BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 6,547: 1,651 1,637 817 3,154 3,117 5,622 5,571: 925 976
Old : 6,547: 1,651 1,637 817 3,154 3,117 5,622 5,571: 925 976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -875: -58 -352 -16 -834 -702 -908 -1,071: 33 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 25.0 12.5 48.2 47.6 85.9 85.1: 14.1 14.9
Old : 100.0: 25.2 25.0 12.5 48.2 47.6 85.9 85.1: 14.1 14.9
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 : 31: 3 9 8 14 16 24 26:
Old : 31: 3 9 8 14 16 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 36.0 63.8 53.9 45.7 34.9 54.7 47.8
Old : 45.7 36.0 63.8 53.9 45.7 34.9 54.7 47.8
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 54,993: 18,936 5,560 14,989 15,071 21,996 48,996 42,545: 5,997 12,448
Old : 54,993: 18,936 5,560 14,989 15,071 21,996 48,996 42,545: 5,997 12,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -7,627: -3,333 -1,368 -2,630 -1,842 -3,718 -7,804 -7,716: 178 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 10.1 27.3 27.4 40.0 89.1 77.4: 10.9 22.6
Old : 100.0: 34.4 10.1 27.3 27.4 40.0 89.1 77.4: 10.9 22.6
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: 34 15 32 29 30 71 69:
Old : 86: 34 15 32 29 30 71 69:
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 : 35.0 27.1 48.3 40.5 32.9 23.9 41.2 32.7
Old : 35.0 27.1 48.3 40.5 32.9 23.9 41.2 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 6,622: 396 885 1,818 3,815 3,225 6,029 5,928: 592 694
Old : 6,622: 396 885 1,818 3,815 3,225 6,029 5,928: 592 694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -871: -116 0 -151 -627 -726 -895 -877: 23 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 13.4 27.5 57.6 48.7 91.1 89.5: 8.9 10.5
Old : 100.0: 6.0 13.4 27.5 57.6 48.7 91.1 89.5: 8.9 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 11 12 22 20 36 34:
Old : 40: 5 11 12 22 20 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 42.1 56.7 59.7 27.9 25.7 41.7 37.4
Old : 40.0 42.1 56.7 59.7 27.9 25.7 41.7 37.4
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 251,008: 78,098 20,727 72,289 77,634 114,758 228,021 207,774: 22,987 43,234
Old : 245,651: 75,834 20,832 70,887 76,655 111,605 223,376 203,324: 22,274 42,326
Other: 5,358: 3,059 690 606 979 3,153 4,645 4,450: 713 908
: : :
: : Changes in Commitments from: January 3, 2017 :
: 4,493: -326 -2,692 1,649 345 5,134 1,668 4,091: 2,825 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 8.3 28.8 30.9 45.7 90.8 82.8: 9.2 17.2
Old : 100.0: 30.9 8.5 28.9 31.2 45.4 90.9 82.8: 9.1 17.2
Other: 100.0: 57.1 12.9 11.3 18.3 58.8 86.7 83.0: 13.3 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 111 71 119 83 87 254 229:
Old : 299: 113 70 119 83 87 254 229:
Other: 52: 10 14 16 13 22 32 45:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 16.0 24.8 24.1 14.8 15.1 23.8 22.2
Old : 14.2 16.2 24.2 24.1 14.0 15.0 23.2 21.8
Other: 63.9 40.6 75.8 52.9 61.9 39.5 69.6 49.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 394,232: 138,564 17,310 110,085 114,401 202,362 363,050 329,756: 31,183 64,476
Old : 394,232: 138,564 17,310 110,085 114,401 202,362 363,050 329,756: 31,183 64,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 21,316: 4,860 -1,473 10,193 4,577 9,819 19,630 18,540: 1,685 2,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 4.4 27.9 29.0 51.3 92.1 83.6: 7.9 16.4
Old : 100.0: 35.1 4.4 27.9 29.0 51.3 92.1 83.6: 7.9 16.4
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 : 430: 146 74 168 138 160 367 343:
Old : 430: 146 74 168 138 160 367 343:
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 : 11.0 17.3 18.7 24.2 10.5 16.8 17.5 21.9
Old : 11.0 17.3 18.7 24.2 10.5 16.8 17.5 21.9
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 3,776: 1,084 1,459 194 1,433 1,141 2,711 2,794: 1,066 982
Old : 3,776: 1,084 1,459 194 1,433 1,141 2,711 2,794: 1,066 982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -312: -19 -254 -36 -28 -31 -83 -321: -229 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 38.6 5.1 37.9 30.2 71.8 74.0: 28.2 26.0
