MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 22,268: 3,180 6,412 400 18,668 15,396 22,248 22,208: 20 60
Old : 22,268: 3,180 6,412 400 18,668 15,396 22,248 22,208: 20 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -2,164: -400 -456 -200 -1,384 -1,388 -1,984 -2,044: -180 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 28.8 1.8 83.8 69.1 99.9 99.7: 0.1 0.3
Old : 100.0: 14.3 28.8 1.8 83.8 69.1 99.9 99.7: 0.1 0.3
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 : 21: 3 7 2 8 7 12 16:
Old : 21: 3 7 2 8 7 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.6 58.7 97.9 89.2 77.1 57.4 79.5 75.9
Old : 84.6 58.7 97.9 89.2 77.1 57.4 79.5 75.9
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, April 04, 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 : 8,210: 625 1,559 1,102 5,424 4,720 7,151 7,382: 1,059 828
Old : 8,210: 625 1,559 1,102 5,424 4,720 7,151 7,382: 1,059 828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 308: 29 -80 47 197 535 272 501: 36 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 19.0 13.4 66.1 57.5 87.1 89.9: 12.9 10.1
Old : 100.0: 7.6 19.0 13.4 66.1 57.5 87.1 89.9: 12.9 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 10 8 21 24 31 36:
Old : 42: 4 10 8 21 24 31 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 : 46.5 29.9 64.5 44.5 45.2 28.7 57.1 40.9
Old : 46.5 29.9 64.5 44.5 45.2 28.7 57.1 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 67,147: 25,533 4,995 22,054 14,750 24,558 62,336 51,607: 4,811 15,540
Old : 67,147: 25,533 4,995 22,054 14,750 24,558 62,336 51,607: 4,811 15,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 988: 167 410 601 255 -101 1,023 910: -35 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 7.4 32.8 22.0 36.6 92.8 76.9: 7.2 23.1
Old : 100.0: 38.0 7.4 32.8 22.0 36.6 92.8 76.9: 7.2 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 20 30 35 32 34 72 79:
Old : 91: 20 30 35 32 34 72 79:
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 23.7 52.1 36.6 33.9 20.8 44.3 26.8
Old : 35.0 23.7 52.1 36.6 33.9 20.8 44.3 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 13,378: 1,156 933 3,149 7,981 8,506 12,286 12,588: 1,092 790
Old : 13,378: 1,156 933 3,149 7,981 8,506 12,286 12,588: 1,092 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 142: 30 0 -47 201 144 184 98: -42 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 7.0 23.5 59.7 63.6 91.8 94.1: 8.2 5.9
Old : 100.0: 8.6 7.0 23.5 59.7 63.6 91.8 94.1: 8.2 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 : 47: 8 8 10 27 22 40 36:
Old : 47: 8 8 10 27 22 40 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 : 29.4 35.6 49.2 57.2 24.3 22.5 34.7 37.5
Old : 29.4 35.6 49.2 57.2 24.3 22.5 34.7 37.5
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, April 04, 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 : 263,247: 67,037 32,568 83,306 90,046 108,485 240,388 224,359: 22,859 38,888
Old : 235,435: 59,266 35,422 72,860 83,659 92,352 215,785 200,633: 19,651 34,802
Other: 27,812: 13,698 3,074 4,519 6,387 16,133 24,603 23,726: 3,208 4,086
: : :
: : Changes in Commitments from: March 28, 2017 :
: 1,703: -1,292 5,507 4,212 -1,815 -8,021 1,105 1,698: 598 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 12.4 31.6 34.2 41.2 91.3 85.2: 8.7 14.8
Old : 100.0: 25.2 15.0 30.9 35.5 39.2 91.7 85.2: 8.3 14.8
Other: 100.0: 49.3 11.1 16.2 23.0 58.0 88.5 85.3: 11.5 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 91 82 120 82 78 241 227:
Old : 281: 91 87 116 81 77 237 223:
Other: 99: 28 19 27 33 40 75 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 18.3 23.2 26.2 13.0 16.1 22.0 22.0
Old : 13.1 18.4 23.3 26.3 12.6 15.7 22.2 21.8
Other: 40.1 32.0 52.9 45.8 40.1 29.0 51.5 41.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 463,589: 163,457 21,638 124,914 138,581 245,645 426,952 392,198: 36,637 71,391
Old : 463,589: 163,457 21,638 124,914 138,581 245,645 426,952 392,198: 36,637 71,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 1,280: 2,488 2,907 -6,096 5,448 3,334 1,839 145: -560 1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 4.7 26.9 29.9 53.0 92.1 84.6: 7.9 15.4
