MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, May 16, 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 : 27,836: 2,080 5,496 2,680 22,676 19,260 27,436 27,436: 400 400
Old : 27,836: 2,080 5,496 2,680 22,676 19,260 27,436 27,436: 400 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 2,120: 240 -640 2,520 1,200 1,440 3,960 3,320: -1,840 -1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 19.7 9.6 81.5 69.2 98.6 98.6: 1.4 1.4
Old : 100.0: 7.5 19.7 9.6 81.5 69.2 98.6 98.6: 1.4 1.4
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 : 26: 4 11 3 8 8 13 21:
Old : 26: 4 11 3 8 8 13 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 : 85.3 57.8 96.0 85.2 65.6 42.1 67.6 62.5
Old : 85.3 57.8 96.0 85.2 65.6 42.1 67.6 62.5
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, May 16, 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 : 5,913: 289 850 449 4,272 4,112 5,010 5,411: 903 502
Old : 5,913: 289 850 449 4,272 4,112 5,010 5,411: 903 502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 244: 93 -19 41 51 301 185 323: 59 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 14.4 7.6 72.2 69.5 84.7 91.5: 15.3 8.5
Old : 100.0: 4.9 14.4 7.6 72.2 69.5 84.7 91.5: 15.3 8.5
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 : 38: 4 9 9 17 19 28 30:
Old : 38: 4 9 9 17 19 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 51.2 66.4 64.2 54.4 48.8 61.6 58.0
Old : 55.1 51.2 66.4 64.2 54.4 48.8 61.6 58.0
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, May 16, 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 : 31,329: 19,616 9,496 572 8,429 16,347 28,617 26,415: 2,712 4,914
Old : 31,329: 19,616 9,496 572 8,429 16,347 28,617 26,415: 2,712 4,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 719: 263 324 -69 246 652 440 907: 279 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 30.3 1.8 26.9 52.2 91.3 84.3: 8.7 15.7
Old : 100.0: 62.6 30.3 1.8 26.9 52.2 91.3 84.3: 8.7 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 : 73: 16 24 16 19 23 47 51:
Old : 73: 16 24 16 19 23 47 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 34.3 78.7 47.5 59.3 34.3 78.5 47.3
Old : 59.5 34.3 78.7 47.5 59.3 34.3 78.5 47.3
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, May 16, 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 : 6,734: 1,535 802 398 4,181 4,789 6,114 5,989: 620 745
Old : 6,734: 1,535 802 398 4,181 4,789 6,114 5,989: 620 745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 251: 29 -26 33 117 173 179 180: 72 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 11.9 5.9 62.1 71.1 90.8 88.9: 9.2 11.1
Old : 100.0: 22.8 11.9 5.9 62.1 71.1 90.8 88.9: 9.2 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 11 5 8 22 16 35 27:
Old : 44: 11 5 8 22 16 35 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 : 36.4 46.7 54.2 71.3 36.4 44.7 53.5 65.3
Old : 36.4 46.7 54.2 71.3 36.4 44.7 53.5 65.3
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, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 220,752: 78,556 47,903 38,260 85,042 103,111 201,858 189,274: 18,894 31,478
Old : 181,767: 66,024 47,859 27,684 74,985 81,492 168,693 157,035: 13,074 24,732
Other: 38,985: 19,120 6,632 3,988 10,057 21,619 33,165 32,239: 5,820 6,746
: : :
: : Changes in Commitments from: May 9, 2017 :
: 8,493: 4,639 -2,588 3,526 -320 7,424 7,845 8,362: 648 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 21.7 17.3 38.5 46.7 91.4 85.7: 8.6 14.3
Old : 100.0: 36.3 26.3 15.2 41.3 44.8 92.8 86.4: 7.2 13.6
Other: 100.0: 49.0 17.0 10.2 25.8 55.5 85.1 82.7: 14.9 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 107 64 107 63 74 225 206:
Old : 273: 103 70 94 44 71 194 198:
Other: 130: 26 36 26 40 47 84 93:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 19.9 27.7 27.5 15.9 19.0 26.2 25.7
Old : 17.1 21.5 28.1 29.4 16.2 21.3 27.0 28.8
Other: 38.7 23.3 51.3 39.0 38.7 23.0 48.4 36.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 16, 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 : 416,324: 175,940 49,570 72,856 133,389 239,628 382,185 362,054: 34,139 54,270