Old : 100.0: 28.7 38.6 5.1 37.9 30.2 71.8 74.0: 28.2 26.0
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 : 43: 11 11 8 18 12 33 27:
Old : 43: 11 11 8 18 12 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 35.4 49.6 53.1 36.1 33.7 47.8 51.4
Old : 37.6 35.4 49.6 53.1 36.1 33.7 47.8 51.4
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 59,319: 21,868 8,851 16,692 11,884 12,379 50,444 37,922: 8,876 21,398
Old : 59,319: 21,868 8,851 16,692 11,884 12,379 50,444 37,922: 8,876 21,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 3,061: 451 -187 1,794 687 1,597 2,932 3,204: 129 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 14.9 28.1 20.0 20.9 85.0 63.9: 15.0 36.1
Old : 100.0: 36.9 14.9 28.1 20.0 20.9 85.0 63.9: 15.0 36.1
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 : 208: 58 54 74 56 65 167 155:
Old : 208: 58 54 74 56 65 167 155:
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 : 18.9 10.2 30.3 17.5 17.8 8.0 27.1 12.9
Old : 18.9 10.2 30.3 17.5 17.8 8.0 27.1 12.9
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 28,627: 1,339 14,902 5,003 21,299 7,503 27,641 27,408: 986 1,219
Old : 28,627: 1,339 14,902 5,003 21,299 7,503 27,641 27,408: 986 1,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -4,639: -213 -1,914 -887 -3,511 -1,836 -4,611 -4,637: -28 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 52.1 17.5 74.4 26.2 96.6 95.7: 3.4 4.3
Old : 100.0: 4.7 52.1 17.5 74.4 26.2 96.6 95.7: 3.4 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 : 55: 6 15 12 26 21 42 38:
Old : 55: 6 15 12 26 21 42 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 : 51.1 52.7 68.6 68.8 51.1 52.2 62.7 63.6
Old : 51.1 52.7 68.6 68.8 51.1 52.2 62.7 63.6
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 28,306: 17,746 2,117 0 8,722 25,295 26,468 27,412: 1,838 894
Old : 28,306: 17,746 2,117 0 8,722 25,295 26,468 27,412: 1,838 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 855: 843 -58 0 200 679 1,043 621: -188 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 7.5 0.0 30.8 89.4 93.5 96.8: 6.5 3.2
Old : 100.0: 62.7 7.5 0.0 30.8 89.4 93.5 96.8: 6.5 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 : 29: 14 2 0 5 8 19 10:
Old : 29: 14 2 0 5 8 19 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 80.4 85.3 94.2 77.2 80.4 85.3 94.2
Old : 77.2 80.4 85.3 94.2 77.2 80.4 85.3 94.2
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 108,727: 27,492 36,308 7,678 44,690 32,353 79,860 76,340: 28,867 32,388
Old : 108,727: 27,492 36,308 7,678 44,690 32,353 79,860 76,340: 28,867 32,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -8,843: -11,932 -7,105 -500 584 2,323 -11,849 -5,283: 3,006 -3,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 33.4 7.1 41.1 29.8 73.5 70.2: 26.5 29.8
Old : 100.0: 25.3 33.4 7.1 41.1 29.8 73.5 70.2: 26.5 29.8
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 : 85: 24 25 16 22 30 52 65:
Old : 85: 24 25 16 22 30 52 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 16.7 35.8 28.8 25.3 16.7 33.9 28.1
Old : 26.1 16.7 35.8 28.8 25.3 16.7 33.9 28.1
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 53,241: 9,779 24,448 1,167 36,224 6,698 47,171 32,314: 6,070 20,927
Old : 53,241: 9,779 24,448 1,167 36,224 6,698 47,171 32,314: 6,070 20,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -3,798: -1,440 -889 -340 -1,273 -593 -3,054 -1,822: -744 -1,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 45.9 2.2 68.0 12.6 88.6 60.7: 11.4 39.3
Old : 100.0: 18.4 45.9 2.2 68.0 12.6 88.6 60.7: 11.4 39.3
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 : 44: 7 20 7 12 10 23 33:
Old : 44: 7 20 7 12 10 23 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 22.8 72.1 34.9 56.6 22.8 70.3 34.8
Old : 56.6 22.8 72.1 34.9 56.6 22.8 70.3 34.8
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 175,882: 24,230 96,050 10,091 134,703 62,364 169,023 168,505: 6,859 7,377
