MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 29,190: 1,800 6,940 2,540 24,490 19,350 28,830 28,830: 360 360
Old : 29,190: 1,800 6,940 2,540 24,490 19,350 28,830 28,830: 360 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,240: 0 640 -160 1,440 800 1,280 1,280: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 23.8 8.7 83.9 66.3 98.8 98.8: 1.2 1.2
Old : 100.0: 6.2 23.8 8.7 83.9 66.3 98.8 98.8: 1.2 1.2
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 : 24: 2 11 3 9 8 14 19:
Old : 24: 2 11 3 9 8 14 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 : 86.4 58.1 96.7 85.8 63.5 42.9 67.1 62.0
Old : 86.4 58.1 96.7 85.8 63.5 42.9 67.1 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 7,895: 639 1,367 993 5,157 5,020 6,789 7,381: 1,106 515
Old : 7,895: 639 1,367 993 5,157 5,020 6,789 7,381: 1,106 515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 151: 71 47 -2 13 31 82 76: 69 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 17.3 12.6 65.3 63.6 86.0 93.5: 14.0 6.5
Old : 100.0: 8.1 17.3 12.6 65.3 63.6 86.0 93.5: 14.0 6.5
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: 6 10 10 19 21 31 35:
Old : 42: 6 10 10 19 21 31 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 : 44.4 42.7 60.3 57.7 43.9 40.2 56.8 50.2
Old : 44.4 42.7 60.3 57.7 43.9 40.2 56.8 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 57,563: 20,456 7,467 15,829 16,584 22,804 52,869 46,100: 4,694 11,463
Old : 57,563: 20,456 7,467 15,829 16,584 22,804 52,869 46,100: 4,694 11,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,347: 124 606 208 984 648 1,316 1,463: 31 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 13.0 27.5 28.8 39.6 91.8 80.1: 8.2 19.9
Old : 100.0: 35.5 13.0 27.5 28.8 39.6 91.8 80.1: 8.2 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 : 87: 22 23 33 34 34 74 72:
Old : 87: 22 23 33 34 34 74 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 : 33.9 27.1 51.8 41.6 33.4 25.1 45.6 32.9
Old : 33.9 27.1 51.8 41.6 33.4 25.1 45.6 32.9
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, May 30, 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 : 10,580: 758 941 1,973 6,849 6,825 9,580 9,738: 1,000 841
Old : 10,580: 758 941 1,973 6,849 6,825 9,580 9,738: 1,000 841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 50: -275 104 -84 386 -63 26 -43: 24 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 8.9 18.6 64.7 64.5 90.5 92.0: 9.5 8.0
Old : 100.0: 7.2 8.9 18.6 64.7 64.5 90.5 92.0: 9.5 8.0
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 : 47: 9 8 11 26 20 41 33:
Old : 47: 9 8 11 26 20 41 33:
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 : 27.1 34.7 47.2 57.9 25.9 30.0 39.7 43.4
Old : 27.1 34.7 47.2 57.9 25.9 30.0 39.7 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 297,115: 89,609 24,792 92,932 91,007 141,216 273,548 258,940: 23,566 38,175
Old : 243,319: 73,980 25,670 77,079 75,195 110,995 226,254 213,744: 17,065 29,574
Other: 53,796: 20,548 4,040 10,934 15,813 30,221 47,295 45,196: 6,501 8,600
: : :
: : Changes in Commitments from: May 23, 2017 :
: 15,328: 6,967 -844 8,128 -636 7,533 14,459 14,816: 869 512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 8.3 31.3 30.6 47.5 92.1 87.2: 7.9 12.8
Old : 100.0: 30.4 10.5 31.7 30.9 45.6 93.0 87.8: 7.0 12.2
Other: 100.0: 38.2 7.5 20.3 29.4 56.2 87.9 84.0: 12.1 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 118 69 124 72 83 258 221:
Old : 294: 118 71 114 65 82 242 216:
Other: 142: 42 28 37 45 51 107 98:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 20.1 20.7 27.0 12.0 19.3 19.9 24.7
Old : 12.2 20.2 20.8 28.0 12.0 19.6 20.0 25.7
Other: 31.7 22.2 44.0 37.9 31.7 19.8 40.9 33.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 510,981: 179,297 18,104 151,625 142,352 273,757 473,274 443,486: 37,707 67,495
