MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, February 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 24,356: 2,420 5,504 680 20,376 17,732 23,476 23,916: 880 440
Old : 24,356: 2,420 5,504 680 20,376 17,732 23,476 23,916: 880 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 404: -120 -672 320 444 996 644 644: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 22.6 2.8 83.7 72.8 96.4 98.2: 3.6 1.8
Old : 100.0: 9.9 22.6 2.8 83.7 72.8 96.4 98.2: 3.6 1.8
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 : 23: 5 5 3 7 8 14 16:
Old : 23: 5 5 3 7 8 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 : 83.3 58.9 92.6 87.7 79.8 51.4 81.8 78.7
Old : 83.3 58.9 92.6 87.7 79.8 51.4 81.8 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, February 21, 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 : 5,308: 1,417 1,528 297 2,794 2,619 4,508 4,444: 800 864
Old : 5,308: 1,417 1,528 297 2,794 2,619 4,508 4,444: 800 864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 194: 33 -182 115 112 184 260 117: -66 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 28.8 5.6 52.6 49.3 84.9 83.7: 15.1 16.3
Old : 100.0: 26.7 28.8 5.6 52.6 49.3 84.9 83.7: 15.1 16.3
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 : 36: 5 9 9 17 18 29 29:
Old : 36: 5 9 9 17 18 29 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 : 53.0 35.6 67.0 53.8 52.8 33.0 63.7 50.2
Old : 53.0 35.6 67.0 53.8 52.8 33.0 63.7 50.2
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, February 21, 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 : 32,429: 20,833 5,850 1,406 7,436 17,694 29,675 24,950: 2,754 7,479
Old : 32,429: 20,833 5,850 1,406 7,436 17,694 29,675 24,950: 2,754 7,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 1,504: 1,586 -434 284 -231 1,015 1,639 865: -135 639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 18.0 4.3 22.9 54.6 91.5 76.9: 8.5 23.1
Old : 100.0: 64.2 18.0 4.3 22.9 54.6 91.5 76.9: 8.5 23.1
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 : 76: 22 22 22 14 25 47 58:
Old : 76: 22 22 22 14 25 47 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 35.3 77.0 48.7 66.1 35.3 76.2 48.7
Old : 66.3 35.3 77.0 48.7 66.1 35.3 76.2 48.7
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, February 21, 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 : 7,490: 1,165 876 1,165 4,650 4,909 6,980 6,950: 510 540
Old : 7,490: 1,165 876 1,165 4,650 4,909 6,980 6,950: 510 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 139: 232 189 -214 91 135 109 110: 30 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 11.7 15.6 62.1 65.5 93.2 92.8: 6.8 7.2
Old : 100.0: 15.6 11.7 15.6 62.1 65.5 93.2 92.8: 6.8 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 : 41: 10 6 11 20 17 34 30:
Old : 41: 10 6 11 20 17 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 : 36.9 40.8 55.2 63.6 35.3 35.7 49.1 51.5
Old : 36.9 40.8 55.2 63.6 35.3 35.7 49.1 51.5
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, February 21, 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 : 229,629: 82,996 41,711 36,974 85,620 115,959 205,590 194,644: 24,039 34,985
Old : 217,496: 78,419 44,093 32,024 84,559 108,044 195,002 184,161: 22,494 33,335
Other: 12,133: 9,490 2,531 37 1,061 7,915 10,588 10,483: 1,545 1,650
: : :
: : Changes in Commitments from: February 14, 2017 :
: -7,837: -6,963 -6,560 250 381 -2,127 -6,332 -8,437: -1,505 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 18.2 16.1 37.3 50.5 89.5 84.8: 10.5 15.2
Old : 100.0: 36.1 20.3 14.7 38.9 49.7 89.7 84.7: 10.3 15.3
Other: 100.0: 78.2 20.9 0.3 8.7 65.2 87.3 86.4: 12.7 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 99 70 99 65 81 222 213:
Old : 291: 96 79 96 60 81 214 213:
Other: 78: 23 16 2 13 33 37 51:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 21.1 28.4 30.3 15.7 20.9 26.0 30.1
Old : 16.7 21.1 27.9 29.2 15.1 20.9 25.4 29.0
