MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 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 : 21,708: 3,040 5,124 760 17,528 15,444 21,328 21,328: 380 380
Old : 21,708: 3,040 5,124 760 17,528 15,444 21,328 21,328: 380 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,480: 120 -80 0 -1,640 -1,440 -1,520 -1,520: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 23.6 3.5 80.7 71.1 98.2 98.2: 1.8 1.8
Old : 100.0: 14.0 23.6 3.5 80.7 71.1 98.2 98.2: 1.8 1.8
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 : 22: 4 5 4 7 8 13 17:
Old : 22: 4 5 4 7 8 13 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 : 84.4 56.8 95.1 86.6 83.0 54.9 84.1 78.0
Old : 84.4 56.8 95.1 86.6 83.0 54.9 84.1 78.0
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,762: 1,678 1,686 904 3,321 3,262 5,904 5,852: 859 910
Old : 6,762: 1,678 1,686 904 3,321 3,262 5,904 5,852: 859 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -881: -296 -115 -177 -284 -492 -758 -784: -124 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 24.9 13.4 49.1 48.2 87.3 86.5: 12.7 13.5
Old : 100.0: 24.8 24.9 13.4 49.1 48.2 87.3 86.5: 12.7 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 10 9 18 19 29 32:
Old : 38: 5 10 9 18 19 29 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 : 45.8 30.0 65.1 47.4 44.2 29.0 58.7 43.4
Old : 45.8 30.0 65.1 47.4 44.2 29.0 58.7 43.4
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, March 07, 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 : 57,536: 23,281 2,846 17,450 12,446 22,481 53,177 42,777: 4,359 14,759
Old : 57,536: 23,281 2,846 17,450 12,446 22,481 53,177 42,777: 4,359 14,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -4,861: -1,320 218 -1,348 -1,540 -2,667 -4,208 -3,796: -654 -1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 4.9 30.3 21.6 39.1 92.4 74.3: 7.6 25.7
Old : 100.0: 40.5 4.9 30.3 21.6 39.1 92.4 74.3: 7.6 25.7
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 : 82: 23 22 33 28 31 67 70:
Old : 82: 23 22 33 28 31 67 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 : 38.0 24.4 54.1 37.0 37.0 22.5 46.1 28.6
Old : 38.0 24.4 54.1 37.0 37.0 22.5 46.1 28.6
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, March 07, 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 : 12,558: 1,199 718 3,219 7,040 7,988 11,458 11,925: 1,100 633
Old : 12,558: 1,199 718 3,219 7,040 7,988 11,458 11,925: 1,100 633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -655: 10 -426 -102 -542 22 -634 -506: -21 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 5.7 25.6 56.1 63.6 91.2 95.0: 8.8 5.0
Old : 100.0: 9.5 5.7 25.6 56.1 63.6 91.2 95.0: 8.8 5.0
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 : 45: 10 7 11 25 22 40 35:
Old : 45: 10 7 11 25 22 40 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 : 30.4 36.1 48.6 58.9 23.1 21.2 32.3 36.9
Old : 30.4 36.1 48.6 58.9 23.1 21.2 32.3 36.9
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, March 07, 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 : 265,727: 75,143 26,329 76,541 88,009 122,115 239,693 224,985: 26,034 40,742
Old : 247,806: 70,240 30,580 67,953 85,548 110,450 223,741 208,983: 24,065 38,823
Other: 17,921: 10,790 1,637 2,700 2,462 11,665 15,952 16,002: 1,969 1,919
: : :
: : Changes in Commitments from: February 28, 2017 :
: -4,160: -3,436 3,414 548 -2,152 -8,937 -5,040 -4,975: 880 815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 9.9 28.8 33.1 46.0 90.2 84.7: 9.8 15.3
Old : 100.0: 28.3 12.3 27.4 34.5 44.6 90.3 84.3: 9.7 15.7
Other: 100.0: 60.2 9.1 15.1 13.7 65.1 89.0 89.3: 11.0 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 106 67 126 84 83 255 228:
Old : 287: 104 75 122 84 83 251 226:
Other: 93: 29 16 23 25 38 69 65:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 20.7 24.1 29.1 13.6 19.6 22.3 27.2
Old : 13.8 20.5 23.8 27.9 12.8 19.6 22.0 26.3
