MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 26,318: 1,320 4,636 2,740 21,898 18,562 25,958 25,938: 360 380
Old : 26,318: 1,320 4,636 2,740 21,898 18,562 25,958 25,938: 360 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -2,836: -280 -1,180 160 -1,996 -1,096 -2,116 -2,116: -720 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 17.6 10.4 83.2 70.5 98.6 98.6: 1.4 1.4
Old : 100.0: 5.0 17.6 10.4 83.2 70.5 98.6 98.6: 1.4 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 : 23: 2 9 5 9 7 16 17:
Old : 23: 2 9 5 9 7 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.2 65.7 94.3 88.9 53.6 37.7 55.1 50.6
Old : 83.2 65.7 94.3 88.9 53.6 37.7 55.1 50.6
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, July 03, 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 : 7,174: 751 1,268 968 4,424 4,560 6,144 6,797: 1,031 378
Old : 7,174: 751 1,268 968 4,424 4,560 6,144 6,797: 1,031 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -1,045: -58 -160 -162 -681 -724 -901 -1,047: -144 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 17.7 13.5 61.7 63.6 85.6 94.7: 14.4 5.3
Old : 100.0: 10.5 17.7 13.5 61.7 63.6 85.6 94.7: 14.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 9 6 11 19 18 32 31:
Old : 39: 9 6 11 19 18 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 46.8 52.8 62.7 34.7 42.3 49.0 55.0
Old : 34.7 46.8 52.8 62.7 34.7 42.3 49.0 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 48,367: 15,421 4,014 14,227 14,011 19,773 43,659 38,013: 4,708 10,354
Old : 48,367: 15,421 4,014 14,227 14,011 19,773 43,659 38,013: 4,708 10,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -5,355: -2,281 -1,804 -1,127 -2,043 -2,440 -5,451 -5,371: 96 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 8.3 29.4 29.0 40.9 90.3 78.6: 9.7 21.4
Old : 100.0: 31.9 8.3 29.4 29.0 40.9 90.3 78.6: 9.7 21.4
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 : 84: 20 24 32 30 35 68 73:
Old : 84: 20 24 32 30 35 68 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 : 31.0 23.6 48.2 38.2 30.0 21.0 43.5 27.4
Old : 31.0 23.6 48.2 38.2 30.0 21.0 43.5 27.4
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, July 03, 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 : 9,176: 382 594 1,704 6,142 6,142 8,228 8,440: 948 736
Old : 9,176: 382 594 1,704 6,142 6,142 8,228 8,440: 948 736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -1,143: -127 -314 -273 -814 -532 -1,214 -1,119: 71 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 6.5 18.6 66.9 66.9 89.7 92.0: 10.3 8.0
Old : 100.0: 4.2 6.5 18.6 66.9 66.9 89.7 92.0: 10.3 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 : 39: 4 8 9 26 17 37 27:
Old : 39: 4 8 9 26 17 37 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 36.8 50.8 57.8 29.9 28.7 44.5 38.2
Old : 29.9 36.8 50.8 57.8 29.9 28.7 44.5 38.2
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, July 03, 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 : 333,700: 106,473 23,099 90,245 108,545 171,695 305,263 285,039: 28,437 48,661
Old : 229,108: 84,254 30,236 58,347 69,292 108,706 211,893 197,289: 17,215 31,819
Other: 104,592: 34,154 4,799 19,962 39,254 62,989 93,370 87,749: 11,222 16,842
: : :
: : Changes in Commitments from: June 27, 2017 :
: 21,722: 10,391 -564 4,238 4,964 15,246 19,592 18,920: 2,130 2,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 6.9 27.0 32.5 51.5 91.5 85.4: 8.5 14.6
Old : 100.0: 36.8 13.2 25.5 30.2 47.4 92.5 86.1: 7.5 13.9
Other: 100.0: 32.7 4.6 19.1 37.5 60.2 89.3 83.9: 10.7 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 144 63 125 86 104 287 247:
Old : 326: 128 79 104 73 101 253 236:
Other: 210: 79 29 56 63 79 165 145:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 16.9 21.7 23.9 13.3 15.9 21.1 22.3
Old : 13.4 17.6 22.5 25.3 13.3 16.4 21.9 22.7
Other: 24.1 17.9 35.7 27.6 23.7 15.3 34.2 24.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 448,956: 164,830 15,953 115,337 137,164 253,234 417,331 384,524: 31,625 64,432
