MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, June 13, 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 : 27,174: 1,840 5,800 2,660 22,314 18,354 26,814 26,814: 360 360
Old : 27,174: 1,840 5,800 2,660 22,314 18,354 26,814 26,814: 360 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 292: 280 -520 200 -188 612 292 292: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 21.3 9.8 82.1 67.5 98.7 98.7: 1.3 1.3
Old : 100.0: 6.8 21.3 9.8 82.1 67.5 98.7 98.7: 1.3 1.3
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 : 26: 5 9 5 9 7 17 19:
Old : 26: 5 9 5 9 7 17 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 : 84.2 60.7 94.0 85.3 61.0 42.5 63.4 59.8
Old : 84.2 60.7 94.0 85.3 61.0 42.5 63.4 59.8
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, June 13, 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 : 5,806: 469 793 255 4,162 4,425 4,886 5,473: 920 333
Old : 5,806: 469 793 255 4,162 4,425 4,886 5,473: 920 333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 204: -20 -25 7 201 264 188 246: 16 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 13.7 4.4 71.7 76.2 84.2 94.3: 15.8 5.7
Old : 100.0: 8.1 13.7 4.4 71.7 76.2 84.2 94.3: 15.8 5.7
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 : 41: 7 7 8 17 21 28 32:
Old : 41: 7 7 8 17 21 28 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 55.7 63.2 70.3 49.0 53.8 60.0 65.9
Old : 49.7 55.7 63.2 70.3 49.0 53.8 60.0 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 13, 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 : 28,674: 17,158 7,064 988 7,885 16,044 26,031 24,096: 2,643 4,578
Old : 28,674: 17,158 7,064 988 7,885 16,044 26,031 24,096: 2,643 4,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 603: 211 -428 306 184 542 701 420: -98 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 24.6 3.4 27.5 56.0 90.8 84.0: 9.2 16.0
Old : 100.0: 59.8 24.6 3.4 27.5 56.0 90.8 84.0: 9.2 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 15 25 19 16 28 45 58:
Old : 75: 15 25 19 16 28 45 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 35.8 77.6 47.9 58.2 35.8 77.4 47.3
Old : 58.3 35.8 77.6 47.9 58.2 35.8 77.4 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, June 13, 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 : 6,323: 710 673 414 4,695 4,628 5,819 5,715: 504 608
Old : 6,323: 710 673 414 4,695 4,628 5,819 5,715: 504 608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 248: -17 37 74 315 190 372 301: -124 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 10.6 6.5 74.3 73.2 92.0 90.4: 8.0 9.6
Old : 100.0: 11.2 10.6 6.5 74.3 73.2 92.0 90.4: 8.0 9.6
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 : 44: 10 5 10 23 18 36 30:
Old : 44: 10 5 10 23 18 36 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 : 43.4 43.8 61.6 67.5 42.8 42.5 61.0 64.3
Old : 43.4 43.8 61.6 67.5 42.8 42.5 61.0 64.3
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, June 13, 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 : 254,077: 101,508 46,706 42,086 88,191 130,238 231,785 219,030: 22,292 35,047
Old : 190,956: 86,406 44,342 26,076 63,369 95,229 175,851 165,647: 15,105 25,309
Other: 63,121: 24,193 11,455 6,919 24,822 35,009 55,934 53,383: 7,187 9,738
: : :
: : Changes in Commitments from: June 6, 2017 :
: 4,742: 1,761 238 2,198 -427 588 3,532 3,024: 1,210 1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 18.4 16.6 34.7 51.3 91.2 86.2: 8.8 13.8
Old : 100.0: 45.2 23.2 13.7 33.2 49.9 92.1 86.7: 7.9 13.3
Other: 100.0: 38.3 18.1 11.0 39.3 55.5 88.6 84.6: 11.4 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 117 66 102 61 80 231 207:
Old : 286: 115 68 82 34 78 186 198:
Other: 164: 37 47 21 48 55 102 110:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 19.6 25.6 26.8 16.1 19.6 25.6 26.1
Old : 16.4 21.3 27.3 28.9 16.4 21.0 27.3 28.4
Other: 29.6 19.4 46.9 33.2 28.7 17.5 44.1 29.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 13, 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 : 413,641: 184,051 48,059 66,369 130,681 243,228 381,101 357,656: 32,540 55,985
Old : 413,641: 184,051 48,059 66,369 130,681 243,228 381,101 357,656: 32,540 55,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -1,071: 1,917 876 -464 -1,815 -2,781 -362 -2,369: -709 1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 11.6 16.0 31.6 58.8 92.1 86.5: 7.9 13.5
