MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 26,882: 1,560 6,320 2,460 22,502 17,742 26,522 26,522: 360 360
Old : 26,882: 1,560 6,320 2,460 22,502 17,742 26,522 26,522: 360 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -2,308: -240 -620 -80 -1,988 -1,608 -2,308 -2,308: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 23.5 9.2 83.7 66.0 98.7 98.7: 1.3 1.3
Old : 100.0: 5.8 23.5 9.2 83.7 66.0 98.7 98.7: 1.3 1.3
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 : 24: 2 11 3 9 7 14 18:
Old : 24: 2 11 3 9 7 14 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 : 86.8 60.2 96.5 85.0 61.4 41.2 64.5 58.6
Old : 86.8 60.2 96.5 85.0 61.4 41.2 64.5 58.6
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, June 06, 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 : 7,566: 737 1,365 966 4,714 4,796 6,416 7,126: 1,150 440
Old : 7,566: 737 1,365 966 4,714 4,796 6,416 7,126: 1,150 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -329: 98 -3 -27 -444 -225 -373 -254: 44 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 18.0 12.8 62.3 63.4 84.8 94.2: 15.2 5.8
Old : 100.0: 9.7 18.0 12.8 62.3 63.4 84.8 94.2: 15.2 5.8
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 : 40: 5 9 9 19 22 30 34:
Old : 40: 5 9 9 19 22 30 34:
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 : 38.7 44.7 57.9 59.9 38.2 41.6 52.6 52.2
Old : 38.7 44.7 57.9 59.9 38.2 41.6 52.6 52.2
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, June 06, 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 : 49,051: 17,438 6,564 12,906 14,198 20,223 44,543 39,693: 4,509 9,358
Old : 49,051: 17,438 6,564 12,906 14,198 20,223 44,543 39,693: 4,509 9,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -8,512: -3,018 -903 -2,922 -2,386 -2,581 -8,326 -6,407: -185 -2,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 13.4 26.3 28.9 41.2 90.8 80.9: 9.2 19.1
Old : 100.0: 35.6 13.4 26.3 28.9 41.2 90.8 80.9: 9.2 19.1
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 : 83: 21 20 31 32 36 69 71:
Old : 83: 21 20 31 32 36 69 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 27.6 52.3 42.6 33.9 25.8 47.3 33.0
Old : 34.5 27.6 52.3 42.6 33.9 25.8 47.3 33.0
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, June 06, 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 : 9,057: 589 711 1,666 5,949 5,921 8,204 8,297: 853 759
Old : 9,057: 589 711 1,666 5,949 5,921 8,204 8,297: 853 759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,523: -169 -230 -307 -900 -904 -1,376 -1,441: -147 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 7.8 18.4 65.7 65.4 90.6 91.6: 9.4 8.4
Old : 100.0: 6.5 7.8 18.4 65.7 65.4 90.6 91.6: 9.4 8.4
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 : 46: 9 7 12 26 20 41 33:
Old : 46: 9 7 12 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 : 29.4 33.1 48.2 56.2 29.4 28.7 44.1 45.0
Old : 29.4 33.1 48.2 56.2 29.4 28.7 44.1 45.0
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, June 06, 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 : 312,952: 95,680 25,031 97,452 95,385 150,251 288,517 272,734: 24,435 40,218
Old : 251,478: 80,218 26,944 78,114 75,585 115,248 233,917 220,306: 17,561 31,172
Other: 61,475: 21,664 4,288 13,137 19,800 35,004 54,601 52,429: 6,874 9,046
: : :
: : Changes in Commitments from: May 30, 2017 :
: 15,838: 6,071 239 4,521 4,378 9,035 14,969 13,794: 869 2,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 8.0 31.1 30.5 48.0 92.2 87.1: 7.8 12.9
Old : 100.0: 31.9 10.7 31.1 30.1 45.8 93.0 87.6: 7.0 12.4
Other: 100.0: 35.2 7.0 21.4 32.2 56.9 88.8 85.3: 11.2 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 126 64 118 77 84 264 216:
Old : 299: 120 70 106 69 83 245 210:
Other: 154: 46 26 39 57 58 121 107:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 19.5 20.6 26.5 12.7 18.8 20.3 24.1
Old : 13.3 20.0 21.9 28.0 13.3 19.4 21.1 25.0
