MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, March 28, 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 : 24,432: 3,580 6,868 600 20,052 16,784 24,232 24,252: 200 180
Old : 24,432: 3,580 6,868 600 20,052 16,784 24,232 24,252: 200 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,160: 0 760 -120 1,160 400 1,040 1,040: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 28.1 2.5 82.1 68.7 99.2 99.3: 0.8 0.7
Old : 100.0: 14.7 28.1 2.5 82.1 68.7 99.2 99.3: 0.8 0.7
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 : 23: 3 8 4 8 8 14 18:
Old : 23: 3 8 4 8 8 14 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 : 84.3 56.7 97.1 87.1 77.3 56.0 80.0 74.6
Old : 84.3 56.7 97.1 87.1 77.3 56.0 80.0 74.6
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, March 28, 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 : 6,173: 315 1,189 463 4,458 3,574 5,236 5,226: 937 947
Old : 6,173: 315 1,189 463 4,458 3,574 5,236 5,226: 937 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 239: -1,359 8 31 1,518 155 190 194: 49 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 19.3 7.5 72.2 57.9 84.8 84.7: 15.2 15.3
Old : 100.0: 5.1 19.3 7.5 72.2 57.9 84.8 84.7: 15.2 15.3
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 : 38: 4 9 8 19 21 29 32:
Old : 38: 4 9 8 19 21 29 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 : 57.6 35.5 68.9 49.7 56.1 31.9 62.3 44.7
Old : 57.6 35.5 68.9 49.7 56.1 31.9 62.3 44.7
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, March 28, 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 : 35,937: 23,601 10,537 1,459 8,311 17,139 33,371 29,135: 2,566 6,802
Old : 35,937: 23,601 10,537 1,459 8,311 17,139 33,371 29,135: 2,566 6,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 723: 463 522 83 394 166 940 771: -217 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 29.3 4.1 23.1 47.7 92.9 81.1: 7.1 18.9
Old : 100.0: 65.7 29.3 4.1 23.1 47.7 92.9 81.1: 7.1 18.9
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 : 79: 15 30 23 17 27 47 65:
Old : 79: 15 30 23 17 27 47 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 31.4 80.0 43.6 63.9 31.4 79.7 43.5
Old : 64.1 31.4 80.0 43.6 63.9 31.4 79.7 43.5
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, March 28, 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 : 7,479: 1,246 920 664 4,833 5,284 6,743 6,868: 736 611
Old : 7,479: 1,246 920 664 4,833 5,284 6,743 6,868: 736 611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -4: -168 51 29 72 -76 -67 4: 63 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 12.3 8.9 64.6 70.7 90.2 91.8: 9.8 8.2
Old : 100.0: 16.7 12.3 8.9 64.6 70.7 90.2 91.8: 9.8 8.2
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 : 46: 10 7 8 24 20 37 32:
Old : 46: 10 7 8 24 20 37 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 : 37.9 39.2 53.8 63.2 36.5 37.2 51.6 60.3
Old : 37.9 39.2 53.8 63.2 36.5 37.2 51.6 60.3
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, March 28, 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 : 205,451: 70,780 42,246 34,700 81,950 95,316 187,430 172,262: 18,021 33,189
Old : 182,734: 63,026 43,394 27,756 76,736 81,971 167,518 153,121: 15,216 29,613
Other: 22,717: 13,146 4,244 1,552 5,214 13,345 19,912 19,141: 2,805 3,576
: : :
: : Changes in Commitments from: March 21, 2017 :
: -11,835: -4,934 755 -2,826 -171 -8,252 -7,931 -10,323: -3,904 -1,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 20.6 16.9 39.9 46.4 91.2 83.8: 8.8 16.2
Old : 100.0: 34.5 23.7 15.2 42.0 44.9 91.7 83.8: 8.3 16.2
Other: 100.0: 57.9 18.7 6.8 23.0 58.7 87.7 84.3: 12.3 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 94 73 106 64 68 218 205:
Old : 273: 96 77 101 53 65 203 199:
Other: 96: 19 28 18 25 37 58 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 20.2 30.4 28.7 17.8 19.3 29.2 26.7
Old : 17.9 21.7 31.0 29.3 17.5 20.2 29.6 26.9