Old : 448,956: 164,830 15,953 115,337 137,164 253,234 417,331 384,524: 31,625 64,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -9,133: -8,520 -594 -2,262 3,623 -4,813 -7,159 -7,669: -1,974 -1,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 3.6 25.7 30.6 56.4 93.0 85.6: 7.0 14.4
Old : 100.0: 36.7 3.6 25.7 30.6 56.4 93.0 85.6: 7.0 14.4
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 : 435: 150 68 136 137 178 358 330:
Old : 435: 150 68 136 137 178 358 330:
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 : 14.6 19.5 23.2 26.1 14.6 19.1 22.8 24.8
Old : 14.6 19.5 23.2 26.1 14.6 19.1 22.8 24.8
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, July 03, 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 : 4,025: 932 985 694 1,126 1,515 2,752 3,194: 1,273 831
Old : 4,025: 932 985 694 1,126 1,515 2,752 3,194: 1,273 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -617: -266 -153 -214 -92 -169 -572 -536: -45 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 24.5 17.3 28.0 37.6 68.4 79.3: 31.6 20.7
Old : 100.0: 23.2 24.5 17.3 28.0 37.6 68.4 79.3: 31.6 20.7
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 : 50: 13 11 11 16 19 35 38:
Old : 50: 13 11 11 16 19 35 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 : 27.3 38.2 40.7 52.0 25.9 33.5 35.0 44.1
Old : 27.3 38.2 40.7 52.0 25.9 33.5 35.0 44.1
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, July 03, 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 : 72,109: 27,497 7,761 20,164 15,449 20,293 63,110 48,218: 8,998 23,891
Old : 72,109: 27,497 7,761 20,164 15,449 20,293 63,110 48,218: 8,998 23,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 800: -35 359 -315 906 771 557 815: 244 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 10.8 28.0 21.4 28.1 87.5 66.9: 12.5 33.1
Old : 100.0: 38.1 10.8 28.0 21.4 28.1 87.5 66.9: 12.5 33.1
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 : 228: 67 46 64 68 93 172 175:
Old : 228: 67 46 64 68 93 172 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 11.0 28.7 18.8 16.7 8.6 26.7 13.1
Old : 17.4 11.0 28.7 18.8 16.7 8.6 26.7 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 30,495: 781 14,136 5,607 23,130 9,137 29,518 28,879: 977 1,616
Old : 30,495: 781 14,136 5,607 23,130 9,137 29,518 28,879: 977 1,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -4,547: -96 -2,939 -990 -3,663 -699 -4,749 -4,629: 202 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 46.4 18.4 75.8 30.0 96.8 94.7: 3.2 5.3
Old : 100.0: 2.6 46.4 18.4 75.8 30.0 96.8 94.7: 3.2 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 7 17 16 23 20 42 41:
Old : 55: 7 17 16 23 20 42 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 : 42.8 43.7 63.5 63.4 41.4 43.1 60.4 58.8
Old : 42.8 43.7 63.5 63.4 41.4 43.1 60.4 58.8
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, July 03, 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 : 34,534: 4,001 7,795 90 29,101 25,650 33,192 33,535: 1,342 999
Old : 34,534: 4,001 7,795 90 29,101 25,650 33,192 33,535: 1,342 999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 1,403: -905 2,221 0 2,112 -812 1,207 1,409: 196 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 22.6 0.3 84.3 74.3 96.1 97.1: 3.9 2.9
Old : 100.0: 11.6 22.6 0.3 84.3 74.3 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 : 34: 9 11 1 9 6 18 18:
Old : 34: 9 11 1 9 6 18 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 : 76.8 72.4 90.6 93.1 76.8 72.4 90.6 93.1
Old : 76.8 72.4 90.6 93.1 76.8 72.4 90.6 93.1
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, July 03, 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 : 175,691: 30,980 69,367 20,446 87,950 55,991 139,376 145,804: 36,314 29,886
Old : 175,691: 30,980 69,367 20,446 87,950 55,991 139,376 145,804: 36,314 29,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 7,290: 4,143 -6,967 4,560 -5,137 11,494 3,566 9,087: 3,724 -1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 39.5 11.6 50.1 31.9 79.3 83.0: 20.7 17.0
Old : 100.0: 17.6 39.5 11.6 50.1 31.9 79.3 83.0: 20.7 17.0