Old : 175,882: 24,230 96,050 10,091 134,703 62,364 169,023 168,505: 6,859 7,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 22,826: 1,711 8,303 7,498 13,091 8,250 22,300 24,051: 526 -1,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 54.6 5.7 76.6 35.5 96.1 95.8: 3.9 4.2
Old : 100.0: 13.8 54.6 5.7 76.6 35.5 96.1 95.8: 3.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 39 76 16 21 20 71 104:
Old : 152: 39 76 16 21 20 71 104:
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 28.6 75.6 45.8 57.7 27.1 69.1 42.5
Old : 58.2 28.6 75.6 45.8 57.7 27.1 69.1 42.5
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 255,562: 58,192 120,834 17,255 152,555 78,640 228,003 216,729: 27,559 38,833
Old : 255,562: 58,192 120,834 17,255 152,555 78,640 228,003 216,729: 27,559 38,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -167: 4,408 6,940 -6,846 -329 -1,463 -2,767 -1,368: 2,600 1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 47.3 6.8 59.7 30.8 89.2 84.8: 10.8 15.2
Old : 100.0: 22.8 47.3 6.8 59.7 30.8 89.2 84.8: 10.8 15.2
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 : 132: 29 56 18 26 43 66 106:
Old : 132: 29 56 18 26 43 66 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 29.6 65.7 39.6 58.7 28.8 63.3 38.1
Old : 60.1 29.6 65.7 39.6 58.7 28.8 63.3 38.1
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 262,977: 24,444 105,812 25,788 193,550 83,612 243,782 215,212: 19,195 47,765
Old : 262,977: 24,444 105,812 25,788 193,550 83,612 243,782 215,212: 19,195 47,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -14,223: -11,213 -14,625 -4,909 2,501 4,940 -13,622 -14,594: -602 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 40.2 9.8 73.6 31.8 92.7 81.8: 7.3 18.2
Old : 100.0: 9.3 40.2 9.8 73.6 31.8 92.7 81.8: 7.3 18.2
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 : 131: 22 57 22 33 40 70 104:
Old : 131: 22 57 22 33 40 70 104:
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 28.6 59.1 39.8 38.8 26.4 52.6 32.7
Old : 42.6 28.6 59.1 39.8 38.8 26.4 52.6 32.7
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 484,870: 136,078 196,509 38,806 251,238 183,526 426,122 418,841: 58,748 66,029
Old : 484,870: 136,078 196,509 38,806 251,238 183,526 426,122 418,841: 58,748 66,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -14,660: 3,800 1,085 -6,981 -9,182 -10,119 -12,363 -16,015: -2,297 1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 40.5 8.0 51.8 37.9 87.9 86.4: 12.1 13.6
Old : 100.0: 28.1 40.5 8.0 51.8 37.9 87.9 86.4: 12.1 13.6
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 : 251: 70 97 50 59 66 154 189:
Old : 251: 70 97 50 59 66 154 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 25.7 42.0 37.6 31.0 24.9 41.1 35.9
Old : 31.5 25.7 42.0 37.6 31.0 24.9 41.1 35.9
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 33,220: 24,707 2,910 533 6,416 29,220 31,656 32,663: 1,564 557
Old : 33,220: 24,707 2,910 533 6,416 29,220 31,656 32,663: 1,564 557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 1,869: 2,045 478 -26 -1 1,480 2,018 1,932: -149 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 8.8 1.6 19.3 88.0 95.3 98.3: 4.7 1.7
Old : 100.0: 74.4 8.8 1.6 19.3 88.0 95.3 98.3: 4.7 1.7
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 : 29: 12 9 1 3 6 15 16:
Old : 29: 12 9 1 3 6 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.5 86.4 91.0 93.2 83.5 85.8 90.1 91.9
Old : 83.5 86.4 91.0 93.2 83.5 85.8 90.1 91.9
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 43,936: 22,989 36,949 154 17,423 3,672 40,566 40,775: 3,370 3,161
Old : 43,936: 22,989 36,949 154 17,423 3,672 40,566 40,775: 3,370 3,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -291: -2,533 14 116 1,869 258 -548 388: 257 -679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 84.1 0.4 39.7 8.4 92.3 92.8: 7.7 7.2
Old : 100.0: 52.3 84.1 0.4 39.7 8.4 92.3 92.8: 7.7 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 26 24 6 16 6 44 34:
Old : 68: 26 24 6 16 6 44 34:
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 : 33.6 68.5 54.5 77.9 33.6 67.1 53.0 75.3
Old : 33.6 68.5 54.5 77.9 33.6 67.1 53.0 75.3