Other: 29.7 20.7 42.0 35.1 28.8 17.6 39.3 30.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 472,729: 181,544 20,226 118,350 136,760 267,600 436,654 406,175: 36,075 66,554
Old : 472,729: 181,544 20,226 118,350 136,760 267,600 436,654 406,175: 36,075 66,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -38,252: 2,248 2,122 -33,275 -5,593 -6,158 -36,620 -37,311: -1,632 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 4.3 25.0 28.9 56.6 92.4 85.9: 7.6 14.1
Old : 100.0: 38.4 4.3 25.0 28.9 56.6 92.4 85.9: 7.6 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 476: 171 72 153 138 183 395 355:
Old : 476: 171 72 153 138 183 395 355:
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 : 13.6 20.4 21.7 26.9 13.6 20.1 21.4 25.7
Old : 13.6 20.4 21.7 26.9 13.6 20.1 21.4 25.7
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, June 06, 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 : 5,229: 1,193 1,327 1,124 1,470 1,800 3,786 4,251: 1,442 978
Old : 5,229: 1,193 1,327 1,124 1,470 1,800 3,786 4,251: 1,442 978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -210: -29 -13 136 -155 -264 -49 -142: -161 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 25.4 21.5 28.1 34.4 72.4 81.3: 27.6 18.7
Old : 100.0: 22.8 25.4 21.5 28.1 34.4 72.4 81.3: 27.6 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 : 59: 19 14 14 23 21 48 44:
Old : 59: 19 14 14 23 21 48 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 38.3 39.5 53.1 19.9 29.4 29.5 41.9
Old : 26.4 38.3 39.5 53.1 19.9 29.4 29.5 41.9
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 69,451: 26,993 7,831 18,376 15,244 18,833 60,613 45,040: 8,838 24,411
Old : 69,451: 26,993 7,831 18,376 15,244 18,833 60,613 45,040: 8,838 24,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 2,984: 1,405 705 269 1,322 1,034 2,996 2,008: -12 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 11.3 26.5 21.9 27.1 87.3 64.9: 12.7 35.1
Old : 100.0: 38.9 11.3 26.5 21.9 27.1 87.3 64.9: 12.7 35.1
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 : 253: 80 56 67 67 96 186 187:
Old : 253: 80 56 67 67 96 186 187:
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 : 16.9 9.9 27.3 17.6 16.6 8.6 26.2 12.8
Old : 16.9 9.9 27.3 17.6 16.6 8.6 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, June 06, 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 : 5,690: 540 4,229 230 3,750 830 4,520 5,289: 1,170 401
Old : 5,690: 540 4,229 230 3,750 830 4,520 5,289: 1,170 401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,017: -93 -718 -180 -599 -17 -872 -915: -145 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 74.3 4.0 65.9 14.6 79.4 93.0: 20.6 7.0
Old : 100.0: 9.5 74.3 4.0 65.9 14.6 79.4 93.0: 20.6 7.0
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 : 22: 5 5 5 12 8 19 16:
Old : 22: 5 5 5 12 8 19 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 : 50.9 74.2 65.3 86.5 50.0 73.9 62.7 82.5
Old : 50.9 74.2 65.3 86.5 50.0 73.9 62.7 82.5
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, June 06, 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 : 31,863: 1,083 16,419 5,553 24,639 8,601 31,274 30,572: 588 1,291
Old : 31,863: 1,083 16,419 5,553 24,639 8,601 31,274 30,572: 588 1,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -6,410: -330 -3,745 -1,506 -4,417 -905 -6,253 -6,156: -157 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 51.5 17.4 77.3 27.0 98.2 95.9: 1.8 4.1
Old : 100.0: 3.4 51.5 17.4 77.3 27.0 98.2 95.9: 1.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 11 17 17 27 23 47 48:
Old : 63: 11 17 17 27 23 47 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 : 44.0 47.6 65.3 65.1 42.7 47.4 63.1 62.5
Old : 44.0 47.6 65.3 65.1 42.7 47.4 63.1 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 37,626: 9,806 2,184 0 26,345 34,336 36,151 36,520: 1,475 1,106
Old : 37,626: 9,806 2,184 0 26,345 34,336 36,151 36,520: 1,475 1,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 1,614: -184 57 0 1,815 1,301 1,631 1,358: -17 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 5.8 0.0 70.0 91.3 96.1 97.1: 3.9 2.9