Other: 66.6 45.4 74.2 58.2 66.5 45.4 73.5 58.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 21, 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 : 326,967: 128,504 40,135 48,956 121,894 186,335 299,354 275,426: 27,613 51,541
Old : 326,967: 128,504 40,135 48,956 121,894 186,335 299,354 275,426: 27,613 51,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -547: -1,417 1,232 852 424 -3,550 -141 -1,466: -406 919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 12.3 15.0 37.3 57.0 91.6 84.2: 8.4 15.8
Old : 100.0: 39.3 12.3 15.0 37.3 57.0 91.6 84.2: 8.4 15.8
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 : 412: 133 85 117 99 145 294 306:
Old : 412: 133 85 117 99 145 294 306:
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 : 14.2 20.5 24.5 28.5 13.8 20.2 24.1 26.6
Old : 14.2 20.5 24.5 28.5 13.8 20.2 24.1 26.6
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, February 21, 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 : 5,256: 2,701 1,469 375 509 2,365 3,585 4,209: 1,671 1,047
Old : 5,256: 2,701 1,469 375 509 2,365 3,585 4,209: 1,671 1,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 191: 439 97 86 -257 77 268 260: -77 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 27.9 7.1 9.7 45.0 68.2 80.1: 31.8 19.9
Old : 100.0: 51.4 27.9 7.1 9.7 45.0 68.2 80.1: 31.8 19.9
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 : 67: 24 13 7 16 24 46 41:
Old : 67: 24 13 7 16 24 46 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 27.5 34.2 42.5 23.0 27.5 33.7 42.3
Old : 23.0 27.5 34.2 42.5 23.0 27.5 33.7 42.3
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, February 21, 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 : 50,956: 19,844 12,468 9,891 14,033 12,536 43,768 34,895: 7,188 16,061
Old : 50,956: 19,844 12,468 9,891 14,033 12,536 43,768 34,895: 7,188 16,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -256: -205 -383 -667 477 811 -395 -239: 139 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 24.5 19.4 27.5 24.6 85.9 68.5: 14.1 31.5
Old : 100.0: 38.9 24.5 19.4 27.5 24.6 85.9 68.5: 14.1 31.5
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 : 206: 46 56 53 55 70 140 153:
Old : 206: 46 56 53 55 70 140 153:
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 : 24.1 10.6 36.7 18.5 22.3 9.2 31.7 15.4
Old : 24.1 10.6 36.7 18.5 22.3 9.2 31.7 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, February 21, 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 : 5,887: 216 4,811 157 4,309 451 4,682 5,419: 1,205 468
Old : 5,887: 216 4,811 157 4,309 451 4,682 5,419: 1,205 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 323: -64 279 3 328 15 267 297: 56 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 81.7 2.7 73.2 7.7 79.5 92.1: 20.5 7.9
Old : 100.0: 3.7 81.7 2.7 73.2 7.7 79.5 92.1: 20.5 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 6 3 10 4 15 11:
Old : 20: 3 6 3 10 4 15 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 : 58.3 81.6 73.9 91.3 58.3 81.6 73.1 88.2
Old : 58.3 81.6 73.9 91.3 58.3 81.6 73.1 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, February 21, 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 : 25,660: 6,630 18,464 179 18,196 6,219 25,005 24,862: 655 798
Old : 25,660: 6,630 18,464 179 18,196 6,219 25,005 24,862: 655 798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 1,515: 125 1,569 32 1,382 -105 1,539 1,496: -24 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 72.0 0.7 70.9 24.2 97.4 96.9: 2.6 3.1
Old : 100.0: 25.8 72.0 0.7 70.9 24.2 97.4 96.9: 2.6 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: 17 6 5 21 15 38 26:
Old : 53: 17 6 5 21 15 38 26:
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 : 47.0 70.9 66.6 85.1 47.0 70.9 65.5 84.9
Old : 47.0 70.9 66.6 85.1 47.0 70.9 65.5 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, February 21, 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 : 29,979: 19,175 1,515 0 8,925 27,514 28,100 29,029: 1,879 950
Old : 29,979: 19,175 1,515 0 8,925 27,514 28,100 29,029: 1,879 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -438: -464 78 0 1 -593 -463 -515: 25 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 5.1 0.0 29.8 91.8 93.7 96.8: 6.3 3.2
