MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,796: 2,360 3,960 520 14,756 13,156 17,636 17,636: 160 160
Old : 17,796: 2,360 3,960 520 14,756 13,156 17,636 17,636: 160 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -80: 0 200 -120 40 -160 -80 -80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 22.3 2.9 82.9 73.9 99.1 99.1: 0.9 0.9
Old : 100.0: 13.3 22.3 2.9 82.9 73.9 99.1 99.1: 0.9 0.9
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 : 21: 1 10 2 6 8 9 19:
Old : 21: 1 10 2 6 8 9 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 : 91.8 63.1 98.2 83.6 69.5 40.9 69.5 58.8
Old : 91.8 63.1 98.2 83.6 69.5 40.9 69.5 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,931: 529 1,472 305 6,054 5,247 6,888 7,024: 1,043 907
Old : 7,931: 529 1,472 305 6,054 5,247 6,888 7,024: 1,043 907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 101: 11 -76 91 -24 49 78 64: 23 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 18.6 3.8 76.3 66.2 86.8 88.6: 13.2 11.4
Old : 100.0: 6.7 18.6 3.8 76.3 66.2 86.8 88.6: 13.2 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 : 40: 3 11 6 19 18 27 30:
Old : 40: 3 11 6 19 18 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 42.4 69.6 56.5 50.3 41.5 67.6 52.7
Old : 51.7 42.4 69.6 56.5 50.3 41.5 67.6 52.7
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,551: 11,580 9,912 554 10,261 9,481 22,395 19,947: 2,156 4,604
Old : 24,551: 11,580 9,912 554 10,261 9,481 22,395 19,947: 2,156 4,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 408: 231 131 39 -122 390 148 560: 260 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 40.4 2.3 41.8 38.6 91.2 81.2: 8.8 18.8
Old : 100.0: 47.2 40.4 2.3 41.8 38.6 91.2 81.2: 8.8 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 18 24 15 21 20 49 49:
Old : 74: 18 24 15 21 20 49 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 33.7 65.7 52.4 48.7 33.7 65.0 52.2
Old : 49.3 33.7 65.7 52.4 48.7 33.7 65.0 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,708: 784 2,047 345 5,934 4,513 7,063 6,905: 645 803
Old : 7,708: 784 2,047 345 5,934 4,513 7,063 6,905: 645 803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 282: -60 229 63 255 6 258 298: 24 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 26.6 4.5 77.0 58.5 91.6 89.6: 8.4 10.4
Old : 100.0: 10.2 26.6 4.5 77.0 58.5 91.6 89.6: 8.4 10.4
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 : 43: 3 12 8 21 19 31 32:
Old : 43: 3 12 8 21 19 31 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 : 46.8 31.7 69.1 55.2 45.0 31.2 67.3 50.2
Old : 46.8 31.7 69.1 55.2 45.0 31.2 67.3 50.2
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 227,165: 65,465 48,738 49,513 93,710 93,964 208,688 192,215: 18,477 34,950
Old : 216,332: 62,880 50,713 45,300 91,867 87,050 200,047 183,063: 16,285 33,269
Other: 10,833: 6,417 1,857 381 1,843 6,914 8,641 9,152: 2,192 1,681
: : :
: : Changes in Commitments from: February 13, 2018 :
: -8,617: -3,890 -442 -1,280 -2,296 -4,870 -7,466 -6,592: -1,151 -2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 21.5 21.8 41.3 41.4 91.9 84.6: 8.1 15.4
Old : 100.0: 29.1 23.4 20.9 42.5 40.2 92.5 84.6: 7.5 15.4
Other: 100.0: 59.2 17.1 3.5 17.0 63.8 79.8 84.5: 20.2 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 83 90 110 59 91 213 241:
Old : 300: 82 94 105 50 90 199 239:
Other: 85: 25 17 5 17 33 43 55:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 14.3 29.2 21.6 16.6 13.9 28.2 20.4
Old : 18.5 14.0 29.7 21.1 17.8 13.5 29.0 19.8
Other: 29.9 40.5 44.6 51.6 29.9 40.5 44.4 51.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 374,545: 154,727 47,708 52,660 140,215 224,776 347,602 325,144: 26,943 49,401
Old : 374,545: 154,727 47,708 52,660 140,215 224,776 347,602 325,144: 26,943 49,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 7,395: 10,485 3,780 -622 -2,993 2,896 6,870 6,054: 525 1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 12.7 14.1 37.4 60.0 92.8 86.8: 7.2 13.2
