MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 23,448: 2,780 6,532 400 20,168 16,516 23,348 23,448: 100 0
Old : 23,448: 2,780 6,532 400 20,168 16,516 23,348 23,448: 100 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,340: -240 320 0 1,500 1,080 1,260 1,400: 80 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 27.9 1.7 86.0 70.4 99.6 100.0: 0.4 0.0
Old : 100.0: 11.9 27.9 1.7 86.0 70.4 99.6 100.0: 0.4 0.0
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 : 23: 3 8 2 8 8 12 18:
Old : 23: 3 8 2 8 8 12 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.0 59.2 97.7 87.8 77.1 54.6 82.5 76.7
Old : 86.0 59.2 97.7 87.8 77.1 54.6 82.5 76.7
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 18, 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 : 7,824: 433 1,610 1,018 5,541 4,511 6,992 7,139: 832 686
Old : 7,824: 433 1,610 1,018 5,541 4,511 6,992 7,139: 832 686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 313: -24 26 14 338 412 328 453: -15 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 20.6 13.0 70.8 57.6 89.4 91.2: 10.6 8.8
Old : 100.0: 5.5 20.6 13.0 70.8 57.6 89.4 91.2: 10.6 8.8
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 : 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 : 48.4 38.1 65.0 51.8 47.5 31.3 58.2 41.0
Old : 48.4 38.1 65.0 51.8 47.5 31.3 58.2 41.0
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 18, 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 : 63,769: 23,793 4,259 20,997 14,014 23,287 58,803 48,542: 4,966 15,227
Old : 63,769: 23,793 4,259 20,997 14,014 23,287 58,803 48,542: 4,966 15,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 530: 63 305 305 189 161 557 772: -27 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 6.7 32.9 22.0 36.5 92.2 76.1: 7.8 23.9
Old : 100.0: 37.3 6.7 32.9 22.0 36.5 92.2 76.1: 7.8 23.9
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 : 83: 19 24 30 31 33 65 72:
Old : 83: 19 24 30 31 33 65 72:
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 : 34.9 23.6 52.4 36.8 33.7 20.8 44.1 26.1
Old : 34.9 23.6 52.4 36.8 33.7 20.8 44.1 26.1
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 18, 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 : 11,287: 1,092 900 2,385 6,679 7,243 10,156 10,528: 1,131 759
Old : 11,287: 1,092 900 2,385 6,679 7,243 10,156 10,528: 1,131 759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 21: 17 -43 -18 26 69 25 9: -4 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 8.0 21.1 59.2 64.2 90.0 93.3: 10.0 6.7
Old : 100.0: 9.7 8.0 21.1 59.2 64.2 90.0 93.3: 10.0 6.7
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 : 42: 10 5 9 24 19 36 31:
Old : 42: 10 5 9 24 19 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 35.8 49.8 60.0 27.3 28.9 38.6 45.6
Old : 29.8 35.8 49.8 60.0 27.3 28.9 38.6 45.6
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 18, 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 : 276,444: 65,881 42,041 95,128 93,285 102,428 254,294 239,598: 22,150 36,847
Old : 245,660: 58,501 46,990 82,833 85,362 83,420 226,696 213,243: 18,964 32,417
Other: 30,784: 14,091 1,763 5,583 7,923 19,009 27,598 26,355: 3,186 4,429
: : :
: : Changes in Commitments from: April 11, 2017 :
: 12,679: 1,036 3,710 7,255 4,211 954 12,502 11,919: 177 760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 15.2 34.4 33.7 37.1 92.0 86.7: 8.0 13.3
Old : 100.0: 23.8 19.1 33.7 34.7 34.0 92.3 86.8: 7.7 13.2
Other: 100.0: 45.8 5.7 18.1 25.7 61.7 89.6 85.6: 10.4 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 94 83 126 82 72 243 229:
Old : 284: 96 89 121 82 72 238 227:
Other: 111: 29 23 33 36 43 85 82:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 15.3 22.7 23.2 12.7 13.4 21.0 18.8
Old : 13.5 15.6 23.2 23.5 12.4 13.2 21.4 18.7
Other: 39.5 28.8 53.7 43.4 39.5 26.0 50.6 39.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 473,094: 175,379 18,947 122,878 138,272 257,982 436,529 399,807: 36,564 73,287