Old : 100.0: 64.0 5.1 0.0 29.8 91.8 93.7 96.8: 6.3 3.2
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 : 31: 12 5 0 7 9 19 14:
Old : 31: 12 5 0 7 9 19 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 : 80.7 77.5 87.3 92.4 80.7 77.5 87.3 92.4
Old : 80.7 77.5 87.3 92.4 80.7 77.5 87.3 92.4
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, February 21, 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 : 131,522: 58,780 34,196 1,478 38,291 70,811 98,549 106,485: 32,973 25,037
Old : 131,522: 58,780 34,196 1,478 38,291 70,811 98,549 106,485: 32,973 25,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 6,466: 5,628 384 -106 356 4,683 5,878 4,961: 588 1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 26.0 1.1 29.1 53.8 74.9 81.0: 25.1 19.0
Old : 100.0: 44.7 26.0 1.1 29.1 53.8 74.9 81.0: 25.1 19.0
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 : 87: 32 21 9 23 27 59 53:
Old : 87: 32 21 9 23 27 59 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 : 30.3 47.4 41.7 58.5 30.0 47.3 40.7 58.3
Old : 30.3 47.4 41.7 58.5 30.0 47.3 40.7 58.3
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, February 21, 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 : 48,398: 6,945 15,881 573 32,972 14,634 40,490 31,088: 7,908 17,310
Old : 48,398: 6,945 15,881 573 32,972 14,634 40,490 31,088: 7,908 17,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 916: 337 -2,211 99 112 1,346 548 -766: 368 1,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 32.8 1.2 68.1 30.2 83.7 64.2: 16.3 35.8
Old : 100.0: 14.3 32.8 1.2 68.1 30.2 83.7 64.2: 16.3 35.8
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 : 42: 9 16 9 12 9 26 29:
Old : 42: 9 16 9 12 9 26 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 : 57.3 32.6 71.6 45.6 57.3 32.6 71.5 45.6
Old : 57.3 32.6 71.6 45.6 57.3 32.6 71.5 45.6
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, February 21, 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 : 193,415: 35,125 91,606 13,033 138,447 83,138 186,605 187,777: 6,810 5,638
Old : 193,415: 35,125 91,606 13,033 138,447 83,138 186,605 187,777: 6,810 5,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 3,387: 4,854 1,122 3,061 -5,101 -74 2,814 4,109: 573 -722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 47.4 6.7 71.6 43.0 96.5 97.1: 3.5 2.9
Old : 100.0: 18.2 47.4 6.7 71.6 43.0 96.5 97.1: 3.5 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 : 146: 54 52 13 19 26 82 84:
Old : 146: 54 52 13 19 26 82 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 39.7 70.1 57.0 53.2 39.1 65.7 53.4
Old : 53.2 39.7 70.1 57.0 53.2 39.1 65.7 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, February 21, 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 : 213,713: 38,253 104,605 4,573 144,966 70,114 187,792 179,292: 25,921 34,421
Old : 213,713: 38,253 104,605 4,573 144,966 70,114 187,792 179,292: 25,921 34,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 1,669: -786 38 574 1,392 167 1,180 779: 489 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 48.9 2.1 67.8 32.8 87.9 83.9: 12.1 16.1
Old : 100.0: 17.9 48.9 2.1 67.8 32.8 87.9 83.9: 12.1 16.1
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 : 122: 23 50 21 25 44 63 101:
Old : 122: 23 50 21 25 44 63 101:
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 : 63.8 32.6 69.9 44.5 63.5 31.6 69.3 43.3
Old : 63.8 32.6 69.9 44.5 63.5 31.6 69.3 43.3
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, February 21, 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 : 205,223: 29,954 80,116 2,446 155,538 81,397 187,938 163,959: 17,285 41,264
Old : 205,223: 29,954 80,116 2,446 155,538 81,397 187,938 163,959: 17,285 41,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 946: 2,253 1,131 -649 -19 1,346 1,585 1,828: -639 -882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 39.0 1.2 75.8 39.7 91.6 79.9: 8.4 20.1
