MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 22,108: 3,020 6,212 400 18,668 15,436 22,088 22,048: 20 60
Old : 22,108: 3,020 6,212 400 18,668 15,436 22,088 22,048: 20 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -160: -160 -200 0 0 40 -160 -160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 28.1 1.8 84.4 69.8 99.9 99.7: 0.1 0.3
Old : 100.0: 13.7 28.1 1.8 84.4 69.8 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 : 84.4 58.2 97.9 89.1 77.1 57.1 79.3 75.8
Old : 84.4 58.2 97.9 89.1 77.1 57.1 79.3 75.8
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 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,512: 457 1,584 1,004 5,203 4,098 6,664 6,686: 848 826
Old : 7,512: 457 1,584 1,004 5,203 4,098 6,664 6,686: 848 826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -698: -168 24 -98 -221 -622 -487 -696: -211 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 21.1 13.4 69.3 54.6 88.7 89.0: 11.3 11.0
Old : 100.0: 6.1 21.1 13.4 69.3 54.6 88.7 89.0: 11.3 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 12 10 20 22 32 35:
Old : 41: 3 12 10 20 22 32 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 : 48.0 34.8 63.1 48.8 47.0 32.8 59.6 43.3
Old : 48.0 34.8 63.1 48.8 47.0 32.8 59.6 43.3
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 11, 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 : 63,239: 23,730 3,953 20,691 13,825 23,125 58,247 47,770: 4,993 15,469
Old : 63,239: 23,730 3,953 20,691 13,825 23,125 58,247 47,770: 4,993 15,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -3,908: -1,803 -1,042 -1,362 -924 -1,433 -4,089 -3,837: 182 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 6.3 32.7 21.9 36.6 92.1 75.5: 7.9 24.5
Old : 100.0: 37.5 6.3 32.7 21.9 36.6 92.1 75.5: 7.9 24.5
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: 20 23 31 33 34 67 74:
Old : 85: 20 23 31 33 34 67 74:
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 : 34.7 23.0 52.5 36.0 33.4 20.3 43.8 26.2
Old : 34.7 23.0 52.5 36.0 33.4 20.3 43.8 26.2
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 11, 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 : 11,266: 1,075 942 2,403 6,653 7,174 10,131 10,519: 1,135 746
Old : 11,266: 1,075 942 2,403 6,653 7,174 10,131 10,519: 1,135 746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,112: -82 9 -745 -1,328 -1,332 -2,155 -2,068: 43 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 8.4 21.3 59.1 63.7 89.9 93.4: 10.1 6.6
Old : 100.0: 9.5 8.4 21.3 59.1 63.7 89.9 93.4: 10.1 6.6
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 : 43: 9 6 9 24 20 36 32:
Old : 43: 9 6 9 24 20 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 34.5 49.8 58.5 27.1 27.9 38.5 44.1
Old : 30.0 34.5 49.8 58.5 27.1 27.9 38.5 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 263,765: 64,845 38,331 87,873 89,074 101,475 241,792 227,679: 21,973 36,087
Old : 234,841: 57,259 41,387 76,594 82,189 84,736 216,043 202,718: 18,798 32,123
Other: 28,925: 13,791 3,147 5,075 6,884 16,739 25,750 24,961: 3,175 3,964
: : :
: : Changes in Commitments from: April 4, 2017 :
: 518: -2,191 5,762 4,567 -972 -7,010 1,404 3,319: -886 -2,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 14.5 33.3 33.8 38.5 91.7 86.3: 8.3 13.7
Old : 100.0: 24.4 17.6 32.6 35.0 36.1 92.0 86.3: 8.0 13.7
Other: 100.0: 47.7 10.9 17.5 23.8 57.9 89.0 86.3: 11.0 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 80 91 115 82 75 234 222:
Old : 277: 82 92 112 81 75 230 220:
Other: 105: 27 19 29 37 42 80 77:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 16.3 22.9 24.6 13.1 14.8 21.8 20.3
Old : 13.6 16.4 23.6 24.6 12.8 14.5 22.3 20.3
Other: 40.3 30.0 54.6 44.5 40.3 27.0 51.5 40.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 451,888: 166,045 18,247 110,805 139,601 252,359 416,451 381,411: 35,438 70,478