Old : 100.0: 44.5 11.6 16.0 31.6 58.8 92.1 86.5: 7.9 13.5
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 : 451: 144 79 120 113 165 333 324:
Old : 451: 144 79 120 113 165 333 324:
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 22.2 25.0 29.2 15.8 22.2 25.0 28.5
Old : 15.8 22.2 25.0 29.2 15.8 22.2 25.0 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, June 13, 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 : 4,244: 1,195 1,119 574 1,134 1,554 2,903 3,247: 1,341 997
Old : 4,244: 1,195 1,119 574 1,134 1,554 2,903 3,247: 1,341 997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -586: 19 -259 -310 -245 -62 -536 -631: -50 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 26.4 13.5 26.7 36.6 68.4 76.5: 31.6 23.5
Old : 100.0: 28.2 26.4 13.5 26.7 36.6 68.4 76.5: 31.6 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 14 13 11 19 19 41 37:
Old : 53: 14 13 11 19 19 41 37:
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 : 27.9 39.6 40.0 52.6 24.4 33.2 33.1 44.0
Old : 27.9 39.6 40.0 52.6 24.4 33.2 33.1 44.0
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 57,203: 26,911 12,561 8,017 14,495 16,962 49,423 37,540: 7,780 19,663
Old : 57,203: 26,911 12,561 8,017 14,495 16,962 49,423 37,540: 7,780 19,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -252: -175 43 84 -86 -221 -177 -94: -75 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 22.0 14.0 25.3 29.7 86.4 65.6: 13.6 34.4
Old : 100.0: 47.0 22.0 14.0 25.3 29.7 86.4 65.6: 13.6 34.4
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 : 225: 64 53 48 43 82 136 164:
Old : 225: 64 53 48 43 82 136 164:
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 : 20.2 12.0 32.5 21.0 19.7 10.7 31.6 17.2
Old : 20.2 12.0 32.5 21.0 19.7 10.7 31.6 17.2
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, June 13, 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 : 5,120: 470 4,269 54 3,603 460 4,127 4,783: 993 337
Old : 5,120: 470 4,269 54 3,603 460 4,127 4,783: 993 337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -40: -51 -6 -3 40 -28 -14 -37: -26 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 83.4 1.1 70.4 9.0 80.6 93.4: 19.4 6.6
Old : 100.0: 9.2 83.4 1.1 70.4 9.0 80.6 93.4: 19.4 6.6
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: 4 5 2 11 5 16 11:
Old : 20: 4 5 2 11 5 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 82.2 72.1 92.5 54.8 82.2 72.1 90.2
Old : 54.8 82.2 72.1 92.5 54.8 82.2 72.1 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, June 13, 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 : 23,397: 3,585 15,888 710 18,608 5,946 22,903 22,544: 494 853
Old : 23,397: 3,585 15,888 710 18,608 5,946 22,903 22,544: 494 853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 527: 38 231 -28 466 284 476 487: 51 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 67.9 3.0 79.5 25.4 97.9 96.4: 2.1 3.6
Old : 100.0: 15.3 67.9 3.0 79.5 25.4 97.9 96.4: 2.1 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 : 57: 13 12 11 24 19 43 36:
Old : 57: 13 12 11 24 19 43 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 : 49.8 64.4 69.9 84.9 49.6 64.3 69.4 84.3
Old : 49.8 64.4 69.9 84.9 49.6 64.3 69.4 84.3
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, June 13, 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 : 41,874: 8,954 2,601 25 31,403 38,313 40,382 40,939: 1,492 935
Old : 41,874: 8,954 2,601 25 31,403 38,313 40,382 40,939: 1,492 935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 4,248: -852 417 25 5,058 3,977 4,231 4,419: 17 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 6.2 0.1 75.0 91.5 96.4 97.8: 3.6 2.2
Old : 100.0: 21.4 6.2 0.1 75.0 91.5 96.4 97.8: 3.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 14 10 2 12 8 27 19:
Old : 41: 14 10 2 12 8 27 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 : 64.5 82.4 86.2 93.8 64.5 72.7 73.1 79.2
Old : 64.5 82.4 86.2 93.8 64.5 72.7 73.1 79.2
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, June 13, 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 : 204,115: 26,781 115,376 16,322 134,249 36,156 177,352 167,854: 26,763 36,261