Old : 100.0: 41.3 12.7 14.1 37.4 60.0 92.8 86.8: 7.2 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 140 88 114 105 167 306 326:
Old : 434: 140 88 114 105 167 306 326:
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 19.5 28.8 27.7 17.1 19.2 28.7 26.4
Old : 17.1 19.5 28.8 27.7 17.1 19.2 28.7 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,301: 3,956 1,858 465 1,047 3,685 5,468 6,008: 1,833 1,293
Old : 7,301: 3,956 1,858 465 1,047 3,685 5,468 6,008: 1,833 1,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -218: -110 -105 -111 -65 -47 -286 -263: 68 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 25.4 6.4 14.3 50.5 74.9 82.3: 25.1 17.7
Old : 100.0: 54.2 25.4 6.4 14.3 50.5 74.9 82.3: 25.1 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 34 11 8 16 24 55 42:
Old : 78: 34 11 8 16 24 55 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 : 26.1 37.5 36.3 54.3 26.1 36.8 36.1 53.7
Old : 26.1 37.5 36.3 54.3 26.1 36.8 36.1 53.7
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 57,667: 25,263 13,799 10,020 14,024 14,943 49,307 38,762: 8,360 18,905
Old : 57,667: 25,263 13,799 10,020 14,024 14,943 49,307 38,762: 8,360 18,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 2,270: 856 870 958 -329 -740 1,485 1,088: 785 1,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 23.9 17.4 24.3 25.9 85.5 67.2: 14.5 32.8
Old : 100.0: 43.8 23.9 17.4 24.3 25.9 85.5 67.2: 14.5 32.8
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 : 224: 61 54 68 36 69 143 166:
Old : 224: 61 54 68 36 69 143 166:
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 : 17.2 16.5 27.8 23.3 16.9 11.5 24.9 17.0
Old : 17.2 16.5 27.8 23.3 16.9 11.5 24.9 17.0
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,857: 145 2,866 73 2,562 610 2,780 3,549: 1,077 308
Old : 3,857: 145 2,866 73 2,562 610 2,780 3,549: 1,077 308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -60: 12 19 5 -77 -84 -60 -60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 74.3 1.9 66.4 15.8 72.1 92.0: 27.9 8.0
Old : 100.0: 3.8 74.3 1.9 66.4 15.8 72.1 92.0: 27.9 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 : 22: 3 5 3 11 5 16 12:
Old : 22: 3 5 3 11 5 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 77.8 63.4 91.1 45.2 77.8 63.4 89.7
Old : 45.2 77.8 63.4 91.1 45.2 77.8 63.4 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,034: 1,990 13,738 490 24,978 12,187 27,458 26,415: 576 1,619
Old : 28,034: 1,990 13,738 490 24,978 12,187 27,458 26,415: 576 1,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -20: 1 26 -32 7 31 -24 25: 4 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 49.0 1.7 89.1 43.5 97.9 94.2: 2.1 5.8
Old : 100.0: 7.1 49.0 1.7 89.1 43.5 97.9 94.2: 2.1 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 : 64: 9 21 11 19 26 38 48:
Old : 64: 9 21 11 19 26 38 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 : 68.3 43.8 85.8 66.5 66.7 43.8 83.5 65.9
Old : 68.3 43.8 85.8 66.5 66.7 43.8 83.5 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,016: 17,568 142 11 29,842 47,940 47,421 48,093: 1,595 923
Old : 49,016: 17,568 142 11 29,842 47,940 47,421 48,093: 1,595 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -406: -808 -444 11 442 5 -355 -428: -51 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 0.3 0.0 60.9 97.8 96.7 98.1: 3.3 1.9
Old : 100.0: 35.8 0.3 0.0 60.9 97.8 96.7 98.1: 3.3 1.9
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 : 29: 16 1 1 6 7 22 9:
Old : 29: 16 1 1 6 7 22 9:
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 91.7 88.3 98.1 79.8 91.2 88.3 97.6
Old : 79.8 91.7 88.3 98.1 79.8 91.2 88.3 97.6
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 144,832: 49,373 26,246 4,592 52,401 95,370 106,366 126,208: 38,466 18,624
Old : 144,832: 49,373 26,246 4,592 52,401 95,370 106,366 126,208: 38,466 18,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -10,430: -13,162 -3,760 867 68 -7,207 -12,227 -10,100: 1,797 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 18.1 3.2 36.2 65.8 73.4 87.1: 26.6 12.9
