 57,907: 47,722 -23,986 11,268 -9,692 62,854 49,298 50,136: 8,609 7,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 13.9 2.6 71.9 72.7 91.3 89.2: 8.7 10.8
Old : 100.0: 16.8 13.9 2.6 71.9 72.7 91.3 89.2: 8.7 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 570: 120 129 66 216 218 369 380:
Old : 570: 120 129 66 216 218 369 380:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 23.7 27.0 31.0 14.0 20.6 22.5 27.5
Old : 16.6 23.7 27.0 31.0 14.0 20.6 22.5 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 95,877: 27,820 1,963 170 55,910 90,205 83,900 92,338: 11,977 3,539
Old : 95,877: 27,820 1,963 170 55,910 90,205 83,900 92,338: 11,977 3,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -138: -321 -575 54 -109 361 -376 -160: 238 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 2.0 0.2 58.3 94.1 87.5 96.3: 12.5 3.7
Old : 100.0: 29.0 2.0 0.2 58.3 94.1 87.5 96.3: 12.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 17 2 2 47 33 64 37:
Old : 83: 17 2 2 47 33 64 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 : 38.4 47.0 50.5 70.2 38.4 46.9 50.5 69.9
Old : 38.4 47.0 50.5 70.2 38.4 46.9 50.5 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 45,925: 23,770 9,034 925 15,466 31,839 40,161 41,798: 5,764 4,127
Old : 45,925: 23,770 9,034 925 15,466 31,839 40,161 41,798: 5,764 4,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 1,044: 603 2,571 275 274 -1,972 1,152 875: -107 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 19.7 2.0 33.7 69.3 87.4 91.0: 12.6 9.0
Old : 100.0: 51.8 19.7 2.0 33.7 69.3 87.4 91.0: 12.6 9.0
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 : 228: 78 46 17 58 66 142 123:
Old : 228: 78 46 17 58 66 142 123:
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 : 27.0 34.6 35.9 48.6 26.8 34.6 35.6 48.6
Old : 27.0 34.6 35.9 48.6 26.8 34.6 35.6 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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 229,623: 118,850 45,171 4,625 77,330 159,193 200,805 208,989: 28,818 20,634
Old : 229,623: 118,850 45,171 4,625 77,330 159,193 200,805 208,989: 28,818 20,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 5,222: 3,014 12,855 1,377 1,368 -9,859 5,759 4,373: -537 849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 19.7 2.0 33.7 69.3 87.4 91.0: 12.6 9.0
Old : 100.0: 51.8 19.7 2.0 33.7 69.3 87.4 91.0: 12.6 9.0
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 : 228: 78 46 17 58 66 142 123:
Old : 228: 78 46 17 58 66 142 123:
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 : 27.0 34.6 35.9 48.6 26.8 34.6 35.6 48.6
Old : 27.0 34.6 35.9 48.6 26.8 34.6 35.6 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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 104,009: 47,948 51,204 1,675 35,945 21,753 85,568 74,632: 18,441 29,377
Old : 104,009: 47,948 51,204 1,675 35,945 21,753 85,568 74,632: 18,441 29,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 9,558: 3,872 5,618 4 7,397 2,443 11,273 8,065: -1,715 1,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 49.2 1.6 34.6 20.9 82.3 71.8: 17.7 28.2
Old : 100.0: 46.1 49.2 1.6 34.6 20.9 82.3 71.8: 17.7 28.2
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 : 82: 25 32 6 13 17 42 51:
Old : 82: 25 32 6 13 17 42 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 20.1 56.5 35.2 44.5 20.1 56.1 34.3
Old : 44.5 20.1 56.5 35.2 44.5 20.1 56.1 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 28,256: 7,028 5,299 96 13,770 15,878 20,894 21,273: 7,362 6,983
Old : 28,256: 7,028 5,299 96 13,770 15,878 20,894 21,273: 7,362 6,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -247: 1,052 -612 96 -1,331 -417 -183 -933: -64 686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 18.8 0.3 48.7 56.2 73.9 75.3: 26.1 24.7
Old : 100.0: 24.9 18.8 0.3 48.7 56.2 73.9 75.3: 26.1 24.7
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 : 38: 13 6 1 14 6 28 12:
Old : 38: 13 6 1 14 6 28 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 : 41.4 62.1 52.6 71.0 41.4 62.1 52.4 70.7
Old : 41.4 62.1 52.6 71.0 41.4 62.1 52.4 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 59,207: 12,926 22,366 1,584 36,719 19,881 51,229 43,831: 7,978 15,376
Old : 59,207: 12,926 22,366 1,584 36,719 19,881 51,229 43,831: 7,978 15,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 3,523: 1,288 1,847 424 2,511 1,886 4,223 4,157: -700 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 37.8 2.7 62.0 33.6 86.5 74.0: 13.5 26.0
Old : 100.0: 21.8 37.8 2.7 62.0 33.6 86.5 74.0: 13.5 26.0
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 : 98: 24 20 7 38 27 67 49:
Old : 98: 24 20 7 38 27 67 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 : 32.1 24.1 41.1 36.1 32.1 23.0 39.8 33.2
Old : 32.1 24.1 41.1 36.1 32.1 23.0 39.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,984: 8,138 5,424 0 6,072 9,408 14,210 14,832: 774 152
Old : 14,984: 8,138 5,424 0 6,072 9,408 14,210 14,832: 774 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 669: 459 693 0 142 -28 601 665: 68 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 36.2 0.0 40.5 62.8 94.8 99.0: 5.2 1.0
Old : 100.0: 54.3 36.2 0.0 40.5 62.8 94.8 99.0: 5.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 5 0 9 1 15 6:
Old : 21: 6 5 0 9 1 15 6:
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 : 75.2 95.7 87.5 99.0 75.2 95.7 87.5 99.0
Old : 75.2 95.7 87.5 99.0 75.2 95.7 87.5 99.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2017