Old : 204,115: 26,781 115,376 16,322 134,249 36,156 177,352 167,854: 26,763 36,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -6,818: 289 -5,617 2,869 -10,872 -3,127 -7,714 -5,875: 896 -943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 56.5 8.0 65.8 17.7 86.9 82.2: 13.1 17.8
Old : 100.0: 13.1 56.5 8.0 65.8 17.7 86.9 82.2: 13.1 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 28 37 19 31 27 69 74:
Old : 108: 28 37 19 31 27 69 74:
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 : 41.7 29.8 57.3 44.2 41.2 28.9 55.3 40.8
Old : 41.7 29.8 57.3 44.2 41.2 28.9 55.3 40.8
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, June 13, 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 : 55,138: 8,518 22,978 1,210 31,071 16,355 40,799 40,543: 14,339 14,595
Old : 55,138: 8,518 22,978 1,210 31,071 16,355 40,799 40,543: 14,339 14,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 3,410: 1,766 -329 280 1,254 2,351 3,300 2,302: 110 1,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 41.7 2.2 56.4 29.7 74.0 73.5: 26.0 26.5
Old : 100.0: 15.4 41.7 2.2 56.4 29.7 74.0 73.5: 26.0 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 14 7 14 11 30 28:
Old : 43: 12 14 7 14 11 30 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 : 49.7 33.3 60.1 48.4 46.5 32.8 55.1 45.8
Old : 49.7 33.3 60.1 48.4 46.5 32.8 55.1 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, June 13, 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 : 233,490: 123,468 27,654 16,176 84,029 186,727 223,673 230,557: 9,817 2,933
Old : 233,490: 123,468 27,654 16,176 84,029 186,727 223,673 230,557: 9,817 2,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 26,374: 7,867 -3,126 8,959 8,901 20,348 25,727 26,181: 647 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 11.8 6.9 36.0 80.0 95.8 98.7: 4.2 1.3
Old : 100.0: 52.9 11.8 6.9 36.0 80.0 95.8 98.7: 4.2 1.3
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 : 156: 81 34 14 18 28 109 68:
Old : 156: 81 34 14 18 28 109 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 57.6 51.6 72.6 34.4 51.9 48.3 65.3
Old : 35.8 57.6 51.6 72.6 34.4 51.9 48.3 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, June 13, 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 : 269,593: 40,552 79,993 31,023 171,312 127,420 242,887 238,436: 26,706 31,157
Old : 269,593: 40,552 79,993 31,023 171,312 127,420 242,887 238,436: 26,706 31,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 21,420: 405 3,130 23,030 -486 -5,630 22,949 20,530: -1,529 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 29.7 11.5 63.5 47.3 90.1 88.4: 9.9 11.6
Old : 100.0: 15.0 29.7 11.5 63.5 47.3 90.1 88.4: 9.9 11.6
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 : 124: 26 42 24 33 40 75 92:
Old : 124: 26 42 24 33 40 75 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 40.2 63.5 54.1 54.0 37.3 58.8 48.3
Old : 57.0 40.2 63.5 54.1 54.0 37.3 58.8 48.3
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, June 13, 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 : 210,617: 34,160 84,713 8,690 144,233 83,337 187,083 176,740: 23,534 33,877
Old : 210,617: 34,160 84,713 8,690 144,233 83,337 187,083 176,740: 23,534 33,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -14,932: -5,576 -10,050 -6,760 487 1,893 -11,849 -14,917: -3,083 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 40.2 4.1 68.5 39.6 88.8 83.9: 11.2 16.1
Old : 100.0: 16.2 40.2 4.1 68.5 39.6 88.8 83.9: 11.2 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 28 41 19 28 35 67 84:
Old : 117: 28 41 19 28 35 67 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 37.2 60.5 51.2 51.5 36.4 60.4 49.7
Old : 51.5 37.2 60.5 51.2 51.5 36.4 60.4 49.7
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, June 13, 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 : 474,300: 164,227 85,174 24,390 211,353 301,281 399,970 410,845: 74,330 63,455
Old : 474,300: 164,227 85,174 24,390 211,353 301,281 399,970 410,845: 74,330 63,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 27,122: -662 -5,706 1,066 23,311 22,234 23,715 17,594: 3,407 9,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 18.0 5.1 44.6 63.5 84.3 86.6: 15.7 13.4
Old : 100.0: 34.6 18.0 5.1 44.6 63.5 84.3 86.6: 15.7 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 : 236: 84 59 51 64 64 175 150:
Old : 236: 84 59 51 64 64 175 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 45.0 35.0 52.2 23.7 42.1 32.9 48.6
Old : 25.0 45.0 35.0 52.2 23.7 42.1 32.9 48.6
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, June 13, 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 : 34,236: 14,743 5,686 508 6,229 23,147 21,480 29,341: 12,756 4,895
Old : 34,236: 14,743 5,686 508 6,229 23,147 21,480 29,341: 12,756 4,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 397: -1,459 -823 56 323 453 -1,080 -314: 1,477 711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 16.6 1.5 18.2 67.6 62.7 85.7: 37.3 14.3
Old : 100.0: 43.1 16.6 1.5 18.2 67.6 62.7 85.7: 37.3 14.3
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 : 23: 7 6 5 9 6 20 13:
Old : 23: 7 6 5 9 6 20 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 : 42.3 72.4 52.9 83.1 41.7 72.3 52.2 82.7
Old : 42.3 72.4 52.9 83.1 41.7 72.3 52.2 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, June 13, 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 : 17,926: 8,855 4,949 0 7,660 12,525 16,515 17,474: 1,411 452
Old : 17,926: 8,855 4,949 0 7,660 12,525 16,515 17,474: 1,411 452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 644: 301 544 0 409 136 710 680: -66 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 27.6 0.0 42.7 69.9 92.1 97.5: 7.9 2.5
Old : 100.0: 49.4 27.6 0.0 42.7 69.9 92.1 97.5: 7.9 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 : 36: 11 15 0 6 6 17 21:
Old : 36: 11 15 0 6 6 17 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 : 66.2 70.1 81.1 82.5 66.2 67.6 78.3 78.3
Old : 66.2 70.1 81.1 82.5 66.2 67.6 78.3 78.3
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, June 13, 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 : 53,576: 27,261 25,666 1,405 19,392 21,735 48,058 48,806: 5,518 4,770
Old : 53,576: 27,261 25,666 1,405 19,392 21,735 48,058 48,806: 5,518 4,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 9,762: 7,913 4,533 852 -89 4,235 8,676 9,620: 1,086 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 47.9 2.6 36.2 40.6 89.7 91.1: 10.3 8.9
Old : 100.0: 50.9 47.9 2.6 36.2 40.6 89.7 91.1: 10.3 8.9
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 : 78: 34 21 9 13 14 51 42:
Old : 78: 34 21 9 13 14 51 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 : 31.1 50.0 52.2 69.3 30.3 45.4 50.6 63.8
Old : 31.1 50.0 52.2 69.3 30.3 45.4 50.6 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, June 13, 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 : 31,016: 21,022 3,822 2,516 6,382 23,839 29,920 30,177: 1,096 839
Old : 31,016: 21,022 3,822 2,516 6,382 23,839 29,920 30,177: 1,096 839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 9,234: 8,760 1,673 1,352 -973 6,044 9,139 9,069: 95 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 12.3 8.1 20.6 76.9 96.5 97.3: 3.5 2.7
Old : 100.0: 67.8 12.3 8.1 20.6 76.9 96.5 97.3: 3.5 2.7
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 : 30: 12 6 4 8 6 22 15:
Old : 30: 12 6 4 8 6 22 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 : 75.0 81.5 85.9 91.8 64.7 68.0 70.9 74.4
Old : 75.0 81.5 85.9 91.8 64.7 68.0 70.9 74.4
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, June 13, 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 :14,150,540: 1,034,586 2,904,796 2,878,696 9,605,827 7,238,420 13,519,109 13,021,912: 631,431 1,128,628
Old :14,150,540: 1,034,586 2,904,796 2,878,696 9,605,827 7,238,420 13,519,109 13,021,912: 631,431 1,128,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 75,176: 152,756 -242,947 71,024 -136,897 223,669 86,883 51,746: -11,707 23,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 20.5 20.3 67.9 51.2 95.5 92.0: 4.5 8.0
Old : 100.0: 7.3 20.5 20.3 67.9 51.2 95.5 92.0: 4.5 8.0
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 : 329: 62 107 125 118 141 260 310:
Old : 329: 62 107 125 118 141 260 310:
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 : 36.1 16.6 47.8 27.2 31.5 10.5 36.4 15.1
Old : 36.1 16.6 47.8 27.2 31.5 10.5 36.4 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, June 13, 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 : 785,893: 110,467 104,381 40,556 548,778 550,056 699,801 694,992: 86,093 90,901