Old : 451,888: 166,045 18,247 110,805 139,601 252,359 416,451 381,411: 35,438 70,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -11,701: 2,588 -3,391 -14,109 1,020 6,713 -10,501 -10,787: -1,200 -913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 4.0 24.5 30.9 55.8 92.2 84.4: 7.8 15.6
Old : 100.0: 36.7 4.0 24.5 30.9 55.8 92.2 84.4: 7.8 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 478: 162 82 163 145 180 402 361:
Old : 478: 162 82 163 145 180 402 361:
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 : 12.7 19.3 21.8 26.7 12.7 18.1 20.7 23.4
Old : 12.7 19.3 21.8 26.7 12.7 18.1 20.7 23.4
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 11, 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 : 6,740: 2,986 1,294 1,072 881 2,938 4,939 5,305: 1,800 1,435
Old : 6,740: 2,986 1,294 1,072 881 2,938 4,939 5,305: 1,800 1,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 724: 202 38 113 201 359 515 510: 208 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 19.2 15.9 13.1 43.6 73.3 78.7: 26.7 21.3
Old : 100.0: 44.3 19.2 15.9 13.1 43.6 73.3 78.7: 26.7 21.3
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 : 75: 32 10 19 20 27 62 50:
Old : 75: 32 10 19 20 27 62 50:
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 : 20.5 30.7 30.3 43.6 20.5 27.8 28.3 40.6
Old : 20.5 30.7 30.3 43.6 20.5 27.8 28.3 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 71,906: 29,356 6,598 20,251 14,396 19,276 64,003 46,126: 7,903 25,780
Old : 71,906: 29,356 6,598 20,251 14,396 19,276 64,003 46,126: 7,903 25,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 2,608: 997 831 1,921 -1,146 -1,069 1,772 1,682: 837 926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 9.2 28.2 20.0 26.8 89.0 64.1: 11.0 35.9
Old : 100.0: 40.8 9.2 28.2 20.0 26.8 89.0 64.1: 11.0 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 : 262: 69 71 77 53 95 176 203:
Old : 262: 69 71 77 53 95 176 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 8.9 28.8 15.6 16.6 7.3 25.8 10.7
Old : 18.7 8.9 28.8 15.6 16.6 7.3 25.8 10.7
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, April 11, 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 : 42,941: 1,487 22,826 8,645 32,230 9,288 42,362 40,759: 579 2,182
Old : 42,941: 1,487 22,826 8,645 32,230 9,288 42,362 40,759: 579 2,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,488: -211 -1,626 -245 -2,017 -486 -2,473 -2,358: -15 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 53.2 20.1 75.1 21.6 98.7 94.9: 1.3 5.1
Old : 100.0: 3.5 53.2 20.1 75.1 21.6 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 : 68: 6 27 18 29 21 51 50:
Old : 68: 6 27 18 29 21 51 50:
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 : 43.0 47.4 64.7 64.5 41.6 47.2 60.6 58.3
Old : 43.0 47.4 64.7 64.5 41.6 47.2 60.6 58.3
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 11, 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 : 45,157: 27,233 7,170 0 16,393 37,276 43,626 44,446: 1,531 711
Old : 45,157: 27,233 7,170 0 16,393 37,276 43,626 44,446: 1,531 711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 4,602: 672 741 0 3,850 3,913 4,522 4,654: 80 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 15.9 0.0 36.3 82.5 96.6 98.4: 3.4 1.6
Old : 100.0: 60.3 15.9 0.0 36.3 82.5 96.6 98.4: 3.4 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 : 37: 12 10 0 8 9 20 19:
Old : 37: 12 10 0 8 9 20 19:
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 : 84.8 66.9 90.7 90.3 84.8 66.9 90.4 89.2
Old : 84.8 66.9 90.7 90.3 84.8 66.9 90.4 89.2
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 11, 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 : 137,921: 30,488 63,823 6,094 72,861 33,431 109,443 103,349: 28,477 34,572
Old : 137,921: 30,488 63,823 6,094 72,861 33,431 109,443 103,349: 28,477 34,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -13,100: -6,435 -4,123 -3,422 -4,346 -4,723 -14,203 -12,268: 1,103 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 46.3 4.4 52.8 24.2 79.4 74.9: 20.6 25.1