Old : 416,324: 175,940 49,570 72,856 133,389 239,628 382,185 362,054: 34,139 54,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -3,792: -2,834 -5,403 -2,533 -413 3,545 -5,780 -4,391: 1,988 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 11.9 17.5 32.0 57.6 91.8 87.0: 8.2 13.0
Old : 100.0: 42.3 11.9 17.5 32.0 57.6 91.8 87.0: 8.2 13.0
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 : 456: 149 79 136 114 164 346 333:
Old : 456: 149 79 136 114 164 346 333:
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 : 14.8 22.0 23.9 28.7 14.8 22.0 23.6 28.4
Old : 14.8 22.0 23.9 28.7 14.8 22.0 23.6 28.4
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, May 16, 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 : 4,860: 1,709 1,541 455 1,090 1,852 3,254 3,848: 1,606 1,012
Old : 4,860: 1,709 1,541 455 1,090 1,852 3,254 3,848: 1,606 1,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -623: -936 -59 16 412 -487 -508 -530: -115 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 31.7 9.4 22.4 38.1 67.0 79.2: 33.0 20.8
Old : 100.0: 35.2 31.7 9.4 22.4 38.1 67.0 79.2: 33.0 20.8
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 : 55: 18 13 6 17 17 39 33:
Old : 55: 18 13 6 17 17 39 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 : 23.2 46.0 38.8 60.2 21.5 39.7 35.4 53.9
Old : 23.2 46.0 38.8 60.2 21.5 39.7 35.4 53.9
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, May 16, 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 : 56,980: 26,673 12,372 7,977 13,874 16,814 48,524 37,163: 8,456 19,817
Old : 56,980: 26,673 12,372 7,977 13,874 16,814 48,524 37,163: 8,456 19,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -2,384: -1,495 -1,648 505 -1,865 -867 -2,855 -2,010: 471 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 21.7 14.0 24.3 29.5 85.2 65.2: 14.8 34.8
Old : 100.0: 46.8 21.7 14.0 24.3 29.5 85.2 65.2: 14.8 34.8
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 : 238: 76 55 52 43 84 150 168:
Old : 238: 76 55 52 43 84 150 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 11.7 32.5 20.7 19.3 10.4 30.4 16.5
Old : 19.7 11.7 32.5 20.7 19.3 10.4 30.4 16.5
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, May 16, 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 : 5,885: 588 5,002 116 3,821 321 4,525 5,439: 1,360 446
Old : 5,885: 588 5,002 116 3,821 321 4,525 5,439: 1,360 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 25: 31 -9 7 -7 -18 31 -20: -6 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 85.0 2.0 64.9 5.5 76.9 92.4: 23.1 7.6
Old : 100.0: 10.0 85.0 2.0 64.9 5.5 76.9 92.4: 23.1 7.6
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 : 20: 5 5 4 9 4 16 12:
Old : 20: 5 5 4 9 4 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 84.6 70.8 91.3 57.2 84.6 70.6 89.5
Old : 57.2 84.6 70.8 91.3 57.2 84.6 70.6 89.5
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, May 16, 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 : 26,951: 5,471 19,562 532 20,512 5,879 26,515 25,973: 436 978
Old : 26,951: 5,471 19,562 532 20,512 5,879 26,515 25,973: 436 978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -116: -416 -118 33 309 11 -74 -74: -42 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 72.6 2.0 76.1 21.8 98.4 96.4: 1.6 3.6
Old : 100.0: 20.3 72.6 2.0 76.1 21.8 98.4 96.4: 1.6 3.6
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 : 62: 17 15 11 21 17 43 38:
Old : 62: 17 15 11 21 17 43 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 67.6 67.6 85.8 46.5 67.6 66.9 85.2
Old : 46.7 67.6 67.6 85.8 46.5 67.6 66.9 85.2
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, May 16, 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 : 35,954: 11,976 1,983 0 22,711 33,110 34,687 35,093: 1,267 861
Old : 35,954: 11,976 1,983 0 22,711 33,110 34,687 35,093: 1,267 861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -474: -672 330 0 388 -715 -284 -385: -190 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 5.5 0.0 63.2 92.1 96.5 97.6: 3.5 2.4
