BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 6,965: 1,780 1,855 934 3,270 3,236 5,984 6,024: 981 941
Old : 6,965: 1,780 1,855 934 3,270 3,236 5,984 6,024: 981 941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 418: 130 218 116 116 119 362 453: 56 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 26.6 13.4 47.0 46.5 85.9 86.5: 14.1 13.5
Old : 100.0: 25.6 26.6 13.4 47.0 46.5 85.9 86.5: 14.1 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 : 33: 6 7 8 15 17 25 28:
Old : 33: 6 7 8 15 17 25 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 : 44.0 34.8 64.1 51.9 44.0 33.9 54.0 46.9
Old : 44.0 34.8 64.1 51.9 44.0 33.9 54.0 46.9
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 with Delta-adjusted Options and Futures Combined, January 17, 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 : 56,179: 19,186 5,748 15,515 15,644 22,335 50,345 43,598: 5,835 12,582
Old : 56,179: 19,186 5,748 15,515 15,644 22,335 50,345 43,598: 5,835 12,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 1,187: 250 188 526 573 340 1,349 1,053: -162 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 10.2 27.6 27.8 39.8 89.6 77.6: 10.4 22.4
Old : 100.0: 34.2 10.2 27.6 27.8 39.8 89.6 77.6: 10.4 22.4
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 : 88: 31 19 33 30 30 73 70:
Old : 88: 31 19 33 30 30 73 70:
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 : 34.9 26.4 48.0 39.6 32.7 23.1 41.0 31.8
Old : 34.9 26.4 48.0 39.6 32.7 23.1 41.0 31.8
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 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 7,357: 798 986 1,851 4,101 3,773 6,750 6,611: 607 747
Old : 7,357: 798 986 1,851 4,101 3,773 6,750 6,611: 607 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 736: 402 101 33 286 549 721 683: 15 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 13.4 25.2 55.7 51.3 91.7 89.9: 8.3 10.1
Old : 100.0: 10.8 13.4 25.2 55.7 51.3 91.7 89.9: 8.3 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 : 41: 6 11 11 21 20 35 34:
Old : 41: 6 11 11 21 20 35 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 : 39.2 41.6 56.9 59.2 28.7 27.2 43.8 40.1
Old : 39.2 41.6 56.9 59.2 28.7 27.2 43.8 40.1
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 17, 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 : 270,810: 81,523 20,110 81,075 84,562 126,042 247,160 227,227: 23,651 43,583
Old : 264,999: 79,121 20,400 79,463 83,491 122,501 242,075 222,364: 22,924 42,635
Other: 5,812: 3,359 667 656 1,071 3,541 5,085 4,863: 726 948
: : :
: : Changes in Commitments from: January 10, 2017 :
: 19,802: 3,425 -617 8,786 6,928 11,284 19,139 19,453: 663 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 7.4 29.9 31.2 46.5 91.3 83.9: 8.7 16.1
Old : 100.0: 29.9 7.7 30.0 31.5 46.2 91.3 83.9: 8.7 16.1
Other: 100.0: 57.8 11.5 11.3 18.4 60.9 87.5 83.7: 12.5 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 108 79 126 83 89 256 245:
Old : 305: 109 81 126 83 89 256 245:
Other: 54: 13 13 16 14 22 36 44:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 17.6 23.9 26.3 14.2 17.2 23.0 24.1
Old : 13.8 17.7 23.3 26.2 13.5 17.3 22.4 23.7
Other: 61.1 43.8 73.6 55.4 60.0 41.8 68.3 51.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 409,445: 141,772 17,069 115,687 120,682 210,382 378,142 343,139: 31,303 66,306
Old : 409,445: 141,772 17,069 115,687 120,682 210,382 378,142 343,139: 31,303 66,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 15,212: 3,209 -241 5,602 6,282 8,021 15,092 13,382: 120 1,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 4.2 28.3 29.5 51.4 92.4 83.8: 7.6 16.2
Old : 100.0: 34.6 4.2 28.3 29.5 51.4 92.4 83.8: 7.6 16.2
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 : 430: 141 80 159 140 163 362 343:
Old : 430: 141 80 159 140 163 362 343:
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 : 10.7 17.4 18.1 23.8 10.5 17.1 17.6 22.2
Old : 10.7 17.4 18.1 23.8 10.5 17.1 17.6 22.2
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 17, 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 : 4,008: 1,288 1,210 264 1,285 1,650 2,836 3,124: 1,172 884
Old : 4,008: 1,288 1,210 264 1,285 1,650 2,836 3,124: 1,172 884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 231: 204 -249 70 -148 509 125 330: 106 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 30.2 6.6 32.1 41.2 70.8 77.9: 29.2 22.1
Old : 100.0: 32.1 30.2 6.6 32.1 41.2 70.8 77.9: 29.2 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 16 8 7 18 18 36 32:
Old : 51: 16 8 7 18 18 36 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 : 35.1 30.7 46.0 48.2 35.1 29.5 44.8 46.4
Old : 35.1 30.7 46.0 48.2 35.1 29.5 44.8 46.4
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 17, 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 : 61,624: 22,883 8,019 16,729 12,641 14,686 52,253 39,433: 9,371 22,190
Old : 61,624: 22,883 8,019 16,729 12,641 14,686 52,253 39,433: 9,371 22,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 2,304: 1,015 -832 37 757 2,306 1,809 1,512: 495 793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 13.0 27.1 20.5 23.8 84.8 64.0: 15.2 36.0
Old : 100.0: 37.1 13.0 27.1 20.5 23.8 84.8 64.0: 15.2 36.0
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 : 213: 59 52 70 55 73 161 162:
Old : 213: 59 52 70 55 73 161 162:
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 : 18.7 10.0 29.7 17.3 17.6 8.3 26.4 13.2
Old : 18.7 10.0 29.7 17.3 17.6 8.3 26.4 13.2
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 with Delta-adjusted Options and Futures Combined, January 17, 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 : 5,220: 290 4,031 145 3,534 656 3,970 4,833: 1,251 388
Old : 5,220: 290 4,031 145 3,534 656 3,970 4,833: 1,251 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 77.2 2.8 67.7 12.6 76.0 92.6: 24.0 7.4
Old : 100.0: 5.6 77.2 2.8 67.7 12.6 76.0 92.6: 24.0 7.4
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 : 21: 4 6 6 10 5 17 14:
Old : 21: 4 6 6 10 5 17 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 : 51.3 79.7 67.8 88.5 51.3 79.7 66.0 86.2
Old : 51.3 79.7 67.8 88.5 51.3 79.7 66.0 86.2
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 with Delta-adjusted Options and Futures Combined, January 17, 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 : 29,106: 1,429 15,086 5,117 21,738 7,689 28,284 27,893: 822 1,213
Old : 29,106: 1,429 15,086 5,117 21,738 7,689 28,284 27,893: 822 1,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 479: 90 185 114 439 186 643 485: -164 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 51.8 17.6 74.7 26.4 97.2 95.8: 2.8 4.2
Old : 100.0: 4.9 51.8 17.6 74.7 26.4 97.2 95.8: 2.8 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 : 58: 10 12 12 28 23 45 40:
Old : 58: 10 12 12 28 23 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 52.6 67.1 68.4 49.7 52.4 62.1 63.6
Old : 49.7 52.6 67.1 68.4 49.7 52.4 62.1 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 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 29,023: 18,279 1,483 0 8,822 26,679 27,101 28,162: 1,922 861
Old : 29,023: 18,279 1,483 0 8,822 26,679 27,101 28,162: 1,922 861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 717: 533 -634 0 100 1,384 633 750: 84 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 5.1 0.0 30.4 91.9 93.4 97.0: 6.6 3.0
Old : 100.0: 63.0 5.1 0.0 30.4 91.9 93.4 97.0: 6.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 11 2 0 5 9 16 11:
Old : 27: 11 2 0 5 9 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 : 79.0 79.4 86.8 93.1 79.0 79.4 86.8 93.1