Other: 51.9 38.5 61.5 53.1 51.0 34.9 57.0 48.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 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 : 395,304: 131,437 17,910 103,311 125,705 211,348 360,454 332,569: 34,851 62,736
Old : 395,304: 131,437 17,910 103,311 125,705 211,348 360,454 332,569: 34,851 62,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 783: 328 -287 -51 -685 475 -408 137: 1,191 646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 4.5 26.1 31.8 53.5 91.2 84.1: 8.8 15.9
Old : 100.0: 33.2 4.5 26.1 31.8 53.5 91.2 84.1: 8.8 15.9
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 : 437: 155 74 157 138 166 369 337:
Old : 437: 155 74 157 138 166 369 337:
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 : 11.6 17.7 20.5 24.7 11.4 16.9 20.0 22.4
Old : 11.6 17.7 20.5 24.7 11.4 16.9 20.0 22.4
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, March 07, 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 : 5,954: 3,358 1,161 593 496 2,872 4,447 4,626: 1,508 1,329
Old : 5,954: 3,358 1,161 593 496 2,872 4,447 4,626: 1,508 1,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -124: 93 89 -55 17 -162 54 -128: -178 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 19.5 10.0 8.3 48.2 74.7 77.7: 25.3 22.3
Old : 100.0: 56.4 19.5 10.0 8.3 48.2 74.7 77.7: 25.3 22.3
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 : 64: 28 11 11 16 21 53 36:
Old : 64: 28 11 11 16 21 53 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 27.5 37.9 44.6 26.7 27.5 36.8 44.0
Old : 26.7 27.5 37.9 44.6 26.7 27.5 36.8 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 59,711: 18,868 8,904 15,445 16,965 14,244 51,278 38,593: 8,433 21,118
Old : 59,711: 18,868 8,904 15,445 16,965 14,244 51,278 38,593: 8,433 21,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -365: -315 429 -762 380 -265 -698 -598: 333 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 14.9 25.9 28.4 23.9 85.9 64.6: 14.1 35.4
Old : 100.0: 31.6 14.9 25.9 28.4 23.9 85.9 64.6: 14.1 35.4
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 : 226: 66 53 65 69 78 173 167:
Old : 226: 66 53 65 69 78 173 167:
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 : 21.3 10.0 33.2 17.2 18.7 6.1 27.0 10.3
Old : 21.3 10.0 33.2 17.2 18.7 6.1 27.0 10.3
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,788: 434 5,405 342 4,748 658 5,524 6,406: 1,264 382
Old : 6,788: 434 5,405 342 4,748 658 5,524 6,406: 1,264 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -240: 12 -164 -2 -175 -23 -166 -190: -74 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 79.6 5.0 69.9 9.7 81.4 94.4: 18.6 5.6
Old : 100.0: 6.4 79.6 5.0 69.9 9.7 81.4 94.4: 18.6 5.6
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 : 23: 6 4 6 13 5 20 14:
Old : 23: 6 4 6 13 5 20 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 : 52.3 79.6 66.6 89.8 52.3 79.6 65.6 84.7
Old : 52.3 79.6 66.6 89.8 52.3 79.6 65.6 84.7
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, March 07, 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 : 40,251: 1,505 21,420 7,999 30,132 8,909 39,636 38,328: 615 1,923
Old : 40,251: 1,505 21,420 7,999 30,132 8,909 39,636 38,328: 615 1,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 500: -32 -219 342 358 -97 669 26: -169 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 53.2 19.9 74.9 22.1 98.5 95.2: 1.5 4.8
Old : 100.0: 3.7 53.2 19.9 74.9 22.1 98.5 95.2: 1.5 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 : 65: 5 23 15 28 23 47 47:
Old : 65: 5 23 15 28 23 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 48.7 66.3 65.4 46.9 48.2 62.9 59.1
Old : 46.9 48.7 66.3 65.4 46.9 48.2 62.9 59.1
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, March 07, 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 : 32,727: 17,635 913 24 11,123 28,818 28,782 29,755: 3,945 2,972
Old : 32,727: 17,635 913 24 11,123 28,818 28,782 29,755: 3,945 2,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 3,544: -675 -200 24 2,098 1,656 1,447 1,480: 2,097 2,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 2.8 0.1 34.0 88.1 87.9 90.9: 12.1 9.1