Old : 100.0: 22.1 46.3 4.4 52.8 24.2 79.4 74.9: 20.6 25.1
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 : 85: 23 32 16 22 25 52 66:
Old : 85: 23 32 16 22 25 52 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 25.1 51.6 39.1 36.8 25.1 48.3 39.1
Old : 39.6 25.1 51.6 39.1 36.8 25.1 48.3 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 48,082: 13,050 23,300 469 27,161 4,853 40,680 28,621: 7,403 19,462
Old : 48,082: 13,050 23,300 469 27,161 4,853 40,680 28,621: 7,403 19,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 7,495: 7,356 3,749 -50 772 151 8,078 3,851: -583 3,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 48.5 1.0 56.5 10.1 84.6 59.5: 15.4 40.5
Old : 100.0: 27.1 48.5 1.0 56.5 10.1 84.6 59.5: 15.4 40.5
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 : 42: 10 18 7 9 7 24 27:
Old : 42: 10 18 7 9 7 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 24.7 71.2 37.8 53.7 24.7 70.0 37.8
Old : 54.1 24.7 71.2 37.8 53.7 24.7 70.0 37.8
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 11, 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 : 206,297: 86,813 99,379 1,211 109,294 102,580 197,318 203,170: 8,979 3,127
Old : 206,297: 86,813 99,379 1,211 109,294 102,580 197,318 203,170: 8,979 3,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 6,395: 5,629 8,580 142 389 -2,710 6,160 6,012: 235 383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 48.2 0.6 53.0 49.7 95.6 98.5: 4.4 1.5
Old : 100.0: 42.1 48.2 0.6 53.0 49.7 95.6 98.5: 4.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 73 33 9 19 29 98 65:
Old : 147: 73 33 9 19 29 98 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 59.5 66.2 74.2 49.8 59.5 66.2 74.2
Old : 49.8 59.5 66.2 74.2 49.8 59.5 66.2 74.2
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 11, 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 : 270,924: 30,334 137,939 17,120 196,058 81,730 243,512 236,789: 27,411 34,135
Old : 270,924: 30,334 137,939 17,120 196,058 81,730 243,512 236,789: 27,411 34,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -4,420: 1,916 5,297 -6,140 -541 -3,428 -4,765 -4,271: 345 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 50.9 6.3 72.4 30.2 89.9 87.4: 10.1 12.6
Old : 100.0: 11.2 50.9 6.3 72.4 30.2 89.9 87.4: 10.1 12.6
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 : 126: 24 48 25 31 49 69 108:
Old : 126: 24 48 25 31 49 69 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 33.5 67.2 46.1 59.9 32.8 65.6 45.3
Old : 61.0 33.5 67.2 46.1 59.9 32.8 65.6 45.3
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 11, 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 : 235,242: 44,170 78,602 18,880 143,485 97,092 206,535 194,574: 28,707 40,668
Old : 235,242: 44,170 78,602 18,880 143,485 97,092 206,535 194,574: 28,707 40,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -3,726: 7,374 -8,258 -7,604 -6,714 12,253 -6,943 -3,609: 3,217 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 33.4 8.0 61.0 41.3 87.8 82.7: 12.2 17.3
Old : 100.0: 18.8 33.4 8.0 61.0 41.3 87.8 82.7: 12.2 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 35 41 22 31 37 81 85:
Old : 124: 35 41 22 31 37 81 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 32.1 50.6 45.8 39.9 30.7 47.1 42.8
Old : 41.0 32.1 50.6 45.8 39.9 30.7 47.1 42.8
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 11, 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 : 485,655: 175,906 190,238 37,437 206,945 196,869 420,288 424,544: 65,367 61,111
Old : 485,655: 175,906 190,238 37,437 206,945 196,869 420,288 424,544: 65,367 61,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 18,879: 19,959 23,944 -2,185 1,104 -4,149 18,878 17,610: 1 1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 39.2 7.7 42.6 40.5 86.5 87.4: 13.5 12.6