Old : 100.0: 34.1 18.1 3.2 36.2 65.8 73.4 87.1: 26.6 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 29 22 14 27 25 64 53:
Old : 89: 29 22 14 27 25 64 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 47.9 36.3 61.8 22.7 47.9 33.7 61.2
Old : 23.9 47.9 36.3 61.8 22.7 47.9 33.7 61.2
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 69,137: 17,063 32,851 1,233 37,672 22,105 55,968 56,189: 13,169 12,948
Old : 69,137: 17,063 32,851 1,233 37,672 22,105 55,968 56,189: 13,169 12,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -5,514: -700 -4,837 143 -4,276 -1,060 -4,833 -5,754: -681 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 47.5 1.8 54.5 32.0 81.0 81.3: 19.0 18.7
Old : 100.0: 24.7 47.5 1.8 54.5 32.0 81.0 81.3: 19.0 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 : 44: 11 15 3 11 12 23 29:
Old : 44: 11 15 3 11 12 23 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 43.5 66.5 58.0 54.6 43.5 66.5 57.9
Old : 54.6 43.5 66.5 58.0 54.6 43.5 66.5 57.9
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 196,447: 127,065 32,244 638 61,812 159,534 189,515 192,416: 6,932 4,031
Old : 196,447: 127,065 32,244 638 61,812 159,534 189,515 192,416: 6,932 4,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -70: 4,303 6,260 -51 -4,832 -6,215 -580 -6: 510 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 16.4 0.3 31.5 81.2 96.5 97.9: 3.5 2.1
Old : 100.0: 64.7 16.4 0.3 31.5 81.2 96.5 97.9: 3.5 2.1
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 : 135: 64 42 3 12 19 77 63:
Old : 135: 64 42 3 12 19 77 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 64.3 70.0 79.9 54.7 64.3 69.9 79.9
Old : 54.7 64.3 70.0 79.9 54.7 64.3 69.9 79.9
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 188,118: 57,953 50,150 5,778 87,531 109,673 151,262 165,601: 36,856 22,517
Old : 188,118: 57,953 50,150 5,778 87,531 109,673 151,262 165,601: 36,856 22,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -5,208: -6,211 926 -903 1,951 -6,322 -5,163 -6,299: -45 1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 26.7 3.1 46.5 58.3 80.4 88.0: 19.6 12.0
Old : 100.0: 30.8 26.7 3.1 46.5 58.3 80.4 88.0: 19.6 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 : 117: 38 27 17 31 33 78 70:
Old : 117: 38 27 17 31 33 78 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 46.4 39.6 57.2 30.1 44.3 39.2 55.2
Old : 30.5 46.4 39.6 57.2 30.1 44.3 39.2 55.2
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 271,271: 45,634 153,972 4,348 184,131 86,808 234,113 245,128: 37,158 26,143
Old : 271,271: 45,634 153,972 4,348 184,131 86,808 234,113 245,128: 37,158 26,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 11,101: 3,335 -3,836 1,249 3,624 13,462 8,208 10,875: 2,893 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 56.8 1.6 67.9 32.0 86.3 90.4: 13.7 9.6
Old : 100.0: 16.8 56.8 1.6 67.9 32.0 86.3 90.4: 13.7 9.6
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 : 124: 39 32 21 39 33 88 76:
Old : 124: 39 32 21 39 33 88 76:
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 : 45.6 48.2 55.0 64.3 45.3 48.2 54.5 64.3
Old : 45.6 48.2 55.0 64.3 45.3 48.2 54.5 64.3
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 567,534: 229,273 103,147 13,231 237,072 405,640 479,576 522,018: 87,958 45,516
Old : 567,534: 229,273 103,147 13,231 237,072 405,640 479,576 522,018: 87,958 45,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 3,301: -1,512 -349 -292 1,416 -5,999 -388 -6,640: 3,689 9,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 18.2 2.3 41.8 71.5 84.5 92.0: 15.5 8.0
Old : 100.0: 40.4 18.2 2.3 41.8 71.5 84.5 92.0: 15.5 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 116 47 50 74 58 200 146:
Old : 261: 116 47 50 74 58 200 146:
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 : 20.0 48.4 30.7 65.1 19.4 47.7 30.1 64.4
Old : 20.0 48.4 30.7 65.1 19.4 47.7 30.1 64.4