Old : 100.0: 35.3 4.7 26.9 29.9 53.0 92.1 84.6: 7.9 15.4
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 : 489: 170 95 171 150 185 407 379:
Old : 489: 170 95 171 150 185 407 379:
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 : 12.4 17.5 21.1 24.8 12.4 16.3 20.3 21.4
Old : 12.4 17.5 21.1 24.8 12.4 16.3 20.3 21.4
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, April 04, 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 : 6,016: 2,784 1,256 959 681 2,580 4,424 4,795: 1,592 1,222
Old : 6,016: 2,784 1,256 959 681 2,580 4,424 4,795: 1,592 1,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 328: 58 44 134 -12 146 180 325: 149 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 20.9 15.9 11.3 42.9 73.5 79.7: 26.5 20.3
Old : 100.0: 46.3 20.9 15.9 11.3 42.9 73.5 79.7: 26.5 20.3
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 : 70: 26 15 16 15 21 55 43:
Old : 70: 26 15 16 15 21 55 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 : 25.5 29.1 35.2 47.1 24.6 27.5 32.4 43.8
Old : 25.5 29.1 35.2 47.1 24.6 27.5 32.4 43.8
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, April 04, 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 : 69,298: 28,359 5,767 18,330 15,542 20,346 62,231 44,443: 7,066 24,855
Old : 69,298: 28,359 5,767 18,330 15,542 20,346 62,231 44,443: 7,066 24,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -2,432: 1,101 449 -2,482 -792 -139 -2,173 -2,172: -258 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 8.3 26.5 22.4 29.4 89.8 64.1: 10.2 35.9
Old : 100.0: 40.9 8.3 26.5 22.4 29.4 89.8 64.1: 10.2 35.9
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 : 253: 69 66 70 53 94 167 195:
Old : 253: 69 66 70 53 94 167 195:
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 : 19.8 9.8 31.1 16.5 16.7 7.2 26.3 11.0
Old : 19.8 9.8 31.1 16.5 16.7 7.2 26.3 11.0
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, April 04, 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 : 7,378: 592 6,000 356 4,914 603 5,862 6,959: 1,515 419
Old : 7,378: 592 6,000 356 4,914 603 5,862 6,959: 1,515 419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 177: 48 93 15 114 -20 177 88: 0 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 81.3 4.8 66.6 8.2 79.5 94.3: 20.5 5.7
Old : 100.0: 8.0 81.3 4.8 66.6 8.2 79.5 94.3: 20.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 4 6 9 4 17 13:
Old : 21: 7 4 6 9 4 17 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 : 55.1 81.5 67.0 91.4 55.1 81.3 66.4 86.1
Old : 55.1 81.5 67.0 91.4 55.1 81.3 66.4 86.1
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, April 04, 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 : 45,429: 1,698 24,452 8,891 34,247 9,775 44,835 43,117: 594 2,312
Old : 45,429: 1,698 24,452 8,891 34,247 9,775 44,835 43,117: 594 2,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 418: -54 368 7 446 99 398 474: 20 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 53.8 19.6 75.4 21.5 98.7 94.9: 1.3 5.1
Old : 100.0: 3.7 53.8 19.6 75.4 21.5 98.7 94.9: 1.3 5.1
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 : 67: 5 26 18 28 24 50 51:
Old : 67: 5 26 18 28 24 50 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 47.8 65.1 64.5 43.4 47.7 62.0 58.5
Old : 43.7 47.8 65.1 64.5 43.4 47.7 62.0 58.5
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, April 04, 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 : 40,555: 26,561 6,429 0 12,543 33,363 39,104 39,792: 1,451 763
Old : 40,555: 26,561 6,429 0 12,543 33,363 39,104 39,792: 1,451 763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 11,150: 5,756 5,000 0 5,328 6,162 11,084 11,162: 66 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 15.9 0.0 30.9 82.3 96.4 98.1: 3.6 1.9
Old : 100.0: 65.5 15.9 0.0 30.9 82.3 96.4 98.1: 3.6 1.9
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 : 35: 12 8 0 8 9 20 17:
Old : 35: 12 8 0 8 9 20 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 : 83.2 66.4 89.8 89.9 83.2 66.4 89.5 88.8
Old : 83.2 66.4 89.8 89.9 83.2 66.4 89.5 88.8
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, April 04, 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 : 151,021: 36,923 67,947 9,516 77,207 38,154 123,647 115,617: 27,374 35,404
Old : 151,021: 36,923 67,947 9,516 77,207 38,154 123,647 115,617: 27,374 35,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 13,246: 8,002 9,648 200 4,100 2,120 12,302 11,969: 944 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 45.0 6.3 51.1 25.3 81.9 76.6: 18.1 23.4
Old : 100.0: 24.4 45.0 6.3 51.1 25.3 81.9 76.6: 18.1 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 : 97: 26 39 18 23 26 56 76:
Old : 97: 26 39 18 23 26 56 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 23.2 48.7 36.4 31.7 23.2 45.2 36.4
Old : 34.5 23.2 48.7 36.4 31.7 23.2 45.2 36.4
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, April 04, 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 : 40,587: 5,694 19,550 518 26,389 4,701 32,602 24,770: 7,986 15,818
Old : 40,587: 5,694 19,550 518 26,389 4,701 32,602 24,770: 7,986 15,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -3,246: -1,213 -3,566 -501 1,293 -771 -421 -4,839: -2,825 1,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 48.2 1.3 65.0 11.6 80.3 61.0: 19.7 39.0
Old : 100.0: 14.0 48.2 1.3 65.0 11.6 80.3 61.0: 19.7 39.0
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 : 38: 8 16 6 10 7 23 24:
Old : 38: 8 16 6 10 7 23 24:
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 : 54.0 27.4 67.9 40.4 53.4 27.4 66.3 40.4
Old : 54.0 27.4 67.9 40.4 53.4 27.4 66.3 40.4
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, April 04, 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 : 199,902: 81,184 90,799 1,069 108,905 105,290 191,158 197,158: 8,744 2,744
Old : 199,902: 81,184 90,799 1,069 108,905 105,290 191,158 197,158: 8,744 2,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 7,781: 8,344 13,288 -381 613 -4,915 8,576 7,992: -795 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 45.4 0.5 54.5 52.7 95.6 98.6: 4.4 1.4
Old : 100.0: 40.6 45.4 0.5 54.5 52.7 95.6 98.6: 4.4 1.4
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 : 145: 71 34 9 16 30 91 69:
Old : 145: 71 34 9 16 30 91 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 57.9 65.7 72.5 50.1 57.9 65.7 72.5
Old : 50.1 57.9 65.7 72.5 50.1 57.9 65.7 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 275,344: 28,418 132,642 23,260 196,599 85,158 248,277 241,060: 27,066 34,284
Old : 275,344: 28,418 132,642 23,260 196,599 85,158 248,277 241,060: 27,066 34,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -7,363: -3,719 -7,896 -1,710 -903 3,403 -6,332 -6,204: -1,031 -1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 48.2 8.4 71.4 30.9 90.2 87.5: 9.8 12.5
Old : 100.0: 10.3 48.2 8.4 71.4 30.9 90.2 87.5: 9.8 12.5
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 : 124: 24 46 27 31 49 70 107:
Old : 124: 24 46 27 31 49 70 107:
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 : 60.2 29.9 66.6 43.5 58.8 29.2 64.4 41.8
Old : 60.2 29.9 66.6 43.5 58.8 29.2 64.4 41.8
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, April 04, 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 : 238,969: 36,796 86,860 26,484 150,199 84,839 213,479 198,183: 25,490 40,785
Old : 238,969: 36,796 86,860 26,484 150,199 84,839 213,479 198,183: 25,490 40,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -4,759: -201 -8,844 -197 -4,311 7,212 -4,709 -1,829: -51 -2,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 36.3 11.1 62.9 35.5 89.3 82.9: 10.7 17.1
Old : 100.0: 15.4 36.3 11.1 62.9 35.5 89.3 82.9: 10.7 17.1
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 : 127: 38 41 25 31 37 81 91:
Old : 127: 38 41 25 31 37 81 91:
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 : 42.4 30.3 53.1 42.5 41.0 28.4 48.3 38.3
Old : 42.4 30.3 53.1 42.5 41.0 28.4 48.3 38.3