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 : 96: 30 22 23 30 33 71 69:
Old : 96: 30 22 23 30 33 71 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 30.6 40.7 43.4 27.3 30.2 37.3 42.2
Old : 28.3 30.6 40.7 43.4 27.3 30.2 37.3 42.2
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, July 03, 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 : 39,567: 11,059 10,924 1,033 9,475 12,248 21,567 24,205: 18,000 15,362
Old : 39,567: 11,059 10,924 1,033 9,475 12,248 21,567 24,205: 18,000 15,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 1,206: -345 -4,782 -263 -1,069 4,473 -1,677 -572: 2,883 1,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 27.6 2.6 23.9 31.0 54.5 61.2: 45.5 38.8
Old : 100.0: 28.0 27.6 2.6 23.9 31.0 54.5 61.2: 45.5 38.8
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: 12 6 4 6 9 19 18:
Old : 31: 12 6 4 6 9 19 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 : 31.4 37.5 40.9 48.7 31.3 37.5 40.8 48.7
Old : 31.4 37.5 40.9 48.7 31.3 37.5 40.8 48.7
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, July 03, 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 : 211,430: 119,401 34,409 2,229 77,253 171,346 198,883 207,985: 12,547 3,445
Old : 211,430: 119,401 34,409 2,229 77,253 171,346 198,883 207,985: 12,547 3,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -2,084: -6,618 -10,381 812 -255 7,147 -6,061 -2,422: 3,977 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 16.3 1.1 36.5 81.0 94.1 98.4: 5.9 1.6
Old : 100.0: 56.5 16.3 1.1 36.5 81.0 94.1 98.4: 5.9 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 80 30 10 20 25 108 58:
Old : 148: 80 30 10 20 25 108 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 67.9 55.7 82.7 37.1 67.9 55.7 82.5
Old : 37.1 67.9 55.7 82.7 37.1 67.9 55.7 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 243,488: 52,345 79,610 29,976 129,333 103,493 211,654 213,078: 31,834 30,410
Old : 243,488: 52,345 79,610 29,976 129,333 103,493 211,654 213,078: 31,834 30,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 17,870: 6,047 -2,162 6,195 561 15,252 12,804 19,286: 5,066 -1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 32.7 12.3 53.1 42.5 86.9 87.5: 13.1 12.5
Old : 100.0: 21.5 32.7 12.3 53.1 42.5 86.9 87.5: 13.1 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 32 29 25 31 43 76 84:
Old : 114: 32 29 25 31 43 76 84:
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 30.8 51.1 43.5 38.8 30.0 44.9 39.7
Old : 40.5 30.8 51.1 43.5 38.8 30.0 44.9 39.7
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, July 03, 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 : 252,293: 40,670 113,384 28,267 163,242 68,287 232,179 209,938: 20,114 42,355
Old : 252,293: 40,670 113,384 28,267 163,242 68,287 232,179 209,938: 20,114 42,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 29,367: 5,101 16,833 4,208 20,029 6,067 29,338 27,107: 29 2,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 44.9 11.2 64.7 27.1 92.0 83.2: 8.0 16.8
Old : 100.0: 16.1 44.9 11.2 64.7 27.1 92.0 83.2: 8.0 16.8
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 : 122: 29 46 26 33 34 73 95:
Old : 122: 29 46 26 33 34 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 : 40.1 33.1 52.5 42.9 38.3 32.5 49.0 40.4
Old : 40.1 33.1 52.5 42.9 38.3 32.5 49.0 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 499,733: 183,939 106,071 51,869 181,873 280,279 417,680 438,218: 82,053 61,514
Old : 499,733: 183,939 106,071 51,869 181,873 280,279 417,680 438,218: 82,053 61,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 25,737: 4,362 -13,351 3,436 11,150 36,428 18,948 26,513: 6,789 -776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 21.2 10.4 36.4 56.1 83.6 87.7: 16.4 12.3
Old : 100.0: 36.8 21.2 10.4 36.4 56.1 83.6 87.7: 16.4 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 : 264: 103 64 63 68 70 201 168:
Old : 264: 103 64 63 68 70 201 168:
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 28.1 28.0 40.7 19.1 26.6 26.6 37.2
Old : 19.3 28.1 28.0 40.7 19.1 26.6 26.6 37.2