Old : 100.0: 53.9 2.8 0.1 34.0 88.1 87.9 90.9: 12.1 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 : 28: 9 5 1 6 9 16 14:
Old : 28: 9 5 1 6 9 16 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 : 72.9 76.1 83.7 87.1 72.5 70.5 78.0 80.5
Old : 72.9 76.1 83.7 87.1 72.5 70.5 78.0 80.5
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, March 07, 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 : 161,703: 65,422 35,637 12,446 51,852 81,490 129,720 129,574: 31,982 32,129
Old : 161,703: 65,422 35,637 12,446 51,852 81,490 129,720 129,574: 31,982 32,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 7,517: 2,115 3,966 3,877 4,913 -5,069 10,904 2,773: -3,388 4,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 22.0 7.7 32.1 50.4 80.2 80.1: 19.8 19.9
Old : 100.0: 40.5 22.0 7.7 32.1 50.4 80.2 80.1: 19.8 19.9
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 : 95: 31 25 20 24 30 64 68:
Old : 95: 31 25 20 24 30 64 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 33.9 38.8 42.6 24.0 30.6 35.2 38.3
Old : 24.7 33.9 38.8 42.6 24.0 30.6 35.2 38.3
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, March 07, 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 : 58,326: 12,594 22,700 1,562 36,732 13,790 50,889 38,052: 7,437 20,274
Old : 58,326: 12,594 22,700 1,562 36,732 13,790 50,889 38,052: 7,437 20,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 9,152: 8,999 7,409 373 915 -1,699 10,287 6,083: -1,134 3,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 38.9 2.7 63.0 23.6 87.2 65.2: 12.8 34.8
Old : 100.0: 21.6 38.9 2.7 63.0 23.6 87.2 65.2: 12.8 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 : 49: 10 19 9 13 12 28 36:
Old : 49: 10 19 9 13 12 28 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 26.2 67.4 37.1 50.1 24.3 66.6 35.0
Old : 50.1 26.2 67.4 37.1 50.1 24.3 66.6 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 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 : 210,020: 38,856 81,545 11,986 151,200 111,807 202,042 205,338: 7,978 4,682
Old : 210,020: 38,856 81,545 11,986 151,200 111,807 202,042 205,338: 7,978 4,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 13,765: -305 -3,112 -541 14,011 17,952 13,165 14,300: 600 -534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 38.8 5.7 72.0 53.2 96.2 97.8: 3.8 2.2
Old : 100.0: 18.5 38.8 5.7 72.0 53.2 96.2 97.8: 3.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 60 39 13 21 29 91 73:
Old : 140: 60 39 13 21 29 91 73:
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 : 55.3 40.1 70.9 60.8 47.3 38.1 61.0 53.8
Old : 55.3 40.1 70.9 60.8 47.3 38.1 61.0 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 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 : 293,073: 60,202 139,836 21,310 180,504 90,104 262,016 251,250: 31,056 41,823
Old : 293,073: 60,202 139,836 21,310 180,504 90,104 262,016 251,250: 31,056 41,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 31,402: 16,039 28,553 -2,761 15,479 1,079 28,756 26,871: 2,646 4,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 47.7 7.3 61.6 30.7 89.4 85.7: 10.6 14.3
Old : 100.0: 20.5 47.7 7.3 61.6 30.7 89.4 85.7: 10.6 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 : 129: 27 52 22 29 46 69 107:
Old : 129: 27 52 22 29 46 69 107:
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 : 55.3 29.0 63.6 39.1 53.7 28.3 59.9 37.9
Old : 55.3 29.0 63.6 39.1 53.7 28.3 59.9 37.9
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, March 07, 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 : 250,344: 36,778 94,151 21,084 174,860 87,160 232,723 202,396: 17,622 47,948
Old : 250,344: 36,778 94,151 21,084 174,860 87,160 232,723 202,396: 17,622 47,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -10,022: 9,726 17,797 -8,871 -7,137 -21,769 -6,282 -12,843: -3,740 2,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 37.6 8.4 69.8 34.8 93.0 80.8: 7.0 19.2
Old : 100.0: 14.7 37.6 8.4 69.8 34.8 93.0 80.8: 7.0 19.2