Old : 100.0: 33.3 5.5 0.0 63.2 92.1 96.5 97.6: 3.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 7 0 10 8 24 15:
Old : 37: 14 7 0 10 8 24 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 : 81.3 88.3 87.9 95.2 81.3 88.3 87.9 95.2
Old : 81.3 88.3 87.9 95.2 81.3 88.3 87.9 95.2
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, May 16, 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 : 219,483: 39,130 137,130 4,139 145,253 36,569 188,522 177,838: 30,961 41,645
Old : 219,483: 39,130 137,130 4,139 145,253 36,569 188,522 177,838: 30,961 41,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 4,537: -8,282 3,503 -349 13,111 3,703 4,480 6,857: 57 -2,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 62.5 1.9 66.2 16.7 85.9 81.0: 14.1 19.0
Old : 100.0: 17.8 62.5 1.9 66.2 16.7 85.9 81.0: 14.1 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 : 117: 25 49 13 29 30 60 86:
Old : 117: 25 49 13 29 30 60 86:
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 : 44.4 27.0 59.0 38.6 44.2 27.0 58.7 38.6
Old : 44.4 27.0 59.0 38.6 44.2 27.0 58.7 38.6
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, May 16, 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 : 48,928: 3,946 25,108 1,061 35,259 4,950 40,266 31,119: 8,662 17,809
Old : 48,928: 3,946 25,108 1,061 35,259 4,950 40,266 31,119: 8,662 17,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 518: -4,534 1,432 71 4,026 36 -437 1,539: 955 -1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 51.3 2.2 72.1 10.1 82.3 63.6: 17.7 36.4
Old : 100.0: 8.1 51.3 2.2 72.1 10.1 82.3 63.6: 17.7 36.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 19 7 12 8 22 29:
Old : 41: 5 19 7 12 8 22 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 : 60.6 32.0 72.6 42.3 60.6 32.0 72.5 42.1
Old : 60.6 32.0 72.6 42.3 60.6 32.0 72.5 42.1
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, May 16, 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 : 183,857: 92,686 22,632 1,784 81,075 156,495 175,545 180,911: 8,312 2,946
Old : 183,857: 92,686 22,632 1,784 81,075 156,495 175,545 180,911: 8,312 2,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 3,971: 172 21 1,010 2,133 2,784 3,315 3,815: 656 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 12.3 1.0 44.1 85.1 95.5 98.4: 4.5 1.6
Old : 100.0: 50.4 12.3 1.0 44.1 85.1 95.5 98.4: 4.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 81 31 9 12 27 97 64:
Old : 149: 81 31 9 12 27 97 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 65.2 60.9 77.4 45.5 65.2 60.9 76.8
Old : 45.5 65.2 60.9 77.4 45.5 65.2 60.9 76.8
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, May 16, 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 : 256,035: 48,369 81,364 6,963 170,287 138,282 225,619 226,609: 30,416 29,426
Old : 256,035: 48,369 81,364 6,963 170,287 138,282 225,619 226,609: 30,416 29,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -1,190: 3,459 -10,344 362 -3,865 8,020 -44 -1,962: -1,146 772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 31.8 2.7 66.5 54.0 88.1 88.5: 11.9 11.5
Old : 100.0: 18.9 31.8 2.7 66.5 54.0 88.1 88.5: 11.9 11.5
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 : 125: 33 38 19 29 44 73 90:
Old : 125: 33 38 19 29 44 73 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 38.0 64.8 53.1 58.7 37.9 64.3 52.3
Old : 59.0 38.0 64.8 53.1 58.7 37.9 64.3 52.3
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, May 16, 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 : 222,510: 41,963 101,971 4,387 155,071 72,713 201,421 179,071: 21,089 43,439
Old : 222,510: 41,963 101,971 4,387 155,071 72,713 201,421 179,071: 21,089 43,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 19,370: -672 23,029 10 21,079 -3,386 20,417 19,653: -1,047 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 45.8 2.0 69.7 32.7 90.5 80.5: 9.5 19.5
