MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, May 30, 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 : 29,190: 1,800 6,940 2,540 24,490 19,350 28,830 28,830: 360 360
Old : 29,190: 1,800 6,940 2,540 24,490 19,350 28,830 28,830: 360 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,240: 0 640 -160 1,440 800 1,280 1,280: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 23.8 8.7 83.9 66.3 98.8 98.8: 1.2 1.2
Old : 100.0: 6.2 23.8 8.7 83.9 66.3 98.8 98.8: 1.2 1.2
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 : 24: 2 11 3 9 8 14 19:
Old : 24: 2 11 3 9 8 14 19:
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 : 86.4 58.1 96.7 85.8 63.5 42.9 67.1 62.0
Old : 86.4 58.1 96.7 85.8 63.5 42.9 67.1 62.0
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 30, 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 : 6,208: 341 1,022 371 4,550 4,410 5,262 5,803: 946 405
Old : 6,208: 341 1,022 371 4,550 4,410 5,262 5,803: 946 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 120: 67 48 -3 -8 55 56 100: 64 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 16.5 6.0 73.3 71.0 84.8 93.5: 15.2 6.5
Old : 100.0: 5.5 16.5 6.0 73.3 71.0 84.8 93.5: 15.2 6.5
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 : 41: 5 10 9 18 19 30 31:
Old : 41: 5 10 9 18 19 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 53.2 66.7 66.3 54.6 51.7 62.9 60.7
Old : 55.1 53.2 66.7 66.3 54.6 51.7 62.9 60.7
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 32,358: 19,516 8,998 806 9,375 17,203 29,697 27,007: 2,661 5,351
Old : 32,358: 19,516 8,998 806 9,375 17,203 29,697 27,007: 2,661 5,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 378: -68 -453 -70 560 593 422 70: -44 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 27.8 2.5 29.0 53.2 91.8 83.5: 8.2 16.5
Old : 100.0: 60.3 27.8 2.5 29.0 53.2 91.8 83.5: 8.2 16.5
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 : 78: 15 27 21 19 27 50 59:
Old : 78: 15 27 21 19 27 50 59:
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 : 57.8 35.2 77.4 47.8 57.6 35.2 77.2 47.3
Old : 57.8 35.2 77.4 47.8 57.6 35.2 77.2 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 30, 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 : 6,848: 1,032 850 354 4,747 4,905 6,133 6,109: 715 739
Old : 6,848: 1,032 850 354 4,747 4,905 6,133 6,109: 715 739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 50: -312 79 -45 389 -21 32 13: 18 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.4 5.2 69.3 71.6 89.6 89.2: 10.4 10.8
Old : 100.0: 15.1 12.4 5.2 69.3 71.6 89.6 89.2: 10.4 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 6 9 24 18 37 30:
Old : 46: 10 6 9 24 18 37 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 : 37.7 45.8 53.9 69.4 37.4 44.0 53.4 63.4
Old : 37.7 45.8 53.9 69.4 37.4 44.0 53.4 63.4
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 30, 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 : 239,007: 93,529 42,911 41,933 83,834 122,586 219,296 207,430: 19,711 31,577
Old : 193,491: 78,193 40,102 31,751 69,711 97,360 179,655 169,213: 13,836 24,278
Other: 45,516: 20,361 7,834 5,157 14,123 25,226 39,641 38,217: 5,875 7,299
: : :
: : Changes in Commitments from: May 23, 2017 :
: 11,453: 6,467 313 4,360 -103 6,772 10,724 11,445: 729 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 18.0 17.5 35.1 51.3 91.8 86.8: 8.2 13.2
Old : 100.0: 40.4 20.7 16.4 36.0 50.3 92.8 87.5: 7.2 12.5
Other: 100.0: 44.7 17.2 11.3 31.0 55.4 87.1 84.0: 12.9 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 99 73 106 60 77 229 205:
Old : 281: 100 74 91 39 76 194 200:
Other: 138: 28 42 19 40 47 86 92:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 20.6 25.4 28.1 15.0 20.6 24.8 27.1
Old : 15.3 21.9 25.5 30.1 15.1 21.9 25.1 29.1
Other: 37.5 21.7 51.8 37.7 37.5 20.2 48.3 34.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 30, 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 : 421,529: 179,433 48,540 73,057 134,866 245,632 387,356 367,229: 34,173 54,300