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 : 122: 27 47 27 29 35 72 94:
Old : 122: 27 47 27 29 35 72 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 30.8 57.5 44.8 42.4 27.4 56.2 41.1
Old : 42.6 30.8 57.5 44.8 42.4 27.4 56.2 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 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 : 491,765: 137,358 196,124 34,769 258,351 191,464 430,477 422,357: 61,288 69,408
Old : 491,765: 137,358 196,124 34,769 258,351 191,464 430,477 422,357: 61,288 69,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -24,046: -5,404 8,820 -15,414 -3,533 -18,290 -24,351 -24,884: 305 838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 39.9 7.1 52.5 38.9 87.5 85.9: 12.5 14.1
Old : 100.0: 27.9 39.9 7.1 52.5 38.9 87.5 85.9: 12.5 14.1
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 : 246: 67 90 52 67 70 163 183:
Old : 246: 67 90 52 67 70 163 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 26.4 45.1 38.0 34.5 25.3 44.5 36.5
Old : 35.0 26.4 45.1 38.0 34.5 25.3 44.5 36.5
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, March 07, 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 : 37,703: 14,202 3,289 285 6,465 22,912 20,952 26,486: 16,751 11,217
Old : 37,703: 14,202 3,289 285 6,465 22,912 20,952 26,486: 16,751 11,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 6,755: 1,500 462 -458 -203 711 839 715: 5,916 6,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 8.7 0.8 17.1 60.8 55.6 70.2: 44.4 29.8
Old : 100.0: 37.7 8.7 0.8 17.1 60.8 55.6 70.2: 44.4 29.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 4 3 8 8 18 13:
Old : 22: 8 4 3 8 8 18 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 : 37.0 62.2 45.4 69.0 36.3 61.0 44.6 67.1
Old : 37.0 62.2 45.4 69.0 36.3 61.0 44.6 67.1
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, March 07, 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 : 31,243: 22,260 4,324 20 6,820 26,191 29,100 30,535: 2,143 708
Old : 31,243: 22,260 4,324 20 6,820 26,191 29,100 30,535: 2,143 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 219: -416 240 0 670 -115 254 125: -35 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 13.8 0.1 21.8 83.8 93.1 97.7: 6.9 2.3
Old : 100.0: 71.2 13.8 0.1 21.8 83.8 93.1 97.7: 6.9 2.3
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 : 30: 11 12 1 4 6 16 18:
Old : 30: 11 12 1 4 6 16 18:
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 : 83.0 82.7 89.1 91.6 83.0 80.9 89.1 89.7
Old : 83.0 82.7 89.1 91.6 83.0 80.9 89.1 89.7
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, March 07, 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 : 51,405: 27,207 31,632 1,224 17,135 14,883 45,566 47,739: 5,839 3,666
Old : 51,405: 27,207 31,632 1,224 17,135 14,883 45,566 47,739: 5,839 3,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -5,697: -9,991 -2,629 1,004 2,599 -4,994 -6,388 -6,619: 691 922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 61.5 2.4 33.3 29.0 88.6 92.9: 11.4 7.1
Old : 100.0: 52.9 61.5 2.4 33.3 29.0 88.6 92.9: 11.4 7.1
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 : 70: 26 22 7 14 14 44 41:
Old : 70: 26 22 7 14 14 44 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 : 28.9 55.6 46.0 71.1 28.7 55.6 45.2 68.8
Old : 28.9 55.6 46.0 71.1 28.7 55.6 45.2 68.8
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, March 07, 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 : 28,816: 8,454 1,262 5,771 13,377 20,973 27,602 28,006: 1,214 810
Old : 28,816: 8,454 1,262 5,771 13,377 20,973 27,602 28,006: 1,214 810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 1,177: 827 0 365 349 580 1,541 945: -364 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 4.4 20.0 46.4 72.8 95.8 97.2: 4.2 2.8
Old : 100.0: 29.3 4.4 20.0 46.4 72.8 95.8 97.2: 4.2 2.8
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 : 29: 13 3 5 9 9 23 17:
Old : 29: 13 3 5 9 9 23 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 : 71.7 85.0 82.0 93.3 29.7 47.5 37.5 48.7
Old : 71.7 85.0 82.0 93.3 29.7 47.5 37.5 48.7