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, July 03, 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 : 33,598: 12,709 3,726 1,158 7,402 24,572 21,269 29,456: 12,329 4,142
Old : 33,598: 12,709 3,726 1,158 7,402 24,572 21,269 29,456: 12,329 4,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -1,187: -945 -1,344 -65 -123 205 -1,133 -1,204: -54 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 11.1 3.4 22.0 73.1 63.3 87.7: 36.7 12.3
Old : 100.0: 37.8 11.1 3.4 22.0 73.1 63.3 87.7: 36.7 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 : 20: 6 4 3 9 5 17 10:
Old : 20: 6 4 3 9 5 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 82.7 51.2 87.6 37.6 80.6 50.3 83.6
Old : 38.0 82.7 51.2 87.6 37.6 80.6 50.3 83.6
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, July 03, 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 : 20,251: 10,389 6,365 0 8,643 12,615 19,032 18,980: 1,219 1,271
Old : 20,251: 10,389 6,365 0 8,643 12,615 19,032 18,980: 1,219 1,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 1,672: 749 1,007 0 1,171 -2 1,920 1,005: -248 667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 31.4 0.0 42.7 62.3 94.0 93.7: 6.0 6.3
Old : 100.0: 51.3 31.4 0.0 42.7 62.3 94.0 93.7: 6.0 6.3
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 : 35: 11 15 0 7 5 18 20:
Old : 35: 11 15 0 7 5 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 68.5 84.0 80.1 67.8 64.8 78.2 74.8
Old : 68.0 68.5 84.0 80.1 67.8 64.8 78.2 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 57,560: 44,484 15,351 142 6,245 37,544 50,871 53,037: 6,689 4,523
Old : 57,560: 44,484 15,351 142 6,245 37,544 50,871 53,037: 6,689 4,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 136: -517 -4,417 45 -136 4,838 -608 466: 744 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 26.7 0.2 10.8 65.2 88.4 92.1: 11.6 7.9
Old : 100.0: 77.3 26.7 0.2 10.8 65.2 88.4 92.1: 11.6 7.9
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 : 93: 43 28 4 5 17 50 47:
Old : 93: 43 28 4 5 17 50 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 : 43.9 48.6 60.5 64.1 43.9 48.6 60.4 64.1
Old : 43.9 48.6 60.5 64.1 43.9 48.6 60.4 64.1
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, July 03, 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 : 26,755: 20,765 1,641 1,437 3,456 22,657 25,658 25,735: 1,097 1,020
Old : 26,755: 20,765 1,641 1,437 3,456 22,657 25,658 25,735: 1,097 1,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -2,780: -2,835 -1,946 -139 1 -804 -2,973 -2,889: 193 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 6.1 5.4 12.9 84.7 95.9 96.2: 4.1 3.8
Old : 100.0: 77.6 6.1 5.4 12.9 84.7 95.9 96.2: 4.1 3.8
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 : 27: 13 6 2 4 7 17 15:
Old : 27: 13 6 2 4 7 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 82.6 89.3 90.5 69.3 68.4 74.7 75.2
Old : 79.8 82.6 89.3 90.5 69.3 68.4 74.7 75.2
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, July 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :21,872,753: 774,176 2,065,055 9,374,761 11,039,100 9,172,038 21,188,036 20,611,854: 684,717 1,260,899
Old :21,872,753: 774,176 2,065,055 9,374,761 11,039,100 9,172,038 21,188,036 20,611,854: 684,717 1,260,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 580,644: 73,797 -6,754 360,932 120,131 126,999 554,859 481,176: 25,784 99,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 9.4 42.9 50.5 41.9 96.9 94.2: 3.1 5.8
Old : 100.0: 3.5 9.4 42.9 50.5 41.9 96.9 94.2: 3.1 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 : 337: 49 127 149 121 148 276 330:
Old : 337: 49 127 149 121 148 276 330:
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 18.0 40.8 30.0 19.0 7.2 21.8 9.9
Old : 27.1 18.0 40.8 30.0 19.0 7.2 21.8 9.9
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, July 03, 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 : 749,328: 99,992 87,380 101,704 458,122 470,233 659,818 659,316: 89,510 90,012