Old : 510,981: 179,297 18,104 151,625 142,352 273,757 473,274 443,486: 37,707 67,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,244: -1,184 -902 2,226 -162 2,046 880 3,370: 364 -2,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 3.5 29.7 27.9 53.6 92.6 86.8: 7.4 13.2
Old : 100.0: 35.1 3.5 29.7 27.9 53.6 92.6 86.8: 7.4 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 485: 173 66 160 149 193 410 368:
Old : 485: 173 66 160 149 193 410 368:
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 18.9 20.3 25.2 12.2 18.5 19.3 23.7
Old : 12.2 18.9 20.3 25.2 12.2 18.5 19.3 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,439: 1,222 1,340 988 1,624 2,064 3,835 4,393: 1,604 1,046
Old : 5,439: 1,222 1,340 988 1,624 2,064 3,835 4,393: 1,604 1,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 145: -245 -98 241 213 -45 209 98: -65 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 24.6 18.2 29.9 38.0 70.5 80.8: 29.5 19.2
Old : 100.0: 22.5 24.6 18.2 29.9 38.0 70.5 80.8: 29.5 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 17 13 13 21 19 43 41:
Old : 55: 17 13 13 21 19 43 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 : 24.9 40.2 39.0 55.1 21.1 32.4 31.4 46.1
Old : 24.9 40.2 39.0 55.1 21.1 32.4 31.4 46.1
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, May 30, 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 : 66,467: 25,588 7,126 18,107 13,921 17,799 57,616 43,032: 8,850 23,435
Old : 66,467: 25,588 7,126 18,107 13,921 17,799 57,616 43,032: 8,850 23,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -6,709: -922 -338 -3,920 -1,099 -1,042 -5,941 -5,299: -768 -1,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 10.7 27.2 20.9 26.8 86.7 64.7: 13.3 35.3
Old : 100.0: 38.5 10.7 27.2 20.9 26.8 86.7 64.7: 13.3 35.3
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 : 242: 73 58 67 58 93 173 183:
Old : 242: 73 58 67 58 93 173 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 10.5 27.7 18.3 16.5 8.9 26.2 12.8
Old : 16.8 10.5 27.7 18.3 16.5 8.9 26.2 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,707: 633 4,947 410 4,349 847 5,392 6,204: 1,315 504
Old : 6,707: 633 4,947 410 4,349 847 5,392 6,204: 1,315 504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 69: 5 -40 14 236 91 255 66: -186 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 73.8 6.1 64.8 12.6 80.4 92.5: 19.6 7.5
Old : 100.0: 9.4 73.8 6.1 64.8 12.6 80.4 92.5: 19.6 7.5
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: 5 6 7 12 8 21 18:
Old : 24: 5 6 7 12 8 21 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 : 51.4 73.6 65.2 85.4 49.4 73.3 62.5 80.6
Old : 51.4 73.6 65.2 85.4 49.4 73.3 62.5 80.6
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, May 30, 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 : 38,273: 1,413 20,164 7,058 29,056 9,505 37,527 36,727: 746 1,545
Old : 38,273: 1,413 20,164 7,058 29,056 9,505 37,527 36,727: 746 1,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -96: 46 -37 -146 -45 123 -146 -61: 49 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 52.7 18.4 75.9 24.8 98.1 96.0: 1.9 4.0
Old : 100.0: 3.7 52.7 18.4 75.9 24.8 98.1 96.0: 1.9 4.0
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 : 67: 15 18 20 26 23 51 51:
Old : 67: 15 18 20 26 23 51 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 47.5 64.4 64.3 41.8 47.3 61.5 60.9
Old : 43.0 47.5 64.4 64.3 41.8 47.3 61.5 60.9
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, May 30, 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 : 36,012: 9,990 2,127 0 24,530 33,035 34,520 35,162: 1,492 850
Old : 36,012: 9,990 2,127 0 24,530 33,035 34,520 35,162: 1,492 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -47: -282 -20 0 157 -50 -125 -70: 78 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 5.9 0.0 68.1 91.7 95.9 97.6: 4.1 2.4
Old : 100.0: 27.7 5.9 0.0 68.1 91.7 95.9 97.6: 4.1 2.4
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 : 37: 13 8 0 11 8 24 16:
Old : 37: 13 8 0 11 8 24 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 : 80.5 87.8 87.6 94.9 80.5 87.8 87.6 94.8
Old : 80.5 87.8 87.6 94.9 80.5 87.8 87.6 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 218,985: 22,552 122,288 10,971 155,800 44,697 189,323 177,956: 29,662 41,030
Old : 218,985: 22,552 122,288 10,971 155,800 44,697 189,323 177,956: 29,662 41,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -10,169: -6,750 -6,269 249 -3,486 -2,294 -9,987 -8,314: -183 -1,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 55.8 5.0 71.1 20.4 86.5 81.3: 13.5 18.7
Old : 100.0: 10.3 55.8 5.0 71.1 20.4 86.5 81.3: 13.5 18.7
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 : 108: 21 47 22 28 32 62 88:
Old : 108: 21 47 22 28 32 62 88:
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 27.6 60.1 39.3 41.8 27.6 57.9 39.3
Old : 43.3 27.6 60.1 39.3 41.8 27.6 57.9 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 55,968: 8,895 26,760 1,353 31,219 13,610 41,467 41,723: 14,502 14,246
Old : 55,968: 8,895 26,760 1,353 31,219 13,610 41,467 41,723: 14,502 14,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 3,240: 2,668 1,292 -489 -259 1,548 1,920 2,351: 1,321 889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 47.8 2.4 55.8 24.3 74.1 74.5: 25.9 25.5
Old : 100.0: 15.9 47.8 2.4 55.8 24.3 74.1 74.5: 25.9 25.5
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 16 10 11 10 28 29:
Old : 42: 10 16 10 11 10 28 29:
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 : 47.0 38.8 58.7 52.6 45.5 38.8 57.1 52.2
Old : 47.0 38.8 58.7 52.6 45.5 38.8 57.1 52.2
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, May 30, 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 : 206,620: 112,446 37,343 2,906 82,191 163,376 197,543 203,625: 9,077 2,995
Old : 206,620: 112,446 37,343 2,906 82,191 163,376 197,543 203,625: 9,077 2,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -5,138: 13,837 -6,894 -458 -19,345 2,451 -5,966 -4,901: 828 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 18.1 1.4 39.8 79.1 95.6 98.6: 4.4 1.4
Old : 100.0: 54.4 18.1 1.4 39.8 79.1 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 : 156: 84 36 12 15 24 106 66:
Old : 156: 84 36 12 15 24 106 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 : 42.5 57.7 58.5 73.6 42.5 57.7 58.5 73.0
Old : 42.5 57.7 58.5 73.6 42.5 57.7 58.5 73.0
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, May 30, 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 : 294,137: 43,400 73,209 29,078 192,335 157,929 264,813 260,215: 29,324 33,921
Old : 294,137: 43,400 73,209 29,078 192,335 157,929 264,813 260,215: 29,324 33,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -865: -2,862 -453 530 4,098 -3,443 1,767 -3,366: -2,632 2,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 24.9 9.9 65.4 53.7 90.0 88.5: 10.0 11.5
Old : 100.0: 14.8 24.9 9.9 65.4 53.7 90.0 88.5: 10.0 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 33 40 32 34 45 86 98:
Old : 128: 33 40 32 34 45 86 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 35.2 58.4 49.3 50.6 34.2 56.3 47.1
Old : 50.9 35.2 58.4 49.3 50.6 34.2 56.3 47.1
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, May 30, 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 : 255,853: 41,020 96,838 24,998 166,163 94,633 232,181 216,469: 23,672 39,383
Old : 255,853: 41,020 96,838 24,998 166,163 94,633 232,181 216,469: 23,672 39,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 276: 1,443 3,996 -836 -69 -598 538 2,562: -262 -2,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 37.8 9.8 64.9 37.0 90.7 84.6: 9.3 15.4
Old : 100.0: 16.0 37.8 9.8 64.9 37.0 90.7 84.6: 9.3 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 32 42 28 31 40 80 93:
Old : 122: 32 42 28 31 40 80 93:
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 : 47.0 33.7 56.5 45.3 43.4 32.2 51.1 41.6
Old : 47.0 33.7 56.5 45.3 43.4 32.2 51.1 41.6
