MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, February 27, 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 : 17,996: 2,360 4,200 520 14,956 13,116 17,836 17,836: 160 160
Old : 17,996: 2,360 4,200 520 14,956 13,116 17,836 17,836: 160 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 200: 0 240 0 200 -40 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 23.3 2.9 83.1 72.9 99.1 99.1: 0.9 0.9
Old : 100.0: 13.1 23.3 2.9 83.1 72.9 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 : 92.2 62.4 98.2 83.1 68.7 39.3 68.7 57.5
Old : 92.2 62.4 98.2 83.1 68.7 39.3 68.7 57.5
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 27, 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 : 8,107: 529 1,545 343 6,203 5,292 7,075 7,180: 1,032 927
Old : 8,107: 529 1,545 343 6,203 5,292 7,075 7,180: 1,032 927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 176: 0 73 38 149 45 187 156: -11 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 19.1 4.2 76.5 65.3 87.3 88.6: 12.7 11.4
Old : 100.0: 6.5 19.1 4.2 76.5 65.3 87.3 88.6: 12.7 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 : 41: 3 12 7 20 18 28 32:
Old : 41: 3 12 7 20 18 28 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 : 51.2 42.5 69.7 56.9 50.0 40.4 68.5 52.8
Old : 51.2 42.5 69.7 56.9 50.0 40.4 68.5 52.8
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 27, 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 : 25,037: 11,631 9,812 739 10,443 9,834 22,813 20,385: 2,224 4,652
Old : 25,037: 11,631 9,812 739 10,443 9,834 22,813 20,385: 2,224 4,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 486: 51 -100 185 182 353 418 438: 68 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 39.2 3.0 41.7 39.3 91.1 81.4: 8.9 18.6
Old : 100.0: 46.5 39.2 3.0 41.7 39.3 91.1 81.4: 8.9 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 : 70: 14 23 17 21 20 48 48:
Old : 70: 14 23 17 21 20 48 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 : 51.2 33.6 67.2 52.9 50.5 33.5 66.5 52.7
Old : 51.2 33.6 67.2 52.9 50.5 33.5 66.5 52.7
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 27, 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 : 7,972: 709 2,198 394 6,137 4,432 7,240 7,024: 732 948
Old : 7,972: 709 2,198 394 6,137 4,432 7,240 7,024: 732 948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 264: -75 151 49 203 -81 177 119: 87 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 27.6 4.9 77.0 55.6 90.8 88.1: 9.2 11.9
Old : 100.0: 8.9 27.6 4.9 77.0 55.6 90.8 88.1: 9.2 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 : 41: 3 11 8 20 18 30 30:
Old : 41: 3 11 8 20 18 30 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 : 46.4 30.2 69.2 52.8 44.7 29.5 66.8 49.5
Old : 46.4 30.2 69.2 52.8 44.7 29.5 66.8 49.5
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 27, 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 : 230,704: 65,213 47,430 50,898 94,696 96,153 210,807 194,481: 19,897 36,223
Old : 216,421: 60,128 49,525 45,888 92,962 87,250 198,978 182,663: 17,443 33,758
Other: 14,283: 9,528 2,348 567 1,734 8,903 11,829 11,818: 2,454 2,465
: : :
: : Changes in Commitments from: February 20, 2018 :
: 3,539: -252 -1,308 1,385 986 2,189 2,119 2,266: 1,420 1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 20.6 22.1 41.0 41.7 91.4 84.3: 8.6 15.7
Old : 100.0: 27.8 22.9 21.2 43.0 40.3 91.9 84.4: 8.1 15.6
Other: 100.0: 66.7 16.4 4.0 12.1 62.3 82.8 82.7: 17.2 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 93 81 110 61 92 217 242:
Old : 300: 88 91 105 52 91 202 240:
Other: 90: 24 21 8 17 37 42 66:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 14.3 28.9 21.8 16.1 14.0 27.6 20.7
Old : 18.5 13.6 29.7 20.9 17.3 13.2 28.4 19.8
Other: 42.3 41.3 53.7 50.3 42.1 41.3 53.2 50.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 27, 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 : 376,912: 153,212 48,473 53,927 142,201 225,608 349,340 328,008: 27,572 48,904
Old : 376,912: 153,212 48,473 53,927 142,201 225,608 349,340 328,008: 27,572 48,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 2,367: -1,515 765 1,267 1,986 832 1,738 2,864: 629 -497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 12.9 14.3 37.7 59.9 92.7 87.0: 7.3 13.0