Old : 79.0 79.4 86.8 93.1 79.0 79.4 86.8 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 122,176: 30,162 37,817 9,700 51,460 44,137 91,322 91,653: 30,854 30,523
Old : 122,176: 30,162 37,817 9,700 51,460 44,137 91,322 91,653: 30,854 30,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 13,448: 2,670 1,509 2,021 6,770 11,783 11,461 15,313: 1,987 -1,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 31.0 7.9 42.1 36.1 74.7 75.0: 25.3 25.0
Old : 100.0: 24.7 31.0 7.9 42.1 36.1 74.7 75.0: 25.3 25.0
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 : 91: 28 24 16 26 31 61 64:
Old : 91: 28 24 16 26 31 61 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 21.7 34.2 32.4 22.6 21.4 30.3 32.1
Old : 23.8 21.7 34.2 32.4 22.6 21.4 30.3 32.1
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 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 48,351: 6,795 20,892 1,130 34,251 7,658 42,176 29,680: 6,175 18,672
Old : 48,351: 6,795 20,892 1,130 34,251 7,658 42,176 29,680: 6,175 18,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -4,889: -2,984 -3,556 -38 -1,973 960 -4,995 -2,634: 105 -2,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 43.2 2.3 70.8 15.8 87.2 61.4: 12.8 38.6
Old : 100.0: 14.1 43.2 2.3 70.8 15.8 87.2 61.4: 12.8 38.6
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: 8 18 6 12 11 23 32:
Old : 44: 8 18 6 12 11 23 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 24.3 70.0 35.0 57.3 24.1 69.7 34.0
Old : 57.3 24.3 70.0 35.0 57.3 24.1 69.7 34.0
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 17, 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 : 179,085: 22,676 96,175 10,799 138,739 64,664 172,214 171,639: 6,871 7,446
Old : 179,085: 22,676 96,175 10,799 138,739 64,664 172,214 171,639: 6,871 7,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 3,203: -1,553 125 709 4,036 2,300 3,191 3,134: 12 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 53.7 6.0 77.5 36.1 96.2 95.8: 3.8 4.2
Old : 100.0: 12.7 53.7 6.0 77.5 36.1 96.2 95.8: 3.8 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 : 147: 37 74 19 21 22 70 106:
Old : 147: 37 74 19 21 22 70 106:
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 : 57.6 28.8 75.5 48.0 57.1 28.7 69.5 44.8
Old : 57.6 28.8 75.5 48.0 57.1 28.7 69.5 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 257,849: 56,126 121,851 18,320 155,629 79,206 230,075 219,377: 27,774 38,471
Old : 257,849: 56,126 121,851 18,320 155,629 79,206 230,075 219,377: 27,774 38,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 2,287: -2,066 1,017 1,065 3,073 566 2,072 2,649: 214 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 47.3 7.1 60.4 30.7 89.2 85.1: 10.8 14.9
Old : 100.0: 21.8 47.3 7.1 60.4 30.7 89.2 85.1: 10.8 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 : 130: 25 59 23 24 42 67 106:
Old : 130: 25 59 23 24 42 67 106:
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 : 59.4 30.0 65.2 39.7 57.9 29.2 62.6 38.5
Old : 59.4 30.0 65.2 39.7 57.9 29.2 62.6 38.5
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 17, 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 : 272,936: 23,790 106,689 31,610 200,448 86,604 255,848 224,903: 17,088 48,033
Old : 272,936: 23,790 106,689 31,610 200,448 86,604 255,848 224,903: 17,088 48,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 9,959: -655 877 5,823 6,898 2,992 12,066 9,692: -2,107 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 39.1 11.6 73.4 31.7 93.7 82.4: 6.3 17.6
Old : 100.0: 8.7 39.1 11.6 73.4 31.7 93.7 82.4: 6.3 17.6
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 : 130: 21 58 25 33 39 69 108:
Old : 130: 21 58 25 33 39 69 108:
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 : 41.6 27.0 59.1 38.1 38.2 26.3 51.7 34.1
Old : 41.6 27.0 59.1 38.1 38.2 26.3 51.7 34.1