Old : 473,094: 175,379 18,947 122,878 138,272 257,982 436,529 399,807: 36,564 73,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 21,205: 9,334 700 12,073 -1,329 5,623 20,079 18,396: 1,127 2,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 4.0 26.0 29.2 54.5 92.3 84.5: 7.7 15.5
Old : 100.0: 37.1 4.0 26.0 29.2 54.5 92.3 84.5: 7.7 15.5
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 : 481: 168 88 162 133 178 396 357:
Old : 481: 168 88 162 133 178 396 357:
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 : 12.2 19.5 21.2 26.7 12.1 18.2 20.0 23.3
Old : 12.2 19.5 21.2 26.7 12.1 18.2 20.0 23.3
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 18, 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 : 6,636: 2,759 1,342 1,136 841 2,768 4,736 5,246: 1,901 1,390
Old : 6,636: 2,759 1,342 1,136 841 2,768 4,736 5,246: 1,901 1,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -103: -227 48 63 -40 -170 -204 -59: 100 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 20.2 17.1 12.7 41.7 71.4 79.1: 28.6 20.9
Old : 100.0: 41.6 20.2 17.1 12.7 41.7 71.4 79.1: 28.6 20.9
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 : 75: 35 10 19 17 25 61 49:
Old : 75: 35 10 19 17 25 61 49:
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 : 19.0 31.6 28.9 44.4 18.9 28.6 26.2 41.0
Old : 19.0 31.6 28.9 44.4 18.9 28.6 26.2 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 73,629: 29,642 6,831 20,819 15,022 20,335 65,483 47,984: 8,146 25,645
Old : 73,629: 29,642 6,831 20,819 15,022 20,335 65,483 47,984: 8,146 25,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,723: 286 233 567 627 1,058 1,480 1,858: 243 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 9.3 28.3 20.4 27.6 88.9 65.2: 11.1 34.8
Old : 100.0: 40.3 9.3 28.3 20.4 27.6 88.9 65.2: 11.1 34.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 77 68 80 55 102 182 211:
Old : 268: 77 68 80 55 102 182 211:
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 : 17.8 8.7 28.4 15.1 16.1 7.1 25.5 10.2
Old : 17.8 8.7 28.4 15.1 16.1 7.1 25.5 10.2
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 18, 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 : 43,901: 1,535 23,230 8,710 33,074 9,635 43,319 41,574: 582 2,326
Old : 43,901: 1,535 23,230 8,710 33,074 9,635 43,319 41,574: 582 2,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 959: 48 404 65 844 346 957 815: 3 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 52.9 19.8 75.3 21.9 98.7 94.7: 1.3 5.3
Old : 100.0: 3.5 52.9 19.8 75.3 21.9 98.7 94.7: 1.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 6 26 17 28 20 49 48:
Old : 66: 6 26 17 28 20 49 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 47.1 65.1 64.6 41.5 46.9 60.6 58.4
Old : 43.1 47.1 65.1 64.6 41.5 46.9 60.6 58.4
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 18, 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 : 48,195: 27,013 7,353 0 19,658 40,045 46,671 47,398: 1,524 797
Old : 48,195: 27,013 7,353 0 19,658 40,045 46,671 47,398: 1,524 797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 3,038: -220 183 0 3,265 2,769 3,045 2,952: -7 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 15.3 0.0 40.8 83.1 96.8 98.3: 3.2 1.7
Old : 100.0: 56.0 15.3 0.0 40.8 83.1 96.8 98.3: 3.2 1.7
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 : 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 : 86.3 67.9 91.3 89.9 86.3 67.9 91.1 88.9
Old : 86.3 67.9 91.3 89.9 86.3 67.9 91.1 88.9
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 18, 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 : 149,825: 36,234 70,415 6,957 79,970 37,046 123,161 114,419: 26,663 35,405