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, March 07, 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 :25,302,432: 641,603 2,993,358 11,901,846 12,096,609 9,022,658 24,640,057 23,917,862: 662,375 1,384,570
Old :25,302,432: 641,603 2,993,358 11,901,846 12,096,609 9,022,658 24,640,057 23,917,862: 662,375 1,384,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 1,200,045: -84,765 106,115 846,051 380,235 145,884 1,141,521 1,098,051: 58,524 101,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 11.8 47.0 47.8 35.7 97.4 94.5: 2.6 5.5
Old : 100.0: 2.5 11.8 47.0 47.8 35.7 97.4 94.5: 2.6 5.5
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 : 332: 44 130 140 126 145 276 321:
Old : 332: 44 130 140 126 145 276 321:
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 : 27.3 18.4 42.7 31.4 19.3 6.4 23.1 8.8
Old : 27.3 18.4 42.7 31.4 19.3 6.4 23.1 8.8
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, March 07, 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 : 988,953: 115,836 99,787 185,627 578,566 594,119 880,029 879,533: 108,924 109,420
Old : 988,953: 115,836 99,787 185,627 578,566 594,119 880,029 879,533: 108,924 109,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 35,328: 11,637 496 3,660 15,747 31,689 31,045 35,846: 4,284 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 10.1 18.8 58.5 60.1 89.0 88.9: 11.0 11.1
Old : 100.0: 11.7 10.1 18.8 58.5 60.1 89.0 88.9: 11.0 11.1
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 : 692: 177 170 196 256 267 527 542:
Old : 692: 177 170 196 256 267 527 542:
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 : 13.1 14.8 21.7 25.2 7.9 9.1 13.6 13.7
Old : 13.1 14.8 21.7 25.2 7.9 9.1 13.6 13.7
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, March 07, 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 : 193,540: 16,036 27,371 46,035 95,480 86,087 157,551 159,493: 35,989 34,047
Old : 193,540: 16,036 27,371 46,035 95,480 86,087 157,551 159,493: 35,989 34,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 4,860: 1,655 715 -1,643 4,810 6,644 4,821 5,716: 39 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 14.1 23.8 49.3 44.5 81.4 82.4: 18.6 17.6
Old : 100.0: 8.3 14.1 23.8 49.3 44.5 81.4 82.4: 18.6 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 20 6 22 36 33 64 55:
Old : 71: 20 6 22 36 33 64 55:
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 : 29.4 35.6 41.6 47.3 18.3 23.6 24.4 30.9
Old : 29.4 35.6 41.6 47.3 18.3 23.6 24.4 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 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 : 3,977,066: 615,729 478,814 581,231 2,415,432 2,540,156 3,612,392 3,600,201: 364,674 376,865
Old : 3,977,066: 615,729 478,814 581,231 2,415,432 2,540,156 3,612,392 3,600,201: 364,674 376,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 152,341: 40,251 -10,754 36,177 54,688 125,226 131,116 150,650: 21,225 1,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 12.0 14.6 60.7 63.9 90.8 90.5: 9.2 9.5
Old : 100.0: 15.5 12.0 14.6 60.7 63.9 90.8 90.5: 9.2 9.5
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 : 675: 169 169 187 248 262 508 528:
Old : 675: 169 169 187 248 262 508 528:
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 : 13.4 16.2 21.8 25.1 8.9 10.6 15.6 15.7
Old : 13.4 16.2 21.8 25.1 8.9 10.6 15.6 15.7
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 95,686: 21,292 3,331 2,092 59,285 86,883 82,669 92,306: 13,017 3,380
Old : 95,686: 21,292 3,331 2,092 59,285 86,883 82,669 92,306: 13,017 3,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -597: -786 -153 73 -624 -462 -1,337 -542: 740 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 3.5 2.2 62.0 90.8 86.4 96.5: 13.6 3.5
Old : 100.0: 22.3 3.5 2.2 62.0 90.8 86.4 96.5: 13.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 15 5 6 48 34 64 44:
Old : 85: 15 5 6 48 34 64 44:
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 : 39.4 43.6 51.3 64.4 39.3 43.4 49.2 64.2