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, April 04, 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 : 466,776: 155,947 166,294 39,622 205,841 201,018 401,409 406,934: 65,366 59,842
Old : 466,776: 155,947 166,294 39,622 205,841 201,018 401,409 406,934: 65,366 59,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -11,497: -4,506 -1,314 -4,595 -3,577 -2,327 -12,678 -8,236: 1,181 -3,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 35.6 8.5 44.1 43.1 86.0 87.2: 14.0 12.8
Old : 100.0: 33.4 35.6 8.5 44.1 43.1 86.0 87.2: 14.0 12.8
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 : 247: 85 74 56 68 68 170 181:
Old : 247: 85 74 56 68 68 170 181:
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 : 27.2 30.6 36.0 40.6 26.9 29.5 35.5 38.8
Old : 27.2 30.6 36.0 40.6 26.9 29.5 35.5 38.8
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, April 04, 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 : 34,067: 15,732 5,170 360 6,099 24,165 22,191 29,695: 11,876 4,372
Old : 34,067: 15,732 5,170 360 6,099 24,165 22,191 29,695: 11,876 4,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -1,349: -1,128 -488 14 -138 -714 -1,252 -1,188: -97 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 15.2 1.1 17.9 70.9 65.1 87.2: 34.9 12.8
Old : 100.0: 46.2 15.2 1.1 17.9 70.9 65.1 87.2: 34.9 12.8
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 : 25: 8 5 2 8 9 17 15:
Old : 25: 8 5 2 8 9 17 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 : 42.7 75.6 53.9 83.2 42.3 75.6 52.7 82.5
Old : 42.7 75.6 53.9 83.2 42.3 75.6 52.7 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 27,378: 18,918 3,484 133 6,450 23,125 25,501 26,742: 1,877 636
Old : 27,378: 18,918 3,484 133 6,450 23,125 25,501 26,742: 1,877 636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -1,610: 86 1,117 -245 -1,024 -2,099 -1,183 -1,227: -427 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 12.7 0.5 23.6 84.5 93.1 97.7: 6.9 2.3
Old : 100.0: 69.1 12.7 0.5 23.6 84.5 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 : 31: 16 9 1 1 5 17 15:
Old : 31: 16 9 1 1 5 17 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 : 78.0 84.1 85.3 93.8 78.0 84.1 85.2 93.8
Old : 78.0 84.1 85.3 93.8 78.0 84.1 85.2 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 40,904: 17,009 31,733 354 19,914 4,502 37,277 36,589: 3,627 4,315
Old : 40,904: 17,009 31,733 354 19,914 4,502 37,277 36,589: 3,627 4,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 2,955: 793 2,888 -100 1,882 -161 2,575 2,627: 380 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 77.6 0.9 48.7 11.0 91.1 89.5: 8.9 10.5
Old : 100.0: 41.6 77.6 0.9 48.7 11.0 91.1 89.5: 8.9 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 20 28 6 11 9 35 39:
Old : 65: 20 28 6 11 9 35 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 52.0 61.3 66.0 39.3 52.0 61.3 66.0
Old : 39.3 52.0 61.3 66.0 39.3 52.0 61.3 66.0
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, April 04, 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 : 23,815: 5,153 1,319 3,313 14,300 18,143 22,766 22,775: 1,049 1,040
Old : 23,815: 5,153 1,319 3,313 14,300 18,143 22,766 22,775: 1,049 1,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -3,232: -679 -797 -1,174 -1,273 -1,282 -3,126 -3,253: -106 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 5.5 13.9 60.0 76.2 95.6 95.6: 4.4 4.4
Old : 100.0: 21.6 5.5 13.9 60.0 76.2 95.6 95.6: 4.4 4.4
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 : 22: 9 4 1 7 5 16 10:
Old : 22: 9 4 1 7 5 16 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 : 78.6 86.9 88.7 94.1 45.9 54.0 53.8 58.9
Old : 78.6 86.9 88.7 94.1 45.9 54.0 53.8 58.9
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :21,992,254: 540,504 3,131,183 9,398,331 11,390,560 8,209,955 21,329,395 20,739,469: 662,858 1,252,785
Old :21,992,254: 540,504 3,131,183 9,398,331 11,390,560 8,209,955 21,329,395 20,739,469: 662,858 1,252,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 110,051: -50,556 58,472 -8,537 174,925 74,028 115,832 123,963: -5,781 -13,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 14.2 42.7 51.8 37.3 97.0 94.3: 3.0 5.7