Other: 46.2 34.7 60.4 48.6 46.1 34.7 60.0 47.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 28, 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 : 388,405: 158,463 46,448 69,489 127,038 215,406 354,990 331,343: 33,415 57,062
Old : 388,405: 158,463 46,448 69,489 127,038 215,406 354,990 331,343: 33,415 57,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 20,638: 12,480 3,641 2,072 3,937 12,042 18,489 17,755: 2,149 2,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 12.0 17.9 32.7 55.5 91.4 85.3: 8.6 14.7
Old : 100.0: 40.8 12.0 17.9 32.7 55.5 91.4 85.3: 8.6 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 : 465: 144 99 140 119 171 345 353:
Old : 465: 144 99 140 119 171 345 353:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 18.8 23.1 27.0 13.5 18.6 22.6 24.5
Old : 13.5 18.8 23.1 27.0 13.5 18.6 22.6 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, March 28, 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 : 5,374: 2,713 1,326 598 652 2,262 3,963 4,186: 1,411 1,188
Old : 5,374: 2,713 1,326 598 652 2,262 3,963 4,186: 1,411 1,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 337: 166 49 96 71 37 333 182: 4 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 24.7 11.1 12.1 42.1 73.7 77.9: 26.3 22.1
Old : 100.0: 50.5 24.7 11.1 12.1 42.1 73.7 77.9: 26.3 22.1
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 : 65: 26 12 9 12 21 45 39:
Old : 65: 26 12 9 12 21 45 39:
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 32.5 39.6 50.3 27.8 31.0 36.7 47.3
Old : 28.9 32.5 39.6 50.3 27.8 31.0 36.7 47.3
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, March 28, 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 : 57,771: 26,409 11,037 9,142 15,817 17,540 51,368 37,719: 6,403 20,052
Old : 57,771: 26,409 11,037 9,142 15,817 17,540 51,368 37,719: 6,403 20,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 2,583: 3,196 149 -293 -121 2,270 2,782 2,126: -199 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 19.1 15.8 27.4 30.4 88.9 65.3: 11.1 34.7
Old : 100.0: 45.7 19.1 15.8 27.4 30.4 88.9 65.3: 11.1 34.7
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 : 245: 67 63 66 47 83 166 173:
Old : 245: 67 63 66 47 83 166 173:
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 10.0 35.8 17.5 20.8 9.0 30.4 14.0
Old : 23.0 10.0 35.8 17.5 20.8 9.0 30.4 14.0
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,707: 555 5,918 117 4,625 408 5,297 6,443: 1,410 264
Old : 6,707: 555 5,918 117 4,625 408 5,297 6,443: 1,410 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 130: -1 88 16 6 48 21 152: 109 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 88.2 1.7 69.0 6.1 79.0 96.1: 21.0 3.9
Old : 100.0: 8.3 88.2 1.7 69.0 6.1 79.0 96.1: 21.0 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 4 3 10 3 17 10:
Old : 21: 7 4 3 10 3 17 10:
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 : 53.8 88.2 70.3 95.2 53.8 88.2 70.3 93.4
Old : 53.8 88.2 70.3 95.2 53.8 88.2 70.3 93.4
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, March 28, 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 : 31,475: 7,965 22,617 343 22,728 6,977 31,036 29,937: 439 1,538
Old : 31,475: 7,965 22,617 343 22,728 6,977 31,036 29,937: 439 1,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 736: -21 491 31 709 162 719 684: 17 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 71.9 1.1 72.2 22.2 98.6 95.1: 1.4 4.9
Old : 100.0: 25.3 71.9 1.1 72.2 22.2 98.6 95.1: 1.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 18 10 5 23 20 41 35:
Old : 62: 18 10 5 23 20 41 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 68.2 65.4 83.0 42.9 68.2 65.1 82.9
Old : 42.9 68.2 65.4 83.0 42.9 68.2 65.1 82.9
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, March 28, 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 : 29,405: 20,805 1,429 0 7,215 27,201 28,020 28,630: 1,385 775
Old : 29,405: 20,805 1,429 0 7,215 27,201 28,020 28,630: 1,385 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,142: 1,005 272 0 79 835 1,084 1,107: 58 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 4.9 0.0 24.5 92.5 95.3 97.4: 4.7 2.6