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, May 30, 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 : 549,527: 172,442 99,224 63,636 233,101 324,327 469,179 487,187: 80,348 62,340
Old : 549,527: 172,442 99,224 63,636 233,101 324,327 469,179 487,187: 80,348 62,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 3,671: 1,578 -6,060 0 -2,815 8,699 -1,237 2,639: 4,907 1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 18.1 11.6 42.4 59.0 85.4 88.7: 14.6 11.3
Old : 100.0: 31.4 18.1 11.6 42.4 59.0 85.4 88.7: 14.6 11.3
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 : 260: 92 71 66 69 74 190 183:
Old : 260: 92 71 66 69 74 190 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 37.8 30.1 46.6 20.3 35.0 28.0 40.9
Old : 20.6 37.8 30.1 46.6 20.3 35.0 28.0 40.9
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, May 30, 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 : 35,335: 16,332 6,939 414 5,737 23,528 22,483 30,881: 12,852 4,454
Old : 35,335: 16,332 6,939 414 5,737 23,528 22,483 30,881: 12,852 4,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 366: -130 370 5 -113 -43 -238 332: 604 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 19.6 1.2 16.2 66.6 63.6 87.4: 36.4 12.6
Old : 100.0: 46.2 19.6 1.2 16.2 66.6 63.6 87.4: 36.4 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 : 23: 8 6 3 7 6 17 13:
Old : 23: 8 6 3 7 6 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 71.2 54.1 84.5 41.9 71.1 53.4 84.4
Old : 42.4 71.2 54.1 84.5 41.9 71.1 53.4 84.4
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, May 30, 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 : 32,902: 12,516 4,409 104 19,138 27,567 31,758 32,080: 1,144 822
Old : 32,902: 12,516 4,409 104 19,138 27,567 31,758 32,080: 1,144 822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 9,206: 607 150 70 9,011 9,128 9,688 9,348: -482 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 13.4 0.3 58.2 83.8 96.5 97.5: 3.5 2.5
Old : 100.0: 38.0 13.4 0.3 58.2 83.8 96.5 97.5: 3.5 2.5
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 : 41: 17 12 2 7 9 24 23:
Old : 41: 17 12 2 7 9 24 23:
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 : 63.3 78.5 86.9 87.0 49.2 55.3 61.0 62.4
Old : 63.3 78.5 86.9 87.0 49.2 55.3 61.0 62.4
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, May 30, 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 : 44,203: 16,886 22,425 423 23,102 16,391 40,411 39,239: 3,792 4,964
Old : 44,203: 16,886 22,425 423 23,102 16,391 40,411 39,239: 3,792 4,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 38: 2,868 -810 -10 -3,363 973 -505 153: 543 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 50.7 1.0 52.3 37.1 91.4 88.8: 8.6 11.2
Old : 100.0: 38.2 50.7 1.0 52.3 37.1 91.4 88.8: 8.6 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 : 67: 21 23 6 13 15 38 40:
Old : 67: 21 23 6 13 15 38 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 39.4 69.8 59.0 44.4 39.4 69.8 58.9
Old : 44.4 39.4 69.8 59.0 44.4 39.4 69.8 58.9
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, May 30, 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 : 17,642: 4,040 1,968 3,084 9,467 12,025 16,591 17,077: 1,051 565
Old : 17,642: 4,040 1,968 3,084 9,467 12,025 16,591 17,077: 1,051 565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -166: -377 -950 236 -23 769 -164 55: -2 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 11.2 17.5 53.7 68.2 94.0 96.8: 6.0 3.2
Old : 100.0: 22.9 11.2 17.5 53.7 68.2 94.0 96.8: 6.0 3.2
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 : 25: 8 5 3 9 7 18 14:
Old : 25: 8 5 3 9 7 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 77.4 84.2 91.5 29.5 33.6 37.3 44.0
Old : 69.7 77.4 84.2 91.5 29.5 33.6 37.3 44.0
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, May 30, 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 :23,856,127: 773,777 2,826,777 10,632,564 11,678,652 9,188,285 23,084,993 22,647,626: 771,134 1,208,501
