BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 31, 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 : 5,426: 1,509 1,934 176 2,787 2,573 4,472 4,683: 954 743
Old : 5,426: 1,509 1,934 176 2,787 2,573 4,472 4,683: 954 743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 289: 85 38 5 125 210 215 253: 74 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 35.6 3.2 51.4 47.4 82.4 86.3: 17.6 13.7
Old : 100.0: 27.8 35.6 3.2 51.4 47.4 82.4 86.3: 17.6 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 9 7 15 18 26 27:
Old : 35: 4 9 7 15 18 26 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 : 53.0 36.5 67.0 56.4 53.0 35.2 65.2 52.9
Old : 53.0 36.5 67.0 56.4 53.0 35.2 65.2 52.9
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 31, 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 : 32,960: 19,992 6,695 1,136 8,688 17,792 29,816 25,623: 3,144 7,337
Old : 32,960: 19,992 6,695 1,136 8,688 17,792 29,816 25,623: 3,144 7,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 1,619: 1,026 183 -86 478 1,268 1,418 1,365: 201 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 20.3 3.4 26.4 54.0 90.5 77.7: 9.5 22.3
Old : 100.0: 60.7 20.3 3.4 26.4 54.0 90.5 77.7: 9.5 22.3
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 : 76: 24 20 22 16 25 51 56:
Old : 76: 24 20 22 16 25 51 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 35.2 72.1 49.8 61.4 35.2 71.1 49.5
Old : 61.6 35.2 72.1 49.8 61.4 35.2 71.1 49.5
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 31, 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 : 7,547: 731 850 1,659 4,683 4,344 7,073 6,853: 474 694
Old : 7,547: 731 850 1,659 4,683 4,344 7,073 6,853: 474 694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 381: -3 17 109 313 269 419 395: -38 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.3 22.0 62.1 57.6 93.7 90.8: 6.3 9.2
Old : 100.0: 9.7 11.3 22.0 62.1 57.6 93.7 90.8: 6.3 9.2
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 : 39: 5 11 9 18 16 30 29:
Old : 39: 5 11 9 18 16 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 42.8 63.9 63.4 37.7 33.1 51.7 45.5
Old : 45.7 42.8 63.9 63.4 37.7 33.1 51.7 45.5
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 31, 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 : 220,649: 83,476 41,573 29,540 84,477 115,674 197,493 186,787: 23,156 33,862
Old : 212,358: 78,930 42,728 27,276 83,779 109,663 189,985 179,667: 22,373 32,691
Other: 8,291: 6,724 1,023 86 698 6,011 7,508 7,120: 783 1,171
: : :
: : Changes in Commitments from: January 24, 2017 :
: 5,487: 5,009 -1,940 -2,294 592 11,884 3,307 7,650: 2,180 -2,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 18.8 13.4 38.3 52.4 89.5 84.7: 10.5 15.3
Old : 100.0: 37.2 20.1 12.8 39.5 51.6 89.5 84.6: 10.5 15.4
Other: 100.0: 81.1 12.3 1.0 8.4 72.5 90.6 85.9: 9.4 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 104 67 102 65 86 222 222:
Old : 293: 104 68 101 62 86 218 222:
Other: 59: 10 16 6 12 25 27 44:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 21.4 28.8 30.8 16.2 21.1 27.0 30.4
Old : 16.4 21.7 27.9 29.7 15.4 21.5 25.9 29.2
Other: 77.9 57.9 86.0 66.8 77.9 57.9 86.0 66.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 31, 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 : 350,015: 143,147 46,854 55,165 120,867 191,851 319,179 293,870: 30,836 56,145
Old : 350,015: 143,147 46,854 55,165 120,867 191,851 319,179 293,870: 30,836 56,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 636: -1,246 -1,515 -589 1,366 2,439 -469 335: 1,105 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 13.4 15.8 34.5 54.8 91.2 84.0: 8.8 16.0
Old : 100.0: 40.9 13.4 15.8 34.5 54.8 91.2 84.0: 8.8 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 : 429: 139 79 125 112 158 313 326:
Old : 429: 139 79 125 112 158 313 326:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 19.8 22.4 27.7 12.8 19.4 21.9 25.2