Old : 100.0: 70.8 4.9 0.0 24.5 92.5 95.3 97.4: 4.7 2.6
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: 11 7 0 7 9 18 16:
Old : 32: 11 7 0 7 9 18 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 : 81.4 82.1 88.0 92.1 81.4 82.1 87.6 92.1
Old : 81.4 82.1 88.0 92.1 81.4 82.1 87.6 92.1
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, March 28, 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 : 121,699: 30,419 58,636 3,045 63,563 27,122 97,027 88,803: 24,672 32,896
Old : 121,699: 30,419 58,636 3,045 63,563 27,122 97,027 88,803: 24,672 32,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 2,576: 126 3,940 -595 3,135 -842 2,666 2,503: -90 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 48.2 2.5 52.2 22.3 79.7 73.0: 20.3 27.0
Old : 100.0: 25.0 48.2 2.5 52.2 22.3 79.7 73.0: 20.3 27.0
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 : 90: 28 30 15 22 22 55 62:
Old : 90: 28 30 15 22 22 55 62:
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 : 37.3 26.5 49.3 42.9 36.8 26.5 48.7 42.9
Old : 37.3 26.5 49.3 42.9 36.8 26.5 48.7 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, March 28, 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 : 42,124: 6,886 23,278 509 24,109 4,306 31,504 28,093: 10,620 14,031
Old : 42,124: 6,886 23,278 509 24,109 4,306 31,504 28,093: 10,620 14,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -489: -2,203 2,210 -657 -513 1,041 -3,373 2,594: 2,884 -3,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 55.3 1.2 57.2 10.2 74.8 66.7: 25.2 33.3
Old : 100.0: 16.3 55.3 1.2 57.2 10.2 74.8 66.7: 25.2 33.3
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 : 41: 8 18 5 10 6 20 27:
Old : 41: 8 18 5 10 6 20 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 : 49.8 29.9 62.0 43.8 49.8 29.9 61.8 43.8
Old : 49.8 29.9 62.0 43.8 49.8 29.9 61.8 43.8
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, March 28, 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 : 191,438: 72,728 77,465 1,285 108,002 109,813 182,015 188,563: 9,423 2,875
Old : 191,438: 72,728 77,465 1,285 108,002 109,813 182,015 188,563: 9,423 2,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 14,674: 14,998 16,454 -53 -1,413 -390 13,532 16,011: 1,142 -1,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 40.5 0.7 56.4 57.4 95.1 98.5: 4.9 1.5
Old : 100.0: 38.0 40.5 0.7 56.4 57.4 95.1 98.5: 4.9 1.5
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 : 139: 65 35 7 13 30 82 68:
Old : 139: 65 35 7 13 30 82 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 52.2 70.1 71.4 50.5 52.2 70.1 71.3
Old : 50.5 52.2 70.1 71.4 50.5 52.2 70.1 71.3
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, March 28, 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 : 246,985: 35,055 139,130 7,391 178,810 67,604 221,256 214,125: 25,729 32,860
Old : 246,985: 35,055 139,130 7,391 178,810 67,604 221,256 214,125: 25,729 32,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -5,495: 2,469 -1,300 276 -8,226 439 -5,481 -585: -14 -4,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 56.3 3.0 72.4 27.4 89.6 86.7: 10.4 13.3
Old : 100.0: 14.2 56.3 3.0 72.4 27.4 89.6 86.7: 10.4 13.3
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 : 118: 21 46 19 28 39 61 92:
Old : 118: 21 46 19 28 39 61 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 34.4 71.0 49.0 64.6 33.7 70.5 48.2
Old : 65.2 34.4 71.0 49.0 64.6 33.7 70.5 48.2
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, March 28, 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 : 197,542: 42,886 96,067 2,878 128,200 57,371 173,964 156,316: 23,578 41,226
Old : 197,542: 42,886 96,067 2,878 128,200 57,371 173,964 156,316: 23,578 41,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 5,916: 7,847 -5,959 225 -6,959 11,687 1,113 5,953: 4,803 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 48.6 1.5 64.9 29.0 88.1 79.1: 11.9 20.9
