BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 7,622: 1,990 2,205 980 3,624 3,576 6,594 6,760: 1,028 862
Old : 7,622: 1,990 2,205 980 3,624 3,576 6,594 6,760: 1,028 862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 658: 210 350 46 354 340 610 736: 47 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 28.9 12.9 47.5 46.9 86.5 88.7: 13.5 11.3
Old : 100.0: 26.1 28.9 12.9 47.5 46.9 86.5 88.7: 13.5 11.3
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 : 37: 6 9 8 16 19 28 30:
Old : 37: 6 9 8 16 19 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 33.3 63.3 51.8 42.7 32.5 55.2 46.7
Old : 42.8 33.3 63.3 51.8 42.7 32.5 55.2 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 56,740: 19,296 4,591 16,435 15,466 22,828 51,197 43,854: 5,543 12,886
Old : 56,740: 19,296 4,591 16,435 15,466 22,828 51,197 43,854: 5,543 12,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 561: 110 -1,157 920 -178 493 853 257: -292 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 8.1 29.0 27.3 40.2 90.2 77.3: 9.8 22.7
Old : 100.0: 34.0 8.1 29.0 27.3 40.2 90.2 77.3: 9.8 22.7
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 : 87: 30 19 34 30 30 73 70:
Old : 87: 30 19 34 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 : 35.6 25.7 48.5 38.9 33.4 22.0 41.0 30.9
Old : 35.6 25.7 48.5 38.9 33.4 22.0 41.0 30.9
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 24, 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 : 8,482: 891 1,019 1,994 4,901 4,697 7,786 7,710: 696 773
Old : 8,482: 891 1,019 1,994 4,901 4,697 7,786 7,710: 696 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,125: 93 33 143 800 924 1,036 1,099: 89 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 12.0 23.5 57.8 55.4 91.8 90.9: 8.2 9.1
Old : 100.0: 10.5 12.0 23.5 57.8 55.4 91.8 90.9: 8.2 9.1
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 : 40: 5 11 10 22 21 35 34:
Old : 40: 5 11 10 22 21 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 : 40.1 39.3 58.3 58.1 32.6 28.6 47.5 40.4
Old : 40.1 39.3 58.3 58.1 32.6 28.6 47.5 40.4
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 24, 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 : 268,525: 76,878 18,535 80,152 87,897 127,021 244,927 225,708: 23,598 42,817
Old : 260,445: 72,898 19,440 77,825 86,892 121,566 237,616 218,831: 22,830 41,614
Other: 8,079: 5,515 629 792 1,005 5,456 7,311 6,877: 768 1,203
: : :
: : Changes in Commitments from: January 17, 2017 :
: -2,286: -4,645 -1,575 -923 3,335 979 -2,233 -1,519: -53 -766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.9 29.8 32.7 47.3 91.2 84.1: 8.8 15.9
Old : 100.0: 28.0 7.5 29.9 33.4 46.7 91.2 84.0: 8.8 16.0
Other: 100.0: 68.3 7.8 9.8 12.4 67.5 90.5 85.1: 9.5 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 110 77 116 85 93 256 240:
Old : 308: 109 80 116 85 93 256 240:
Other: 60: 12 15 16 17 25 40 47:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 17.4 24.2 26.3 13.7 16.9 22.4 23.9
Old : 13.5 17.3 23.4 25.8 13.0 16.9 21.5 23.0
Other: 68.0 52.7 78.2 61.7 67.7 50.2 74.1 57.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 424,069: 144,215 19,187 120,992 126,124 214,845 391,331 355,024: 32,738 69,046
Old : 424,069: 144,215 19,187 120,992 126,124 214,845 391,331 355,024: 32,738 69,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 14,625: 2,443 2,118 5,305 5,441 4,462 13,189 11,885: 1,435 2,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 4.5 28.5 29.7 50.7 92.3 83.7: 7.7 16.3
Old : 100.0: 34.0 4.5 28.5 29.7 50.7 92.3 83.7: 7.7 16.3
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 : 440: 154 76 157 144 164 375 343:
Old : 440: 154 76 157 144 164 375 343:
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 : 10.6 17.2 18.0 23.6 10.4 16.8 17.6 21.8
Old : 10.6 17.2 18.0 23.6 10.4 16.8 17.6 21.8
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 24, 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 : 4,188: 1,232 1,216 429 1,521 1,626 3,182 3,271: 1,006 917
Old : 4,188: 1,232 1,216 429 1,521 1,626 3,182 3,271: 1,006 917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 180: -56 6 165 236 -25 346 147: -166 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 29.0 10.2 36.3 38.8 76.0 78.1: 24.0 21.9
Old : 100.0: 29.4 29.0 10.2 36.3 38.8 76.0 78.1: 24.0 21.9
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 : 54: 11 12 11 21 18 41 35:
Old : 54: 11 12 11 21 18 41 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 29.4 46.2 46.0 33.9 28.3 44.2 43.5
Old : 33.9 29.4 46.2 46.0 33.9 28.3 44.2 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 63,659: 24,089 7,755 17,508 12,751 15,748 54,348 41,012: 9,311 22,648
Old : 63,659: 24,089 7,755 17,508 12,751 15,748 54,348 41,012: 9,311 22,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 2,036: 1,206 -264 779 110 1,063 2,095 1,578: -59 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 12.2 27.5 20.0 24.7 85.4 64.4: 14.6 35.6
Old : 100.0: 37.8 12.2 27.5 20.0 24.7 85.4 64.4: 14.6 35.6
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 : 216: 63 52 74 51 71 164 160:
Old : 216: 63 52 74 51 71 164 160:
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 : 18.4 11.1 29.5 18.3 17.6 8.9 26.3 13.8
Old : 18.4 11.1 29.5 18.3 17.6 8.9 26.3 13.8
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 24, 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 : 30,345: 1,554 15,848 5,304 22,625 7,883 29,483 29,035: 862 1,310
Old : 30,345: 1,554 15,848 5,304 22,625 7,883 29,483 29,035: 862 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,239: 125 762 187 887 194 1,199 1,143: 40 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 52.2 17.5 74.6 26.0 97.2 95.7: 2.8 4.3
Old : 100.0: 5.1 52.2 17.5 74.6 26.0 97.2 95.7: 2.8 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 : 56: 7 14 11 27 22 42 39:
Old : 56: 7 14 11 27 22 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 51.8 66.9 67.9 47.5 51.6 62.8 62.2
Old : 47.5 51.8 66.9 67.9 47.5 51.6 62.8 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 30,405: 19,744 2,279 0 8,822 27,160 28,566 29,439: 1,839 966
Old : 30,405: 19,744 2,279 0 8,822 27,160 28,566 29,439: 1,839 966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,382: 1,465 796 0 0 481 1,465 1,277: -83 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 7.5 0.0 29.0 89.3 94.0 96.8: 6.0 3.2
Old : 100.0: 64.9 7.5 0.0 29.0 89.3 94.0 96.8: 6.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 12 2 0 5 9 17 11:
Old : 28: 12 2 0 5 9 17 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 : 79.6 77.3 86.9 93.0 79.6 77.3 86.9 93.0
Old : 79.6 77.3 86.9 93.0 79.6 77.3 86.9 93.0
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 24, 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 : 121,864: 35,240 34,103 9,525 48,502 50,048 93,267 93,676: 28,597 28,187
Old : 121,864: 35,240 34,103 9,525 48,502 50,048 93,267 93,676: 28,597 28,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -312: 5,078 -3,714 -174 -2,958 5,911 1,945 2,023: -2,257 -2,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 28.0 7.8 39.8 41.1 76.5 76.9: 23.5 23.1
Old : 100.0: 28.9 28.0 7.8 39.8 41.1 76.5 76.9: 23.5 23.1
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 : 86: 27 23 15 23 30 56 62:
Old : 86: 27 23 15 23 30 56 62:
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 : 23.6 26.5 34.8 37.0 22.2 26.3 31.9 36.8