Old : 100.0: 2.5 14.2 42.7 51.8 37.3 97.0 94.3: 3.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 41 133 144 125 143 276 323:
Old : 331: 41 133 144 125 143 276 323:
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 : 28.6 18.2 43.4 30.6 21.2 6.3 25.9 9.3
Old : 28.6 18.2 43.4 30.6 21.2 6.3 25.9 9.3
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, April 04, 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 : 801,582: 107,619 87,930 121,434 475,495 497,779 704,548 707,143: 97,034 94,439
Old : 801,582: 107,619 87,930 121,434 475,495 497,779 704,548 707,143: 97,034 94,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -22,103: -7,124 3,753 -14,482 -1,831 -17,368 -23,437 -28,097: 1,334 5,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 11.0 15.1 59.3 62.1 87.9 88.2: 12.1 11.8
Old : 100.0: 13.4 11.0 15.1 59.3 62.1 87.9 88.2: 12.1 11.8
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 : 662: 167 158 182 241 254 494 509:
Old : 662: 167 158 182 241 254 494 509:
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 : 11.4 15.7 20.6 24.4 9.7 11.4 16.6 16.0
Old : 11.4 15.7 20.6 24.4 9.7 11.4 16.6 16.0
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, April 04, 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 : 122,404: 6,509 10,959 33,561 45,222 54,012 85,292 98,532: 37,112 23,872
Old : 122,404: 6,509 10,959 33,561 45,222 54,012 85,292 98,532: 37,112 23,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -4,108: -4,126 244 -2,236 347 -3,590 -6,015 -5,582: 1,907 1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 9.0 27.4 36.9 44.1 69.7 80.5: 30.3 19.5
Old : 100.0: 5.3 9.0 27.4 36.9 44.1 69.7 80.5: 30.3 19.5
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 : 62: 12 13 19 29 27 55 47:
Old : 62: 12 13 19 29 27 55 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 : 26.8 39.7 38.4 51.2 9.4 25.0 13.4 30.6
Old : 26.8 39.7 38.4 51.2 9.4 25.0 13.4 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 3,395,892: 537,763 417,066 407,154 2,151,365 2,218,833 3,096,282 3,043,053: 299,610 352,839
Old : 3,395,892: 537,763 417,066 407,154 2,151,365 2,218,833 3,096,282 3,043,053: 299,610 352,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -89,972: -37,130 -4,593 -39,093 -10,886 -68,891 -87,109 -112,577: -2,863 22,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 12.3 12.0 63.4 65.3 91.2 89.6: 8.8 10.4
Old : 100.0: 15.8 12.3 12.0 63.4 65.3 91.2 89.6: 8.8 10.4
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 : 646: 162 154 175 235 248 478 496:
Old : 646: 162 154 175 235 248 478 496:
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 16.8 22.8 24.3 11.3 13.0 19.3 18.1
Old : 13.1 16.8 22.8 24.3 11.3 13.0 19.3 18.1
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, April 04, 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 : 93,723: 23,102 2,707 832 58,186 86,514 82,120 90,053: 11,603 3,670
Old : 93,723: 23,102 2,707 832 58,186 86,514 82,120 90,053: 11,603 3,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 3,002: -204 272 610 3,444 2,240 3,850 3,122: -848 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 2.9 0.9 62.1 92.3 87.6 96.1: 12.4 3.9
Old : 100.0: 24.6 2.9 0.9 62.1 92.3 87.6 96.1: 12.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 15 4 5 45 34 61 42:
Old : 82: 15 4 5 45 34 61 42:
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 : 40.4 47.0 53.9 70.0 40.4 46.9 53.0 69.7
Old : 40.4 47.0 53.9 70.0 40.4 46.9 53.0 69.7
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, April 04, 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 : 50,148: 26,128 7,529 1,881 15,953 34,247 43,963 43,657: 6,185 6,491
Old : 50,148: 26,128 7,529 1,881 15,953 34,247 43,963 43,657: 6,185 6,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 67: 611 -1,054 411 -690 283 331 -360: -264 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 15.0 3.8 31.8 68.3 87.7 87.1: 12.3 12.9