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 10,523: 5,387 3,700 171 3,804 6,094 9,362 9,965: 1,161 558
Old : 10,523: 5,387 3,700 171 3,804 6,094 9,362 9,965: 1,161 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 1,766: 937 -13 66 628 1,652 1,631 1,705: 135 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 35.2 1.6 36.1 57.9 89.0 94.7: 11.0 5.3
Old : 100.0: 51.2 35.2 1.6 36.1 57.9 89.0 94.7: 11.0 5.3
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: 10 5 1 6 3 16 9:
Old : 23: 10 5 1 6 3 16 9:
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 83.9 76.2 93.7 52.9 83.9 74.6 93.1
Old : 52.9 83.9 76.2 93.7 52.9 83.9 74.6 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 :21,484,539: 698,808 2,873,654 9,724,037 10,471,277 7,667,851 20,894,122 20,265,542: 590,417 1,218,997
Old :21,484,539: 698,808 2,873,654 9,724,037 10,471,277 7,667,851 20,894,122 20,265,542: 590,417 1,218,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 683,631: -28,102 305,758 178,641 505,348 205,385 655,887 689,785: 27,744 -6,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 13.4 45.3 48.7 35.7 97.3 94.3: 2.7 5.7
Old : 100.0: 3.3 13.4 45.3 48.7 35.7 97.3 94.3: 2.7 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 : 292: 38 109 117 115 132 239 283:
Old : 292: 38 109 117 115 132 239 283:
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 18.1 43.2 30.6 19.1 7.3 23.2 10.1
Old : 28.3 18.1 43.2 30.6 19.1 7.3 23.2 10.1
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 872,088: 94,963 105,477 150,464 534,483 527,650 779,910 783,590: 92,178 88,497
Old : 872,088: 94,963 105,477 150,464 534,483 527,650 779,910 783,590: 92,178 88,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 22,411: -5,946 12,383 13,381 20,993 6,288 28,428 32,051: -6,017 -9,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.1 17.3 61.3 60.5 89.4 89.9: 10.6 10.1
Old : 100.0: 10.9 12.1 17.3 61.3 60.5 89.4 89.9: 10.6 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 656: 155 167 175 242 248 492 497:
Old : 656: 155 167 175 242 248 492 497:
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 : 14.0 16.7 23.5 26.9 10.1 12.8 16.3 18.1
Old : 14.0 16.7 23.5 26.9 10.1 12.8 16.3 18.1
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 186,425: 8,499 25,187 56,420 84,417 82,120 149,336 163,726: 37,089 22,699
Old : 186,425: 8,499 25,187 56,420 84,417 82,120 149,336 163,726: 37,089 22,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 9,055: -50 6,050 4,807 9,757 2,187 14,514 13,044: -5,459 -3,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 13.5 30.3 45.3 44.0 80.1 87.8: 19.9 12.2
Old : 100.0: 4.6 13.5 30.3 45.3 44.0 80.1 87.8: 19.9 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 15 12 23 35 30 62 54:
Old : 68: 15 12 23 35 30 62 54:
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 : 33.8 44.5 45.5 58.7 7.9 21.5 12.7 27.6
Old : 33.8 44.5 45.5 58.7 7.9 21.5 12.7 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 3,428,312: 459,937 429,068 442,605 2,250,328 2,227,649 3,152,869 3,099,322: 275,443 328,990
Old : 3,428,312: 459,937 429,068 442,605 2,250,328 2,227,649 3,152,869 3,099,322: 275,443 328,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 66,780: -15,793 45,351 29,184 56,182 20,503 69,573 95,038: -2,793 -28,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 12.5 12.9 65.6 65.0 92.0 90.4: 8.0 9.6
Old : 100.0: 13.4 12.5 12.9 65.6 65.0 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 : 636: 147 162 164 236 243 472 481:
Old : 636: 147 162 164 236 243 472 481:
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 : 14.4 18.8 24.0 26.9 12.1 15.7 19.4 21.5
Old : 14.4 18.8 24.0 26.9 12.1 15.7 19.4 21.5
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 95,811: 27,822 2,280 110 56,625 89,519 84,557 91,909: 11,254 3,902
Old : 95,811: 27,822 2,280 110 56,625 89,519 84,557 91,909: 11,254 3,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -66: 2 317 -60 715 -686 657 -429: -723 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 2.4 0.1 59.1 93.4 88.3 95.9: 11.7 4.1