Old :23,856,127: 773,777 2,826,777 10,632,564 11,678,652 9,188,285 23,084,993 22,647,626: 771,134 1,208,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 317,904: 2,182 28,781 -111,704 297,571 321,462 188,049 238,538: 129,855 79,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 11.8 44.6 49.0 38.5 96.8 94.9: 3.2 5.1
Old : 100.0: 3.2 11.8 44.6 49.0 38.5 96.8 94.9: 3.2 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 : 351: 42 144 150 131 152 292 339:
Old : 351: 42 144 150 131 152 292 339:
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 : 27.4 18.4 40.6 30.4 19.0 6.5 22.0 9.8
Old : 27.4 18.4 40.6 30.4 19.0 6.5 22.0 9.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 873,442: 107,686 104,873 130,314 539,961 529,909 777,961 765,096: 95,481 108,346
Old : 873,442: 107,686 104,873 130,314 539,961 529,909 777,961 765,096: 95,481 108,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 10,710: 2,303 623 3,296 6,910 6,003 12,509 9,923: -1,799 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 12.0 14.9 61.8 60.7 89.1 87.6: 10.9 12.4
Old : 100.0: 12.3 12.0 14.9 61.8 60.7 89.1 87.6: 10.9 12.4
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 : 680: 156 170 186 258 268 512 528:
Old : 680: 156 170 186 258 268 512 528:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 12.8 21.6 20.5 9.1 9.6 14.9 13.9
Old : 12.2 12.8 21.6 20.5 9.1 9.6 14.9 13.9
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, May 30, 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 : 142,872: 4,925 15,916 30,169 76,340 62,868 111,434 108,953: 31,438 33,918
Old : 142,872: 4,925 15,916 30,169 76,340 62,868 111,434 108,953: 31,438 33,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 5,766: 517 1,601 2,493 2,912 1,592 5,922 5,685: -156 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 11.1 21.1 53.4 44.0 78.0 76.3: 22.0 23.7
Old : 100.0: 3.4 11.1 21.1 53.4 44.0 78.0 76.3: 22.0 23.7
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 : 67: 12 15 23 30 30 58 54:
Old : 67: 12 15 23 30 30 58 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 : 26.4 32.7 39.9 45.8 20.0 22.3 27.8 30.6
Old : 26.4 32.7 39.9 45.8 20.0 22.3 27.8 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 3,652,854: 570,998 501,977 443,530 2,318,108 2,335,208 3,332,636 3,280,715: 320,218 372,140
Old : 3,652,854: 570,998 501,977 443,530 2,318,108 2,335,208 3,332,636 3,280,715: 320,218 372,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 24,722: 14,115 301 -1,168 19,990 22,059 32,937 21,192: -8,216 3,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.7 12.1 63.5 63.9 91.2 89.8: 8.8 10.2
Old : 100.0: 15.6 13.7 12.1 63.5 63.9 91.2 89.8: 8.8 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 : 662: 154 160 177 253 262 494 513:
Old : 662: 154 160 177 253 262 494 513:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 14.2 23.0 20.7 10.8 11.2 17.5 16.2
Old : 13.5 14.2 23.0 20.7 10.8 11.2 17.5 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 16,074: 2,267 0 0 11,667 15,234 13,934 15,234: 2,140 840
Old : 16,074: 2,267 0 0 11,667 15,234 13,934 15,234: 2,140 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.0 0.0 72.6 94.8 86.7 94.8: 13.3 5.2
Old : 100.0: 14.1 0.0 0.0 72.6 94.8 86.7 94.8: 13.3 5.2
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: 5 0 0 8 8 13 8:
Old : 20: 5 0 0 8 8 13 8:
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 : 59.3 78.6 77.6 94.8 59.3 78.6 77.6 94.3
Old : 59.3 78.6 77.6 94.8 59.3 78.6 77.6 94.3
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, May 30, 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 : 91,384: 21,876 2,894 711 56,643 84,396 79,230 88,001: 12,154 3,383
Old : 91,384: 21,876 2,894 711 56,643 84,396 79,230 88,001: 12,154 3,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -1,757: -613 -913 43 -994 -1,020 -1,564 -1,890: -193 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.2 0.8 62.0 92.4 86.7 96.3: 13.3 3.7