Old : 100.0: 52.1 15.0 3.8 31.8 68.3 87.7 87.1: 12.3 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 : 244: 77 52 32 64 76 155 146:
Old : 244: 77 52 32 64 76 155 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 28.9 43.5 40.8 32.5 28.5 43.0 40.4
Old : 33.0 28.9 43.5 40.8 32.5 28.5 43.0 40.4
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, April 04, 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 : 250,739: 130,640 37,645 9,407 79,767 171,235 219,813 218,286: 30,926 32,453
Old : 250,739: 130,640 37,645 9,407 79,767 171,235 219,813 218,286: 30,926 32,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 337: 3,053 -5,270 2,054 -3,449 1,417 1,657 -1,799: -1,320 2,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 15.0 3.8 31.8 68.3 87.7 87.1: 12.3 12.9
Old : 100.0: 52.1 15.0 3.8 31.8 68.3 87.7 87.1: 12.3 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 : 244: 77 52 32 64 76 155 146:
Old : 244: 77 52 32 64 76 155 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 28.9 43.5 40.8 32.5 28.5 43.0 40.4
Old : 33.0 28.9 43.5 40.8 32.5 28.5 43.0 40.4
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, April 04, 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 : 156,684: 88,696 40,969 10,532 27,312 81,145 126,540 132,646: 30,144 24,038
Old : 156,684: 88,696 40,969 10,532 27,312 81,145 126,540 132,646: 30,144 24,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 2,544: -1,362 3,402 -377 4,672 949 2,933 3,973: -389 -1,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 26.1 6.7 17.4 51.8 80.8 84.7: 19.2 15.3
Old : 100.0: 56.6 26.1 6.7 17.4 51.8 80.8 84.7: 19.2 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 : 98: 36 29 19 25 26 71 64:
Old : 98: 36 29 19 25 26 71 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 46.7 42.4 56.3 31.0 44.5 42.2 52.5
Old : 31.0 46.7 42.4 56.3 31.0 44.5 42.2 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 37,858: 16,468 9,955 0 12,872 20,023 29,340 29,978: 8,518 7,880
Old : 37,858: 16,468 9,955 0 12,872 20,023 29,340 29,978: 8,518 7,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 2,471: 2,307 1,621 0 405 1,253 2,712 2,874: -241 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 26.3 0.0 34.0 52.9 77.5 79.2: 22.5 20.8
Old : 100.0: 43.5 26.3 0.0 34.0 52.9 77.5 79.2: 22.5 20.8
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 : 50: 17 10 0 15 10 32 20:
Old : 50: 17 10 0 15 10 32 20:
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 : 38.3 52.5 50.7 67.8 38.3 52.5 50.7 67.8
Old : 38.3 52.5 50.7 67.8 38.3 52.5 50.7 67.8
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, April 04, 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 : 63,738: 25,072 10,654 1,483 26,134 19,825 52,689 31,962: 11,049 31,776
Old : 63,738: 25,072 10,654 1,483 26,134 19,825 52,689 31,962: 11,049 31,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 4,908: 3,611 1,816 -19 1,086 -179 4,678 1,618: 230 3,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 16.7 2.3 41.0 31.1 82.7 50.1: 17.3 49.9
Old : 100.0: 39.3 16.7 2.3 41.0 31.1 82.7 50.1: 17.3 49.9
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 : 81: 25 15 5 27 21 54 39:
Old : 81: 25 15 5 27 21 54 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 22.0 39.6 30.5 24.0 21.6 39.0 29.3
Old : 24.3 22.0 39.6 30.5 24.0 21.6 39.0 29.3
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, April 04, 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 : 15,571: 8,411 6,729 0 6,400 8,587 14,811 15,316: 760 255
Old : 15,571: 8,411 6,729 0 6,400 8,587 14,811 15,316: 760 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 43.2 0.0 41.1 55.1 95.1 98.4: 4.9 1.6
Old : 100.0: 54.0 43.2 0.0 41.1 55.1 95.1 98.4: 4.9 1.6
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 : 21: 6 5 0 9 2 15 7:
Old : 21: 6 5 0 9 2 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 93.2 88.1 98.4 77.5 93.2 87.8 96.3
Old : 77.5 93.2 88.1 98.4 77.5 93.2 87.8 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 7, 2017