Old : 100.0: 26.1 5.8 0.0 70.0 91.3 96.1 97.1: 3.9 2.9
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 : 38: 13 8 0 12 8 25 16:
Old : 38: 13 8 0 12 8 25 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 : 74.7 83.1 84.3 93.8 74.7 83.1 82.7 89.8
Old : 74.7 83.1 84.3 93.8 74.7 83.1 82.7 89.8
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, June 06, 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 : 228,854: 25,186 121,269 20,476 155,429 47,948 201,092 189,693: 27,762 39,162
Old : 228,854: 25,186 121,269 20,476 155,429 47,948 201,092 189,693: 27,762 39,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 9,869: 2,634 -1,019 9,505 -371 3,251 11,768 11,737: -1,900 -1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 53.0 8.9 67.9 21.0 87.9 82.9: 12.1 17.1
Old : 100.0: 11.0 53.0 8.9 67.9 21.0 87.9 82.9: 12.1 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 27 51 29 28 32 73 95:
Old : 120: 27 51 29 28 32 73 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 26.3 57.2 37.1 39.1 26.3 54.4 36.6
Old : 40.5 26.3 57.2 37.1 39.1 26.3 54.4 36.6
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, June 06, 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 : 53,599: 7,018 22,888 1,532 30,561 15,095 39,111 39,515: 14,488 14,084
Old : 53,599: 7,018 22,888 1,532 30,561 15,095 39,111 39,515: 14,488 14,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -2,369: -1,877 -3,872 179 -657 1,485 -2,355 -2,208: -14 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 42.7 2.9 57.0 28.2 73.0 73.7: 27.0 26.3
Old : 100.0: 13.1 42.7 2.9 57.0 28.2 73.0 73.7: 27.0 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 14 7 14 13 27 32:
Old : 43: 11 14 7 14 13 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 34.9 57.0 49.2 47.8 34.9 55.6 48.8
Old : 47.9 34.9 57.0 49.2 47.8 34.9 55.6 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 207,992: 115,515 30,429 7,861 75,379 166,899 198,755 205,188: 9,237 2,804
Old : 207,992: 115,515 30,429 7,861 75,379 166,899 198,755 205,188: 9,237 2,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 1,372: 3,070 -6,914 4,955 -6,812 3,523 1,212 1,563: 160 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 14.6 3.8 36.2 80.2 95.6 98.7: 4.4 1.3
Old : 100.0: 55.5 14.6 3.8 36.2 80.2 95.6 98.7: 4.4 1.3
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 : 158: 86 33 16 15 29 110 71:
Old : 158: 86 33 16 15 29 110 71:
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 57.4 55.7 74.4 39.1 57.4 55.5 74.4
Old : 39.3 57.4 55.7 74.4 39.1 57.4 55.5 74.4
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, June 06, 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 : 294,515: 38,410 74,142 33,884 191,422 152,853 263,717 260,880: 30,798 33,635
Old : 294,515: 38,410 74,142 33,884 191,422 152,853 263,717 260,880: 30,798 33,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 379: -4,990 934 4,807 -912 -5,076 -1,096 665: 1,474 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 25.2 11.5 65.0 51.9 89.5 88.6: 10.5 11.4
Old : 100.0: 13.0 25.2 11.5 65.0 51.9 89.5 88.6: 10.5 11.4
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 : 130: 33 44 34 35 42 88 100:
Old : 130: 33 44 34 35 42 88 100:
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 : 50.4 34.7 58.1 48.6 49.7 33.1 55.1 45.3
Old : 50.4 34.7 58.1 48.6 49.7 33.1 55.1 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 274,075: 36,199 95,997 38,405 170,234 101,919 244,839 236,322: 29,236 37,754
Old : 274,075: 36,199 95,997 38,405 170,234 101,919 244,839 236,322: 29,236 37,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 18,223: -4,820 -841 13,407 4,071 7,286 12,658 19,852: 5,565 -1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 35.0 14.0 62.1 37.2 89.3 86.2: 10.7 13.8
Old : 100.0: 13.2 35.0 14.0 62.1 37.2 89.3 86.2: 10.7 13.8
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 : 131: 35 44 34 33 41 91 99:
Old : 131: 35 44 34 33 41 91 99:
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 : 43.6 32.4 53.2 44.2 41.5 30.9 48.3 40.2
Old : 43.6 32.4 53.2 44.2 41.5 30.9 48.3 40.2
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, June 06, 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 : 551,076: 159,501 88,166 71,971 242,054 326,641 473,526 486,778: 77,550 64,298
Old : 551,076: 159,501 88,166 71,971 242,054 326,641 473,526 486,778: 77,550 64,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 1,550: -12,940 -11,057 8,334 8,953 2,314 4,347 -409: -2,797 1,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 16.0 13.1 43.9 59.3 85.9 88.3: 14.1 11.7
Old : 100.0: 28.9 16.0 13.1 43.9 59.3 85.9 88.3: 14.1 11.7
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 : 260: 87 74 71 71 73 194 182:
Old : 260: 87 74 71 71 73 194 182:
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 38.7 30.9 47.9 20.3 35.8 28.2 41.1
Old : 20.6 38.7 30.9 47.9 20.3 35.8 28.2 41.1
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 33,839: 16,202 6,509 452 5,906 22,694 22,560 29,655: 11,279 4,184
Old : 33,839: 16,202 6,509 452 5,906 22,694 22,560 29,655: 11,279 4,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,496: -130 -430 38 169 -834 77 -1,226: -1,573 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 19.2 1.3 17.5 67.1 66.7 87.6: 33.3 12.4
Old : 100.0: 47.9 19.2 1.3 17.5 67.1 66.7 87.6: 33.3 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 : 25: 9 6 3 8 6 19 13:
Old : 25: 9 6 3 8 6 19 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 : 42.7 71.9 53.8 85.0 42.2 71.8 53.1 84.9
Old : 42.7 71.9 53.8 85.0 42.2 71.8 53.1 84.9
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, June 06, 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 : 17,282: 8,554 4,405 0 7,251 12,389 15,805 16,794: 1,477 488
Old : 17,282: 8,554 4,405 0 7,251 12,389 15,805 16,794: 1,477 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -15,620: -3,962 -4 -104 -11,887 -15,178 -15,953 -15,286: 333 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 25.5 0.0 42.0 71.7 91.5 97.2: 8.5 2.8
Old : 100.0: 49.5 25.5 0.0 42.0 71.7 91.5 97.2: 8.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 13 0 5 6 14 19:
Old : 31: 9 13 0 5 6 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 : 76.6 73.3 85.1 86.4 74.8 70.1 81.5 81.7
Old : 76.6 73.3 85.1 86.4 74.8 70.1 81.5 81.7
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, June 06, 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 : 43,814: 19,348 21,133 553 19,481 17,500 39,382 39,186: 4,432 4,628
Old : 43,814: 19,348 21,133 553 19,481 17,500 39,382 39,186: 4,432 4,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -389: 2,462 -1,292 130 -3,621 1,109 -1,029 -53: 640 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 48.2 1.3 44.5 39.9 89.9 89.4: 10.1 10.6
Old : 100.0: 44.2 48.2 1.3 44.5 39.9 89.9 89.4: 10.1 10.6
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 : 77: 29 25 5 13 15 45 42:
Old : 77: 29 25 5 13 15 45 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 42.9 61.7 64.2 36.7 42.6 61.6 63.9
Old : 36.8 42.9 61.7 64.2 36.7 42.6 61.6 63.9
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, June 06, 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 : 21,782: 12,262 2,149 1,164 7,355 17,795 20,781 21,108: 1,001 674
Old : 21,782: 12,262 2,149 1,164 7,355 17,795 20,781 21,108: 1,001 674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 4,140: 8,222 181 -1,920 -2,112 5,770 4,190 4,031: -50 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 9.9 5.3 33.8 81.7 95.4 96.9: 4.6 3.1
Old : 100.0: 56.3 9.9 5.3 33.8 81.7 95.4 96.9: 4.6 3.1
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 : 25: 9 5 4 9 6 20 13:
Old : 25: 9 5 4 9 6 20 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 : 71.8 84.9 86.2 93.9 59.0 67.3 66.8 72.9
