MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 23,188: 2,920 5,204 760 19,168 16,884 22,848 22,848: 340 340
Old : 23,188: 2,920 5,204 760 19,168 16,884 22,848 22,848: 340 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -1,168: 500 -300 80 -1,208 -848 -628 -1,068: -540 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 22.4 3.3 82.7 72.8 98.5 98.5: 1.5 1.5
Old : 100.0: 12.6 22.4 3.3 82.7 72.8 98.5 98.5: 1.5 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 : 24: 6 5 4 7 8 15 17:
Old : 24: 6 5 4 7 8 15 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 : 85.6 58.0 94.7 86.7 81.7 55.7 83.4 77.5
Old : 85.6 58.0 94.7 86.7 81.7 55.7 83.4 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 7,643: 1,975 1,801 1,081 3,605 3,755 6,661 6,636: 982 1,007
Old : 7,643: 1,975 1,801 1,081 3,605 3,755 6,661 6,636: 982 1,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 352: 128 -157 146 31 324 306 314: 46 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 23.6 14.1 47.2 49.1 87.1 86.8: 12.9 13.2
Old : 100.0: 25.8 23.6 14.1 47.2 49.1 87.1 86.8: 12.9 13.2
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 : 38: 5 10 10 18 19 30 32:
Old : 38: 5 10 10 18 19 30 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 : 46.2 29.4 64.3 46.6 45.6 28.3 56.9 42.2
Old : 46.2 29.4 64.3 46.6 45.6 28.3 56.9 42.2
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, February 28, 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 : 62,397: 24,601 2,628 18,797 13,986 25,148 57,385 46,573: 5,013 15,824
Old : 62,397: 24,601 2,628 18,797 13,986 25,148 57,385 46,573: 5,013 15,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 5,953: 2,860 -730 2,722 375 1,802 5,956 3,794: -3 2,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 4.2 30.1 22.4 40.3 92.0 74.6: 8.0 25.4
Old : 100.0: 39.4 4.2 30.1 22.4 40.3 92.0 74.6: 8.0 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 28 19 33 29 30 69 70:
Old : 85: 28 19 33 29 30 69 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 : 37.3 24.7 52.4 36.6 36.4 22.7 44.4 29.7
Old : 37.3 24.7 52.4 36.6 36.4 22.7 44.4 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 13,213: 1,189 1,144 3,322 7,581 7,965 12,092 12,431: 1,121 782
Old : 13,213: 1,189 1,144 3,322 7,581 7,965 12,092 12,431: 1,121 782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,206: 96 118 238 647 706 981 1,062: 226 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 8.7 25.1 57.4 60.3 91.5 94.1: 8.5 5.9
Old : 100.0: 9.0 8.7 25.1 57.4 60.3 91.5 94.1: 8.5 5.9
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: 7 10 12 24 21 39 35:
Old : 44: 7 10 12 24 21 39 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 : 30.7 34.8 48.2 55.8 23.4 19.3 33.3 32.4
Old : 30.7 34.8 48.2 55.8 23.4 19.3 33.3 32.4
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, February 28, 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 : 269,886: 78,579 22,916 75,992 90,161 131,052 244,733 229,960: 25,154 39,927
Old : 254,224: 74,295 27,204 68,198 88,408 120,637 230,901 216,039: 23,322 38,184
Other: 15,663: 9,771 1,198 2,307 1,753 10,415 13,831 13,920: 1,832 1,742
: : :
: : Changes in Commitments from: February 21, 2017 :
: -7,774: -4,283 2,286 -130 -1,230 -9,416 -5,643 -7,261: -2,131 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 8.5 28.2 33.4 48.6 90.7 85.2: 9.3 14.8
Old : 100.0: 29.2 10.7 26.8 34.8 47.5 90.8 85.0: 9.2 15.0
Other: 100.0: 62.4 7.6 14.7 11.2 66.5 88.3 88.9: 11.7 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 104 71 123 82 81 254 226:
Old : 293: 102 80 122 82 81 253 226:
Other: 82: 30 11 20 19 37 56 62:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 22.3 24.4 30.8 13.2 21.4 22.3 29.2
Old : 14.2 22.1 24.2 29.7 12.5 21.4 21.9 28.2
Other: 56.2 41.7 65.2 55.5 54.6 38.6 59.5 51.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 394,522: 131,109 18,196 103,362 126,390 210,873 360,861 332,431: 33,660 62,090