Old : 100.0: 14.6 39.0 1.2 75.8 39.7 91.6 79.9: 8.4 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 28 44 12 31 35 65 85:
Old : 123: 28 44 12 31 35 65 85:
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 : 52.4 35.9 64.0 48.4 49.6 34.7 60.9 46.4
Old : 52.4 35.9 64.0 48.4 49.6 34.7 60.9 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, February 21, 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 : 417,129: 130,981 189,232 10,493 220,218 155,969 361,692 355,694: 55,437 61,435
Old : 417,129: 130,981 189,232 10,493 220,218 155,969 361,692 355,694: 55,437 61,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 10,779: 5,648 17,135 8 3,448 -3,362 9,104 13,781: 1,675 -3,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 45.4 2.5 52.8 37.4 86.7 85.3: 13.3 14.7
Old : 100.0: 31.4 45.4 2.5 52.8 37.4 86.7 85.3: 13.3 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 74 88 38 59 61 147 174:
Old : 247: 74 88 38 59 61 147 174:
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 : 38.6 27.8 50.5 40.2 38.2 27.7 50.0 40.1
Old : 38.6 27.8 50.5 40.2 38.2 27.7 50.0 40.1
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, February 21, 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 : 29,147: 13,103 2,358 279 6,056 21,946 19,438 24,583: 9,709 4,564
Old : 29,147: 13,103 2,358 279 6,056 21,946 19,438 24,583: 9,709 4,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 105: 5 72 0 -30 211 -25 283: 130 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 8.1 1.0 20.8 75.3 66.7 84.3: 33.3 15.7
Old : 100.0: 45.0 8.1 1.0 20.8 75.3 66.7 84.3: 33.3 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 3 3 6 8 15 13:
Old : 21: 8 3 3 6 8 15 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 : 46.8 75.0 56.2 83.5 46.0 75.0 54.9 82.2
Old : 46.8 75.0 56.2 83.5 46.0 75.0 54.9 82.2
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, February 21, 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 : 37,953: 27,381 2,908 594 7,794 33,831 35,769 37,333: 2,184 620
Old : 37,953: 27,381 2,908 594 7,794 33,831 35,769 37,333: 2,184 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 819: -1,321 256 592 1,547 52 818 900: 1 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 7.7 1.6 20.5 89.1 94.2 98.4: 5.8 1.6
Old : 100.0: 72.1 7.7 1.6 20.5 89.1 94.2 98.4: 5.8 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 : 32: 13 11 2 4 6 18 18:
Old : 32: 13 11 2 4 6 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 89.1 86.5 94.5 76.9 86.8 84.6 91.6
Old : 77.1 89.1 86.5 94.5 76.9 86.8 84.6 91.6
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, February 21, 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 : 55,082: 35,252 32,094 227 14,632 19,503 50,111 51,824: 4,971 3,258
Old : 55,082: 35,252 32,094 227 14,632 19,503 50,111 51,824: 4,971 3,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -1,232: -1,313 -1,595 -49 165 -22 -1,197 -1,666: -35 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 58.3 0.4 26.6 35.4 91.0 94.1: 9.0 5.9
Old : 100.0: 64.0 58.3 0.4 26.6 35.4 91.0 94.1: 9.0 5.9
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 : 75: 34 20 4 14 10 50 32:
Old : 75: 34 20 4 14 10 50 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 62.7 57.5 79.7 40.7 62.7 56.9 77.8
Old : 40.7 62.7 57.5 79.7 40.7 62.7 56.9 77.8
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, February 21, 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 : 30,041: 7,415 1,262 6,785 14,302 21,455 28,502 29,502: 1,539 539
Old : 30,041: 7,415 1,262 6,785 14,302 21,455 28,502 29,502: 1,539 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -1,461: -335 -650 -932 -377 21 -1,644 -1,561: 183 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 4.2 22.6 47.6 71.4 94.9 98.2: 5.1 1.8
Old : 100.0: 24.7 4.2 22.6 47.6 71.4 94.9 98.2: 5.1 1.8
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 : 26: 13 3 1 7 7 20 11:
Old : 26: 13 3 1 7 7 20 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 90.7 86.2 97.5 26.4 46.0 35.3 47.3