Old : 100.0: 21.7 48.6 1.5 64.9 29.0 88.1 79.1: 11.9 20.9
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 : 125: 38 39 12 28 34 70 81:
Old : 125: 38 39 12 28 34 70 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 30.8 58.4 45.4 49.3 30.8 57.6 45.2
Old : 50.1 30.8 58.4 45.4 49.3 30.8 57.6 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, March 28, 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 : 408,853: 163,648 171,571 9,239 177,046 171,114 349,933 351,924: 58,920 56,929
Old : 408,853: 163,648 171,571 9,239 177,046 171,114 349,933 351,924: 58,920 56,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 2,136: 4,058 -7,681 -837 472 10,634 3,693 2,116: -1,557 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 42.0 2.3 43.3 41.9 85.6 86.1: 14.4 13.9
Old : 100.0: 40.0 42.0 2.3 43.3 41.9 85.6 86.1: 14.4 13.9
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 : 241: 80 75 37 61 62 154 161:
Old : 241: 80 75 37 61 62 154 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 30.8 42.1 42.9 31.9 30.4 41.7 42.5
Old : 32.1 30.8 42.1 42.9 31.9 30.4 41.7 42.5
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, March 28, 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 : 35,416: 16,860 5,658 346 6,237 24,879 23,443 30,883: 11,973 4,533
Old : 35,416: 16,860 5,658 346 6,237 24,879 23,443 30,883: 11,973 4,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 691: 557 88 32 237 1,044 826 1,164: -135 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 16.0 1.0 17.6 70.2 66.2 87.2: 33.8 12.8
Old : 100.0: 47.6 16.0 1.0 17.6 70.2 66.2 87.2: 33.8 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 5 2 8 9 17 15:
Old : 25: 8 5 2 8 9 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 74.9 55.4 83.2 43.9 74.9 54.2 82.7
Old : 44.3 74.9 55.4 83.2 43.9 74.9 54.2 82.7
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, March 28, 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 : 28,988: 18,832 2,367 378 7,474 25,224 26,684 27,969: 2,304 1,019
Old : 28,988: 18,832 2,367 378 7,474 25,224 26,684 27,969: 2,304 1,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 767: -187 -744 77 509 1,090 399 423: 368 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 8.2 1.3 25.8 87.0 92.1 96.5: 7.9 3.5
Old : 100.0: 65.0 8.2 1.3 25.8 87.0 92.1 96.5: 7.9 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 : 28: 14 7 1 4 6 18 14:
Old : 28: 14 7 1 4 6 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 84.8 83.3 92.7 76.4 81.2 83.1 89.2
Old : 76.4 84.8 83.3 92.7 76.4 81.2 83.1 89.2
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, March 28, 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 : 37,949: 16,216 28,845 454 18,032 4,663 34,702 33,962: 3,247 3,987
Old : 37,949: 16,216 28,845 454 18,032 4,663 34,702 33,962: 3,247 3,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 51: -383 -364 219 90 221 -74 76: 125 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 76.0 1.2 47.5 12.3 91.4 89.5: 8.6 10.5
Old : 100.0: 42.7 76.0 1.2 47.5 12.3 91.4 89.5: 8.6 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 22 27 6 12 9 36 40:
Old : 68: 22 27 6 12 9 36 40:
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 : 37.2 53.4 58.7 67.6 37.2 53.4 58.7 67.6
Old : 37.2 53.4 58.7 67.6 37.2 53.4 58.7 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, March 28, 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 : 27,047: 5,832 2,116 4,487 15,573 19,425 25,892 26,028: 1,155 1,019
Old : 27,047: 5,832 2,116 4,487 15,573 19,425 25,892 26,028: 1,155 1,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 30: -6 390 23 84 -540 101 -127: -71 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 7.8 16.6 57.6 71.8 95.7 96.2: 4.3 3.8
Old : 100.0: 21.6 7.8 16.6 57.6 71.8 95.7 96.2: 4.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 11 6 2 7 6 18 14:
Old : 27: 11 6 2 7 6 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 84.8 87.5 92.9 42.1 50.4 49.3 54.9