Old : 71.8 84.9 86.2 93.9 59.0 67.3 66.8 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 :24,132,015: 876,844 2,723,065 10,719,473 11,863,088 9,533,283 23,459,405 22,975,820: 672,610 1,156,194
Old :24,132,015: 876,844 2,723,065 10,719,473 11,863,088 9,533,283 23,459,405 22,975,820: 672,610 1,156,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 275,888: 103,067 -103,712 86,909 184,436 344,998 374,412 328,195: -98,524 -52,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 11.3 44.4 49.2 39.5 97.2 95.2: 2.8 4.8
Old : 100.0: 3.6 11.3 44.4 49.2 39.5 97.2 95.2: 2.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 58 133 154 134 153 301 343:
Old : 358: 58 133 154 134 153 301 343:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 18.4 40.4 31.2 18.8 6.8 21.9 10.1
Old : 26.8 18.4 40.4 31.2 18.8 6.8 21.9 10.1
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, June 06, 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 : 896,301: 109,177 107,718 138,145 551,808 540,319 799,129 786,182: 97,172 110,119
Old : 896,301: 109,177 107,718 138,145 551,808 540,319 799,129 786,182: 97,172 110,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 22,858: 1,491 2,845 7,830 11,846 10,410 21,168 21,085: 1,690 1,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.0 15.4 61.6 60.3 89.2 87.7: 10.8 12.3
Old : 100.0: 12.2 12.0 15.4 61.6 60.3 89.2 87.7: 10.8 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 697: 176 171 197 261 262 528 540:
Old : 697: 176 171 197 261 262 528 540:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 13.7 21.7 21.3 8.7 9.6 14.1 13.8
Old : 12.4 13.7 21.7 21.3 8.7 9.6 14.1 13.8
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, June 06, 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 : 141,357: 5,751 17,822 27,342 77,731 60,512 110,823 105,676: 30,534 35,681
Old : 141,357: 5,751 17,822 27,342 77,731 60,512 110,823 105,676: 30,534 35,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,515: 826 1,905 -2,828 1,391 -2,355 -611 -3,278: -904 1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 12.6 19.3 55.0 42.8 78.4 74.8: 21.6 25.2
Old : 100.0: 4.1 12.6 19.3 55.0 42.8 78.4 74.8: 21.6 25.2
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 : 70: 15 15 25 33 29 63 56:
Old : 70: 15 15 25 33 29 63 56:
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 29.8 37.7 43.7 20.4 22.2 28.6 31.6
Old : 24.3 29.8 37.7 43.7 20.4 22.2 28.6 31.6
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, June 06, 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 : 3,774,719: 584,116 516,467 487,029 2,370,384 2,399,033 3,441,529 3,402,529: 333,190 372,190
Old : 3,774,719: 584,116 516,467 487,029 2,370,384 2,399,033 3,441,529 3,402,529: 333,190 372,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 121,865: 13,117 14,490 43,500 52,276 63,825 108,893 121,814: 12,972 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.7 12.9 62.8 63.6 91.2 90.1: 8.8 9.9
Old : 100.0: 15.5 13.7 12.9 62.8 63.6 91.2 90.1: 8.8 9.9
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 : 678: 172 163 186 253 256 506 524:
Old : 678: 172 163 186 253 256 506 524:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 15.1 22.9 22.1 10.3 11.3 16.8 16.3
Old : 13.4 15.1 22.9 22.1 10.3 11.3 16.8 16.3
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, June 06, 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 : 90,266: 23,170 2,821 672 53,554 83,720 77,396 87,213: 12,870 3,053
Old : 90,266: 23,170 2,821 672 53,554 83,720 77,396 87,213: 12,870 3,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,118: 1,294 -73 -39 -3,089 -676 -1,834 -788: 716 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 3.1 0.7 59.3 92.7 85.7 96.6: 14.3 3.4
Old : 100.0: 25.7 3.1 0.7 59.3 92.7 85.7 96.6: 14.3 3.4
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 : 80: 14 5 3 45 34 59 42:
Old : 80: 14 5 3 45 34 59 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 47.8 48.6 69.9 34.5 47.5 48.4 69.3
Old : 34.5 47.8 48.6 69.9 34.5 47.5 48.4 69.3