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 17, 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 : 486,801: 129,276 191,635 42,884 257,532 186,256 429,691 420,775: 57,110 66,026
Old : 486,801: 129,276 191,635 42,884 257,532 186,256 429,691 420,775: 57,110 66,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 1,931: -6,803 -4,874 4,078 6,294 2,730 3,569 1,934: -1,638 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 39.4 8.8 52.9 38.3 88.3 86.4: 11.7 13.6
Old : 100.0: 26.6 39.4 8.8 52.9 38.3 88.3 86.4: 11.7 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 : 257: 72 101 53 62 66 158 197:
Old : 257: 72 101 53 62 66 158 197:
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 : 33.1 27.3 43.9 37.9 32.5 26.4 43.0 36.0
Old : 33.1 27.3 43.9 37.9 32.5 26.4 43.0 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 37,029: 28,327 4,587 536 6,487 31,289 35,350 36,412: 1,679 617
Old : 37,029: 28,327 4,587 536 6,487 31,289 35,350 36,412: 1,679 617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 3,809: 3,620 1,677 3 71 2,069 3,694 3,749: 115 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 12.4 1.4 17.5 84.5 95.5 98.3: 4.5 1.7
Old : 100.0: 76.5 12.4 1.4 17.5 84.5 95.5 98.3: 4.5 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 : 84.5 82.7 91.4 92.5 84.5 81.9 90.6 91.6
Old : 84.5 82.7 91.4 92.5 84.5 81.9 90.6 91.6
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 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 45,994: 25,517 37,805 39 16,566 4,544 42,122 42,388: 3,872 3,606
Old : 45,994: 25,517 37,805 39 16,566 4,544 42,122 42,388: 3,872 3,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 2,058: 2,528 856 -115 -857 872 1,556 1,613: 502 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 82.2 0.1 36.0 9.9 91.6 92.2: 8.4 7.8
Old : 100.0: 55.5 82.2 0.1 36.0 9.9 91.6 92.2: 8.4 7.8
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 : 69: 28 22 2 15 8 45 30:
Old : 69: 28 22 2 15 8 45 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 : 35.8 64.9 55.1 77.1 35.7 64.7 54.1 74.7
Old : 35.8 64.9 55.1 77.1 35.7 64.7 54.1 74.7
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 17, 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 : 13,542: 5,836 3,779 658 5,950 8,550 12,444 12,987: 1,098 555
Old : 13,542: 5,836 3,779 658 5,950 8,550 12,444 12,987: 1,098 555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 3,019: 449 79 487 2,146 2,456 3,082 3,022: -63 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 27.9 4.9 43.9 63.1 91.9 95.9: 8.1 4.1
Old : 100.0: 43.1 27.9 4.9 43.9 63.1 91.9 95.9: 8.1 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 : 25: 12 5 2 6 4 19 10:
Old : 25: 12 5 2 6 4 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 : 55.1 82.9 76.4 94.3 51.4 79.6 70.3 87.3
Old : 55.1 82.9 76.4 94.3 51.4 79.6 70.3 87.3
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 17, 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 :21,091,434: 672,723 2,794,831 9,244,609 10,572,696 7,839,867 20,490,028 19,879,307: 601,406 1,212,127
Old :21,091,434: 672,723 2,794,831 9,244,609 10,572,696 7,839,867 20,490,028 19,879,307: 601,406 1,212,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -393,106: -26,085 -78,823 -479,428 101,419 172,015 -404,094 -386,235: 10,988 -6,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 13.3 43.8 50.1 37.2 97.1 94.3: 2.9 5.7
Old : 100.0: 3.2 13.3 43.8 50.1 37.2 97.1 94.3: 2.9 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 : 298: 32 117 118 120 138 245 289:
Old : 298: 32 117 118 120 138 245 289:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 17.5 42.5 30.0 19.7 7.9 24.1 10.9
Old : 28.2 17.5 42.5 30.0 19.7 7.9 24.1 10.9