Old : 78.5 84.8 87.5 92.9 42.1 50.4 49.3 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 28, 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 :12,448,958: 417,957 3,473,838 2,008,244 9,406,050 5,763,296 11,832,251 11,245,378: 616,707 1,203,580
Old :12,448,958: 417,957 3,473,838 2,008,244 9,406,050 5,763,296 11,832,251 11,245,378: 616,707 1,203,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -43,551: 21,379 68,178 -76,364 19,928 -4,844 -35,057 -13,030: -8,494 -30,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 27.9 16.1 75.6 46.3 95.0 90.3: 5.0 9.7
Old : 100.0: 3.4 27.9 16.1 75.6 46.3 95.0 90.3: 5.0 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 : 298: 27 122 113 108 129 229 286:
Old : 298: 27 122 113 108 129 229 286:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 15.8 56.3 24.6 38.6 11.3 46.5 16.8
Old : 43.9 15.8 56.3 24.6 38.6 11.3 46.5 16.8
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, March 28, 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 : 634,041: 127,545 83,021 20,603 406,277 459,010 554,426 562,634: 79,615 71,407
Old : 634,041: 127,545 83,021 20,603 406,277 459,010 554,426 562,634: 79,615 71,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 11,256: 11,042 -5,710 2,597 -5,448 15,688 8,191 12,575: 3,066 -1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 13.1 3.2 64.1 72.4 87.4 88.7: 12.6 11.3
Old : 100.0: 20.1 13.1 3.2 64.1 72.4 87.4 88.7: 12.6 11.3
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 : 606: 126 138 76 223 246 384 426:
Old : 606: 126 138 76 223 246 384 426:
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 18.5 24.3 24.7 11.7 15.4 20.3 21.3
Old : 14.2 18.5 24.3 24.7 11.7 15.4 20.3 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, March 28, 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 : 57,078: 16,146 3,776 0 14,049 38,130 30,195 41,906: 26,883 15,172
Old : 57,078: 16,146 3,776 0 14,049 38,130 30,195 41,906: 26,883 15,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 7,887: 2,163 -264 0 944 8,662 3,107 8,398: 4,780 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 6.6 0.0 24.6 66.8 52.9 73.4: 47.1 26.6
Old : 100.0: 28.3 6.6 0.0 24.6 66.8 52.9 73.4: 47.1 26.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 8 0 14 21 21 29:
Old : 46: 7 8 0 14 21 21 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 : 31.5 40.5 42.1 55.9 31.5 39.5 40.3 53.1
Old : 31.5 40.5 42.1 55.9 31.5 39.5 40.3 53.1
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, March 28, 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 : 2,884,815: 578,858 418,086 81,155 1,961,142 2,104,401 2,621,155 2,603,642: 263,660 281,173
Old : 2,884,815: 578,858 418,086 81,155 1,961,142 2,104,401 2,621,155 2,603,642: 263,660 281,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 16,847: 55,116 -16,508 2,263 -31,961 35,128 25,418 20,883: -8,571 -4,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 14.5 2.8 68.0 72.9 90.9 90.3: 9.1 9.7
Old : 100.0: 20.1 14.5 2.8 68.0 72.9 90.9 90.3: 9.1 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 : 599: 126 135 72 218 240 376 416:
Old : 599: 126 135 72 218 240 376 416:
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 : 15.4 19.7 26.3 26.1 12.6 16.3 21.7 22.3
Old : 15.4 19.7 26.3 26.1 12.6 16.3 21.7 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, March 28, 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 : 90,721: 23,306 2,435 222 54,742 84,274 78,270 86,931: 12,451 3,790
Old : 90,721: 23,306 2,435 222 54,742 84,274 78,270 86,931: 12,451 3,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -1,730: 750 -269 -1,311 -1,366 -85 -1,927 -1,665: 197 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 2.7 0.2 60.3 92.9 86.3 95.8: 13.7 4.2
Old : 100.0: 25.7 2.7 0.2 60.3 92.9 86.3 95.8: 13.7 4.2
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 : 81: 14 3 3 46 33 60 39:
Old : 81: 14 3 3 46 33 60 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 46.8 51.9 70.8 39.1 46.7 51.7 70.8