Old : 421,529: 179,433 48,540 73,057 134,866 245,632 387,356 367,229: 34,173 54,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 714: -1,781 -936 2,110 57 1,679 386 2,853: 328 -2,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 11.5 17.3 32.0 58.3 91.9 87.1: 8.1 12.9
Old : 100.0: 42.6 11.5 17.3 32.0 58.3 91.9 87.1: 8.1 12.9
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 : 469: 155 76 132 120 177 354 343:
Old : 469: 155 76 132 120 177 354 343:
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 22.4 24.0 28.9 14.8 22.3 23.8 28.7
Old : 14.8 22.4 24.0 28.9 14.8 22.3 23.8 28.7
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 30, 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 : 5,018: 1,228 1,380 736 1,540 1,901 3,504 4,017: 1,514 1,001
Old : 5,018: 1,228 1,380 736 1,540 1,901 3,504 4,017: 1,514 1,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 71: -227 -125 197 193 -35 163 37: -92 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 27.5 14.7 30.7 37.9 69.8 80.1: 30.2 19.9
Old : 100.0: 24.5 27.5 14.7 30.7 37.9 69.8 80.1: 30.2 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 18 12 10 18 16 39 36:
Old : 53: 18 12 10 18 16 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 43.6 41.6 58.3 22.9 35.1 34.4 48.5
Old : 27.0 43.6 41.6 58.3 22.9 35.1 34.4 48.5
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 30, 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 : 54,964: 25,798 11,773 8,112 13,225 16,239 47,135 36,124: 7,829 18,840
Old : 54,964: 25,798 11,773 8,112 13,225 16,239 47,135 36,124: 7,829 18,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -3,594: -1,127 -1,064 -617 -1,061 -686 -2,805 -2,367: -789 -1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 21.4 14.8 24.1 29.5 85.8 65.7: 14.2 34.3
Old : 100.0: 46.9 21.4 14.8 24.1 29.5 85.8 65.7: 14.2 34.3
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 : 224: 67 57 49 36 81 133 163:
Old : 224: 67 57 49 36 81 133 163:
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 : 20.3 12.1 33.2 21.3 20.0 11.0 31.7 17.5
Old : 20.3 12.1 33.2 21.3 20.0 11.0 31.7 17.5
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 30, 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 : 5,987: 656 5,027 103 4,091 485 4,850 5,615: 1,137 372
Old : 5,987: 656 5,027 103 4,091 485 4,850 5,615: 1,137 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 59: 20 -24 -5 235 92 250 63: -191 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 84.0 1.7 68.3 8.1 81.0 93.8: 19.0 6.2
Old : 100.0: 11.0 84.0 1.7 68.3 8.1 81.0 93.8: 19.0 6.2
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 : 24: 5 6 4 12 6 19 15:
Old : 24: 5 6 4 12 6 19 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 : 56.0 82.5 70.6 91.4 56.0 82.5 70.6 90.5
Old : 56.0 82.5 70.6 91.4 56.0 82.5 70.6 90.5
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 30, 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 : 27,123: 4,815 19,270 821 20,896 6,097 26,532 26,188: 591 935
Old : 27,123: 4,815 19,270 821 20,896 6,097 26,532 26,188: 591 935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 8: -360 -279 119 234 130 -7 -30: 15 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 71.0 3.0 77.0 22.5 97.8 96.6: 2.2 3.4
Old : 100.0: 17.8 71.0 3.0 77.0 22.5 97.8 96.6: 2.2 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 : 61: 17 13 12 22 18 44 38:
Old : 61: 17 13 12 22 18 44 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 : 47.4 66.7 67.8 85.2 47.3 66.7 67.2 84.7
Old : 47.4 66.7 67.8 85.2 47.3 66.7 67.2 84.7
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 30, 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 : 36,012: 9,990 2,127 0 24,530 33,035 34,520 35,162: 1,492 850
Old : 36,012: 9,990 2,127 0 24,530 33,035 34,520 35,162: 1,492 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -47: -282 -20 0 157 -50 -125 -70: 78 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 5.9 0.0 68.1 91.7 95.9 97.6: 4.1 2.4
Old : 100.0: 27.7 5.9 0.0 68.1 91.7 95.9 97.6: 4.1 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: 13 8 0 11 8 24 16:
Old : 37: 13 8 0 11 8 24 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 : 80.5 87.8 87.6 94.9 80.5 87.8 87.6 94.8
Old : 80.5 87.8 87.6 94.9 80.5 87.8 87.6 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, May 30, 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 : 200,273: 23,711 121,898 4,127 144,726 35,352 172,564 161,377: 27,709 38,896
Old : 200,273: 23,711 121,898 4,127 144,726 35,352 172,564 161,377: 27,709 38,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -8,031: -5,970 -6,892 504 -2,723 7 -8,189 -6,381: 158 -1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 60.9 2.1 72.3 17.7 86.2 80.6: 13.8 19.4
Old : 100.0: 11.8 60.9 2.1 72.3 17.7 86.2 80.6: 13.8 19.4
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 : 106: 24 42 17 28 30 61 80:
Old : 106: 24 42 17 28 30 61 80:
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 : 46.5 30.2 63.9 43.0 46.2 30.2 63.6 43.0
Old : 46.5 30.2 63.9 43.0 46.2 30.2 63.6 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, May 30, 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 : 54,403: 8,735 27,247 751 30,702 12,595 40,188 40,593: 14,215 13,810
Old : 54,403: 8,735 27,247 751 30,702 12,595 40,188 40,593: 14,215 13,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 3,225: 2,617 1,344 -534 -191 1,510 1,892 2,320: 1,333 905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 50.1 1.4 56.4 23.2 73.9 74.6: 26.1 25.4
Old : 100.0: 16.1 50.1 1.4 56.4 23.2 73.9 74.6: 26.1 25.4
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 : 42: 9 17 8 11 9 26 28:
Old : 42: 9 17 8 11 9 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 39.9 60.2 54.1 48.2 39.9 60.1 53.7
Old : 48.2 39.9 60.2 54.1 48.2 39.9 60.1 53.7
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 30, 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 : 206,058: 112,479 37,477 2,556 82,152 163,139 197,187 203,172: 8,871 2,886
Old : 206,058: 112,479 37,477 2,556 82,152 163,139 197,187 203,172: 8,871 2,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -5,052: 13,870 -6,834 -486 -19,302 2,480 -5,918 -4,840: 866 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 18.2 1.2 39.9 79.2 95.7 98.6: 4.3 1.4
Old : 100.0: 54.6 18.2 1.2 39.9 79.2 95.7 98.6: 4.3 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 : 156: 84 36 9 14 23 103 64:
Old : 156: 84 36 9 14 23 103 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 : 42.6 57.9 58.7 73.7 42.6 57.9 58.7 73.2
Old : 42.6 57.9 58.7 73.7 42.6 57.9 58.7 73.2
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 30, 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 : 254,039: 45,574 75,225 7,013 174,892 141,427 227,479 223,665: 26,560 30,374
Old : 254,039: 45,574 75,225 7,013 174,892 141,427 227,479 223,665: 26,560 30,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -2,218: -3,592 2,192 -954 5,241 -5,745 695 -4,507: -2,913 2,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 29.6 2.8 68.8 55.7 89.5 88.0: 10.5 12.0
Old : 100.0: 17.9 29.6 2.8 68.8 55.7 89.5 88.0: 10.5 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 31 38 23 32 42 75 91:
Old : 124: 31 38 23 32 42 75 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 39.1 65.0 54.7 57.9 38.8 64.5 53.7
Old : 58.2 39.1 65.0 54.7 57.9 38.8 64.5 53.7
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 30, 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 : 213,727: 43,404 95,679 4,941 143,450 76,426 191,795 177,046: 21,932 36,681
Old : 213,727: 43,404 95,679 4,941 143,450 76,426 191,795 177,046: 21,932 36,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 2,429: 1,484 2,103 596 146 1,959 2,226 4,658: 203 -2,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 44.8 2.3 67.1 35.8 89.7 82.8: 10.3 17.2
Old : 100.0: 20.3 44.8 2.3 67.1 35.8 89.7 82.8: 10.3 17.2
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 : 120: 37 36 20 28 37 76 82:
Old : 120: 37 36 20 28 37 76 82:
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 : 51.3 37.1 60.6 49.0 49.3 37.0 58.6 48.3
Old : 51.3 37.1 60.6 49.0 49.3 37.0 58.6 48.3