Old : 23.6 26.5 34.8 37.0 22.2 26.3 31.9 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 48,110: 5,828 19,858 1,230 34,558 8,315 41,616 29,404: 6,494 18,706
Old : 48,110: 5,828 19,858 1,230 34,558 8,315 41,616 29,404: 6,494 18,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -241: -967 -1,034 100 307 657 -560 -276: 318 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 41.3 2.6 71.8 17.3 86.5 61.1: 13.5 38.9
Old : 100.0: 12.1 41.3 2.6 71.8 17.3 86.5 61.1: 13.5 38.9
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 : 44: 8 19 8 12 10 25 32:
Old : 44: 8 19 8 12 10 25 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 : 57.4 23.9 69.8 34.9 57.4 22.4 69.2 33.3
Old : 57.4 23.9 69.8 34.9 57.4 22.4 69.2 33.3
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 24, 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 : 193,968: 32,890 97,356 11,741 142,999 77,368 187,629 186,464: 6,338 7,503
Old : 193,968: 32,890 97,356 11,741 142,999 77,368 187,629 186,464: 6,338 7,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 14,882: 10,213 1,180 941 4,260 12,704 15,415 14,825: -532 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 50.2 6.1 73.7 39.9 96.7 96.1: 3.3 3.9
Old : 100.0: 17.0 50.2 6.1 73.7 39.9 96.7 96.1: 3.3 3.9
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 : 158: 48 72 19 21 25 82 106:
Old : 158: 48 72 19 21 25 82 106:
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 : 55.0 28.3 71.2 46.2 52.5 26.7 65.2 42.5
Old : 55.0 28.3 71.2 46.2 52.5 26.7 65.2 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 24, 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 : 253,742: 52,970 115,547 20,643 154,136 81,425 227,749 217,615: 25,993 36,127
Old : 253,742: 52,970 115,547 20,643 154,136 81,425 227,749 217,615: 25,993 36,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -4,107: -3,156 -6,304 2,322 -1,492 2,219 -2,326 -1,763: -1,781 -2,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 45.5 8.1 60.7 32.1 89.8 85.8: 10.2 14.2
Old : 100.0: 20.9 45.5 8.1 60.7 32.1 89.8 85.8: 10.2 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 : 128: 24 57 25 25 42 69 104:
Old : 128: 24 57 25 25 42 69 104:
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 : 56.4 29.8 64.4 39.6 54.9 29.0 61.2 37.5
Old : 56.4 29.8 64.4 39.6 54.9 29.0 61.2 37.5
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 24, 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 : 256,996: 21,890 92,758 30,423 187,339 86,819 239,652 210,000: 17,345 46,997
Old : 256,996: 21,890 92,758 30,423 187,339 86,819 239,652 210,000: 17,345 46,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -15,940: -1,900 -13,931 -1,187 -13,109 214 -16,196 -14,904: 257 -1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 36.1 11.8 72.9 33.8 93.3 81.7: 6.7 18.3
Old : 100.0: 8.5 36.1 11.8 72.9 33.8 93.3 81.7: 6.7 18.3
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 : 124: 23 53 22 32 37 66 101:
Old : 124: 23 53 22 32 37 66 101:
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 : 43.1 26.8 57.2 37.8 39.7 24.2 49.7 30.4
Old : 43.1 26.8 57.2 37.8 39.7 24.2 49.7 30.4
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 24, 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 : 487,387: 132,481 178,699 42,608 256,007 200,808 431,096 422,115: 56,291 65,271
Old : 487,387: 132,481 178,699 42,608 256,007 200,808 431,096 422,115: 56,291 65,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 586: 3,205 -12,936 -276 -1,525 14,552 1,405 1,340: -819 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 36.7 8.7 52.5 41.2 88.5 86.6: 11.5 13.4