Old : 149,825: 36,234 70,415 6,957 79,970 37,046 123,161 114,419: 26,663 35,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 11,904: 5,746 6,592 863 7,109 3,615 13,718 11,070: -1,814 833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 47.0 4.6 53.4 24.7 82.2 76.4: 17.8 23.6
Old : 100.0: 24.2 47.0 4.6 53.4 24.7 82.2 76.4: 17.8 23.6
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 : 97: 26 38 17 23 26 55 75:
Old : 97: 26 38 17 23 26 55 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 21.5 51.9 34.7 37.0 21.5 48.9 34.7
Old : 39.5 21.5 51.9 34.7 37.0 21.5 48.9 34.7
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 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 49,813: 10,749 24,660 442 30,206 4,888 41,397 29,990: 8,417 19,823
Old : 49,813: 10,749 24,660 442 30,206 4,888 41,397 29,990: 8,417 19,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,731: -2,301 1,360 -27 3,044 36 717 1,369: 1,014 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 49.5 0.9 60.6 9.8 83.1 60.2: 16.9 39.8
Old : 100.0: 21.6 49.5 0.9 60.6 9.8 83.1 60.2: 16.9 39.8
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 : 36: 6 16 6 9 7 20 24:
Old : 36: 6 16 6 9 7 20 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 : 59.5 26.0 75.7 40.4 59.5 26.0 74.4 40.4
Old : 59.5 26.0 75.7 40.4 59.5 26.0 74.4 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 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 196,246: 97,210 82,858 1,684 88,653 108,875 187,547 193,417: 8,699 2,829
Old : 196,246: 97,210 82,858 1,684 88,653 108,875 187,547 193,417: 8,699 2,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -10,051: 10,397 -16,521 473 -20,641 6,295 -9,771 -9,753: -280 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 42.2 0.9 45.2 55.5 95.6 98.6: 4.4 1.4
Old : 100.0: 49.5 42.2 0.9 45.2 55.5 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: 77 28 9 17 29 99 61:
Old : 145: 77 28 9 17 29 99 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 64.0 61.3 77.0 42.9 64.0 61.3 77.0
Old : 43.0 64.0 61.3 77.0 42.9 64.0 61.3 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 301,298: 44,751 146,018 25,009 200,666 92,522 270,426 263,549: 30,872 37,749
Old : 301,298: 44,751 146,018 25,009 200,666 92,522 270,426 263,549: 30,872 37,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 30,374: 14,417 8,079 7,889 4,608 10,792 26,914 26,760: 3,460 3,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 48.5 8.3 66.6 30.7 89.8 87.5: 10.2 12.5
Old : 100.0: 14.9 48.5 8.3 66.6 30.7 89.8 87.5: 10.2 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 : 132: 34 45 26 32 47 80 104:
Old : 132: 34 45 26 32 47 80 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 28.6 61.2 41.3 53.1 28.1 57.6 40.3
Old : 54.8 28.6 61.2 41.3 53.1 28.1 57.6 40.3
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 18, 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 : 247,943: 45,343 75,011 23,195 148,608 109,753 217,146 207,959: 30,797 39,984
Old : 247,943: 45,343 75,011 23,195 148,608 109,753 217,146 207,959: 30,797 39,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 12,700: 1,173 -3,592 4,315 5,123 12,661 10,610 13,384: 2,090 -684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 30.3 9.4 59.9 44.3 87.6 83.9: 12.4 16.1
Old : 100.0: 18.3 30.3 9.4 59.9 44.3 87.6 83.9: 12.4 16.1
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 : 119: 32 41 24 31 35 78 85:
Old : 119: 32 41 24 31 35 78 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 : 39.1 34.3 50.2 48.2 38.3 32.9 47.0 44.4
Old : 39.1 34.3 50.2 48.2 38.3 32.9 47.0 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 502,126: 185,447 206,370 41,425 212,753 193,366 439,625 441,162: 62,501 60,964
Old : 502,126: 185,447 206,370 41,425 212,753 193,366 439,625 441,162: 62,501 60,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 16,471: 9,542 16,133 3,988 5,808 -3,503 19,337 16,618: -2,867 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 41.1 8.2 42.4 38.5 87.6 87.9: 12.4 12.1