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, June 06, 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 : 66,538: 29,403 10,916 2,730 26,807 45,580 58,940 59,226: 7,598 7,312
Old : 66,538: 29,403 10,916 2,730 26,807 45,580 58,940 59,226: 7,598 7,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 9,074: 3,954 1,360 624 4,137 7,417 8,715 9,401: 359 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 16.4 4.1 40.3 68.5 88.6 89.0: 11.4 11.0
Old : 100.0: 44.2 16.4 4.1 40.3 68.5 88.6 89.0: 11.4 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 : 281: 79 70 32 86 83 187 163:
Old : 281: 79 70 32 86 83 187 163:
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 : 19.3 30.0 33.9 40.8 19.3 28.3 32.8 38.9
Old : 19.3 30.0 33.9 40.8 19.3 28.3 32.8 38.9
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, June 06, 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 : 332,691: 147,016 54,581 13,650 134,036 227,899 294,701 296,130: 37,989 36,561
Old : 332,691: 147,016 54,581 13,650 134,036 227,899 294,701 296,130: 37,989 36,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 45,370: 19,771 6,800 3,118 20,687 37,087 43,575 47,005: 1,794 -1,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 16.4 4.1 40.3 68.5 88.6 89.0: 11.4 11.0
Old : 100.0: 44.2 16.4 4.1 40.3 68.5 88.6 89.0: 11.4 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 : 281: 79 70 32 86 83 187 163:
Old : 281: 79 70 32 86 83 187 163:
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 : 19.3 30.0 33.9 40.8 19.3 28.3 32.8 38.9
Old : 19.3 30.0 33.9 40.8 19.3 28.3 32.8 38.9
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, June 06, 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 : 151,650: 37,171 40,212 13,525 79,323 67,532 130,019 121,269: 21,631 30,381
Old : 151,650: 37,171 40,212 13,525 79,323 67,532 130,019 121,269: 21,631 30,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 4,982: -4,413 -983 4,712 5,227 4,212 5,525 7,941: -543 -2,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 26.5 8.9 52.3 44.5 85.7 80.0: 14.3 20.0
Old : 100.0: 24.5 26.5 8.9 52.3 44.5 85.7 80.0: 14.3 20.0
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 : 95: 27 34 19 25 31 63 73:
Old : 95: 27 34 19 25 31 63 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 34.7 52.1 44.1 37.1 33.6 49.5 42.3
Old : 39.2 34.7 52.1 44.1 37.1 33.6 49.5 42.3
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, June 06, 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 : 56,378: 16,264 11,667 5,601 22,445 32,488 44,310 49,756: 12,068 6,622
Old : 56,378: 16,264 11,667 5,601 22,445 32,488 44,310 49,756: 12,068 6,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 16,848: -1,475 -795 5,487 9,168 8,755 13,180 13,447: 3,668 3,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 20.7 9.9 39.8 57.6 78.6 88.3: 21.4 11.7
Old : 100.0: 28.8 20.7 9.9 39.8 57.6 78.6 88.3: 21.4 11.7
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 : 52: 19 8 8 17 12 40 26:
Old : 52: 19 8 8 17 12 40 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 57.4 45.8 76.6 23.6 47.9 33.1 57.2
Old : 31.7 57.4 45.8 76.6 23.6 47.9 33.1 57.2
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, June 06, 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 : 102,861: 25,579 17,690 7,875 49,471 45,241 82,925 70,806: 19,936 32,055
Old : 102,861: 25,579 17,690 7,875 49,471 45,241 82,925 70,806: 19,936 32,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 23,350: -838 4,336 6,307 7,326 8,124 12,795 18,767: 10,555 4,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 17.2 7.7 48.1 44.0 80.6 68.8: 19.4 31.2
Old : 100.0: 24.9 17.2 7.7 48.1 44.0 80.6 68.8: 19.4 31.2
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 : 93: 24 21 14 33 26 62 56:
Old : 93: 24 21 14 33 26 62 56:
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 : 29.6 21.6 41.7 35.5 27.5 18.0 38.2 30.7
Old : 29.6 21.6 41.7 35.5 27.5 18.0 38.2 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2017