Old : 100.0: 40.6 12.9 14.3 37.7 59.9 92.7 87.0: 7.3 13.0
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 : 436: 128 100 118 104 168 305 332:
Old : 436: 128 100 118 104 168 305 332:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 19.0 29.2 27.4 17.3 18.8 29.1 26.1
Old : 17.3 19.0 29.2 27.4 17.3 18.8 29.1 26.1
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 27, 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 : 7,200: 3,953 1,864 223 1,304 3,727 5,480 5,814: 1,720 1,386
Old : 7,200: 3,953 1,864 223 1,304 3,727 5,480 5,814: 1,720 1,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -101: -3 6 -242 257 42 12 -194: -113 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 25.9 3.1 18.1 51.8 76.1 80.8: 23.9 19.3
Old : 100.0: 54.9 25.9 3.1 18.1 51.8 76.1 80.8: 23.9 19.3
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 : 74: 34 10 5 16 22 54 36:
Old : 74: 34 10 5 16 22 54 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 : 28.0 37.2 39.9 56.2 27.0 36.7 38.1 54.4
Old : 28.0 37.2 39.9 56.2 27.0 36.7 38.1 54.4
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 27, 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 : 57,960: 22,818 13,348 10,523 15,323 15,273 48,664 39,144: 9,296 18,816
Old : 57,960: 22,818 13,348 10,523 15,323 15,273 48,664 39,144: 9,296 18,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 293: -2,445 -451 503 1,299 330 -643 382: 936 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 23.0 18.2 26.4 26.4 84.0 67.5: 16.0 32.5
Old : 100.0: 39.4 23.0 18.2 26.4 26.4 84.0 67.5: 16.0 32.5
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 : 230: 60 58 73 45 72 153 175:
Old : 230: 60 58 73 45 72 153 175:
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 : 18.3 14.8 28.4 21.4 16.8 10.8 24.0 15.8
Old : 18.3 14.8 28.4 21.4 16.8 10.8 24.0 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, February 27, 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 : 3,904: 152 3,019 67 2,660 540 2,879 3,626: 1,025 278
Old : 3,904: 152 3,019 67 2,660 540 2,879 3,626: 1,025 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 47: 7 153 -6 98 -70 99 77: -52 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 77.3 1.7 68.1 13.8 73.7 92.9: 26.3 7.1
Old : 100.0: 3.9 77.3 1.7 68.1 13.8 73.7 92.9: 26.3 7.1
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 : 22: 4 5 3 11 5 16 12:
Old : 22: 4 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 : 43.9 80.5 62.2 91.5 43.9 80.5 62.2 90.0
Old : 43.9 80.5 62.2 91.5 43.9 80.5 62.2 90.0
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 27, 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 : 28,424: 1,996 14,514 546 25,289 11,838 27,831 26,898: 593 1,526
Old : 28,424: 1,996 14,514 546 25,289 11,838 27,831 26,898: 593 1,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 390: 6 776 56 311 -349 373 483: 17 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 51.1 1.9 89.0 41.6 97.9 94.6: 2.1 5.4
Old : 100.0: 7.0 51.1 1.9 89.0 41.6 97.9 94.6: 2.1 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 : 64: 9 20 11 19 27 38 48:
Old : 64: 9 20 11 19 27 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 45.1 85.9 68.5 67.1 45.1 84.0 67.8
Old : 68.3 45.1 85.9 68.5 67.1 45.1 84.0 67.8
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 - Futures Only, February 27, 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 : 50,973: 18,591 1,511 0 30,364 48,248 48,955 49,759: 2,018 1,214
Old : 50,973: 18,591 1,511 0 30,364 48,248 48,955 49,759: 2,018 1,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 1,957: 1,023 1,369 -11 522 308 1,534 1,666: 423 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 3.0 0.0 59.6 94.7 96.0 97.6: 4.0 2.4
Old : 100.0: 36.5 3.0 0.0 59.6 94.7 96.0 97.6: 4.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 16 4 0 5 7 21 11:
Old : 30: 16 4 0 5 7 21 11:
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 : 85.0 88.1 90.5 96.8 85.0 87.7 90.5 96.0
Old : 85.0 88.1 90.5 96.8 85.0 87.7 90.5 96.0
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 27, 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 : 145,351: 54,279 32,059 4,971 48,621 86,754 107,871 123,784: 37,480 21,567