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 30, 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 : 453,280: 176,226 103,357 17,221 185,792 279,432 379,239 400,010: 74,041 53,270
Old : 453,280: 176,226 103,357 17,221 185,792 279,432 379,239 400,010: 74,041 53,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 3,920: 1,194 -6,830 2,340 -4,732 7,338 -1,198 2,848: 5,118 1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 22.8 3.8 41.0 61.6 83.7 88.2: 16.3 11.8
Old : 100.0: 38.9 22.8 3.8 41.0 61.6 83.7 88.2: 16.3 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 94 64 47 66 66 177 161:
Old : 254: 94 64 47 66 66 177 161:
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 : 24.7 43.1 34.2 50.6 24.4 42.6 33.9 49.7
Old : 24.7 43.1 34.2 50.6 24.4 42.6 33.9 49.7
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 30, 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 : 35,335: 16,332 6,939 414 5,737 23,528 22,483 30,881: 12,852 4,454
Old : 35,335: 16,332 6,939 414 5,737 23,528 22,483 30,881: 12,852 4,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 366: -130 370 5 -113 -43 -238 332: 604 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 19.6 1.2 16.2 66.6 63.6 87.4: 36.4 12.6
Old : 100.0: 46.2 19.6 1.2 16.2 66.6 63.6 87.4: 36.4 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 : 23: 8 6 3 7 6 17 13:
Old : 23: 8 6 3 7 6 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 71.2 54.1 84.5 41.9 71.1 53.4 84.4
Old : 42.4 71.2 54.1 84.5 41.9 71.1 53.4 84.4
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 30, 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 : 32,902: 12,516 4,409 104 19,138 27,567 31,758 32,080: 1,144 822
Old : 32,902: 12,516 4,409 104 19,138 27,567 31,758 32,080: 1,144 822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 9,206: 607 150 70 9,011 9,128 9,688 9,348: -482 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 13.4 0.3 58.2 83.8 96.5 97.5: 3.5 2.5
Old : 100.0: 38.0 13.4 0.3 58.2 83.8 96.5 97.5: 3.5 2.5
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 : 41: 17 12 2 7 9 24 23:
Old : 41: 17 12 2 7 9 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 78.5 86.9 87.0 49.2 55.3 61.0 62.4
Old : 63.3 78.5 86.9 87.0 49.2 55.3 61.0 62.4
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 30, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 44,203: 16,886 22,425 423 23,102 16,391 40,411 39,239: 3,792 4,964
Old : 44,203: 16,886 22,425 423 23,102 16,391 40,411 39,239: 3,792 4,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 38: 2,868 -810 -10 -3,363 973 -505 153: 543 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 50.7 1.0 52.3 37.1 91.4 88.8: 8.6 11.2
Old : 100.0: 38.2 50.7 1.0 52.3 37.1 91.4 88.8: 8.6 11.2
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 : 67: 21 23 6 13 15 38 40:
Old : 67: 21 23 6 13 15 38 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 : 44.4 39.4 69.8 59.0 44.4 39.4 69.8 58.9
Old : 44.4 39.4 69.8 59.0 44.4 39.4 69.8 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, May 30, 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 : 17,642: 4,040 1,968 3,084 9,467 12,025 16,591 17,077: 1,051 565
Old : 17,642: 4,040 1,968 3,084 9,467 12,025 16,591 17,077: 1,051 565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -166: -377 -950 236 -23 769 -164 55: -2 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 11.2 17.5 53.7 68.2 94.0 96.8: 6.0 3.2
Old : 100.0: 22.9 11.2 17.5 53.7 68.2 94.0 96.8: 6.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 5 3 9 7 18 14:
Old : 25: 8 5 3 9 7 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 : 69.7 77.4 84.2 91.5 29.5 33.6 37.3 44.0
Old : 69.7 77.4 84.2 91.5 29.5 33.6 37.3 44.0
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 30, 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 :14,028,713: 755,600 3,212,645 2,904,278 9,631,245 6,759,398 13,291,123 12,876,321: 737,590 1,152,392