Old : 100.0: 36.9 41.1 8.2 42.4 38.5 87.6 87.9: 12.4 12.1
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 : 256: 82 86 59 66 68 175 186:
Old : 256: 82 86 59 66 68 175 186:
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 : 26.5 30.2 36.7 40.9 26.2 29.1 36.2 39.7
Old : 26.5 30.2 36.7 40.9 26.2 29.1 36.2 39.7
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 18, 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 : 34,148: 17,180 5,034 314 4,858 23,864 22,352 29,212: 11,796 4,936
Old : 34,148: 17,180 5,034 314 4,858 23,864 22,352 29,212: 11,796 4,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 432: 1,391 344 14 -712 -726 693 -368: -261 800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 14.7 0.9 14.2 69.9 65.5 85.5: 34.5 14.5
Old : 100.0: 50.3 14.7 0.9 14.2 69.9 65.5 85.5: 34.5 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 5 2 5 6 17 12:
Old : 24: 11 5 2 5 6 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 76.3 53.3 85.0 42.1 76.3 52.7 84.3
Old : 42.4 76.3 53.3 85.0 42.1 76.3 52.7 84.3
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 18, 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 : 26,342: 17,149 3,857 121 7,357 21,581 24,627 25,559: 1,715 783
Old : 26,342: 17,149 3,857 121 7,357 21,581 24,627 25,559: 1,715 783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -265: -774 193 1 514 -523 -259 -329: -6 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 14.6 0.5 27.9 81.9 93.5 97.0: 6.5 3.0
Old : 100.0: 65.1 14.6 0.5 27.9 81.9 93.5 97.0: 6.5 3.0
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 : 33: 15 9 1 3 6 18 16:
Old : 33: 15 9 1 3 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 : 78.5 81.0 85.7 91.7 78.5 81.0 85.7 91.7
Old : 78.5 81.0 85.7 91.7 78.5 81.0 85.7 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 43,061: 18,320 33,326 360 20,734 4,977 39,414 38,663: 3,647 4,398
Old : 43,061: 18,320 33,326 360 20,734 4,977 39,414 38,663: 3,647 4,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -314: -688 -835 0 444 657 -244 -178: -70 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 77.4 0.8 48.2 11.6 91.5 89.8: 8.5 10.2
Old : 100.0: 42.5 77.4 0.8 48.2 11.6 91.5 89.8: 8.5 10.2
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 : 69: 27 23 5 11 11 41 36:
Old : 69: 27 23 5 11 11 41 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 : 38.9 50.2 61.9 67.0 38.8 50.2 61.9 67.0
Old : 38.9 50.2 61.9 67.0 38.8 50.2 61.9 67.0
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 18, 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 : 20,842: 6,864 5,546 3,724 9,329 10,598 19,917 19,868: 925 974
Old : 20,842: 6,864 5,546 3,724 9,329 10,598 19,917 19,868: 925 974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -2,927: 1,809 3,947 554 -5,290 -7,541 -2,927 -3,040: 0 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 26.6 17.9 44.8 50.8 95.6 95.3: 4.4 4.7
Old : 100.0: 32.9 26.6 17.9 44.8 50.8 95.6 95.3: 4.4 4.7
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 : 26: 10 5 1 8 7 18 13:
Old : 26: 10 5 1 8 7 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 72.6 84.1 91.0 35.0 35.9 44.7 48.7
Old : 70.0 72.6 84.1 91.0 35.0 35.9 44.7 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 :22,183,519: 622,102 3,116,474 9,597,210 11,261,559 8,221,690 21,480,870 20,935,374: 702,648 1,248,145
Old :22,183,519: 622,102 3,116,474 9,597,210 11,261,559 8,221,690 21,480,870 20,935,374: 702,648 1,248,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -750,809: 55,519 -112,317 -295,472 -569,143 -350,781 -809,095 -758,570: 58,286 7,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 14.0 43.3 50.8 37.1 96.8 94.4: 3.2 5.6
Old : 100.0: 2.8 14.0 43.3 50.8 37.1 96.8 94.4: 3.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 43 135 144 127 150 277 332:
Old : 339: 43 135 144 127 150 277 332:
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 : 28.4 19.5 42.8 31.5 20.6 6.3 25.5 9.6
Old : 28.4 19.5 42.8 31.5 20.6 6.3 25.5 9.6
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 18, 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 : 830,026: 114,956 93,657 133,495 485,355 509,655 733,806 736,807: 96,220 93,219
Old : 830,026: 114,956 93,657 133,495 485,355 509,655 733,806 736,807: 96,220 93,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,437: 4,007 2,296 -4,743 3,484 4,081 2,749 1,634: -311 803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 11.3 16.1 58.5 61.4 88.4 88.8: 11.6 11.2
Old : 100.0: 13.8 11.3 16.1 58.5 61.4 88.4 88.8: 11.6 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 678: 180 159 193 246 258 518 519:
Old : 678: 180 159 193 246 258 518 519:
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 : 11.5 14.3 20.1 23.2 9.3 10.4 15.9 14.5
Old : 11.5 14.3 20.1 23.2 9.3 10.4 15.9 14.5
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 18, 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 : 119,230: 6,065 14,812 27,021 54,356 50,948 87,442 92,781: 31,788 26,449
Old : 119,230: 6,065 14,812 27,021 54,356 50,948 87,442 92,781: 31,788 26,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -7,533: -360 1,422 -8,706 5,078 -2,804 -3,988 -10,087: -3,545 2,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 12.4 22.7 45.6 42.7 73.3 77.8: 26.7 22.2
Old : 100.0: 5.1 12.4 22.7 45.6 42.7 73.3 77.8: 26.7 22.2
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 : 68: 14 15 25 32 28 63 53:
Old : 68: 14 15 25 32 28 63 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 34.6 34.4 47.5 13.4 25.2 20.6 32.0
Old : 21.4 34.6 34.4 47.5 13.4 25.2 20.6 32.0
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 18, 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 : 3,553,981: 584,430 434,199 492,393 2,154,996 2,293,537 3,231,819 3,220,129: 322,162 333,852
Old : 3,553,981: 584,430 434,199 492,393 2,154,996 2,293,537 3,231,819 3,220,129: 322,162 333,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 49,850: 19,390 1,926 22,258 -7,967 34,422 33,681 58,606: 16,168 -8,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.2 13.9 60.6 64.5 90.9 90.6: 9.1 9.4
Old : 100.0: 16.4 12.2 13.9 60.6 64.5 90.9 90.6: 9.1 9.4
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 : 661: 178 150 184 238 253 498 505:
Old : 661: 178 150 184 238 253 498 505:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 15.8 21.9 23.3 10.9 11.5 18.0 16.4
Old : 12.8 15.8 21.9 23.3 10.9 11.5 18.0 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 97,610: 23,499 3,370 201 61,835 90,424 85,535 93,995: 12,075 3,615
Old : 97,610: 23,499 3,370 201 61,835 90,424 85,535 93,995: 12,075 3,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -492: -270 -333 23 140 254 -107 -56: -385 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 3.5 0.2 63.3 92.6 87.6 96.3: 12.4 3.7
Old : 100.0: 24.1 3.5 0.2 63.3 92.6 87.6 96.3: 12.4 3.7
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 : 85: 16 5 4 47 32 63 41:
Old : 85: 16 5 4 47 32 63 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 48.4 52.2 71.4 38.8 48.3 52.1 71.1
Old : 38.8 48.4 52.2 71.4 38.8 48.3 52.1 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 52,789: 27,846 6,849 1,588 17,006 37,932 46,440 46,369: 6,349 6,420
Old : 52,789: 27,846 6,849 1,588 17,006 37,932 46,440 46,369: 6,349 6,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,365: 941 -724 124 278 2,024 1,342 1,425: 22 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 13.0 3.0 32.2 71.9 88.0 87.8: 12.0 12.2
Old : 100.0: 52.7 13.0 3.0 32.2 71.9 88.0 87.8: 12.0 12.2
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 : 249: 81 52 29 63 75 159 142:
Old : 249: 81 52 29 63 75 159 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 33.9 39.9 45.9 28.5 33.5 39.4 45.5