Old : 785,893: 110,467 104,381 40,556 548,778 550,056 699,801 694,992: 86,093 90,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 79,005: 2,432 697 8,056 62,979 69,165 73,468 77,919: 5,536 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 13.3 5.2 69.8 70.0 89.0 88.4: 11.0 11.6
Old : 100.0: 14.1 13.3 5.2 69.8 70.0 89.0 88.4: 11.0 11.6
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 : 602: 121 153 100 238 244 409 448:
Old : 602: 121 153 100 238 244 409 448:
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 : 15.3 15.2 24.1 23.9 10.2 11.3 16.6 16.1
Old : 15.3 15.2 24.1 23.9 10.2 11.3 16.6 16.1
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, June 13, 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 : 91,400: 4,923 10,389 2,144 58,860 58,601 65,927 71,134: 25,473 20,266
Old : 91,400: 4,923 10,389 2,144 58,860 58,601 65,927 71,134: 25,473 20,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 13,024: 381 -1,496 1,238 7,987 19,622 9,606 19,364: 3,418 -6,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 11.4 2.3 64.4 64.1 72.1 77.8: 27.9 22.2
Old : 100.0: 5.4 11.4 2.3 64.4 64.1 72.1 77.8: 27.9 22.2
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 : 53: 9 7 6 25 28 36 39:
Old : 53: 9 7 6 25 28 36 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 36.4 47.3 51.9 28.4 35.7 40.9 48.9
Old : 30.4 36.4 47.3 51.9 28.4 35.7 40.9 48.9
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, June 13, 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 : 3,472,466: 579,651 521,891 140,128 2,449,589 2,457,273 3,169,368 3,119,292: 303,098 353,174
Old : 3,472,466: 579,651 521,891 140,128 2,449,589 2,457,273 3,169,368 3,119,292: 303,098 353,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 329,903: 6,030 6,740 38,319 274,962 247,714 319,311 292,773: 10,592 37,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.0 4.0 70.5 70.8 91.3 89.8: 8.7 10.2
Old : 100.0: 16.7 15.0 4.0 70.5 70.8 91.3 89.8: 8.7 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 597: 123 149 95 233 236 400 437:
Old : 597: 123 149 95 233 236 400 437:
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 : 15.6 16.2 25.3 23.4 11.5 12.5 18.5 17.7
Old : 15.6 16.2 25.3 23.4 11.5 12.5 18.5 17.7
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, June 13, 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 : 23,719: 3,852 546 0 17,422 22,163 21,274 22,709: 2,445 1,010
Old : 23,719: 3,852 546 0 17,422 22,163 21,274 22,709: 2,445 1,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.3 0.0 73.5 93.4 89.7 95.7: 10.3 4.3
Old : 100.0: 16.2 2.3 0.0 73.5 93.4 89.7 95.7: 10.3 4.3
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 : 24: 6 2 0 10 11 16 13:
Old : 24: 6 2 0 10 11 16 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 : 54.5 68.1 73.7 89.1 46.8 57.9 59.7 69.5
Old : 54.5 68.1 73.7 89.1 46.8 57.9 59.7 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 18,260: 6,135 0 0 9,838 17,697 15,973 17,697: 2,287 563
Old : 18,260: 6,135 0 0 9,838 17,697 15,973 17,697: 2,287 563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 0.0 0.0 53.9 96.9 87.5 96.9: 12.5 3.1
Old : 100.0: 33.6 0.0 0.0 53.9 96.9 87.5 96.9: 12.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 0 0 11 13 16 13:
Old : 20: 5 0 0 11 13 16 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 : 61.2 62.9 75.2 83.9 39.0 41.2 45.6 53.3
Old : 61.2 62.9 75.2 83.9 39.0 41.2 45.6 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 28,092: 203 2,494 0 24,025 24,777 24,228 27,271: 3,864 821
Old : 28,092: 203 2,494 0 24,025 24,777 24,228 27,271: 3,864 821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 8.9 0.0 85.5 88.2 86.2 97.1: 13.8 2.9
Old : 100.0: 0.7 8.9 0.0 85.5 88.2 86.2 97.1: 13.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 0 13 10 14 13:
Old : 21: 1 3 0 13 10 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 69.2 75.4 89.9 39.3 60.8 54.5 69.9
Old : 52.9 69.2 75.4 89.9 39.3 60.8 54.5 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 97,655: 24,222 2,869 1,608 59,079 89,806 84,909 94,283: 12,746 3,372