Old : 394,522: 131,109 18,196 103,362 126,390 210,873 360,861 332,431: 33,660 62,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 13,497: 2,792 -181 10,378 -2,087 4,501 11,084 14,697: 2,413 -1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 4.6 26.2 32.0 53.5 91.5 84.3: 8.5 15.7
Old : 100.0: 33.2 4.6 26.2 32.0 53.5 91.5 84.3: 8.5 15.7
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 : 449: 162 74 159 142 163 379 343:
Old : 449: 162 74 159 142 163 379 343:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 18.0 20.1 24.8 11.3 17.2 19.9 22.7
Old : 11.3 18.0 20.1 24.8 11.3 17.2 19.9 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 6,079: 3,265 1,072 648 479 3,034 4,393 4,754: 1,686 1,325
Old : 6,079: 3,265 1,072 648 479 3,034 4,393 4,754: 1,686 1,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 407: 562 -109 -82 -51 397 428 206: -21 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 17.6 10.7 7.9 49.9 72.3 78.2: 27.7 21.8
Old : 100.0: 53.7 17.6 10.7 7.9 49.9 72.3 78.2: 27.7 21.8
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 : 67: 30 7 13 13 24 51 41:
Old : 67: 30 7 13 13 24 51 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 : 22.9 26.5 35.1 43.0 22.9 26.5 33.8 42.6
Old : 22.9 26.5 35.1 43.0 22.9 26.5 33.8 42.6
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, February 28, 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 : 60,076: 19,184 8,475 16,207 16,585 14,509 51,976 39,191: 8,100 20,885
Old : 60,076: 19,184 8,475 16,207 16,585 14,509 51,976 39,191: 8,100 20,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 249: -772 -198 -802 1,877 837 302 -163: -53 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 14.1 27.0 27.6 24.2 86.5 65.2: 13.5 34.8
Old : 100.0: 31.9 14.1 27.0 27.6 24.2 86.5 65.2: 13.5 34.8
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 : 223: 59 55 72 65 76 170 170:
Old : 223: 59 55 72 65 76 170 170:
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 : 21.7 10.1 33.9 17.6 19.2 6.7 27.6 10.4
Old : 21.7 10.1 33.9 17.6 19.2 6.7 27.6 10.4
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, February 28, 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 : 7,028: 422 5,569 345 4,923 682 5,690 6,595: 1,338 433
Old : 7,028: 422 5,569 345 4,923 682 5,690 6,595: 1,338 433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 824: 191 716 87 475 132 753 935: 71 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 79.2 4.9 70.0 9.7 81.0 93.8: 19.0 6.2
Old : 100.0: 6.0 79.2 4.9 70.0 9.7 81.0 93.8: 19.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 4 6 12 5 19 14:
Old : 22: 6 4 6 12 5 19 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 : 53.5 79.2 69.0 89.4 53.5 79.2 66.7 84.3
Old : 53.5 79.2 69.0 89.4 53.5 79.2 66.7 84.3
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, February 28, 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 : 39,752: 1,536 21,640 7,657 29,774 9,006 38,967 38,302: 784 1,449
Old : 39,752: 1,536 21,640 7,657 29,774 9,006 38,967 38,302: 784 1,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 4,552: 205 2,331 1,025 3,327 1,045 4,557 4,400: -4 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 54.4 19.3 74.9 22.7 98.0 96.4: 2.0 3.6
Old : 100.0: 3.9 54.4 19.3 74.9 22.7 98.0 96.4: 2.0 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 9 17 13 28 23 47 43:
Old : 63: 9 17 13 28 23 47 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 : 48.0 50.9 66.2 66.9 48.0 50.0 62.8 60.8
Old : 48.0 50.9 66.2 66.9 48.0 50.0 62.8 60.8
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, February 28, 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 : 29,183: 18,310 1,113 0 9,025 27,162 27,335 28,275: 1,848 908
Old : 29,183: 18,310 1,113 0 9,025 27,162 27,335 28,275: 1,848 908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -796: -865 -402 0 100 -352 -765 -754: -31 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 3.8 0.0 30.9 93.1 93.7 96.9: 6.3 3.1
Old : 100.0: 62.7 3.8 0.0 30.9 93.1 93.7 96.9: 6.3 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 : 31: 11 6 0 7 9 18 15:
Old : 31: 11 6 0 7 9 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.8 79.4 88.2 92.1 81.8 79.4 88.2 92.1
Old : 81.8 79.4 88.2 92.1 81.8 79.4 88.2 92.1
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, February 28, 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 : 154,186: 63,308 31,671 8,570 46,939 86,559 118,816 126,800: 35,370 27,386
Old : 154,186: 63,308 31,671 8,570 46,939 86,559 118,816 126,800: 35,370 27,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 4,741: 4,424 -1,740 1,130 -1,480 4,430 4,074 3,821: 667 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 20.5 5.6 30.4 56.1 77.1 82.2: 22.9 17.8
Old : 100.0: 41.1 20.5 5.6 30.4 56.1 77.1 82.2: 22.9 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 32 22 22 24 27 66 61:
Old : 89: 32 22 22 24 27 66 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 40.2 37.1 48.7 26.1 40.0 35.6 47.8
Old : 26.3 40.2 37.1 48.7 26.1 40.0 35.6 47.8
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, February 28, 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 : 49,173: 3,596 15,291 1,188 35,818 15,489 40,602 31,969: 8,571 17,205
Old : 49,173: 3,596 15,291 1,188 35,818 15,489 40,602 31,969: 8,571 17,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -1,618: -3,353 -500 6 1,251 -929 -2,096 -1,423: 478 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 31.1 2.4 72.8 31.5 82.6 65.0: 17.4 35.0
Old : 100.0: 7.3 31.1 2.4 72.8 31.5 82.6 65.0: 17.4 35.0
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 : 40: 6 15 9 13 11 23 31:
Old : 40: 6 15 9 13 11 23 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 32.7 69.0 43.3 56.4 31.1 68.5 41.7
Old : 56.4 32.7 69.0 43.3 56.4 31.1 68.5 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 196,255: 39,161 84,657 12,526 137,190 93,855 188,877 191,039: 7,378 5,216
Old : 196,255: 39,161 84,657 12,526 137,190 93,855 188,877 191,039: 7,378 5,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,447: 3,927 -6,820 -918 -1,948 9,818 1,062 2,081: 385 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 43.1 6.4 69.9 47.8 96.2 97.3: 3.8 2.7
Old : 100.0: 20.0 43.1 6.4 69.9 47.8 96.2 97.3: 3.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 53 44 13 19 26 83 75:
Old : 135: 53 44 13 19 26 83 75:
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 : 51.4 41.2 68.0 58.8 51.4 40.5 65.9 56.0
Old : 51.4 41.2 68.0 58.8 51.4 40.5 65.9 56.0
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, February 28, 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 : 261,671: 44,164 111,283 24,071 165,026 89,025 233,260 224,379: 28,411 37,292
Old : 261,671: 44,164 111,283 24,071 165,026 89,025 233,260 224,379: 28,411 37,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 16,445: 5,440 8,564 4,440 5,990 3,053 15,870 16,058: 575 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 42.5 9.2 63.1 34.0 89.1 85.7: 10.9 14.3
Old : 100.0: 16.9 42.5 9.2 63.1 34.0 89.1 85.7: 10.9 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 28 47 29 30 47 75 106:
Old : 126: 28 47 29 30 47 75 106:
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 : 53.1 29.3 60.6 39.7 51.9 28.5 56.3 38.2
Old : 53.1 29.3 60.6 39.7 51.9 28.5 56.3 38.2
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, February 28, 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 : 260,367: 27,052 76,355 29,955 181,998 108,930 239,005 215,239: 21,362 45,127
Old : 260,367: 27,052 76,355 29,955 181,998 108,930 239,005 215,239: 21,362 45,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 2,320: -1,729 917 2,948 -923 -2,711 296 1,154: 2,024 1,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 29.3 11.5 69.9 41.8 91.8 82.7: 8.2 17.3
Old : 100.0: 10.4 29.3 11.5 69.9 41.8 91.8 82.7: 8.2 17.3
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 : 125: 24 49 24 35 38 75 95:
Old : 125: 24 49 24 35 38 75 95:
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 33.8 54.8 46.6 39.5 30.6 49.1 40.2
Old : 40.1 33.8 54.8 46.6 39.5 30.6 49.1 40.2