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 35,425: 12,559 6,648 48 8,037 24,548 20,644 31,244: 14,781 4,181
Old : 35,425: 12,559 6,648 48 8,037 24,548 20,644 31,244: 14,781 4,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -4: 699 -294 -2 -301 300 396 4: -400 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 18.8 0.1 22.7 69.3 58.3 88.2: 41.7 11.8
Old : 100.0: 35.5 18.8 0.1 22.7 69.3 58.3 88.2: 41.7 11.8
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: 9 6 3 9 9 20 16:
Old : 27: 9 6 3 9 9 20 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 : 33.1 72.9 43.3 82.1 31.6 72.9 41.4 81.0
Old : 33.1 72.9 43.3 82.1 31.6 72.9 41.4 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,953: 12,356 4,648 717 5,315 16,149 18,388 21,514: 7,565 4,439
Old : 25,953: 12,356 4,648 717 5,315 16,149 18,388 21,514: 7,565 4,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -103: 1,585 -1,836 358 -1,837 1,034 106 -444: -209 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 17.9 2.8 20.5 62.2 70.9 82.9: 29.1 17.1
Old : 100.0: 47.6 17.9 2.8 20.5 62.2 70.9 82.9: 29.1 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 : 21: 7 5 4 8 7 16 15:
Old : 21: 7 5 4 8 7 16 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 : 44.8 66.6 59.3 76.8 44.5 63.8 56.0 71.7
Old : 44.8 66.6 59.3 76.8 44.5 63.8 56.0 71.7
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,697: 17,871 15,453 122 15,923 19,378 33,916 34,953: 1,781 744
Old : 35,697: 17,871 15,453 122 15,923 19,378 33,916 34,953: 1,781 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 8,126: 204 8,114 -9 7,564 73 7,759 8,178: 367 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 43.3 0.3 44.6 54.3 95.0 97.9: 5.0 2.1
Old : 100.0: 50.1 43.3 0.3 44.6 54.3 95.0 97.9: 5.0 2.1
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 : 30: 15 6 4 5 5 21 14:
Old : 30: 15 6 4 5 5 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 91.7 88.1 96.3 78.4 91.7 87.7 96.3
Old : 78.8 91.7 88.1 96.3 78.4 91.7 87.7 96.3
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,483: 29,422 28,478 319 19,901 21,246 49,642 50,043: 4,841 4,440
Old : 54,483: 29,422 28,478 319 19,901 21,246 49,642 50,043: 4,841 4,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 744: 774 2,050 86 -275 -1,636 585 500: 159 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 52.3 0.6 36.5 39.0 91.1 91.9: 8.9 8.1
Old : 100.0: 54.0 52.3 0.6 36.5 39.0 91.1 91.9: 8.9 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 39 19 5 10 13 51 36:
Old : 79: 39 19 5 10 13 51 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 48.7 63.7 66.5 48.1 48.7 63.6 66.0
Old : 48.1 48.7 63.7 66.5 48.1 48.7 63.6 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,661: 10,022 1,978 2,911 203 8,975 13,136 13,864: 1,525 797
Old : 14,661: 10,022 1,978 2,911 203 8,975 13,136 13,864: 1,525 797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 309: -363 -294 666 0 74 303 446: 6 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 13.5 19.9 1.4 61.2 89.6 94.6: 10.4 5.4
Old : 100.0: 68.4 13.5 19.9 1.4 61.2 89.6 94.6: 10.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 12 6 2 1 6 14 13:
Old : 25: 12 6 2 1 6 14 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 : 73.1 72.8 83.1 86.3 59.0 58.3 65.5 70.3
Old : 73.1 72.8 83.1 86.3 59.0 58.3 65.5 70.3
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 :16,272,853: 911,935 4,562,507 3,253,275 11,332,428 6,871,457 15,497,638 14,687,239: 775,215 1,585,614
Old :16,272,853: 911,935 4,562,507 3,253,275 11,332,428 6,871,457 15,497,638 14,687,239: 775,215 1,585,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 831,270: -42,945 202,642 287,885 384,675 141,763 629,615 632,290: 201,655 198,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 28.0 20.0 69.6 42.2 95.2 90.3: 4.8 9.7
Old : 100.0: 5.6 28.0 20.0 69.6 42.2 95.2 90.3: 4.8 9.7
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 : 301: 42 111 128 110 124 245 292:
Old : 301: 42 111 128 110 124 245 292:
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 : 39.0 21.0 50.2 29.9 35.6 19.0 41.6 24.2
Old : 39.0 21.0 50.2 29.9 35.6 19.0 41.6 24.2
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 743,270: 109,413 97,005 28,512 523,120 542,857 661,045 668,374: 82,225 74,896
Old : 743,270: 109,413 97,005 28,512 523,120 542,857 661,045 668,374: 82,225 74,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -2,713: -9,228 2,895 -8,277 20,922 6,130 3,418 748: -6,131 -3,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 13.1 3.8 70.4 73.0 88.9 89.9: 11.1 10.1
Old : 100.0: 14.7 13.1 3.8 70.4 73.0 88.9 89.9: 11.1 10.1
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 : 606: 141 123 83 233 256 410 429:
Old : 606: 141 123 83 233 256 410 429:
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 : 15.0 16.2 22.4 25.1 13.0 15.7 18.8 22.5
Old : 15.0 16.2 22.4 25.1 13.0 15.7 18.8 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 77,811: 5,032 15,290 1,000 53,920 40,095 59,952 56,385: 17,859 21,426
Old : 77,811: 5,032 15,290 1,000 53,920 40,095 59,952 56,385: 17,859 21,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 170: -1,105 -2,116 0 871 8,781 -234 6,665: 404 -6,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 19.7 1.3 69.3 51.5 77.0 72.5: 23.0 27.5
Old : 100.0: 6.5 19.7 1.3 69.3 51.5 77.0 72.5: 23.0 27.5
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 : 60: 7 11 1 20 25 28 37:
Old : 60: 7 11 1 20 25 28 37:
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 29.5 52.1 43.1 37.1 29.5 52.0 43.1
Old : 37.1 29.5 52.1 43.1 37.1 29.5 52.0 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 Consumer Stapl :
: : :
All : 22,637: 0 1,523 0 21,015 20,445 21,015 21,968: 1,622 669
Old : 22,637: 0 1,523 0 21,015 20,445 21,015 21,968: 1,622 669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -1,820: -226 -97 0 -1,612 -1,857 -1,838 -1,954: 18 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.0 92.8 90.3 92.8 97.0: 7.2 3.0
Old : 100.0: 0.0 6.7 0.0 92.8 90.3 92.8 97.0: 7.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 9 12 9 14:
Old : 21: 0 2 0 9 12 9 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 77.3 92.5 89.2 80.5 77.0 91.3 88.8
Old : 80.5 77.3 92.5 89.2 80.5 77.0 91.3 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 Energy Index p :
: : :
All : 14,388: 2,017 0 0 10,046 13,786 12,063 13,786: 2,325 602
Old : 14,388: 2,017 0 0 10,046 13,786 12,063 13,786: 2,325 602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 254: 250 0 0 13 244 263 244: -9 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 0.0 0.0 69.8 95.8 83.8 95.8: 16.2 4.2
Old : 100.0: 14.0 0.0 0.0 69.8 95.8 83.8 95.8: 16.2 4.2
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 : 23: 4 0 0 11 9 15 9:
Old : 23: 4 0 0 11 9 15 9:
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 66.6 64.2 93.8 41.2 66.6 62.2 93.8
Old : 42.8 66.6 64.2 93.8 41.2 66.6 62.2 93.8
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,327,297: 567,125 453,794 92,342 2,345,998 2,513,809 3,005,465 3,059,945: 321,832 267,352
Old : 3,327,297: 567,125 453,794 92,342 2,345,998 2,513,809 3,005,465 3,059,945: 321,832 267,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -14,416: -56,149 9,520 -25,849 100,256 -13,256 18,258 -29,585: -32,674 15,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 13.6 2.8 70.5 75.6 90.3 92.0: 9.7 8.0
Old : 100.0: 17.0 13.6 2.8 70.5 75.6 90.3 92.0: 9.7 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 : 600: 142 122 77 227 251 401 418:
Old : 600: 142 122 77 227 251 401 418:
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 : 16.3 17.2 23.7 26.9 15.0 16.7 21.7 25.6
Old : 16.3 17.2 23.7 26.9 15.0 16.7 21.7 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 29,745: 13,236 0 0 13,375 29,285 26,611 29,285: 3,134 460
Old : 29,745: 13,236 0 0 13,375 29,285 26,611 29,285: 3,134 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 298: 1,183 0 0 -619 220 564 220: -266 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 0.0 0.0 45.0 98.5 89.5 98.5: 10.5 1.5