Old : 39.4 43.6 51.3 64.4 39.3 43.4 49.2 64.2
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, March 07, 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 : 50,000: 24,233 9,595 2,701 16,699 31,274 43,632 43,570: 6,368 6,430
Old : 50,000: 24,233 9,595 2,701 16,699 31,274 43,632 43,570: 6,368 6,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,218: -1,533 390 -30 344 -1,527 -1,218 -1,167: 0 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 19.2 5.4 33.4 62.5 87.3 87.1: 12.7 12.9
Old : 100.0: 48.5 19.2 5.4 33.4 62.5 87.3 87.1: 12.7 12.9
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 : 250: 77 56 31 73 76 165 148:
Old : 250: 77 56 31 73 76 165 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 23.0 33.1 35.7 23.5 22.9 31.2 34.4
Old : 23.8 23.0 33.1 35.7 23.5 22.9 31.2 34.4
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, March 07, 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 : 250,000: 121,163 47,973 13,504 83,493 156,372 218,160 217,849: 31,841 32,152
Old : 250,000: 121,163 47,973 13,504 83,493 156,372 218,160 217,849: 31,841 32,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -6,089: -7,664 1,950 -148 1,722 -7,636 -6,090 -5,833: 1 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 19.2 5.4 33.4 62.5 87.3 87.1: 12.7 12.9
Old : 100.0: 48.5 19.2 5.4 33.4 62.5 87.3 87.1: 12.7 12.9
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 : 250: 77 56 31 73 76 165 148:
Old : 250: 77 56 31 73 76 165 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 23.0 33.1 35.7 23.5 22.9 31.2 34.4
Old : 23.8 23.0 33.1 35.7 23.5 22.9 31.2 34.4
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, March 07, 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 : 168,539: 85,843 33,550 16,423 35,917 92,747 138,183 142,720: 30,357 25,819
Old : 168,539: 85,843 33,550 16,423 35,917 92,747 138,183 142,720: 30,357 25,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 4,997: -6,438 -9,502 2,851 9,433 11,361 5,846 4,709: -849 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 19.9 9.7 21.3 55.0 82.0 84.7: 18.0 15.3
Old : 100.0: 50.9 19.9 9.7 21.3 55.0 82.0 84.7: 18.0 15.3
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 : 99: 44 20 21 27 27 78 62:
Old : 99: 44 20 21 27 27 78 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 : 30.1 44.7 41.4 55.1 26.0 39.7 35.3 45.8
Old : 30.1 44.7 41.4 55.1 26.0 39.7 35.3 45.8
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, March 07, 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 : 50,129: 12,260 5,629 4,896 23,224 26,426 40,380 36,951: 9,749 13,178
Old : 50,129: 12,260 5,629 4,896 23,224 26,426 40,380 36,951: 9,749 13,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 18,086: 1,988 -88 4,757 10,591 7,750 17,336 12,419: 750 5,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 11.2 9.8 46.3 52.7 80.6 73.7: 19.4 26.3
Old : 100.0: 24.5 11.2 9.8 46.3 52.7 80.6 73.7: 19.4 26.3
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 : 51: 18 7 7 19 10 42 21:
Old : 51: 18 7 7 19 10 42 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 49.3 52.7 63.5 30.3 40.1 38.7 45.8
Old : 40.3 49.3 52.7 63.5 30.3 40.1 38.7 45.8
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, March 07, 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 : 79,732: 17,742 28,091 4,192 35,599 19,788 57,533 52,071: 22,199 27,661
Old : 79,732: 17,742 28,091 4,192 35,599 19,788 57,533 52,071: 22,199 27,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 21,587: 262 10,193 1,775 6,120 523 8,157 12,491: 13,430 9,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 35.2 5.3 44.6 24.8 72.2 65.3: 27.8 34.7
Old : 100.0: 22.3 35.2 5.3 44.6 24.8 72.2 65.3: 27.8 34.7
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 : 92: 26 16 16 42 29 76 53:
Old : 92: 26 16 16 42 29 76 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 : 19.1 27.8 29.3 39.1 19.0 27.4 29.0 38.6
Old : 19.1 27.8 29.3 39.1 19.0 27.4 29.0 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2017