Old : 100.0: 18.9 45.8 2.0 69.7 32.7 90.5 80.5: 9.5 19.5
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 : 121: 31 42 16 29 34 69 83:
Old : 121: 31 42 16 29 34 69 83:
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 : 51.1 30.4 62.7 45.3 48.6 30.4 60.3 44.9
Old : 51.1 30.4 62.7 45.3 48.6 30.4 60.3 44.9
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, May 16, 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 : 431,659: 164,234 126,630 14,322 186,406 236,357 364,962 377,309: 66,697 54,350
Old : 431,659: 164,234 126,630 14,322 186,406 236,357 364,962 377,309: 66,697 54,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 13,358: 8,653 -6,552 1,043 2,546 19,298 12,242 13,789: 1,116 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 29.3 3.3 43.2 54.8 84.5 87.4: 15.5 12.6
Old : 100.0: 38.0 29.3 3.3 43.2 54.8 84.5 87.4: 15.5 12.6
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 : 257: 89 75 46 62 65 170 167:
Old : 257: 89 75 46 62 65 170 167:
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 : 28.2 37.6 38.1 47.3 27.9 37.1 37.7 46.7
Old : 28.2 37.6 38.1 47.3 27.9 37.1 37.7 46.7
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, May 16, 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 : 32,925: 14,753 4,910 397 5,805 23,212 20,955 28,519: 11,970 4,406
Old : 32,925: 14,753 4,910 397 5,805 23,212 20,955 28,519: 11,970 4,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 338: 995 328 50 -147 119 898 497: -560 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 14.9 1.2 17.6 70.5 63.6 86.6: 36.4 13.4
Old : 100.0: 44.8 14.9 1.2 17.6 70.5 63.6 86.6: 36.4 13.4
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 : 22: 9 5 2 6 6 16 12:
Old : 22: 9 5 2 6 6 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 74.8 53.4 85.9 41.8 74.7 52.7 85.0
Old : 42.2 74.8 53.4 85.9 41.8 74.7 52.7 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, May 16, 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 : 23,033: 11,542 3,970 34 9,475 18,345 21,051 22,349: 1,982 684
Old : 23,033: 11,542 3,970 34 9,475 18,345 21,051 22,349: 1,982 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -449: 546 -1,051 32 -832 321 -254 -698: -195 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 17.2 0.1 41.1 79.6 91.4 97.0: 8.6 3.0
Old : 100.0: 50.1 17.2 0.1 41.1 79.6 91.4 97.0: 8.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 13 1 5 6 18 20:
Old : 36: 13 13 1 5 6 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 79.5 82.6 89.0 67.9 79.5 82.3 89.0
Old : 67.9 79.5 82.6 89.0 67.9 79.5 82.3 89.0
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, May 16, 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 : 45,187: 11,918 23,872 336 29,921 15,501 42,175 39,709: 3,012 5,478
Old : 45,187: 11,918 23,872 336 29,921 15,501 42,175 39,709: 3,012 5,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 1,130: -152 1,016 120 1,155 -157 1,123 979: 7 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 52.8 0.7 66.2 34.3 93.3 87.9: 6.7 12.1
Old : 100.0: 26.4 52.8 0.7 66.2 34.3 93.3 87.9: 6.7 12.1
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 31 8 15 14 41 49:
Old : 76: 22 31 8 15 14 41 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 41.3 70.3 62.0 50.4 41.3 70.0 62.0
Old : 50.5 41.3 70.3 62.0 50.4 41.3 70.0 62.0
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, May 16, 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 : 17,685: 4,484 2,858 2,648 9,480 11,336 16,612 16,842: 1,073 843
Old : 17,685: 4,484 2,858 2,648 9,480 11,336 16,612 16,842: 1,073 843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -690: 241 -187 -648 -210 74 -617 -761: -73 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 16.2 15.0 53.6 64.1 93.9 95.2: 6.1 4.8
Old : 100.0: 25.4 16.2 15.0 53.6 64.1 93.9 95.2: 6.1 4.8
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 : 24: 7 5 1 9 6 16 12:
Old : 24: 7 5 1 9 6 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 72.9 85.0 90.6 31.7 30.8 40.8 44.1