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, February 28, 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 : 515,811: 142,762 187,304 50,183 261,883 209,754 454,828 447,241: 60,983 68,570
Old : 515,811: 142,762 187,304 50,183 261,883 209,754 454,828 447,241: 60,983 68,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 12,911: 10,546 4,293 1,801 773 5,335 13,121 11,429: -210 1,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 36.3 9.7 50.8 40.7 88.2 86.7: 11.8 13.3
Old : 100.0: 27.7 36.3 9.7 50.8 40.7 88.2 86.7: 11.8 13.3
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 : 254: 82 85 61 66 69 173 190:
Old : 254: 82 85 61 66 69 173 190:
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 : 32.8 25.6 42.9 37.1 31.9 24.4 41.4 35.0
Old : 32.8 25.6 42.9 37.1 31.9 24.4 41.4 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 30,948: 12,702 2,827 743 6,668 22,201 20,113 25,771: 10,835 5,177
Old : 30,948: 12,702 2,827 743 6,668 22,201 20,113 25,771: 10,835 5,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,801: -401 469 464 612 255 675 1,188: 1,126 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 9.1 2.4 21.5 71.7 65.0 83.3: 35.0 16.7
Old : 100.0: 41.0 9.1 2.4 21.5 71.7 65.0 83.3: 35.0 16.7
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 : 22: 7 5 3 8 8 17 14:
Old : 22: 7 5 3 8 8 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 : 44.5 71.6 53.3 80.4 43.6 69.9 51.9 77.6
Old : 44.5 71.6 53.3 80.4 43.6 69.9 51.9 77.6
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, February 28, 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 : 31,024: 22,676 4,084 20 6,150 26,306 28,846 30,410: 2,178 614
Old : 31,024: 22,676 4,084 20 6,150 26,306 28,846 30,410: 2,178 614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -6,929: -4,705 1,176 -574 -1,644 -7,525 -6,923 -6,923: -6 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 13.2 0.1 19.8 84.8 93.0 98.0: 7.0 2.0
Old : 100.0: 73.1 13.2 0.1 19.8 84.8 93.0 98.0: 7.0 2.0
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 : 29: 12 11 1 3 5 16 16:
Old : 29: 12 11 1 3 5 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.6 84.4 89.5 93.0 83.6 83.6 89.5 92.1
Old : 83.6 84.4 89.5 93.0 83.6 83.6 89.5 92.1
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, February 28, 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 : 57,102: 37,198 34,261 220 14,536 19,877 51,954 54,358: 5,148 2,744
Old : 57,102: 37,198 34,261 220 14,536 19,877 51,954 54,358: 5,148 2,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 2,020: 1,946 2,167 -7 -96 374 1,843 2,534: 177 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 60.0 0.4 25.5 34.8 91.0 95.2: 9.0 4.8
Old : 100.0: 65.1 60.0 0.4 25.5 34.8 91.0 95.2: 9.0 4.8
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 : 70: 31 19 2 14 11 47 30:
Old : 70: 31 19 2 14 11 47 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 : 41.7 63.8 57.9 78.8 41.7 63.7 57.2 78.8
Old : 41.7 63.8 57.9 78.8 41.7 63.7 57.2 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 27,639: 7,627 1,262 5,406 13,028 20,393 26,061 27,061: 1,578 578
Old : 27,639: 7,627 1,262 5,406 13,028 20,393 26,061 27,061: 1,578 578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -2,402: 212 0 -1,379 -1,274 -1,062 -2,441 -2,441: 39 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 4.6 19.6 47.1 73.8 94.3 97.9: 5.7 2.1
Old : 100.0: 27.6 4.6 19.6 47.1 73.8 94.3 97.9: 5.7 2.1
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 : 26: 13 3 1 7 6 20 10:
Old : 26: 13 3 1 7 6 20 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 : 72.3 90.0 84.6 97.1 28.0 49.8 38.0 51.2
Old : 72.3 90.0 84.6 97.1 28.0 49.8 38.0 51.2
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, February 28, 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 :24,102,387: 726,368 2,887,243 11,055,795 11,716,374 8,876,774 23,498,537 22,819,812: 603,851 1,282,576