Old : 74.2 90.7 86.2 97.5 26.4 46.0 35.3 47.3
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, February 21, 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 :12,440,977: 464,527 3,051,633 2,332,535 9,066,288 5,856,032 11,863,350 11,240,200: 577,627 1,200,777
Old :12,440,977: 464,527 3,051,633 2,332,535 9,066,288 5,856,032 11,863,350 11,240,200: 577,627 1,200,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 371,930: -5,467 144,076 105,360 263,949 87,431 363,842 336,867: 8,088 35,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 24.5 18.7 72.9 47.1 95.4 90.3: 4.6 9.7
Old : 100.0: 3.7 24.5 18.7 72.9 47.1 95.4 90.3: 4.6 9.7
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 : 295: 36 103 108 118 136 233 284:
Old : 295: 36 103 108 118 136 233 284:
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 : 40.7 16.4 53.9 24.2 36.9 12.3 43.7 17.1
Old : 40.7 16.4 53.9 24.2 36.9 12.3 43.7 17.1
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, February 21, 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 : 693,015: 102,160 93,720 35,416 476,981 482,236 614,557 611,372: 78,457 81,643
Old : 693,015: 102,160 93,720 35,416 476,981 482,236 614,557 611,372: 78,457 81,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 17,725: 2,000 6,404 11,038 7,350 4,237 20,388 21,679: -2,663 -3,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 13.5 5.1 68.8 69.6 88.7 88.2: 11.3 11.8
Old : 100.0: 14.7 13.5 5.1 68.8 69.6 88.7 88.2: 11.3 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 : 613: 124 152 76 234 235 397 425:
Old : 613: 124 152 76 234 235 397 425:
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 : 14.1 16.8 23.7 24.0 12.1 12.8 20.3 19.2
Old : 14.1 16.8 23.7 24.0 12.1 12.8 20.3 19.2
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, February 21, 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 : 81,724: 9,923 7,638 5,175 40,158 49,674 55,256 62,487: 26,468 19,237
Old : 81,724: 9,923 7,638 5,175 40,158 49,674 55,256 62,487: 26,468 19,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 10,081: 5,199 4,203 3,586 681 6,489 9,466 14,278: 615 -4,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 9.3 6.3 49.1 60.8 67.6 76.5: 32.4 23.5
Old : 100.0: 12.1 9.3 6.3 49.1 60.8 67.6 76.5: 32.4 23.5
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 : 57: 13 3 4 24 26 38 33:
Old : 57: 13 3 4 24 26 38 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 : 26.8 36.0 40.3 52.6 26.8 34.3 37.4 49.6
Old : 26.8 36.0 40.3 52.6 26.8 34.3 37.4 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, February 21, 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 : 3,056,454: 508,312 477,537 104,078 2,184,117 2,162,810 2,796,507 2,744,425: 259,947 312,029
Old : 3,056,454: 508,312 477,537 104,078 2,184,117 2,162,810 2,796,507 2,744,425: 259,947 312,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 38,219: 21,373 48,371 -108 33,346 -11,260 54,611 37,003: -16,392 1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 15.6 3.4 71.5 70.8 91.5 89.8: 8.5 10.2
Old : 100.0: 16.6 15.6 3.4 71.5 70.8 91.5 89.8: 8.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 601: 120 151 70 227 224 382 410:
Old : 601: 120 151 70 227 224 382 410:
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 18.0 25.7 25.6 13.1 13.6 21.6 20.2
Old : 15.7 18.0 25.7 25.6 13.1 13.6 21.6 20.2
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, February 21, 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 : 97,472: 23,041 4,193 1,404 61,143 88,457 85,588 94,054: 11,884 3,418
Old : 97,472: 23,041 4,193 1,404 61,143 88,457 85,588 94,054: 11,884 3,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 2,743: -772 1,341 178 4,383 1,257 3,789 2,776: -1,046 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 4.3 1.4 62.7 90.8 87.8 96.5: 12.2 3.5
Old : 100.0: 23.6 4.3 1.4 62.7 90.8 87.8 96.5: 12.2 3.5
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 : 92: 16 7 3 48 37 65 46:
Old : 92: 16 7 3 48 37 65 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 43.2 51.4 63.3 39.1 43.1 50.1 63.3
Old : 39.1 43.2 51.4 63.3 39.1 43.1 50.1 63.3
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, February 21, 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 : 46,915: 24,753 8,878 759 15,484 30,669 40,996 40,306: 5,920 6,610
Old : 46,915: 24,753 8,878 759 15,484 30,669 40,996 40,306: 5,920 6,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 1,145: 707 2,768 71 197 -1,886 974 952: 171 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 18.9 1.6 33.0 65.4 87.4 85.9: 12.6 14.1
Old : 100.0: 52.8 18.9 1.6 33.0 65.4 87.4 85.9: 12.6 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 : 247: 75 58 17 65 72 148 139:
Old : 247: 75 58 17 65 72 148 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 26.6 37.3 38.6 26.0 26.4 37.1 38.4
Old : 26.2 26.6 37.3 38.6 26.0 26.4 37.1 38.4
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, February 21, 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 : 234,577: 123,764 44,388 3,794 77,420 153,346 204,978 201,528: 29,599 33,049
Old : 234,577: 123,764 44,388 3,794 77,420 153,346 204,978 201,528: 29,599 33,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 5,725: 3,534 13,839 353 983 -9,432 4,870 4,760: 855 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 18.9 1.6 33.0 65.4 87.4 85.9: 12.6 14.1
Old : 100.0: 52.8 18.9 1.6 33.0 65.4 87.4 85.9: 12.6 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 : 247: 75 58 17 65 72 148 139:
Old : 247: 75 58 17 65 72 148 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 26.6 37.3 38.6 26.0 26.4 37.1 38.4
Old : 26.2 26.6 37.3 38.6 26.0 26.4 37.1 38.4
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, February 21, 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 : 137,436: 88,768 55,246 1,714 16,605 58,241 107,087 115,201: 30,349 22,235
Old : 137,436: 88,768 55,246 1,714 16,605 58,241 107,087 115,201: 30,349 22,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 9,567: 9,455 151 -20 69 9,198 9,504 9,329: 63 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 40.2 1.2 12.1 42.4 77.9 83.8: 22.1 16.2
Old : 100.0: 64.6 40.2 1.2 12.1 42.4 77.9 83.8: 22.1 16.2
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 : 95: 39 25 9 19 21 63 50:
Old : 95: 39 25 9 19 21 63 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 46.3 46.5 58.5 34.2 46.1 46.5 57.0
Old : 34.2 46.3 46.5 58.5 34.2 46.1 46.5 57.0
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, February 21, 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 : 31,672: 9,479 5,247 7 12,610 19,144 22,096 24,398: 9,576 7,274
Old : 31,672: 9,479 5,247 7 12,610 19,144 22,096 24,398: 9,576 7,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -670: -886 465 -116 10 270 -992 619: 322 -1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 16.6 0.0 39.8 60.4 69.8 77.0: 30.2 23.0
Old : 100.0: 29.9 16.6 0.0 39.8 60.4 69.8 77.0: 30.2 23.0
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 : 41: 13 7 1 15 9 29 16:
Old : 41: 13 7 1 15 9 29 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 : 36.8 63.3 48.7 70.9 36.8 63.3 48.7 70.9
Old : 36.8 63.3 48.7 70.9 36.8 63.3 48.7 70.9
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, February 21, 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 : 57,155: 13,143 18,322 2,322 32,062 19,315 47,527 39,959: 9,628 17,196
Old : 57,155: 13,143 18,322 2,322 32,062 19,315 47,527 39,959: 9,628 17,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -4,367: -1,806 -4,810 209 -479 -519 -2,076 -5,120: -2,291 753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 32.1 4.1 56.1 33.8 83.2 69.9: 16.8 30.1
Old : 100.0: 23.0 32.1 4.1 56.1 33.8 83.2 69.9: 16.8 30.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 21 15 6 35 25 59 43:
Old : 85: 21 15 6 35 25 59 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 : 25.4 26.8 38.7 39.7 25.4 24.2 38.5 36.9
Old : 25.4 26.8 38.7 39.7 25.4 24.2 38.5 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2017