Old : 39.1 46.8 51.9 70.8 39.1 46.7 51.7 70.8
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, March 28, 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 : 47,894: 25,538 8,479 374 15,668 33,197 41,580 42,050: 6,313 5,843
Old : 47,894: 25,538 8,479 374 15,668 33,197 41,580 42,050: 6,313 5,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 166: 1,704 -128 -1,022 -359 912 323 -238: -157 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 17.7 0.8 32.7 69.3 86.8 87.8: 13.2 12.2
Old : 100.0: 53.3 17.7 0.8 32.7 69.3 86.8 87.8: 13.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 75 51 17 55 76 137 137:
Old : 238: 75 51 17 55 76 137 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 28.4 43.4 41.2 33.1 28.1 43.1 41.0
Old : 33.4 28.4 43.4 41.2 33.1 28.1 43.1 41.0
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, March 28, 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 : 239,468: 127,692 42,397 1,871 78,338 165,983 207,901 210,251: 31,567 29,217
Old : 239,468: 127,692 42,397 1,871 78,338 165,983 207,901 210,251: 31,567 29,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 832: 8,522 -641 -5,110 -1,796 4,562 1,616 -1,189: -784 2,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 17.7 0.8 32.7 69.3 86.8 87.8: 13.2 12.2
Old : 100.0: 53.3 17.7 0.8 32.7 69.3 86.8 87.8: 13.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 75 51 17 55 76 137 137:
Old : 238: 75 51 17 55 76 137 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 28.4 43.4 41.2 33.1 28.1 43.1 41.0
Old : 33.4 28.4 43.4 41.2 33.1 28.1 43.1 41.0
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, March 28, 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 : 134,422: 90,838 37,700 1,763 12,750 70,972 105,351 110,435: 29,071 23,987
Old : 134,422: 90,838 37,700 1,763 12,750 70,972 105,351 110,435: 29,071 23,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 418: 5,441 -2,742 -1,726 -158 2,381 3,557 -2,087: -3,139 2,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 28.0 1.3 9.5 52.8 78.4 82.2: 21.6 17.8
Old : 100.0: 67.6 28.0 1.3 9.5 52.8 78.4 82.2: 21.6 17.8
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 : 93: 36 26 10 17 21 58 52:
Old : 93: 36 26 10 17 21 58 52:
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 : 37.6 52.1 50.1 60.9 37.6 52.1 50.1 60.9
Old : 37.6 52.1 50.1 60.9 37.6 52.1 50.1 60.9
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, March 28, 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 : 35,387: 14,161 8,334 0 12,467 18,770 26,628 27,104: 8,759 8,283
Old : 35,387: 14,161 8,334 0 12,467 18,770 26,628 27,104: 8,759 8,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 2,041: 3,137 1,275 0 -529 586 2,608 1,861: -567 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 23.6 0.0 35.2 53.0 75.2 76.6: 24.8 23.4
Old : 100.0: 40.0 23.6 0.0 35.2 53.0 75.2 76.6: 24.8 23.4
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 : 46: 13 11 0 14 10 27 21:
Old : 46: 13 11 0 14 10 27 21:
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 : 39.6 53.4 53.1 65.8 39.6 53.4 53.1 65.8
Old : 39.6 53.4 53.1 65.8 39.6 53.4 53.1 65.8
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, March 28, 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 : 58,830: 21,461 8,838 1,502 25,048 20,004 48,011 30,344: 10,819 28,486
Old : 58,830: 21,461 8,838 1,502 25,048 20,004 48,011 30,344: 10,819 28,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,920: -2,019 1,650 305 3,129 1,561 1,415 3,516: 505 -1,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 15.0 2.6 42.6 34.0 81.6 51.6: 18.4 48.4
Old : 100.0: 36.5 15.0 2.6 42.6 34.0 81.6 51.6: 18.4 48.4
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 : 75: 27 8 5 27 21 56 32:
Old : 75: 27 8 5 27 21 56 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 : 26.3 22.7 41.4 31.8 26.1 22.1 41.0 30.9
Old : 26.3 22.7 41.4 31.8 26.1 22.1 41.0 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2017