Old : 69.8 72.9 85.0 90.6 31.7 30.8 40.8 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, May 16, 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 :13,251,066: 667,771 3,359,261 2,753,044 9,245,485 6,014,743 12,666,300 12,127,048: 584,766 1,124,018
Old :13,251,066: 667,771 3,359,261 2,753,044 9,245,485 6,014,743 12,666,300 12,127,048: 584,766 1,124,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -185,136: 148,064 -324,766 2,024 -380,047 145,909 -229,959 -176,833: 44,823 -8,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 25.4 20.8 69.8 45.4 95.6 91.5: 4.4 8.5
Old : 100.0: 5.0 25.4 20.8 69.8 45.4 95.6 91.5: 4.4 8.5
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 : 302: 36 116 117 107 131 233 291:
Old : 302: 36 116 117 107 131 233 291:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 14.9 52.9 26.2 35.9 9.4 42.0 15.0
Old : 41.0 14.9 52.9 26.2 35.9 9.4 42.0 15.0
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, May 16, 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 : 684,563: 101,566 99,713 29,269 469,953 470,193 600,788 599,174: 83,776 85,389
Old : 684,563: 101,566 99,713 29,269 469,953 470,193 600,788 599,174: 83,776 85,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 4,408: -4,182 5,576 -293 8,506 -1,948 4,032 3,335: 376 1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 14.6 4.3 68.7 68.7 87.8 87.5: 12.2 12.5
Old : 100.0: 14.8 14.6 4.3 68.7 68.7 87.8 87.5: 12.2 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 605: 123 143 77 227 235 386 419:
Old : 605: 123 143 77 227 235 386 419:
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 : 14.6 16.5 24.3 22.4 11.9 13.5 19.5 18.7
Old : 14.6 16.5 24.3 22.4 11.9 13.5 19.5 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, May 16, 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 : 71,457: 4,597 9,168 920 43,370 37,614 48,887 47,702: 22,570 23,755
Old : 71,457: 4,597 9,168 920 43,370 37,614 48,887 47,702: 22,570 23,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -1,097: 282 -547 -1,075 -729 420 -1,522 -1,202: 425 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 12.8 1.3 60.7 52.6 68.4 66.8: 31.6 33.2
Old : 100.0: 6.4 12.8 1.3 60.7 52.6 68.4 66.8: 31.6 33.2
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 : 55: 7 8 2 25 21 34 29:
Old : 55: 7 8 2 25 21 34 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 : 32.2 42.7 46.6 53.0 32.2 42.4 46.3 52.6
Old : 32.2 42.7 46.6 53.0 32.2 42.4 46.3 52.6
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, May 16, 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 : 3,065,532: 532,258 500,138 94,330 2,132,916 2,162,893 2,759,504 2,757,361: 306,028 308,171
Old : 3,065,532: 532,258 500,138 94,330 2,132,916 2,162,893 2,759,504 2,757,361: 306,028 308,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 27,526: -22,084 30,847 3,678 46,176 -11,841 27,770 22,684: -244 4,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.3 3.1 69.6 70.6 90.0 89.9: 10.0 10.1
Old : 100.0: 17.4 16.3 3.1 69.6 70.6 90.0 89.9: 10.0 10.1
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 : 599: 120 144 72 222 227 377 408:
Old : 599: 120 144 72 222 227 377 408:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 17.8 25.8 23.9 13.2 14.2 20.8 20.0
Old : 15.8 17.8 25.8 23.9 13.2 14.2 20.8 20.0
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, May 16, 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 : 96,060: 21,720 3,512 1,418 60,522 87,879 83,660 92,809: 12,400 3,251
Old : 96,060: 21,720 3,512 1,418 60,522 87,879 83,660 92,809: 12,400 3,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -127: -1,163 150 40 1,203 31 80 221: -207 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 3.7 1.5 63.0 91.5 87.1 96.6: 12.9 3.4
Old : 100.0: 22.6 3.7 1.5 63.0 91.5 87.1 96.6: 12.9 3.4
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 : 83: 12 8 5 47 31 61 42:
Old : 83: 12 8 5 47 31 61 42:
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 : 39.4 49.5 51.9 71.7 39.4 49.5 51.2 71.3