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 17, 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 : 868,666: 95,280 103,583 149,621 530,175 520,150 775,076 773,354: 93,590 95,312
Old : 868,666: 95,280 103,583 149,621 530,175 520,150 775,076 773,354: 93,590 95,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -3,422: 318 -1,894 -843 -4,308 -7,499 -4,833 -10,236: 1,412 6,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 11.9 17.2 61.0 59.9 89.2 89.0: 10.8 11.0
Old : 100.0: 11.0 11.9 17.2 61.0 59.9 89.2 89.0: 10.8 11.0
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 : 669: 175 163 178 240 247 499 505:
Old : 669: 175 163 178 240 247 499 505:
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 15.5 23.7 25.5 10.1 11.4 16.5 16.6
Old : 14.0 15.5 23.7 25.5 10.1 11.4 16.5 16.6
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 17, 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 : 183,931: 8,400 25,798 53,551 85,039 78,378 146,990 157,727: 36,941 26,205
Old : 183,931: 8,400 25,798 53,551 85,039 78,378 146,990 157,727: 36,941 26,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -2,494: -99 612 -2,869 622 -3,742 -2,346 -5,999: -148 3,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 14.0 29.1 46.2 42.6 79.9 85.8: 20.1 14.2
Old : 100.0: 4.6 14.0 29.1 46.2 42.6 79.9 85.8: 20.1 14.2
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 : 74: 17 14 25 36 32 66 59:
Old : 74: 17 14 25 36 32 66 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 44.2 44.3 58.3 8.3 22.3 13.8 26.8
Old : 32.9 44.2 44.3 58.3 8.3 22.3 13.8 26.8
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 17, 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 : 3,423,674: 458,819 413,339 455,935 2,225,676 2,208,863 3,140,430 3,078,137: 283,245 345,537
Old : 3,423,674: 458,819 413,339 455,935 2,225,676 2,208,863 3,140,430 3,078,137: 283,245 345,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -4,638: -1,117 -15,728 13,330 -24,652 -18,786 -12,439 -21,185: 7,802 16,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 12.1 13.3 65.0 64.5 91.7 89.9: 8.3 10.1
Old : 100.0: 13.4 12.1 13.3 65.0 64.5 91.7 89.9: 8.3 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 : 645: 166 157 167 234 240 478 486:
Old : 645: 166 157 167 234 240 478 486:
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 17.5 24.3 25.4 12.1 14.2 19.6 19.8
Old : 14.4 17.5 24.3 25.4 12.1 14.2 19.6 19.8
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 17, 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 : 97,588: 28,244 2,261 404 57,662 91,278 86,310 93,943: 11,278 3,645
Old : 97,588: 28,244 2,261 404 57,662 91,278 86,310 93,943: 11,278 3,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 1,777: 422 -19 294 1,037 1,759 1,753 2,034: 24 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.3 0.4 59.1 93.5 88.4 96.3: 11.6 3.7
Old : 100.0: 28.9 2.3 0.4 59.1 93.5 88.4 96.3: 11.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 19 3 2 45 38 64 43:
Old : 89: 19 3 2 45 38 64 43:
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 : 38.4 44.2 51.2 67.8 38.4 44.1 50.9 67.5
Old : 38.4 44.2 51.2 67.8 38.4 44.1 50.9 67.5
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 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 47,555: 24,534 6,781 1,574 15,471 33,708 41,579 42,063: 5,977 5,493
Old : 47,555: 24,534 6,781 1,574 15,471 33,708 41,579 42,063: 5,977 5,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 598: 1,575 -130 -23 -968 890 585 738: 13 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 14.3 3.3 32.5 70.9 87.4 88.5: 12.6 11.5
Old : 100.0: 51.6 14.3 3.3 32.5 70.9 87.4 88.5: 12.6 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 75 54 25 59 68 144 137:
Old : 233: 75 54 25 59 68 144 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 34.4 34.9 47.6 22.8 34.3 34.5 47.3