Old : 100.0: 44.5 0.0 0.0 45.0 98.5 89.5 98.5: 10.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 10 0 0 9 12 19 12:
Old : 28: 10 0 0 9 12 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 79.2 73.5 93.8 53.3 79.2 71.1 92.2
Old : 55.7 79.2 73.5 93.8 53.3 79.2 71.1 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 Technology Ind :
: : :
All : 14,032: 2,557 1,126 0 10,046 12,266 12,603 13,392: 1,429 640
Old : 14,032: 2,557 1,126 0 10,046 12,266 12,603 13,392: 1,429 640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 8.0 0.0 71.6 87.4 89.8 95.4: 10.2 4.6
Old : 100.0: 18.2 8.0 0.0 71.6 87.4 89.8 95.4: 10.2 4.6
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 : 22: 3 1 0 9 11 12 12:
Old : 22: 3 1 0 9 11 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 44.6 83.6 79.1 49.1 44.6 73.8 74.6
Old : 58.1 44.6 83.6 79.1 49.1 44.6 73.8 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 Utilities Inde :
: : :
All : 24,420: 0 1,742 0 23,636 21,584 23,636 23,326: 784 1,094
Old : 24,420: 0 1,742 0 23,636 21,584 23,636 23,326: 784 1,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -2,151: 0 -300 0 -74 -2,098 -74 -2,398: -2,077 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 0.0 96.8 88.4 96.8 95.5: 3.2 4.5
Old : 100.0: 0.0 7.1 0.0 96.8 88.4 96.8 95.5: 3.2 4.5
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 : 21: 0 2 0 10 10 10 12:
Old : 21: 0 2 0 10 10 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 78.7 93.4 90.9 71.9 78.7 93.4 90.9
Old : 71.9 78.7 93.4 90.9 71.9 78.7 93.4 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 75,510: 13,817 2,502 661 49,960 68,088 64,438 71,251: 11,072 4,259
Old : 75,510: 13,817 2,502 661 49,960 68,088 64,438 71,251: 11,072 4,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -925: -1,589 720 209 1,177 -2,254 -203 -1,325: -722 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 3.3 0.9 66.2 90.2 85.3 94.4: 14.7 5.6
Old : 100.0: 18.3 3.3 0.9 66.2 90.2 85.3 94.4: 14.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 11 5 4 46 30 57 39:
Old : 78: 11 5 4 46 30 57 39:
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 45.2 48.2 65.8 34.5 44.6 46.5 65.2
Old : 34.5 45.2 48.2 65.8 34.5 44.6 46.5 65.2
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,459: 12,598 14,256 742 27,134 24,424 40,474 39,423: 5,984 7,036
Old : 46,459: 12,598 14,256 742 27,134 24,424 40,474 39,423: 5,984 7,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 453: -1,084 -1,508 -453 1,866 1,013 329 -949: 124 1,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 30.7 1.6 58.4 52.6 87.1 84.9: 12.9 15.1
Old : 100.0: 27.1 30.7 1.6 58.4 52.6 87.1 84.9: 12.9 15.1
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 : 248: 64 62 23 73 75 146 151:
Old : 248: 64 62 23 73 75 146 151:
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 : 23.3 17.1 35.3 29.4 22.9 17.1 31.2 28.3
Old : 23.3 17.1 35.3 29.4 22.9 17.1 31.2 28.3
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 232,293: 62,989 71,282 3,712 135,670 122,119 202,371 197,113: 29,922 35,180
Old : 232,293: 62,989 71,282 3,712 135,670 122,119 202,371 197,113: 29,922 35,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 2,265: -5,419 -7,542 -2,264 9,328 5,063 1,645 -4,743: 620 7,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 30.7 1.6 58.4 52.6 87.1 84.9: 12.9 15.1
Old : 100.0: 27.1 30.7 1.6 58.4 52.6 87.1 84.9: 12.9 15.1
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 : 248: 64 62 23 73 75 146 151:
Old : 248: 64 62 23 73 75 146 151:
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 : 23.3 17.1 35.3 29.4 22.9 17.1 31.2 28.3
Old : 23.3 17.1 35.3 29.4 22.9 17.1 31.2 28.3
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 111,159: 47,170 35,295 2,433 32,814 50,246 82,417 87,974: 28,742 23,185