Old : 749,328: 99,992 87,380 101,704 458,122 470,233 659,818 659,316: 89,510 90,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -7,573: 30 -9,793 -2,928 -4,577 4,602 -7,475 -8,119: -98 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 11.7 13.6 61.1 62.8 88.1 88.0: 11.9 12.0
Old : 100.0: 13.3 11.7 13.6 61.1 62.8 88.1 88.0: 11.9 12.0
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 : 661: 175 156 174 239 254 490 509:
Old : 661: 175 156 174 239 254 490 509:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 13.6 22.9 21.6 12.0 12.3 18.8 17.8
Old : 13.6 13.6 22.9 21.6 12.0 12.3 18.8 17.8
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, July 03, 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 : 84,378: 4,356 4,887 17,604 32,194 42,776 54,155 65,268: 30,223 19,110
Old : 84,378: 4,356 4,887 17,604 32,194 42,776 54,155 65,268: 30,223 19,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 2,851: 86 -60 99 2,287 2,694 2,472 2,734: 379 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 5.8 20.9 38.2 50.7 64.2 77.4: 35.8 22.6
Old : 100.0: 5.2 5.8 20.9 38.2 50.7 64.2 77.4: 35.8 22.6
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 : 62: 14 13 23 24 28 51 52:
Old : 62: 14 13 23 24 28 51 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 27.3 30.0 41.6 12.8 22.1 18.7 31.1
Old : 17.1 27.3 30.0 41.6 12.8 22.1 18.7 31.1
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, July 03, 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 : 3,324,750: 480,797 415,081 417,880 2,129,640 2,137,282 3,028,317 2,970,243: 296,434 354,507
Old : 3,324,750: 480,797 415,081 417,880 2,129,640 2,137,282 3,028,317 2,970,243: 296,434 354,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -52,122: 224 -48,161 -15,642 -34,319 9,539 -49,737 -54,264: -2,385 2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.5 12.6 64.1 64.3 91.1 89.3: 8.9 10.7
Old : 100.0: 14.5 12.5 12.6 64.1 64.3 91.1 89.3: 8.9 10.7
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 : 643: 170 149 163 235 248 473 492:
Old : 643: 170 149 163 235 248 473 492:
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 : 15.2 14.2 24.9 22.2 13.4 12.7 20.8 18.7
Old : 15.2 14.2 24.9 22.2 13.4 12.7 20.8 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 15,483: 10,000 814 0 3,631 13,947 13,631 14,761: 1,852 722
Old : 15,483: 10,000 814 0 3,631 13,947 13,631 14,761: 1,852 722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 460: 358 165 0 127 321 485 486: -25 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 5.3 0.0 23.5 90.1 88.0 95.3: 12.0 4.7
Old : 100.0: 64.6 5.3 0.0 23.5 90.1 88.0 95.3: 12.0 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 2 0 6 8 12 10:
Old : 20: 6 2 0 6 8 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 71.4 81.7 92.0 68.3 71.4 78.9 89.3
Old : 69.1 71.4 81.7 92.0 68.3 71.4 78.9 89.3
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, July 03, 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 : 94,441: 23,698 2,275 930 57,138 87,697 81,766 90,902: 12,675 3,539
Old : 94,441: 23,698 2,275 930 57,138 87,697 81,766 90,902: 12,675 3,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 910: -177 -432 -911 1,429 2,335 341 992: 569 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.4 1.0 60.5 92.9 86.6 96.3: 13.4 3.7
Old : 100.0: 25.1 2.4 1.0 60.5 92.9 86.6 96.3: 13.4 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 14 5 5 41 35 55 45:
Old : 79: 14 5 5 41 35 55 45:
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 : 36.7 41.9 51.7 64.6 36.7 41.8 51.4 64.2
Old : 36.7 41.9 51.7 64.6 36.7 41.8 51.4 64.2
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, July 03, 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 : 61,718: 21,327 13,179 2,461 30,041 38,741 53,829 54,381: 7,889 7,338
Old : 61,718: 21,327 13,179 2,461 30,041 38,741 53,829 54,381: 7,889 7,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 1,517: -1,461 1,105 -103 3,041 422 1,476 1,424: 40 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 21.4 4.0 48.7 62.8 87.2 88.1: 12.8 11.9
Old : 100.0: 34.6 21.4 4.0 48.7 62.8 87.2 88.1: 12.8 11.9