Old :24,102,387: 726,368 2,887,243 11,055,795 11,716,374 8,876,774 23,498,537 22,819,812: 603,851 1,282,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 426,193: 50,655 161,694 -98,399 490,366 350,939 442,621 414,233: -16,428 11,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 12.0 45.9 48.6 36.8 97.5 94.7: 2.5 5.3
Old : 100.0: 3.0 12.0 45.9 48.6 36.8 97.5 94.7: 2.5 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 : 329: 50 123 138 122 144 268 320:
Old : 329: 50 123 138 122 144 268 320:
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 : 27.6 18.8 43.4 31.8 19.8 6.8 24.0 9.4
Old : 27.6 18.8 43.4 31.8 19.8 6.8 24.0 9.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 953,625: 104,198 99,291 181,967 562,819 562,429 848,985 843,687: 104,640 109,938
Old : 953,625: 104,198 99,291 181,967 562,819 562,429 848,985 843,687: 104,640 109,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -10,052: 4,151 -9,025 -693 -23,357 -7,389 -19,898 -17,107: 9,846 7,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 10.4 19.1 59.0 59.0 89.0 88.5: 11.0 11.5
Old : 100.0: 10.9 10.4 19.1 59.0 59.0 89.0 88.5: 11.0 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 : 678: 156 177 185 252 263 507 528:
Old : 678: 156 177 185 252 263 507 528:
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 : 12.8 14.9 21.9 24.7 8.6 9.2 14.6 13.1
Old : 12.8 14.9 21.9 24.7 8.6 9.2 14.6 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 188,680: 14,381 26,656 47,678 90,670 79,443 152,729 153,777: 35,950 34,903
Old : 188,680: 14,381 26,656 47,678 90,670 79,443 152,729 153,777: 35,950 34,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -20,998: 2,893 450 -13,355 -12,724 -14,099 -23,185 -27,003: 2,187 6,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 14.1 25.3 48.1 42.1 80.9 81.5: 19.1 18.5
Old : 100.0: 7.6 14.1 25.3 48.1 42.1 80.9 81.5: 19.1 18.5
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: 19 9 26 36 30 66 56:
Old : 70: 19 9 26 36 30 66 56:
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 : 29.0 36.9 41.0 48.8 17.1 23.3 21.9 29.5
Old : 29.0 36.9 41.0 48.8 17.1 23.3 21.9 29.5
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, February 28, 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 : 3,824,725: 575,478 489,567 545,054 2,360,744 2,414,930 3,481,276 3,449,552: 343,449 375,173
Old : 3,824,725: 575,478 489,567 545,054 2,360,744 2,414,930 3,481,276 3,449,552: 343,449 375,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 54,728: 68,696 15,025 905 -53,165 33,548 16,436 49,479: 38,292 5,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 12.8 14.3 61.7 63.1 91.0 90.2: 9.0 9.8
Old : 100.0: 15.0 12.8 14.3 61.7 63.1 91.0 90.2: 9.0 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 : 658: 149 172 173 244 258 485 511:
Old : 658: 149 172 173 244 258 485 511:
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 : 12.9 15.6 21.6 24.2 9.4 10.6 16.3 15.4
Old : 12.9 15.6 21.6 24.2 9.4 10.6 16.3 15.4
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, February 28, 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 : 96,283: 22,078 3,484 2,019 59,909 87,345 84,006 92,848: 12,277 3,435
Old : 96,283: 22,078 3,484 2,019 59,909 87,345 84,006 92,848: 12,277 3,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -1,189: -963 -709 615 -1,234 -1,112 -1,582 -1,206: 393 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 3.6 2.1 62.2 90.7 87.2 96.4: 12.8 3.6
Old : 100.0: 22.9 3.6 2.1 62.2 90.7 87.2 96.4: 12.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 15 5 6 48 36 64 46:
Old : 88: 15 5 6 48 36 64 46:
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 : 39.5 43.9 51.6 64.0 39.5 43.8 49.6 63.9
Old : 39.5 43.9 51.6 64.0 39.5 43.8 49.6 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 51,218: 25,765 9,205 2,730 16,354 32,802 44,850 44,736: 6,368 6,481
Old : 51,218: 25,765 9,205 2,730 16,354 32,802 44,850 44,736: 6,368 6,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,297: 986 239 660 -601 861 1,044 1,760: 252 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 18.0 5.3 31.9 64.0 87.6 87.3: 12.4 12.7
Old : 100.0: 50.3 18.0 5.3 31.9 64.0 87.6 87.3: 12.4 12.7