Old : 111,159: 47,170 35,295 2,433 32,814 50,246 82,417 87,974: 28,742 23,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -2,808: -2,038 -4,832 -462 -151 1,283 -2,651 -4,011: -157 1,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 31.8 2.2 29.5 45.2 74.1 79.1: 25.9 20.9
Old : 100.0: 42.4 31.8 2.2 29.5 45.2 74.1 79.1: 25.9 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 29 17 13 25 22 59 47:
Old : 81: 29 17 13 25 22 59 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 : 23.7 40.8 37.8 55.5 23.7 40.0 37.2 54.6
Old : 23.7 40.8 37.8 55.5 23.7 40.0 37.2 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 528,216: 102,808 111,474 7,615 401,415 394,390 511,838 513,479: 16,378 14,737
Old : 528,216: 102,808 111,474 7,615 401,415 394,390 511,838 513,479: 16,378 14,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -15,172: -6,693 -6,795 -404 -7,888 -8,295 -14,985 -15,494: -187 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 21.1 1.4 76.0 74.7 96.9 97.2: 3.1 2.8
Old : 100.0: 19.5 21.1 1.4 76.0 74.7 96.9 97.2: 3.1 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 : 286: 53 51 24 111 108 174 173:
Old : 286: 53 51 24 111 108 174 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 36.2 35.0 49.4 21.7 36.2 33.6 47.3
Old : 21.9 36.2 35.0 49.4 21.7 36.2 33.6 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 13,303: 2,650 206 0 9,360 12,310 12,010 12,516: 1,293 787
Old : 13,303: 2,650 206 0 9,360 12,310 12,010 12,516: 1,293 787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 1.5 0.0 70.4 92.5 90.3 94.1: 9.7 5.9
Old : 100.0: 19.9 1.5 0.0 70.4 92.5 90.3 94.1: 9.7 5.9
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 : 20: 4 1 0 8 7 12 8:
Old : 20: 4 1 0 8 7 12 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 80.3 82.5 94.1 60.8 80.3 82.5 94.1
Old : 60.8 80.3 82.5 94.1 60.8 80.3 82.5 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,484: 25,295 18,159 12 23,117 35,066 48,424 53,237: 8,060 3,247
Old : 56,484: 25,295 18,159 12 23,117 35,066 48,424 53,237: 8,060 3,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,747: 2,610 426 -61 -877 1,382 1,672 1,747: 75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 32.1 0.0 40.9 62.1 85.7 94.3: 14.3 5.7
Old : 100.0: 44.8 32.1 0.0 40.9 62.1 85.7 94.3: 14.3 5.7
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: 20 7 1 18 9 38 17:
Old : 50: 20 7 1 18 9 38 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 : 38.4 83.1 54.5 89.8 38.4 83.1 54.5 89.8
Old : 38.4 83.1 54.5 89.8 38.4 83.1 54.5 89.8
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 85,171: 27,101 13,649 1,896 46,473 30,856 75,470 46,401: 9,701 38,770
Old : 85,171: 27,101 13,649 1,896 46,473 30,856 75,470 46,401: 9,701 38,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 3,025: 1,206 1,696 -265 2,901 675 3,842 2,106: -817 919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 16.0 2.2 54.6 36.2 88.6 54.5: 11.4 45.5
Old : 100.0: 31.8 16.0 2.2 54.6 36.2 88.6 54.5: 11.4 45.5
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 : 91: 28 13 5 32 26 63 41:
Old : 91: 28 13 5 32 26 63 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 24.6 49.4 33.2 34.1 22.9 48.4 31.2
Old : 34.1 24.6 49.4 33.2 34.1 22.9 48.4 31.2
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 - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 105,341: 23,373 2,940 24,066 57,647 78,114 105,086 105,120: 255 221
Old : 105,341: 23,373 2,940 24,066 57,647 78,114 105,086 105,120: 255 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 2,837: 2,277 0 188 357 2,629 2,822 2,817: 15 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 2.8 22.8 54.7 74.2 99.8 99.8: 0.2 0.2
Old : 100.0: 22.2 2.8 22.8 54.7 74.2 99.8 99.8: 0.2 0.2
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 : 33: 10 1 1 15 16 25 18:
Old : 33: 10 1 1 15 16 25 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 : 85.1 78.5 94.6 92.7 32.0 30.6 37.1 37.3
Old : 85.1 78.5 94.6 92.7 32.0 30.6 37.1 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2018