Old : 29.0 33.9 39.9 45.9 28.5 33.5 39.4 45.5
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 18, 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 : 263,945: 139,230 34,247 7,940 85,028 189,659 232,198 231,846: 31,747 32,099
Old : 263,945: 139,230 34,247 7,940 85,028 189,659 232,198 231,846: 31,747 32,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 6,823: 4,703 -3,618 620 1,389 10,122 6,712 7,125: 111 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 13.0 3.0 32.2 71.9 88.0 87.8: 12.0 12.2
Old : 100.0: 52.7 13.0 3.0 32.2 71.9 88.0 87.8: 12.0 12.2
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 : 249: 81 52 29 63 75 159 142:
Old : 249: 81 52 29 63 75 159 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 33.9 39.9 45.9 28.5 33.5 39.4 45.5
Old : 29.0 33.9 39.9 45.9 28.5 33.5 39.4 45.5
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 18, 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 : 130,618: 69,487 27,990 7,998 24,250 68,682 101,736 104,670: 28,882 25,949
Old : 130,618: 69,487 27,990 7,998 24,250 68,682 101,736 104,670: 28,882 25,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -12,008: -5,668 -4,916 -1,442 -3,766 -5,202 -10,876 -11,561: -1,132 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 21.4 6.1 18.6 52.6 77.9 80.1: 22.1 19.9
Old : 100.0: 53.2 21.4 6.1 18.6 52.6 77.9 80.1: 22.1 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 35 21 16 19 24 62 53:
Old : 84: 35 21 16 19 24 62 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 39.0 39.9 51.8 27.6 36.9 39.2 48.2
Old : 27.8 39.0 39.9 51.8 27.6 36.9 39.2 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 41,015: 18,010 13,420 0 13,302 23,092 31,312 36,512: 9,703 4,503
Old : 41,015: 18,010 13,420 0 13,302 23,092 31,312 36,512: 9,703 4,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 138: 261 -36 -13 -901 966 -653 917: 791 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 32.7 0.0 32.4 56.3 76.3 89.0: 23.7 11.0
Old : 100.0: 43.9 32.7 0.0 32.4 56.3 76.3 89.0: 23.7 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 : 48: 17 9 0 14 10 31 19:
Old : 48: 17 9 0 14 10 31 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 : 35.6 61.1 48.4 79.6 35.6 61.1 48.4 79.6
Old : 35.6 61.1 48.4 79.6 35.6 61.1 48.4 79.6
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 18, 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 : 74,059: 30,050 9,886 1,618 32,759 20,572 64,427 32,076: 9,632 41,983
Old : 74,059: 30,050 9,886 1,618 32,759 20,572 64,427 32,076: 9,632 41,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,923: -141 -4,688 -40 2,594 279 2,413 -4,449: -490 6,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 13.3 2.2 44.2 27.8 87.0 43.3: 13.0 56.7
Old : 100.0: 40.6 13.3 2.2 44.2 27.8 87.0 43.3: 13.0 56.7
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 : 86: 30 13 5 30 22 62 38:
Old : 86: 30 13 5 30 22 62 38:
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 16.3 40.4 25.1 23.7 16.0 39.8 24.6
Old : 24.3 16.3 40.4 25.1 23.7 16.0 39.8 24.6
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 18, 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 : 15,424: 7,465 5,562 940 6,370 8,587 14,775 15,089: 649 335
Old : 15,424: 7,465 5,562 940 6,370 8,587 14,775 15,089: 649 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 352: -560 -582 939 262 0 641 357: -289 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 36.1 6.1 41.3 55.7 95.8 97.8: 4.2 2.2
Old : 100.0: 48.4 36.1 6.1 41.3 55.7 95.8 97.8: 4.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 4 2 9 2 16 7:
Old : 20: 6 4 2 9 2 16 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 : 76.9 93.3 87.6 97.8 74.4 87.3 82.8 89.6
Old : 76.9 93.3 87.6 97.8 74.4 87.3 82.8 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 21, 2017