Old : 12.8 19.8 22.4 27.7 12.8 19.4 21.9 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 31, 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 : 3,897: 1,221 1,232 234 1,354 1,406 2,809 2,872: 1,088 1,025
Old : 3,897: 1,221 1,232 234 1,354 1,406 2,809 2,872: 1,088 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -20: -6 -66 -44 -88 -52 -138 -162: 118 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 31.6 6.0 34.7 36.1 72.1 73.7: 27.9 26.3
Old : 100.0: 31.3 31.6 6.0 34.7 36.1 72.1 73.7: 27.9 26.3
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: 12 12 6 14 15 31 30:
Old : 49: 12 12 6 14 15 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 28.5 49.1 47.5 38.7 27.8 48.6 46.2
Old : 38.7 28.5 49.1 47.5 38.7 27.8 48.6 46.2
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 31, 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 : 49,614: 22,364 11,936 7,437 12,544 13,812 42,345 33,185: 7,269 16,429
Old : 49,614: 22,364 11,936 7,437 12,544 13,812 42,345 33,185: 7,269 16,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -2,439: -1,595 -1,042 119 160 -13 -1,316 -936: -1,123 -1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 24.1 15.0 25.3 27.8 85.3 66.9: 14.7 33.1
Old : 100.0: 45.1 24.1 15.0 25.3 27.8 85.3 66.9: 14.7 33.1
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 : 192: 48 50 48 37 63 121 140:
Old : 192: 48 50 48 37 63 121 140:
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 : 24.5 13.4 37.0 22.2 22.6 11.9 32.0 19.1
Old : 24.5 13.4 37.0 22.2 22.6 11.9 32.0 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, January 31, 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 : 5,475: 223 4,502 74 3,927 528 4,224 5,104: 1,251 371
Old : 5,475: 223 4,502 74 3,927 528 4,224 5,104: 1,251 371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 82.2 1.4 71.7 9.6 77.2 93.2: 22.8 6.8
Old : 100.0: 4.1 82.2 1.4 71.7 9.6 77.2 93.2: 22.8 6.8
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: 3 6 3 10 5 15 12:
Old : 20: 3 6 3 10 5 15 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 : 57.0 83.1 72.6 91.3 57.0 82.6 71.9 89.7
Old : 57.0 83.1 72.6 91.3 57.0 82.6 71.9 89.7
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 31, 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 : 24,242: 6,211 16,631 104 17,207 6,759 23,522 23,494: 720 748
Old : 24,242: 6,211 16,631 104 17,207 6,759 23,522 23,494: 720 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 2,235: 755 1,714 52 1,411 448 2,218 2,214: 17 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 68.6 0.4 71.0 27.9 97.0 96.9: 3.0 3.1
Old : 100.0: 25.6 68.6 0.4 71.0 27.9 97.0 96.9: 3.0 3.1
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 : 53: 16 6 4 21 18 37 28:
Old : 53: 16 6 4 21 18 37 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 : 46.4 69.4 66.3 83.7 46.4 69.4 65.2 83.4
Old : 46.4 69.4 66.3 83.7 46.4 69.4 65.2 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, January 31, 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 : 30,480: 19,617 2,382 0 8,922 27,197 28,539 29,579: 1,941 901
Old : 30,480: 19,617 2,382 0 8,922 27,197 28,539 29,579: 1,941 901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 75: -127 103 0 100 37 -27 140: 102 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 7.8 0.0 29.3 89.2 93.6 97.0: 6.4 3.0
Old : 100.0: 64.4 7.8 0.0 29.3 89.2 93.6 97.0: 6.4 3.0
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 : 28: 11 3 0 5 9 16 12:
Old : 28: 11 3 0 5 9 16 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 : 80.1 75.9 87.4 92.6 80.1 75.9 87.4 92.6
Old : 80.1 75.9 87.4 92.6 80.1 75.9 87.4 92.6
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 - Futures Only, January 31, 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 : 114,274: 44,939 41,467 1,598 36,065 46,014 82,602 89,079: 31,672 25,195
Old : 114,274: 44,939 41,467 1,598 36,065 46,014 82,602 89,079: 31,672 25,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 14,700: 8,764 7,811 -28 1,410 8,317 10,146 16,100: 4,554 -1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 36.3 1.4 31.6 40.3 72.3 78.0: 27.7 22.0