Old : 39.4 49.5 51.9 71.7 39.4 49.5 51.2 71.3
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, May 16, 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 : 53,992: 25,254 9,547 1,205 20,997 36,035 47,456 46,786: 6,536 7,206
Old : 53,992: 25,254 9,547 1,205 20,997 36,035 47,456 46,786: 6,536 7,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 128: -1,907 1,282 319 1,534 -1,801 -55 -200: 183 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 17.7 2.2 38.9 66.7 87.9 86.7: 12.1 13.3
Old : 100.0: 46.8 17.7 2.2 38.9 66.7 87.9 86.7: 12.1 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 : 265: 75 66 24 72 72 160 149:
Old : 265: 75 66 24 72 72 160 149:
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 : 24.6 28.1 39.0 38.8 24.0 27.8 38.3 38.6
Old : 24.6 28.1 39.0 38.8 24.0 27.8 38.3 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, May 16, 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 : 269,961: 126,272 47,734 6,025 104,984 180,173 237,281 233,932: 32,680 36,029
Old : 269,961: 126,272 47,734 6,025 104,984 180,173 237,281 233,932: 32,680 36,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 642: -9,537 6,412 1,594 7,668 -9,007 -275 -1,001: 917 1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 17.7 2.2 38.9 66.7 87.9 86.7: 12.1 13.3
Old : 100.0: 46.8 17.7 2.2 38.9 66.7 87.9 86.7: 12.1 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 : 265: 75 66 24 72 72 160 149:
Old : 265: 75 66 24 72 72 160 149:
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 : 24.6 28.1 39.0 38.8 24.0 27.8 38.3 38.6
Old : 24.6 28.1 39.0 38.8 24.0 27.8 38.3 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, May 16, 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 : 138,755: 52,244 45,900 3,354 63,428 54,442 119,026 103,696: 19,729 35,059
Old : 138,755: 52,244 45,900 3,354 63,428 54,442 119,026 103,696: 19,729 35,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 18,716: -4,227 15,213 1,204 24,774 -269 21,751 16,148: -3,035 2,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 33.1 2.4 45.7 39.2 85.8 74.7: 14.2 25.3
Old : 100.0: 37.7 33.1 2.4 45.7 39.2 85.8 74.7: 14.2 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 26 29 10 18 20 47 56:
Old : 85: 26 29 10 18 20 47 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 35.6 55.9 48.2 39.8 35.3 55.3 47.9
Old : 40.0 35.6 55.9 48.2 39.8 35.3 55.3 47.9
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, May 16, 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 : 41,054: 17,392 12,949 23 12,637 24,618 30,052 37,590: 11,002 3,464
Old : 41,054: 17,392 12,949 23 12,637 24,618 30,052 37,590: 11,002 3,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 455: -991 414 23 -373 300 -1,341 737: 1,796 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 31.5 0.1 30.8 60.0 73.2 91.6: 26.8 8.4
Old : 100.0: 42.4 31.5 0.1 30.8 60.0 73.2 91.6: 26.8 8.4
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 : 50: 20 8 2 15 12 35 22:
Old : 50: 20 8 2 15 12 35 22:
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 : 31.0 65.2 44.6 82.6 31.0 65.2 44.6 82.6
Old : 31.0 65.2 44.6 82.6 31.0 65.2 44.6 82.6
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, May 16, 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 : 79,086: 29,671 16,234 927 39,084 37,931 69,682 55,092: 9,404 23,994
Old : 79,086: 29,671 16,234 927 39,084 37,931 69,682 55,092: 9,404 23,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -5,790: -1,249 292 97 -5,159 882 -6,311 1,271: 521 -7,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 20.5 1.2 49.4 48.0 88.1 69.7: 11.9 30.3
Old : 100.0: 37.5 20.5 1.2 49.4 48.0 88.1 69.7: 11.9 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 28 19 5 31 26 61 48:
Old : 96: 28 19 5 31 26 61 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 23.0 41.6 37.4 26.3 22.6 41.1 36.8
Old : 26.8 23.0 41.6 37.4 26.3 22.6 41.1 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2017