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 : 254: 78 58 28 66 80 157 153:
Old : 254: 78 58 28 66 80 157 153:
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 : 24.6 25.8 33.4 37.5 24.5 25.6 32.4 36.2
Old : 24.6 25.8 33.4 37.5 24.5 25.6 32.4 36.2
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, February 28, 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 : 256,089: 128,827 46,023 13,651 81,770 164,008 224,249 223,682: 31,840 32,407
Old : 256,089: 128,827 46,023 13,651 81,770 164,008 224,249 223,682: 31,840 32,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 6,484: 4,929 1,193 3,300 -3,006 4,306 5,222 8,799: 1,262 -2,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 18.0 5.3 31.9 64.0 87.6 87.3: 12.4 12.7
Old : 100.0: 50.3 18.0 5.3 31.9 64.0 87.6 87.3: 12.4 12.7
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 : 254: 78 58 28 66 80 157 153:
Old : 254: 78 58 28 66 80 157 153:
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 : 24.6 25.8 33.4 37.5 24.5 25.6 32.4 36.2
Old : 24.6 25.8 33.4 37.5 24.5 25.6 32.4 36.2
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, February 28, 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 : 163,543: 92,281 43,052 13,573 26,483 81,386 132,337 138,011: 31,206 25,532
Old : 163,543: 92,281 43,052 13,573 26,483 81,386 132,337 138,011: 31,206 25,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 4,649: 6,221 -11,782 1,391 -2,233 13,866 5,379 3,475: -730 1,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 26.3 8.3 16.2 49.8 80.9 84.4: 19.1 15.6
Old : 100.0: 56.4 26.3 8.3 16.2 49.8 80.9 84.4: 19.1 15.6
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 : 93: 38 24 15 27 24 75 53:
Old : 93: 38 24 15 27 24 75 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 : 30.6 45.7 41.4 55.6 30.6 43.9 40.5 51.3
Old : 30.6 45.7 41.4 55.6 30.6 43.9 40.5 51.3
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, February 28, 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 : 32,043: 10,272 5,717 139 12,633 18,676 23,044 24,532: 8,999 7,511
Old : 32,043: 10,272 5,717 139 12,633 18,676 23,044 24,532: 8,999 7,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 371: 793 470 132 23 -468 948 134: -577 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 17.8 0.4 39.4 58.3 71.9 76.6: 28.1 23.4
Old : 100.0: 32.1 17.8 0.4 39.4 58.3 71.9 76.6: 28.1 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 13 9 2 15 8 30 17:
Old : 42: 13 9 2 15 8 30 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 : 38.0 62.6 51.1 70.0 38.0 62.6 51.1 70.0
Old : 38.0 62.6 51.1 70.0 38.0 62.6 51.1 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 58,145: 17,480 17,898 2,417 29,479 19,265 49,376 39,580: 8,769 18,565
Old : 58,145: 17,480 17,898 2,417 29,479 19,265 49,376 39,580: 8,769 18,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 990: 4,337 -424 95 -2,583 -50 1,849 -379: -859 1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 30.8 4.2 50.7 33.1 84.9 68.1: 15.1 31.9
Old : 100.0: 30.1 30.8 4.2 50.7 33.1 84.9 68.1: 15.1 31.9
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 : 94: 28 15 7 35 27 66 46:
Old : 94: 28 15 7 35 27 66 46:
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 24.1 37.7 36.8 24.1 23.9 37.6 36.5
Old : 24.2 24.1 37.7 36.8 24.1 23.9 37.6 36.5
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, February 28, 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 : 15,479: 8,565 6,420 0 6,087 8,828 14,652 15,248: 827 231
Old : 15,479: 8,565 6,420 0 6,087 8,828 14,652 15,248: 827 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 41.5 0.0 39.3 57.0 94.7 98.5: 5.3 1.5
Old : 100.0: 55.3 41.5 0.0 39.3 57.0 94.7 98.5: 5.3 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 : 20: 6 4 0 10 2 16 6:
Old : 20: 6 4 0 10 2 16 6:
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 : 78.9 94.7 88.0 98.5 78.9 94.7 88.0 97.0
Old : 78.9 94.7 88.0 98.5 78.9 94.7 88.0 97.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2017