Old : 100.0: 39.3 36.3 1.4 31.6 40.3 72.3 78.0: 27.7 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 29 21 8 20 26 51 53:
Old : 88: 29 21 8 20 26 51 53:
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 39.6 37.6 51.3 24.6 39.6 36.7 51.3
Old : 25.0 39.6 37.6 51.3 24.6 39.6 36.7 51.3
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 - Futures Only, January 31, 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 : 49,558: 6,812 23,952 630 32,754 9,049 40,196 33,631: 9,362 15,927
Old : 49,558: 6,812 23,952 630 32,754 9,049 40,196 33,631: 9,362 15,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 4,065: 614 4,110 240 196 2,411 1,050 6,761: 3,015 -2,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 48.3 1.3 66.1 18.3 81.1 67.9: 18.9 32.1
Old : 100.0: 13.7 48.3 1.3 66.1 18.3 81.1 67.9: 18.9 32.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 17 7 12 9 25 30:
Old : 44: 10 17 7 12 9 25 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 : 55.6 29.6 68.5 45.3 55.6 29.6 68.4 45.2
Old : 55.6 29.6 68.5 45.3 55.6 29.6 68.4 45.2
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 31, 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 : 184,327: 26,000 89,208 10,072 142,169 78,258 178,241 177,538: 6,086 6,789
Old : 184,327: 26,000 89,208 10,072 142,169 78,258 178,241 177,538: 6,086 6,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -7,143: -6,133 -7,579 -754 -183 1,760 -7,070 -6,573: -73 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 48.4 5.5 77.1 42.5 96.7 96.3: 3.3 3.7
Old : 100.0: 14.1 48.4 5.5 77.1 42.5 96.7 96.3: 3.3 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 : 145: 43 64 13 20 24 73 93:
Old : 145: 43 64 13 20 24 73 93:
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 : 57.7 30.0 74.7 47.5 55.1 28.5 67.3 43.6
Old : 57.7 30.0 74.7 47.5 55.1 28.5 67.3 43.6
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 - Futures Only, January 31, 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 : 211,910: 42,232 104,004 6,716 138,852 69,077 187,800 179,797: 24,110 32,113
Old : 211,910: 42,232 104,004 6,716 138,852 69,077 187,800 179,797: 24,110 32,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -11,771: -9,289 -10,689 1,165 -3,733 -483 -11,857 -10,007: 86 -1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 49.1 3.2 65.5 32.6 88.6 84.8: 11.4 15.2
Old : 100.0: 19.9 49.1 3.2 65.5 32.6 88.6 84.8: 11.4 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 23 54 18 25 40 62 98:
Old : 126: 23 54 18 25 40 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 : 63.5 33.7 69.2 43.8 63.5 32.8 69.0 42.6
Old : 63.5 33.7 69.2 43.8 63.5 32.8 69.0 42.6
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 31, 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 : 204,494: 32,216 90,547 2,339 152,598 71,166 187,153 164,052: 17,341 40,442
Old : 204,494: 32,216 90,547 2,339 152,598 71,166 187,153 164,052: 17,341 40,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 7,729: 5,089 -3,420 -41 42 14,463 5,090 11,002: 2,639 -3,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 44.3 1.1 74.6 34.8 91.5 80.2: 8.5 19.8
Old : 100.0: 15.8 44.3 1.1 74.6 34.8 91.5 80.2: 8.5 19.8
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 : 122: 25 48 10 28 35 58 88:
Old : 122: 25 48 10 28 35 58 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 : 53.6 32.0 65.6 45.8 50.1 31.4 61.8 43.5
Old : 53.6 32.0 65.6 45.8 50.1 31.4 61.8 43.5
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 31, 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 : 405,541: 125,689 171,402 9,083 218,274 164,996 353,046 345,481: 52,495 60,060
Old : 405,541: 125,689 171,402 9,083 218,274 164,996 353,046 345,481: 52,495 60,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -8,906: -6,215 -12,850 1,837 -5,743 1,246 -10,121 -9,767: 1,215 861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 42.3 2.2 53.8 40.7 87.1 85.2: 12.9 14.8