Old :14,028,713: 755,600 3,212,645 2,904,278 9,631,245 6,759,398 13,291,123 12,876,321: 737,590 1,152,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 414,419: 769 4,416 26,599 256,284 301,685 283,652 332,700: 130,767 81,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 22.9 20.7 68.7 48.2 94.7 91.8: 5.3 8.2
Old : 100.0: 5.4 22.9 20.7 68.7 48.2 94.7 91.8: 5.3 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 : 320: 46 114 118 120 141 252 304:
Old : 320: 46 114 118 120 141 252 304:
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 : 37.8 15.3 49.2 26.5 32.8 10.2 37.7 15.4
Old : 37.8 15.3 49.2 26.5 32.8 10.2 37.7 15.4
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 30, 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 : 695,192: 104,991 101,857 30,125 479,948 473,169 615,064 605,151: 80,128 90,041
Old : 695,192: 104,991 101,857 30,125 479,948 473,169 615,064 605,151: 80,128 90,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 3,375: 2,009 368 -138 4,471 3,645 6,341 3,874: -2,966 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 14.7 4.3 69.0 68.1 88.5 87.0: 11.5 13.0
Old : 100.0: 15.1 14.7 4.3 69.0 68.1 88.5 87.0: 11.5 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 : 602: 116 141 76 236 244 388 425:
Old : 602: 116 141 76 236 244 388 425:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 13.2 24.5 19.4 11.4 12.1 18.8 17.5
Old : 14.8 13.2 24.5 19.4 11.4 12.1 18.8 17.5
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 30, 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 : 77,966: 3,978 12,063 575 50,584 39,605 55,137 52,243: 22,829 25,723
Old : 77,966: 3,978 12,063 575 50,584 39,605 55,137 52,243: 22,829 25,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 140: 345 1,844 -348 1,209 -452 1,206 1,044: -1,066 -904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 15.5 0.7 64.9 50.8 70.7 67.0: 29.3 33.0
Old : 100.0: 5.1 15.5 0.7 64.9 50.8 70.7 67.0: 29.3 33.0
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 : 48: 8 6 3 22 19 33 25:
Old : 48: 8 6 3 22 19 33 25:
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 : 36.7 41.0 50.9 52.9 36.7 40.6 50.2 51.7
Old : 36.7 41.0 50.9 52.9 36.7 40.6 50.2 51.7
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 30, 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 : 3,086,131: 554,764 498,671 98,051 2,146,819 2,167,819 2,799,634 2,764,541: 286,497 321,590
Old : 3,086,131: 554,764 498,671 98,051 2,146,819 2,167,819 2,799,634 2,764,541: 286,497 321,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 16,177: 12,038 -3,661 -2,670 16,309 20,483 25,677 14,152: -9,500 2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 16.2 3.2 69.6 70.2 90.7 89.6: 9.3 10.4
Old : 100.0: 18.0 16.2 3.2 69.6 70.2 90.7 89.6: 9.3 10.4
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 : 595: 114 140 71 231 236 376 416:
Old : 595: 114 140 71 231 236 376 416:
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 : 15.7 14.4 25.8 21.2 12.8 13.3 20.5 19.2
Old : 15.7 14.4 25.8 21.2 12.8 13.3 20.5 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, May 30, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 16,074: 2,267 0 0 11,667 15,234 13,934 15,234: 2,140 840
Old : 16,074: 2,267 0 0 11,667 15,234 13,934 15,234: 2,140 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.0 0.0 72.6 94.8 86.7 94.8: 13.3 5.2
Old : 100.0: 14.1 0.0 0.0 72.6 94.8 86.7 94.8: 13.3 5.2
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 : 20: 5 0 0 8 8 13 8:
Old : 20: 5 0 0 8 8 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 78.6 77.6 94.8 59.3 78.6 77.6 94.3
Old : 59.3 78.6 77.6 94.8 59.3 78.6 77.6 94.3
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, May 30, 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 : 91,384: 21,876 2,894 711 56,643 84,396 79,230 88,001: 12,154 3,383
Old : 91,384: 21,876 2,894 711 56,643 84,396 79,230 88,001: 12,154 3,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -1,757: -613 -913 43 -994 -1,020 -1,564 -1,890: -193 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.2 0.8 62.0 92.4 86.7 96.3: 13.3 3.7
Old : 100.0: 23.9 3.2 0.8 62.0 92.4 86.7 96.3: 13.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 14 5 4 44 30 59 38:
Old : 78: 14 5 4 44 30 59 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 : 37.4 48.1 51.2 71.2 37.4 48.0 51.0 70.9
Old : 37.4 48.1 51.2 71.2 37.4 48.0 51.0 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, May 30, 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 : 55,100: 25,368 9,306 1,055 21,670 37,534 48,093 47,895: 7,008 7,205
Old : 55,100: 25,368 9,306 1,055 21,670 37,534 48,093 47,895: 7,008 7,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,058: 1,614 369 -553 -583 980 478 796: 581 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 16.9 1.9 39.3 68.1 87.3 86.9: 12.7 13.1
Old : 100.0: 46.0 16.9 1.9 39.3 68.1 87.3 86.9: 12.7 13.1
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 : 255: 66 64 21 71 77 150 149:
Old : 255: 66 64 21 71 77 150 149:
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 : 23.1 30.4 36.8 41.4 22.8 30.2 35.6 41.1
Old : 23.1 30.4 36.8 41.4 22.8 30.2 35.6 41.1
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 30, 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 : 275,501: 126,840 46,531 5,275 108,348 187,670 240,463 239,476: 35,038 36,025
Old : 275,501: 126,840 46,531 5,275 108,348 187,670 240,463 239,476: 35,038 36,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 5,292: 8,072 1,846 -2,767 -2,916 4,900 2,389 3,979: 2,903 1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 16.9 1.9 39.3 68.1 87.3 86.9: 12.7 13.1
Old : 100.0: 46.0 16.9 1.9 39.3 68.1 87.3 86.9: 12.7 13.1
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 : 255: 66 64 21 71 77 150 149:
Old : 255: 66 64 21 71 77 150 149:
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 : 23.1 30.4 36.8 41.4 22.8 30.2 35.6 41.1
Old : 23.1 30.4 36.8 41.4 22.8 30.2 35.6 41.1
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 30, 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 : 129,388: 43,148 40,081 2,019 63,520 56,238 108,687 98,338: 20,701 31,050
Old : 129,388: 43,148 40,081 2,019 63,520 56,238 108,687 98,338: 20,701 31,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,138: 256 -176 -543 -582 651 -869 -68: 2,007 1,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 31.0 1.6 49.1 43.5 84.0 76.0: 16.0 24.0
Old : 100.0: 33.3 31.0 1.6 49.1 43.5 84.0 76.0: 16.0 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 25 27 11 19 24 47 59:
Old : 83: 25 27 11 19 24 47 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 37.3 56.3 49.7 40.3 37.3 56.0 49.7
Old : 40.7 37.3 56.3 49.7 40.3 37.3 56.0 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, May 30, 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 : 39,530: 17,739 12,462 114 13,277 23,733 31,130 36,309: 8,400 3,221
Old : 39,530: 17,739 12,462 114 13,277 23,733 31,130 36,309: 8,400 3,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -618: 375 -119 91 314 -652 780 -680: -1,398 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 31.5 0.3 33.6 60.0 78.8 91.9: 21.2 8.1
Old : 100.0: 44.9 31.5 0.3 33.6 60.0 78.8 91.9: 21.2 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 21 9 2 15 12 36 23:
Old : 53: 21 9 2 15 12 36 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 68.1 47.8 81.7 34.2 68.1 47.8 81.7
Old : 34.2 68.1 47.8 81.7 34.2 68.1 47.8 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, May 30, 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 : 79,511: 26,417 13,354 1,568 42,145 37,117 70,130 52,039: 9,381 27,472
Old : 79,511: 26,417 13,354 1,568 42,145 37,117 70,130 52,039: 9,381 27,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -2,245: -216 -1,719 368 -1,858 -408 -1,706 -1,759: -539 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 16.8 2.0 53.0 46.7 88.2 65.4: 11.8 34.6
Old : 100.0: 33.2 16.8 2.0 53.0 46.7 88.2 65.4: 11.8 34.6
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 : 86: 23 18 5 28 25 52 47:
Old : 86: 23 18 5 28 25 52 47:
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 : 33.9 20.4 47.9 35.9 33.4 20.4 47.4 35.6
Old : 33.9 20.4 47.9 35.9 33.4 20.4 47.4 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2017