Old : 100.0: 36.2 39.2 7.7 42.6 40.5 86.5 87.4: 13.5 12.6
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 : 252: 84 80 55 66 68 173 180:
Old : 252: 84 80 55 66 68 173 180:
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 : 26.4 30.2 36.3 41.0 26.1 29.1 35.9 39.9
Old : 26.4 30.2 36.3 41.0 26.1 29.1 35.9 39.9
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 11, 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 : 33,716: 15,789 4,690 300 5,570 24,590 21,659 29,580: 12,057 4,136
Old : 33,716: 15,789 4,690 300 5,570 24,590 21,659 29,580: 12,057 4,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -351: 57 -480 -60 -529 425 -532 -115: 181 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 13.9 0.9 16.5 72.9 64.2 87.7: 35.8 12.3
Old : 100.0: 46.8 13.9 0.9 16.5 72.9 64.2 87.7: 35.8 12.3
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 : 22: 8 4 2 7 8 16 13:
Old : 22: 8 4 2 7 8 16 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 : 43.3 77.9 54.8 86.6 43.0 77.9 53.7 86.0
Old : 43.3 77.9 54.8 86.6 43.0 77.9 53.7 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 26,607: 17,923 3,664 120 6,843 22,104 24,886 25,888: 1,721 719
Old : 26,607: 17,923 3,664 120 6,843 22,104 24,886 25,888: 1,721 719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -771: -995 180 -13 393 -1,021 -615 -854: -156 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 13.8 0.5 25.7 83.1 93.5 97.3: 6.5 2.7
Old : 100.0: 67.4 13.8 0.5 25.7 83.1 93.5 97.3: 6.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 16 9 1 2 6 18 16:
Old : 33: 16 9 1 2 6 18 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 : 77.9 82.0 85.3 92.6 77.9 82.0 85.2 92.6
Old : 77.9 82.0 85.3 92.6 77.9 82.0 85.2 92.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 43,375: 19,008 34,161 360 20,290 4,320 39,658 38,841: 3,717 4,534
Old : 43,375: 19,008 34,161 360 20,290 4,320 39,658 38,841: 3,717 4,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 2,471: 1,999 2,428 6 376 -182 2,381 2,252: 90 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 78.8 0.8 46.8 10.0 91.4 89.5: 8.6 10.5
Old : 100.0: 43.8 78.8 0.8 46.8 10.0 91.4 89.5: 8.6 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 : 64: 23 24 3 11 9 35 35:
Old : 64: 23 24 3 11 9 35 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 : 40.9 49.4 62.3 65.8 40.9 49.4 62.2 65.8
Old : 40.9 49.4 62.3 65.8 40.9 49.4 62.2 65.8
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, April 11, 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 : 23,769: 5,055 1,599 3,170 14,619 18,139 22,844 22,908: 925 861
Old : 23,769: 5,055 1,599 3,170 14,619 18,139 22,844 22,908: 925 861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -46: -98 280 -143 319 -4 78 133: -124 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 6.7 13.3 61.5 76.3 96.1 96.4: 3.9 3.6
Old : 100.0: 21.3 6.7 13.3 61.5 76.3 96.1 96.4: 3.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 5 1 8 5 17 11:
Old : 24: 9 5 1 8 5 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.4 86.5 89.7 94.4 47.5 54.5 54.7 59.7
Old : 79.4 86.5 89.7 94.4 47.5 54.5 54.7 59.7
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, April 11, 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 :22,934,328: 566,582 3,228,792 9,892,682 11,830,702 8,572,471 22,289,965 21,693,944: 644,362 1,240,383
Old :22,934,328: 566,582 3,228,792 9,892,682 11,830,702 8,572,471 22,289,965 21,693,944: 644,362 1,240,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 942,074: 26,078 97,609 494,351 440,142 362,516 960,570 954,476: -18,496 -12,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 14.1 43.1 51.6 37.4 97.2 94.6: 2.8 5.4
Old : 100.0: 2.5 14.1 43.1 51.6 37.4 97.2 94.6: 2.8 5.4
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 : 339: 48 131 142 126 149 277 329:
Old : 339: 48 131 142 126 149 277 329:
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 : 28.3 19.2 43.3 31.3 21.0 6.2 25.6 9.5