Old : 23.2 34.4 34.9 47.6 22.8 34.3 34.5 47.3
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 17, 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 : 237,776: 122,669 33,907 7,868 77,357 168,539 207,893 210,313: 29,883 27,463
Old : 237,776: 122,669 33,907 7,868 77,357 168,539 207,893 210,313: 29,883 27,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 2,989: 7,874 -648 -113 -4,838 4,452 2,923 3,691: 66 -702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 14.3 3.3 32.5 70.9 87.4 88.5: 12.6 11.5
Old : 100.0: 51.6 14.3 3.3 32.5 70.9 87.4 88.5: 12.6 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 75 54 25 59 68 144 137:
Old : 233: 75 54 25 59 68 144 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 34.4 34.9 47.6 22.8 34.3 34.5 47.3
Old : 23.2 34.4 34.9 47.6 22.8 34.3 34.5 47.3
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 17, 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 : 108,668: 42,018 36,691 11,439 34,954 31,368 88,411 79,498: 20,257 29,170
Old : 108,668: 42,018 36,691 11,439 34,954 31,368 88,411 79,498: 20,257 29,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -5,391: 836 -7,033 1,552 -9,287 1,930 -6,899 -3,551: 1,508 -1,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 33.8 10.5 32.2 28.9 81.4 73.2: 18.6 26.8
Old : 100.0: 38.7 33.8 10.5 32.2 28.9 81.4 73.2: 18.6 26.8
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 : 82: 26 29 14 18 23 52 58:
Old : 82: 26 29 14 18 23 52 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 : 34.0 17.5 47.3 30.2 30.9 16.6 40.8 27.1
Old : 34.0 17.5 47.3 30.2 30.9 16.6 40.8 27.1
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 with Delta-adjusted Options and Futures Combined, January 17, 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 : 28,908: 7,604 5,420 109 12,884 16,731 20,597 22,260: 8,311 6,648
Old : 28,908: 7,604 5,420 109 12,884 16,731 20,597 22,260: 8,311 6,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 945: 895 -924 19 -650 786 264 -119: 681 1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 18.7 0.4 44.6 57.9 71.3 77.0: 28.7 23.0
Old : 100.0: 26.3 18.7 0.4 44.6 57.9 71.3 77.0: 28.7 23.0
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 7 1 14 6 26 13:
Old : 37: 11 7 1 14 6 26 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 : 39.6 62.8 51.5 72.3 39.6 62.8 51.4 72.3
Old : 39.6 62.8 51.5 72.3 39.6 62.8 51.4 72.3
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 17, 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 : 57,184: 11,144 15,437 1,448 34,779 18,579 47,371 35,464: 9,813 21,720
Old : 57,184: 11,144 15,437 1,448 34,779 18,579 47,371 35,464: 9,813 21,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -1,514: -2,293 -4,069 55 406 596 -1,832 -3,418: 318 1,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 27.0 2.5 60.8 32.5 82.8 62.0: 17.2 38.0
Old : 100.0: 19.5 27.0 2.5 60.8 32.5 82.8 62.0: 17.2 38.0
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 : 88: 22 14 5 37 25 62 41:
Old : 88: 22 14 5 37 25 62 41:
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 : 29.9 20.2 38.5 33.2 29.6 19.2 37.3 29.2
Old : 29.9 20.2 38.5 33.2 29.6 19.2 37.3 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 16,366: 8,634 5,563 1,094 6,003 9,524 15,731 16,181: 635 185
Old : 16,366: 8,634 5,563 1,094 6,003 9,524 15,731 16,181: 635 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 34.0 6.7 36.7 58.2 96.1 98.9: 3.9 1.1
Old : 100.0: 52.8 34.0 6.7 36.7 58.2 96.1 98.9: 3.9 1.1
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 : 21: 6 5 4 9 2 18 8:
Old : 21: 6 5 4 9 2 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 93.2 86.7 98.9 71.9 87.4 82.1 91.5
Old : 72.7 93.2 86.7 98.9 71.9 87.4 82.1 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2017