Old : 100.0: 29.0 2.4 0.1 59.1 93.4 88.3 95.9: 11.7 4.1
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 : 82: 17 3 1 45 33 62 37:
Old : 82: 17 3 1 45 33 62 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 : 37.5 45.4 50.1 69.2 37.5 45.3 50.1 68.9
Old : 37.5 45.4 50.1 69.2 37.5 45.3 50.1 68.9
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 with Delta-adjusted Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 46,957: 22,959 6,911 1,596 16,439 32,817 40,994 41,324: 5,963 5,633
Old : 46,957: 22,959 6,911 1,596 16,439 32,817 40,994 41,324: 5,963 5,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -578: -715 -2,139 -133 245 397 -602 -1,875: 24 1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 14.7 3.4 35.0 69.9 87.3 88.0: 12.7 12.0
Old : 100.0: 48.9 14.7 3.4 35.0 69.9 87.3 88.0: 12.7 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 : 233: 74 57 26 59 65 147 134:
Old : 233: 74 57 26 59 65 147 134:
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 : 23.4 33.8 32.9 46.2 23.4 33.7 32.8 45.6
Old : 23.4 33.8 32.9 46.2 23.4 33.7 32.8 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 234,787: 114,795 34,555 7,981 82,195 164,087 204,970 206,622: 29,817 28,165
Old : 234,787: 114,795 34,555 7,981 82,195 164,087 204,970 206,622: 29,817 28,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -2,889: -3,573 -10,697 -664 1,226 1,983 -3,010 -9,377: 121 6,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 14.7 3.4 35.0 69.9 87.3 88.0: 12.7 12.0
Old : 100.0: 48.9 14.7 3.4 35.0 69.9 87.3 88.0: 12.7 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 : 233: 74 57 26 59 65 147 134:
Old : 233: 74 57 26 59 65 147 134:
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 : 23.4 33.8 32.9 46.2 23.4 33.7 32.8 45.6
Old : 23.4 33.8 32.9 46.2 23.4 33.7 32.8 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 114,060: 41,182 43,724 9,887 44,241 29,439 95,310 83,050: 18,750 31,010
Old : 114,060: 41,182 43,724 9,887 44,241 29,439 95,310 83,050: 18,750 31,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -13,305: -4,924 -6,715 -3,219 -3,183 -2,839 -11,326 -12,773: -1,979 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 38.3 8.7 38.8 25.8 83.6 72.8: 16.4 27.2
Old : 100.0: 36.1 38.3 8.7 38.8 25.8 83.6 72.8: 16.4 27.2
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 : 85: 24 35 14 18 22 50 63:
Old : 85: 24 35 14 18 22 50 63:
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 : 43.3 17.2 56.1 28.4 42.2 16.3 51.2 26.5
Old : 43.3 17.2 56.1 28.4 42.2 16.3 51.2 26.5
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 27,963: 6,709 6,344 90 13,534 15,945 20,333 22,379: 7,630 5,584
Old : 27,963: 6,709 6,344 90 13,534 15,945 20,333 22,379: 7,630 5,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -293: -319 1,045 -6 -236 67 -561 1,106: 268 -1,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 22.7 0.3 48.4 57.0 72.7 80.0: 27.3 20.0
Old : 100.0: 24.0 22.7 0.3 48.4 57.0 72.7 80.0: 27.3 20.0
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 : 37: 11 8 1 13 6 25 14:
Old : 37: 11 8 1 13 6 25 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 : 42.7 63.3 53.9 73.4 42.7 63.0 53.8 73.0
Old : 42.7 63.3 53.9 73.4 42.7 63.0 53.8 73.0
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 with Delta-adjusted Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 58,698: 13,437 19,506 1,393 34,373 17,983 49,203 38,882: 9,495 19,816
Old : 58,698: 13,437 19,506 1,393 34,373 17,983 49,203 38,882: 9,495 19,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -509: 511 -2,860 -191 -2,346 -1,898 -2,026 -4,949: 1,517 4,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 33.2 2.4 58.6 30.6 83.8 66.2: 16.2 33.8
Old : 100.0: 22.9 33.2 2.4 58.6 30.6 83.8 66.2: 16.2 33.8
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 : 94: 24 19 7 34 27 63 48:
Old : 94: 24 19 7 34 27 63 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 19.2 42.1 29.4 32.9 18.3 40.8 27.3
Old : 32.9 19.2 42.1 29.4 32.9 18.3 40.8 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2017