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 : 276: 72 79 28 67 84 154 176:
Old : 276: 72 79 28 67 84 154 176:
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 : 32.5 23.0 43.7 32.5 32.4 22.9 42.9 32.3
Old : 32.5 23.0 43.7 32.5 32.4 22.9 42.9 32.3
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, July 03, 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 : 308,592: 106,636 65,895 12,305 150,204 193,704 269,146 271,904: 39,446 36,688
Old : 308,592: 106,636 65,895 12,305 150,204 193,704 269,146 271,904: 39,446 36,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 7,584: -7,307 5,524 -515 15,204 2,110 7,382 7,118: 201 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 21.4 4.0 48.7 62.8 87.2 88.1: 12.8 11.9
Old : 100.0: 34.6 21.4 4.0 48.7 62.8 87.2 88.1: 12.8 11.9
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 : 276: 72 79 28 67 84 154 176:
Old : 276: 72 79 28 67 84 154 176:
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 : 32.5 23.0 43.7 32.5 32.4 22.9 42.9 32.3
Old : 32.5 23.0 43.7 32.5 32.4 22.9 42.9 32.3
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, July 03, 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 : 125,836: 55,652 24,281 14,757 26,186 63,401 96,594 102,439: 29,241 23,397
Old : 125,836: 55,652 24,281 14,757 26,186 63,401 96,594 102,439: 29,241 23,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 16,867: 6,881 -4,754 4,222 3,351 20,273 14,454 19,741: 2,412 -2,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 19.3 11.7 20.8 50.4 76.8 81.4: 23.2 18.6
Old : 100.0: 44.2 19.3 11.7 20.8 50.4 76.8 81.4: 23.2 18.6
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 : 92: 35 26 20 21 26 66 62:
Old : 92: 35 26 20 21 26 66 62:
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 : 16.2 27.1 29.7 38.6 16.2 21.7 27.2 32.2
Old : 16.2 27.1 29.7 38.6 16.2 21.7 27.2 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 36,443: 13,172 6,605 0 15,040 26,946 28,212 33,551: 8,231 2,892
Old : 36,443: 13,172 6,605 0 15,040 26,946 28,212 33,551: 8,231 2,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -402: 639 -327 0 -705 106 -66 -221: -336 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 18.1 0.0 41.3 73.9 77.4 92.1: 22.6 7.9
Old : 100.0: 36.1 18.1 0.0 41.3 73.9 77.4 92.1: 22.6 7.9
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 : 42: 13 6 0 16 11 29 17:
Old : 42: 13 6 0 16 11 29 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 78.3 46.9 85.5 31.5 78.3 46.9 85.2
Old : 31.5 78.3 46.9 85.5 31.5 78.3 46.9 85.2
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, July 03, 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 : 67,437: 16,924 9,004 1,126 37,996 19,818 56,046 29,948: 11,391 37,489
Old : 67,437: 16,924 9,004 1,126 37,996 19,818 56,046 29,948: 11,391 37,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -1,983: 2,532 31 123 -5,766 2,935 -3,111 3,089: 1,128 -5,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 13.4 1.7 56.3 29.4 83.1 44.4: 16.9 55.6
Old : 100.0: 25.1 13.4 1.7 56.3 29.4 83.1 44.4: 16.9 55.6
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 : 73: 27 9 5 27 18 55 31:
Old : 73: 27 9 5 27 18 55 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 25.7 45.8 32.7 35.9 25.3 45.6 32.2
Old : 35.9 25.7 45.8 32.7 35.9 25.3 45.6 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 82,411: 6,158 16,562 20,834 55,393 45,015 82,385 82,411: 26 0
Old : 82,411: 6,158 16,562 20,834 55,393 45,015 82,385 82,411: 26 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 1,864: -2,578 1,140 202 4,261 522 1,885 1,864: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 20.1 25.3 67.2 54.6 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 20.1 25.3 67.2 54.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 3 2 11 13 16 16:
Old : 20: 3 3 2 11 13 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.0 82.8 95.9 94.4 35.8 30.4 36.7 35.3
Old : 84.0 82.8 95.9 94.4 35.8 30.4 36.7 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2017