Old : 100.0: 27.2 36.7 8.7 52.5 41.2 88.5 86.6: 11.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 70 100 51 60 66 156 192:
Old : 253: 70 100 51 60 66 156 192:
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 28.4 43.4 38.4 32.6 27.6 42.6 36.5
Old : 33.1 28.4 43.4 38.4 32.6 27.6 42.6 36.5
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 24, 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 : 37,854: 29,067 4,108 562 6,513 32,608 36,142 37,278: 1,712 576
Old : 37,854: 29,067 4,108 562 6,513 32,608 36,142 37,278: 1,712 576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 825: 740 -479 26 26 1,319 792 866: 33 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 10.9 1.5 17.2 86.1 95.5 98.5: 4.5 1.5
Old : 100.0: 76.8 10.9 1.5 17.2 86.1 95.5 98.5: 4.5 1.5
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 : 30: 11 11 2 3 6 16 17:
Old : 30: 11 11 2 3 6 16 17:
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 : 84.7 84.2 91.5 92.7 84.7 83.3 90.7 91.8
Old : 84.7 84.2 91.5 92.7 84.7 83.3 90.7 91.8
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 44,940: 25,851 35,734 38 14,606 5,809 40,495 41,581: 4,445 3,359
Old : 44,940: 25,851 35,734 38 14,606 5,809 40,495 41,581: 4,445 3,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -1,054: 334 -2,071 -1 -1,960 1,265 -1,627 -807: 573 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 79.5 0.1 32.5 12.9 90.1 92.5: 9.9 7.5
Old : 100.0: 57.5 79.5 0.1 32.5 12.9 90.1 92.5: 9.9 7.5
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 : 70: 31 19 1 16 8 48 27:
Old : 70: 31 19 1 16 8 48 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 : 38.0 63.4 56.1 77.5 37.4 62.5 54.4 75.1
Old : 38.0 63.4 56.1 77.5 37.4 62.5 54.4 75.1
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 24, 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 : 16,517: 6,292 3,507 1,658 7,379 10,833 15,329 15,998: 1,188 519
Old : 16,517: 6,292 3,507 1,658 7,379 10,833 15,329 15,998: 1,188 519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 2,975: 456 -272 1,000 1,429 2,283 2,885 3,011: 90 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 21.2 10.0 44.7 65.6 92.8 96.9: 7.2 3.1
Old : 100.0: 38.1 21.2 10.0 44.7 65.6 92.8 96.9: 7.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 13 6 2 7 5 21 12:
Old : 28: 13 6 2 7 5 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 79.5 78.5 93.9 45.4 73.0 61.3 77.2
Old : 53.4 79.5 78.5 93.9 45.4 73.0 61.3 77.2
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 24, 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 :21,632,309: 574,920 2,482,585 10,053,471 10,510,153 7,949,716 21,138,544 20,485,771: 493,765 1,146,538
Old :21,632,309: 574,920 2,482,585 10,053,471 10,510,153 7,949,716 21,138,544 20,485,771: 493,765 1,146,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 540,876: -97,802 -312,246 808,862 -62,543 109,849 648,516 606,464: -107,640 -65,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 11.5 46.5 48.6 36.7 97.7 94.7: 2.3 5.3
Old : 100.0: 2.7 11.5 46.5 48.6 36.7 97.7 94.7: 2.3 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 : 314: 37 121 125 125 142 256 306:
Old : 314: 37 121 125 125 142 256 306:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 18.5 43.1 31.7 19.9 7.2 24.0 9.9
Old : 27.9 18.5 43.1 31.7 19.9 7.2 24.0 9.9
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 24, 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 : 870,268: 101,970 105,222 141,357 526,251 525,922 769,578 772,501: 100,690 97,767
Old : 870,268: 101,970 105,222 141,357 526,251 525,922 769,578 772,501: 100,690 97,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,602: 6,690 1,639 -8,264 -3,924 5,772 -5,498 -853: 7,100 2,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 12.1 16.2 60.5 60.4 88.4 88.8: 11.6 11.2