Old : 100.0: 23.9 3.2 0.8 62.0 92.4 86.7 96.3: 13.3 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 : 78: 14 5 4 44 30 59 38:
Old : 78: 14 5 4 44 30 59 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 : 37.4 48.1 51.2 71.2 37.4 48.0 51.0 70.9
Old : 37.4 48.1 51.2 71.2 37.4 48.0 51.0 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 57,464: 25,449 9,556 2,106 22,670 38,162 50,225 49,825: 7,239 7,639
Old : 57,464: 25,449 9,556 2,106 22,670 38,162 50,225 49,825: 7,239 7,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,173: 1,643 330 -506 -538 1,074 599 898: 574 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 16.6 3.7 39.5 66.4 87.4 86.7: 12.6 13.3
Old : 100.0: 44.3 16.6 3.7 39.5 66.4 87.4 86.7: 12.6 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 71 66 33 77 78 169 156:
Old : 262: 71 66 33 77 78 169 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 29.3 35.3 39.8 21.9 29.0 34.1 39.4
Old : 22.1 29.3 35.3 39.8 21.9 29.0 34.1 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 287,321: 127,245 47,781 10,532 113,349 190,812 251,126 249,125: 36,195 38,196
Old : 287,321: 127,245 47,781 10,532 113,349 190,812 251,126 249,125: 36,195 38,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 5,865: 8,215 1,650 -2,530 -2,691 5,369 2,994 4,489: 2,871 1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 16.6 3.7 39.5 66.4 87.4 86.7: 12.6 13.3
Old : 100.0: 44.3 16.6 3.7 39.5 66.4 87.4 86.7: 12.6 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 71 66 33 77 78 169 156:
Old : 262: 71 66 33 77 78 169 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 29.3 35.3 39.8 21.9 29.0 34.1 39.4
Old : 22.1 29.3 35.3 39.8 21.9 29.0 34.1 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 146,668: 41,584 41,195 8,814 74,095 63,320 124,493 113,328: 22,174 33,340
Old : 146,668: 41,584 41,195 8,814 74,095 63,320 124,493 113,328: 22,174 33,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,325: -28 -120 -657 58 763 -627 -13: 1,952 1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 28.1 6.0 50.5 43.2 84.9 77.3: 15.1 22.7
Old : 100.0: 28.4 28.1 6.0 50.5 43.2 84.9 77.3: 15.1 22.7
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 : 87: 24 29 16 24 31 56 68:
Old : 87: 24 29 16 24 31 56 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 32.9 53.3 43.8 37.2 32.9 51.0 43.8
Old : 39.3 32.9 53.3 43.8 37.2 32.9 51.0 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 39,530: 17,739 12,462 114 13,277 23,733 31,130 36,309: 8,400 3,221
Old : 39,530: 17,739 12,462 114 13,277 23,733 31,130 36,309: 8,400 3,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -618: 375 -119 91 314 -652 780 -680: -1,398 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 31.5 0.3 33.6 60.0 78.8 91.9: 21.2 8.1
Old : 100.0: 44.9 31.5 0.3 33.6 60.0 78.8 91.9: 21.2 8.1
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 : 53: 21 9 2 15 12 36 23:
Old : 53: 21 9 2 15 12 36 23:
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 : 34.2 68.1 47.8 81.7 34.2 68.1 47.8 81.7
Old : 34.2 68.1 47.8 81.7 34.2 68.1 47.8 81.7
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 79,511: 26,417 13,354 1,568 42,145 37,117 70,130 52,039: 9,381 27,472
Old : 79,511: 26,417 13,354 1,568 42,145 37,117 70,130 52,039: 9,381 27,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -2,245: -216 -1,719 368 -1,858 -408 -1,706 -1,759: -539 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 16.8 2.0 53.0 46.7 88.2 65.4: 11.8 34.6
Old : 100.0: 33.2 16.8 2.0 53.0 46.7 88.2 65.4: 11.8 34.6
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 : 86: 23 18 5 28 25 52 47:
Old : 86: 23 18 5 28 25 52 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 20.4 47.9 35.9 33.4 20.4 47.4 35.6
Old : 33.9 20.4 47.9 35.9 33.4 20.4 47.4 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2017