Old : 97,655: 24,222 2,869 1,608 59,079 89,806 84,909 94,283: 12,746 3,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 7,389: 1,052 48 936 5,525 6,086 7,513 7,070: -124 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 2.9 1.6 60.5 92.0 86.9 96.5: 13.1 3.5
Old : 100.0: 24.8 2.9 1.6 60.5 92.0 86.9 96.5: 13.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 14 5 6 49 36 65 47:
Old : 83: 14 5 6 49 36 65 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 : 31.4 45.6 45.5 66.9 31.4 44.1 44.6 64.1
Old : 31.4 45.6 45.5 66.9 31.4 44.1 44.6 64.1
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, June 13, 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 : 89,647: 30,168 9,852 1,572 50,179 71,142 81,919 82,566: 7,728 7,081
Old : 89,647: 30,168 9,852 1,572 50,179 71,142 81,919 82,566: 7,728 7,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 26,406: 894 -924 347 24,752 26,740 25,994 26,163: 412 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 11.0 1.8 56.0 79.4 91.4 92.1: 8.6 7.9
Old : 100.0: 33.7 11.0 1.8 56.0 79.4 91.4 92.1: 8.6 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 73 64 32 84 90 178 166:
Old : 262: 73 64 32 84 90 178 166:
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 : 28.3 34.9 42.6 48.5 15.8 22.7 25.8 29.9
Old : 28.3 34.9 42.6 48.5 15.8 22.7 25.8 29.9
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, June 13, 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 : 448,235: 150,842 49,258 7,860 250,895 355,711 409,597 412,829: 38,638 35,406
Old : 448,235: 150,842 49,258 7,860 250,895 355,711 409,597 412,829: 38,638 35,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 132,029: 4,471 -4,621 1,736 123,762 133,702 129,969 130,817: 2,060 1,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 11.0 1.8 56.0 79.4 91.4 92.1: 8.6 7.9
Old : 100.0: 33.7 11.0 1.8 56.0 79.4 91.4 92.1: 8.6 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 73 64 32 84 90 178 166:
Old : 262: 73 64 32 84 90 178 166:
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 : 28.3 34.9 42.6 48.5 15.8 22.7 25.8 29.9
Old : 28.3 34.9 42.6 48.5 15.8 22.7 25.8 29.9
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 134,959: 33,134 34,645 12,654 65,992 59,467 111,780 106,766: 23,179 28,193
Old : 134,959: 33,134 34,645 12,654 65,992 59,467 111,780 106,766: 23,179 28,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 1,387: -5,967 -4,570 6,979 -2,539 -845 -1,527 1,564: 2,914 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 25.7 9.4 48.9 44.1 82.8 79.1: 17.2 20.9
Old : 100.0: 24.6 25.7 9.4 48.9 44.1 82.8 79.1: 17.2 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 28 28 18 19 25 58 61:
Old : 87: 28 28 18 19 25 58 61:
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 36.8 50.7 51.0 37.8 35.9 49.4 46.1
Old : 37.8 36.8 50.7 51.0 37.8 35.9 49.4 46.1
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, June 13, 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 : 36,672: 14,764 7,242 0 13,898 27,340 28,662 34,582: 8,010 2,090
Old : 36,672: 14,764 7,242 0 13,898 27,340 28,662 34,582: 8,010 2,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -19,706: -1,500 -4,425 -5,601 -8,547 -5,148 -15,648 -15,174: -4,058 -4,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 19.7 0.0 37.9 74.6 78.2 94.3: 21.8 5.7
Old : 100.0: 40.3 19.7 0.0 37.9 74.6 78.2 94.3: 21.8 5.7
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 : 41: 14 5 0 15 11 29 16:
Old : 41: 14 5 0 15 11 29 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 81.8 50.6 89.9 34.8 81.8 50.6 89.6
Old : 34.8 81.8 50.6 89.9 34.8 81.8 50.6 89.6
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 63,884: 14,136 6,528 873 38,233 13,028 53,242 20,429: 10,642 43,455
Old : 63,884: 14,136 6,528 873 38,233 13,028 53,242 20,429: 10,642 43,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -38,977: -11,443 -11,162 -7,002 -11,238 -32,213 -29,683 -50,377: -9,294 11,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.2 1.4 59.8 20.4 83.3 32.0: 16.7 68.0
Old : 100.0: 22.1 10.2 1.4 59.8 20.4 83.3 32.0: 16.7 68.0
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 : 65: 21 7 2 28 14 49 23:
Old : 65: 21 7 2 28 14 49 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 : 38.2 17.6 50.1 23.6 38.2 17.2 50.1 22.6
Old : 38.2 17.6 50.1 23.6 38.2 17.2 50.1 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2017