Old : 100.0: 31.0 42.3 2.2 53.8 40.7 87.1 85.2: 12.9 14.8
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 : 234: 65 85 34 55 61 133 168:
Old : 234: 65 85 34 55 61 133 168:
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 : 39.2 30.9 51.4 42.4 38.8 30.8 50.7 42.4
Old : 39.2 30.9 51.4 42.4 38.8 30.8 50.7 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, January 31, 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 : 26,738: 11,841 1,720 306 5,950 20,840 18,097 22,866: 8,641 3,872
Old : 26,738: 11,841 1,720 306 5,950 20,840 18,097 22,866: 8,641 3,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 6.4 1.1 22.3 77.9 67.7 85.5: 32.3 14.5
Old : 100.0: 44.3 6.4 1.1 22.3 77.9 67.7 85.5: 32.3 14.5
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 : 20: 7 3 3 6 8 14 13:
Old : 20: 7 3 3 6 8 14 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 : 47.3 76.6 57.5 84.5 46.3 76.6 56.2 82.9
Old : 47.3 76.6 57.5 84.5 46.3 76.6 56.2 82.9
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 31, 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 : 45,732: 29,204 4,241 0 14,485 40,755 43,689 44,996: 2,043 736
Old : 45,732: 29,204 4,241 0 14,485 40,755 43,689 44,996: 2,043 736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 7,878: 137 133 -562 7,972 8,147 7,547 7,718: 331 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 9.3 0.0 31.7 89.1 95.5 98.4: 4.5 1.6
Old : 100.0: 63.9 9.3 0.0 31.7 89.1 95.5 98.4: 4.5 1.6
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 : 29: 11 9 0 3 7 14 16:
Old : 29: 11 9 0 3 7 14 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 : 85.8 87.3 92.9 94.9 70.5 69.1 75.3 76.7
Old : 85.8 87.3 92.9 94.9 70.5 69.1 75.3 76.7
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 31, 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 : 51,587: 32,712 33,734 7 13,518 14,149 46,237 47,890: 5,350 3,697
Old : 51,587: 32,712 33,734 7 13,518 14,149 46,237 47,890: 5,350 3,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 6,647: 6,861 -2,000 -31 -1,088 8,340 5,742 6,309: 905 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 65.4 0.0 26.2 27.4 89.6 92.8: 10.4 7.2
Old : 100.0: 63.4 65.4 0.0 26.2 27.4 89.6 92.8: 10.4 7.2
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 : 73: 35 19 2 13 10 49 30:
Old : 73: 35 19 2 13 10 49 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 : 38.1 50.5 56.0 69.9 38.1 50.5 55.2 69.9
Old : 38.1 50.5 56.0 69.9 38.1 50.5 55.2 69.9
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 31, 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 : 19,956: 7,461 1,543 2,658 8,538 15,141 18,657 19,342: 1,299 614
Old : 19,956: 7,461 1,543 2,658 8,538 15,141 18,657 19,342: 1,299 614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 3,439: 1,169 -1,964 1,000 1,159 4,308 3,328 3,344: 111 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 7.7 13.3 42.8 75.9 93.5 96.9: 6.5 3.1
Old : 100.0: 37.4 7.7 13.3 42.8 75.9 93.5 96.9: 6.5 3.1
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 : 26: 13 4 2 7 6 21 11:
Old : 26: 13 4 2 7 6 21 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 : 59.0 84.4 80.3 95.8 43.3 69.6 56.6 71.1
Old : 59.0 84.4 80.3 95.8 43.3 69.6 56.6 71.1
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 31, 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 :11,976,194: 379,592 2,669,797 2,378,933 8,630,482 5,697,121 11,389,007 10,745,851: 587,187 1,230,343
Old :11,976,194: 379,592 2,669,797 2,378,933 8,630,482 5,697,121 11,389,007 10,745,851: 587,187 1,230,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 335,354: 71,088 73,372 -29,437 152,524 138,584 194,175 182,519: 141,179 152,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 22.3 19.9 72.1 47.6 95.1 89.7: 4.9 10.3
Old : 100.0: 3.2 22.3 19.9 72.1 47.6 95.1 89.7: 4.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 27 102 103 113 129 220 269:
Old : 278: 27 102 103 113 129 220 269:
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 : 41.6 17.4 54.6 25.9 38.1 13.9 44.2 19.1
Old : 41.6 17.4 54.6 25.9 38.1 13.9 44.2 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, January 31, 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 : 636,204: 100,350 85,183 16,771 441,492 459,114 558,613 561,068: 77,591 75,136
Old : 636,204: 100,350 85,183 16,771 441,492 459,114 558,613 561,068: 77,591 75,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -3,019: 1,054 2,164 -168 4,322 -573 5,209 1,423: -8,228 -4,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 13.4 2.6 69.4 72.2 87.8 88.2: 12.2 11.8
Old : 100.0: 15.8 13.4 2.6 69.4 72.2 87.8 88.2: 12.2 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 594: 133 134 74 227 227 393 402:
Old : 594: 133 134 74 227 227 393 402:
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 18.2 24.6 25.7 12.4 15.3 20.8 22.7
Old : 14.7 18.2 24.6 25.7 12.4 15.3 20.8 22.7
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 31, 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 : 68,307: 4,647 3,647 200 34,480 46,365 39,327 50,212: 28,980 18,095
Old : 68,307: 4,647 3,647 200 34,480 46,365 39,327 50,212: 28,980 18,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 2,971: -217 479 -700 3,908 7,872 2,991 7,651: -20 -4,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 5.3 0.3 50.5 67.9 57.6 73.5: 42.4 26.5
Old : 100.0: 6.8 5.3 0.3 50.5 67.9 57.6 73.5: 42.4 26.5
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 : 54: 9 6 1 24 24 34 30:
Old : 54: 9 6 1 24 24 34 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 : 26.1 41.0 36.9 56.3 25.7 40.2 36.4 55.1
Old : 26.1 41.0 36.9 56.3 25.7 40.2 36.4 55.1
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 31, 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 : 2,839,486: 486,150 415,317 75,218 2,035,062 2,063,746 2,596,430 2,554,281: 243,056 285,205
Old : 2,839,486: 486,150 415,317 75,218 2,035,062 2,063,746 2,596,430 2,554,281: 243,056 285,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -29,950: 5,568 7,638 3,449 2,071 -42,227 11,088 -31,140: -41,038 1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.6 2.6 71.7 72.7 91.4 90.0: 8.6 10.0
Old : 100.0: 17.1 14.6 2.6 71.7 72.7 91.4 90.0: 8.6 10.0
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 : 586: 129 135 71 220 219 381 393:
Old : 586: 129 135 71 220 219 381 393:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 19.5 26.7 26.4 13.2 16.4 22.4 22.9
Old : 15.8 19.5 26.7 26.4 13.2 16.4 22.4 22.9
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 31, 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 : 94,043: 24,808 2,247 1,417 56,482 86,559 82,707 90,223: 11,336 3,820
Old : 94,043: 24,808 2,247 1,417 56,482 86,559 82,707 90,223: 11,336 3,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -3,523: -4,047 359 1,306 -43 -4,922 -2,784 -3,257: -739 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 2.4 1.5 60.1 92.0 87.9 95.9: 12.1 4.1
Old : 100.0: 26.4 2.4 1.5 60.1 92.0 87.9 95.9: 12.1 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 : 89: 18 4 4 47 36 66 43:
Old : 89: 18 4 4 47 36 66 43:
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 : 39.0 45.1 51.7 66.3 39.0 45.0 50.3 66.0
Old : 39.0 45.1 51.7 66.3 39.0 45.0 50.3 66.0
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 31, 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 : 47,517: 26,101 6,161 424 15,148 35,706 41,673 42,291: 5,844 5,226
Old : 47,517: 26,101 6,161 424 15,148 35,706 41,673 42,291: 5,844 5,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 2,822: 2,654 251 -280 380 3,617 2,755 3,588: 68 -766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 13.0 0.9 31.9 75.1 87.7 89.0: 12.3 11.0
Old : 100.0: 54.9 13.0 0.9 31.9 75.1 87.7 89.0: 12.3 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 71 55 16 68 72 146 136:
Old : 246: 71 55 16 68 72 146 136:
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 : 26.3 33.4 37.4 48.6 26.0 33.3 37.1 48.5
Old : 26.3 33.4 37.4 48.6 26.0 33.3 37.1 48.5
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 31, 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 : 237,584: 130,504 30,807 2,119 75,742 178,528 208,365 211,454: 29,219 26,130
Old : 237,584: 130,504 30,807 2,119 75,742 178,528 208,365 211,454: 29,219 26,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 14,112: 13,271 1,256 -1,398 1,901 18,083 13,774 17,941: 338 -3,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 13.0 0.9 31.9 75.1 87.7 89.0: 12.3 11.0
Old : 100.0: 54.9 13.0 0.9 31.9 75.1 87.7 89.0: 12.3 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 71 55 16 68 72 146 136:
Old : 246: 71 55 16 68 72 146 136:
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 : 26.3 33.4 37.4 48.6 26.0 33.3 37.1 48.5
Old : 26.3 33.4 37.4 48.6 26.0 33.3 37.1 48.5
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 31, 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 : 101,420: 59,187 47,131 2,068 14,533 30,063 75,788 79,262: 25,632 22,158
Old : 101,420: 59,187 47,131 2,068 14,533 30,063 75,788 79,262: 25,632 22,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 7,041: 4,635 2,873 633 -813 5,524 4,455 9,030: 2,586 -1,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 46.5 2.0 14.3 29.6 74.7 78.2: 25.3 21.8
Old : 100.0: 58.4 46.5 2.0 14.3 29.6 74.7 78.2: 25.3 21.8
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 : 87: 34 24 8 15 21 54 48:
Old : 87: 34 24 8 15 21 54 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 35.3 41.0 50.5 28.9 35.2 40.8 48.7
Old : 28.9 35.3 41.0 50.5 28.9 35.2 40.8 48.7
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 31, 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 : 28,665: 7,966 5,051 500 12,158 18,094 20,624 23,645: 8,041 5,020
Old : 28,665: 7,966 5,051 500 12,158 18,094 20,624 23,645: 8,041 5,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 573: 154 78 500 404 933 1,058 1,511: -485 -938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 17.6 1.7 42.4 63.1 71.9 82.5: 28.1 17.5
Old : 100.0: 27.8 17.6 1.7 42.4 63.1 71.9 82.5: 28.1 17.5
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 : 42: 14 8 1 14 8 28 17:
Old : 42: 14 8 1 14 8 28 17:
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 67.3 49.1 75.3 38.6 67.3 48.7 75.0
Old : 38.6 67.3 49.1 75.3 38.6 67.3 48.7 75.0
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 31, 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 : 63,203: 14,551 17,955 1,673 37,772 20,592 53,996 40,220: 9,207 22,983
Old : 63,203: 14,551 17,955 1,673 37,772 20,592 53,996 40,220: 9,207 22,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 3,819: 758 3,037 -271 2,202 -30 2,689 2,736: 1,130 1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 28.4 2.6 59.8 32.6 85.4 63.6: 14.6 36.4
Old : 100.0: 23.0 28.4 2.6 59.8 32.6 85.4 63.6: 14.6 36.4
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 : 89: 22 15 4 38 26 62 43:
Old : 89: 22 15 4 38 26 62 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 22.0 43.2 35.2 29.5 19.9 43.1 32.1
Old : 29.6 22.0 43.2 35.2 29.5 19.9 43.1 32.1
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 31, 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 : 15,158: 8,597 5,942 59 5,873 8,892 14,529 14,893: 629 265
Old : 15,158: 8,597 5,942 59 5,873 8,892 14,529 14,893: 629 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -76: 115 -111 -55 -130 0 -70 -166: -6 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 39.2 0.4 38.7 58.7 95.9 98.3: 4.1 1.7
Old : 100.0: 56.7 39.2 0.4 38.7 58.7 95.9 98.3: 4.1 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 4 1 9 2 15 7:
Old : 20: 6 4 1 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 : 77.9 96.4 88.9 98.3 77.5 96.4 87.7 97.1
Old : 77.9 96.4 88.9 98.3 77.5 96.4 87.7 97.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2017