Old : 100.0: 11.7 12.1 16.2 60.5 60.4 88.4 88.8: 11.6 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 662: 163 171 166 238 247 492 493:
Old : 662: 163 171 166 238 247 492 493:
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 : 13.7 15.4 22.8 25.6 9.8 11.5 16.4 17.2
Old : 13.7 15.4 22.8 25.6 9.8 11.5 16.4 17.2
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 24, 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 : 183,834: 10,793 29,651 50,501 85,085 73,212 146,379 153,363: 37,454 30,470
Old : 183,834: 10,793 29,651 50,501 85,085 73,212 146,379 153,363: 37,454 30,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -97: 2,393 3,852 -3,050 46 -5,166 -611 -4,363: 513 4,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 16.1 27.5 46.3 39.8 79.6 83.4: 20.4 16.6
Old : 100.0: 5.9 16.1 27.5 46.3 39.8 79.6 83.4: 20.4 16.6
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 : 68: 15 13 23 33 31 61 54:
Old : 68: 15 13 23 33 31 61 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 : 31.5 42.8 45.4 57.2 13.2 25.2 19.0 30.4
Old : 31.5 42.8 45.4 57.2 13.2 25.2 19.0 30.4
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 24, 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 : 3,432,172: 484,456 406,426 425,711 2,205,828 2,263,553 3,115,995 3,095,690: 316,177 336,482
Old : 3,432,172: 484,456 406,426 425,711 2,205,828 2,263,553 3,115,995 3,095,690: 316,177 336,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 8,497: 25,636 -6,913 -30,224 -19,848 54,689 -24,435 17,553: 32,933 -9,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 11.8 12.4 64.3 66.0 90.8 90.2: 9.2 9.8
Old : 100.0: 14.1 11.8 12.4 64.3 66.0 90.8 90.2: 9.2 9.8
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 : 644: 156 164 156 234 243 474 479:
Old : 644: 156 164 156 234 243 474 479:
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 : 13.6 17.0 23.5 24.6 11.3 13.8 18.9 19.4
Old : 13.6 17.0 23.5 24.6 11.3 13.8 18.9 19.4
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 24, 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 : 97,566: 28,855 1,888 111 56,525 91,481 85,491 93,480: 12,075 4,086
Old : 97,566: 28,855 1,888 111 56,525 91,481 85,491 93,480: 12,075 4,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -22: 611 -373 -293 -1,137 203 -819 -463: 797 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 1.9 0.1 57.9 93.8 87.6 95.8: 12.4 4.2
Old : 100.0: 29.6 1.9 0.1 57.9 93.8 87.6 95.8: 12.4 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 : 87: 18 3 2 46 37 65 41:
Old : 87: 18 3 2 46 37 65 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 : 38.4 43.9 51.6 67.3 38.4 43.8 51.6 67.1
Old : 38.4 43.9 51.6 67.3 38.4 43.8 51.6 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 46,555: 23,528 5,969 1,540 15,596 32,820 40,664 40,329: 5,891 6,225
Old : 46,555: 23,528 5,969 1,540 15,596 32,820 40,664 40,329: 5,891 6,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -1,000: -1,006 -812 -33 124 -887 -915 -1,733: -86 733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 12.8 3.3 33.5 70.5 87.3 86.6: 12.7 13.4
Old : 100.0: 50.5 12.8 3.3 33.5 70.5 87.3 86.6: 12.7 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 73 50 28 65 67 151 132:
Old : 231: 73 50 28 65 67 151 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 32.5 34.3 47.1 24.0 32.5 34.0 47.0
Old : 24.2 32.5 34.3 47.1 24.0 32.5 34.0 47.0
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 24, 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 : 232,774: 117,638 29,845 7,701 77,980 164,101 203,319 201,647: 29,455 31,127