Old : 28.3 19.2 43.3 31.3 21.0 6.2 25.6 9.5
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 11, 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 : 827,589: 110,949 91,361 138,237 481,871 505,574 731,058 735,173: 96,531 92,416
Old : 827,589: 110,949 91,361 138,237 481,871 505,574 731,058 735,173: 96,531 92,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 26,006: 3,330 3,431 16,803 6,377 7,796 26,510 28,030: -503 -2,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 11.0 16.7 58.2 61.1 88.3 88.8: 11.7 11.2
Old : 100.0: 13.4 11.0 16.7 58.2 61.1 88.3 88.8: 11.7 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 675: 178 155 189 244 263 508 522:
Old : 675: 178 155 189 244 263 508 522:
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 14.8 20.2 24.1 9.5 10.6 16.0 14.9
Old : 11.6 14.8 20.2 24.1 9.5 10.6 16.0 14.9
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 11, 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 : 126,763: 6,425 13,389 35,727 49,279 53,752 91,430 102,868: 35,332 23,895
Old : 126,763: 6,425 13,389 35,727 49,279 53,752 91,430 102,868: 35,332 23,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 4,359: -85 2,430 2,166 4,057 -261 6,138 4,336: -1,780 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.6 28.2 38.9 42.4 72.1 81.2: 27.9 18.8
Old : 100.0: 5.1 10.6 28.2 38.9 42.4 72.1 81.2: 27.9 18.8
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 : 66: 12 17 25 30 28 60 54:
Old : 66: 12 17 25 30 28 60 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 37.7 38.5 49.8 10.0 23.7 14.3 29.2
Old : 26.0 37.7 38.5 49.8 10.0 23.7 14.3 29.2
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 11, 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 : 3,504,131: 565,040 432,273 470,135 2,162,962 2,259,115 3,198,138 3,161,524: 305,993 342,608
Old : 3,504,131: 565,040 432,273 470,135 2,162,962 2,259,115 3,198,138 3,161,524: 305,993 342,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 108,239: 27,277 15,207 62,981 11,598 40,282 101,856 118,470: 6,383 -10,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 12.3 13.4 61.7 64.5 91.3 90.2: 8.7 9.8
Old : 100.0: 16.1 12.3 13.4 61.7 64.5 91.3 90.2: 8.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 656: 174 147 180 238 257 490 506:
Old : 656: 174 147 180 238 257 490 506:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 16.2 22.2 23.7 11.1 12.0 18.6 16.9
Old : 12.9 16.2 22.2 23.7 11.1 12.0 18.6 16.9
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 11, 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 : 98,102: 23,769 3,703 178 61,695 90,170 85,642 94,051: 12,460 4,051
Old : 98,102: 23,769 3,703 178 61,695 90,170 85,642 94,051: 12,460 4,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 4,379: 667 996 -654 3,509 3,656 3,522 3,998: 857 381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 3.8 0.2 62.9 91.9 87.3 95.9: 12.7 4.1
Old : 100.0: 24.2 3.8 0.2 62.9 91.9 87.3 95.9: 12.7 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 15 6 3 46 33 61 42:
Old : 85: 15 6 3 46 33 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 : 39.9 46.8 53.4 69.1 39.9 46.7 53.2 68.8
Old : 39.9 46.8 53.4 69.1 39.9 46.7 53.2 68.8
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 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 51,424: 26,905 7,573 1,464 16,728 35,907 45,097 44,944: 6,327 6,480
Old : 51,424: 26,905 7,573 1,464 16,728 35,907 45,097 44,944: 6,327 6,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 1,277: 777 44 -417 775 1,660 1,135 1,287: 142 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 14.7 2.8 32.5 69.8 87.7 87.4: 12.3 12.6
Old : 100.0: 52.3 14.7 2.8 32.5 69.8 87.7 87.4: 12.3 12.6
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 : 253: 80 56 31 63 78 158 150:
Old : 253: 80 56 31 63 78 158 150:
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 31.2 40.9 43.5 30.5 30.8 40.4 43.1
Old : 31.0 31.2 40.9 43.5 30.5 30.8 40.4 43.1
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 11, 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 : 257,122: 134,527 37,865 7,320 83,639 179,536 225,486 224,721: 31,636 32,400
Old : 257,122: 134,527 37,865 7,320 83,639 179,536 225,486 224,721: 31,636 32,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 6,383: 3,887 220 -2,087 3,873 8,302 5,673 6,435: 710 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 14.7 2.8 32.5 69.8 87.7 87.4: 12.3 12.6
Old : 100.0: 52.3 14.7 2.8 32.5 69.8 87.7 87.4: 12.3 12.6
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 : 253: 80 56 31 63 78 158 150:
Old : 253: 80 56 31 63 78 158 150:
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 31.2 40.9 43.5 30.5 30.8 40.4 43.1
Old : 31.0 31.2 40.9 43.5 30.5 30.8 40.4 43.1
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 11, 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 : 142,627: 75,155 32,906 9,440 28,016 73,884 112,612 116,231: 30,015 26,396
Old : 142,627: 75,155 32,906 9,440 28,016 73,884 112,612 116,231: 30,015 26,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -14,058: -13,540 -8,063 -1,092 704 -7,261 -13,928 -16,416: -130 2,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 23.1 6.6 19.6 51.8 79.0 81.5: 21.0 18.5
Old : 100.0: 52.7 23.1 6.6 19.6 51.8 79.0 81.5: 21.0 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 32 26 19 23 24 66 58:
Old : 89: 32 26 19 23 24 66 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 41.9 40.6 53.4 28.8 39.6 40.2 49.1
Old : 28.8 41.9 40.6 53.4 28.8 39.6 40.2 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 40,877: 17,749 13,456 13 14,203 22,126 31,965 35,595: 8,912 5,282
Old : 40,877: 17,749 13,456 13 14,203 22,126 31,965 35,595: 8,912 5,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 3,019: 1,281 3,501 13 1,331 2,103 2,625 5,617: 394 -2,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 32.9 0.0 34.7 54.1 78.2 87.1: 21.8 12.9
Old : 100.0: 43.4 32.9 0.0 34.7 54.1 78.2 87.1: 21.8 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 : 53: 18 11 1 16 10 34 22:
Old : 53: 18 11 1 16 10 34 22:
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 57.0 46.8 75.5 35.0 57.0 46.8 75.5
Old : 35.0 57.0 46.8 75.5 35.0 57.0 46.8 75.5
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 11, 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 : 72,136: 30,191 14,574 1,658 30,165 20,293 62,014 36,525: 10,122 35,611
Old : 72,136: 30,191 14,574 1,658 30,165 20,293 62,014 36,525: 10,122 35,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 8,398: 5,119 3,920 175 4,031 468 9,325 4,563: -927 3,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 20.2 2.3 41.8 28.1 86.0 50.6: 14.0 49.4
Old : 100.0: 41.9 20.2 2.3 41.8 28.1 86.0 50.6: 14.0 49.4
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 : 83: 31 14 6 27 18 60 36:
Old : 83: 31 14 6 27 18 60 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 : 24.1 23.7 39.6 32.7 23.4 23.4 39.0 31.9
Old : 24.1 23.7 39.6 32.7 23.4 23.4 39.0 31.9
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 11, 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 : 15,072: 8,025 6,144 1 6,108 8,587 14,134 14,732: 938 340
Old : 15,072: 8,025 6,144 1 6,108 8,587 14,134 14,732: 938 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -499: -386 -585 1 -292 0 -677 -584: 178 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 40.8 0.0 40.5 57.0 93.8 97.7: 6.2 2.3
Old : 100.0: 53.2 40.8 0.0 40.5 57.0 93.8 97.7: 6.2 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 : 20: 7 4 1 8 2 15 7:
Old : 20: 7 4 1 8 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 : 76.5 93.0 87.4 97.7 76.5 93.0 86.9 95.6
Old : 76.5 93.0 87.4 97.7 76.5 93.0 86.9 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 14, 2017