Old : 232,774: 117,638 29,845 7,701 77,980 164,101 203,319 201,647: 29,455 31,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -5,002: -5,030 -4,062 -167 622 -4,437 -4,575 -8,666: -428 3,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 12.8 3.3 33.5 70.5 87.3 86.6: 12.7 13.4
Old : 100.0: 50.5 12.8 3.3 33.5 70.5 87.3 86.6: 12.7 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 73 50 28 65 67 151 132:
Old : 231: 73 50 28 65 67 151 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 32.5 34.3 47.1 24.0 32.5 34.0 47.0
Old : 24.2 32.5 34.3 47.1 24.0 32.5 34.0 47.0
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 24, 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 : 116,758: 53,361 42,455 12,746 26,087 34,969 92,194 90,170: 24,564 26,588
Old : 116,758: 53,361 42,455 12,746 26,087 34,969 92,194 90,170: 24,564 26,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 8,090: 11,343 5,764 1,308 -8,867 3,601 3,784 10,672: 4,306 -2,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 36.4 10.9 22.3 29.9 79.0 77.2: 21.0 22.8
Old : 100.0: 45.7 36.4 10.9 22.3 29.9 79.0 77.2: 21.0 22.8
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 : 88: 31 27 13 22 22 62 53:
Old : 88: 31 27 13 22 22 62 53:
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 : 26.0 23.1 38.2 36.5 25.0 21.9 34.9 33.2
Old : 26.0 23.1 38.2 36.5 25.0 21.9 34.9 33.2
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 24, 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 : 28,092: 7,812 4,973 0 11,754 17,161 19,566 22,134: 8,526 5,958
Old : 28,092: 7,812 4,973 0 11,754 17,161 19,566 22,134: 8,526 5,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -816: 208 -447 -109 -1,130 430 -1,031 -126: 215 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 17.7 0.0 41.8 61.1 69.6 78.8: 30.4 21.2
Old : 100.0: 27.8 17.7 0.0 41.8 61.1 69.6 78.8: 30.4 21.2
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 : 39: 14 6 0 13 7 27 13:
Old : 39: 14 6 0 13 7 27 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 : 36.6 65.3 47.3 74.4 36.6 65.3 47.2 74.4
Old : 36.6 65.3 47.3 74.4 36.6 65.3 47.2 74.4
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 24, 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 : 59,384: 13,793 14,918 1,944 35,570 20,622 51,307 37,484: 8,077 21,900
Old : 59,384: 13,793 14,918 1,944 35,570 20,622 51,307 37,484: 8,077 21,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 2,200: 2,649 -519 496 791 2,043 3,936 2,020: -1,736 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 25.1 3.3 59.9 34.7 86.4 63.1: 13.6 36.9
Old : 100.0: 23.2 25.1 3.3 59.9 34.7 86.4 63.1: 13.6 36.9
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 : 98: 25 16 5 40 27 68 45:
Old : 98: 25 16 5 40 27 68 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 21.1 40.9 33.7 30.1 18.7 39.9 29.8
Old : 30.3 21.1 40.9 33.7 30.1 18.7 39.9 29.8
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 24, 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 : 15,234: 8,482 6,053 114 6,003 8,892 14,599 15,059: 635 175
Old : 15,234: 8,482 6,053 114 6,003 8,892 14,599 15,059: 635 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -1,132: -152 490 -980 0 -632 -1,132 -1,122: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 39.7 0.7 39.4 58.4 95.8 98.9: 4.2 1.1
Old : 100.0: 55.7 39.7 0.7 39.4 58.4 95.8 98.9: 4.2 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 : 20: 6 4 1 9 2 15 7:
Old : 20: 6 4 1 9 2 15 7:
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 : 77.1 95.9 88.7 98.9 76.3 95.9 87.2 97.3
Old : 77.1 95.9 88.7 98.9 76.3 95.9 87.2 97.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2017