Old : 145,351: 54,279 32,059 4,971 48,621 86,754 107,871 123,784: 37,480 21,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 519: 4,906 5,813 379 -3,780 -8,616 1,505 -2,424: -986 2,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 22.1 3.4 33.5 59.7 74.2 85.2: 25.8 14.8
Old : 100.0: 37.3 22.1 3.4 33.5 59.7 74.2 85.2: 25.8 14.8
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 : 90: 30 22 14 25 25 61 55:
Old : 90: 30 22 14 25 25 61 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 43.8 37.1 55.7 22.2 43.8 34.7 55.2
Old : 24.0 43.8 37.1 55.7 22.2 43.8 34.7 55.2
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 27, 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 : 69,018: 15,888 31,887 1,298 38,838 22,705 56,024 55,890: 12,994 13,128
Old : 69,018: 15,888 31,887 1,298 38,838 22,705 56,024 55,890: 12,994 13,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -119: -1,175 -964 65 1,166 600 56 -299: -175 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 46.2 1.9 56.3 32.9 81.2 81.0: 18.8 19.0
Old : 100.0: 23.0 46.2 1.9 56.3 32.9 81.2 81.0: 18.8 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 11 17 5 12 13 26 32:
Old : 47: 11 17 5 12 13 26 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 : 54.6 40.9 66.1 56.9 54.6 40.9 66.1 56.5
Old : 54.6 40.9 66.1 56.9 54.6 40.9 66.1 56.5
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 27, 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 : 189,222: 120,144 27,637 716 61,521 156,533 182,381 184,886: 6,841 4,336
Old : 189,222: 120,144 27,637 716 61,521 156,533 182,381 184,886: 6,841 4,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -7,225: -6,921 -4,607 78 -291 -3,001 -7,134 -7,530: -91 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 14.6 0.4 32.5 82.7 96.4 97.7: 3.6 2.3
Old : 100.0: 63.5 14.6 0.4 32.5 82.7 96.4 97.7: 3.6 2.3
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 : 140: 74 33 5 14 21 90 57:
Old : 140: 74 33 5 14 21 90 57:
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 : 52.1 66.5 67.2 80.2 52.1 66.5 67.2 80.2
Old : 52.1 66.5 67.2 80.2 52.1 66.5 67.2 80.2
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 27, 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 : 196,913: 62,924 50,237 7,106 89,864 114,904 159,894 172,247: 37,019 24,666
Old : 196,913: 62,924 50,237 7,106 89,864 114,904 159,894 172,247: 37,019 24,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 8,795: 4,971 87 1,328 2,333 5,231 8,632 6,646: 163 2,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 25.5 3.6 45.6 58.4 81.2 87.5: 18.8 12.5
Old : 100.0: 32.0 25.5 3.6 45.6 58.4 81.2 87.5: 18.8 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 : 115: 41 23 14 30 38 77 69:
Old : 115: 41 23 14 30 38 77 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 : 33.0 46.2 42.5 56.8 31.8 42.8 40.2 53.5
Old : 33.0 46.2 42.5 56.8 31.8 42.8 40.2 53.5
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 27, 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 : 263,066: 44,539 141,190 4,488 180,046 91,470 229,073 237,148: 33,993 25,918
Old : 263,066: 44,539 141,190 4,488 180,046 91,470 229,073 237,148: 33,993 25,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -8,205: -1,095 -12,782 140 -4,085 4,662 -5,040 -7,980: -3,165 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 53.7 1.7 68.4 34.8 87.1 90.1: 12.9 9.9
Old : 100.0: 16.9 53.7 1.7 68.4 34.8 87.1 90.1: 12.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 38 35 19 39 34 88 77:
Old : 127: 38 35 19 39 34 88 77:
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 : 46.6 48.6 56.2 63.0 46.4 48.6 55.6 62.8
Old : 46.6 48.6 56.2 63.0 46.4 48.6 55.6 62.8
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 27, 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 : 567,463: 238,287 100,310 13,402 227,585 404,040 479,274 517,752: 88,189 49,711
Old : 567,463: 238,287 100,310 13,402 227,585 404,040 479,274 517,752: 88,189 49,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -71: 9,014 -2,837 171 -9,487 -1,600 -302 -4,266: 231 4,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 17.7 2.4 40.1 71.2 84.5 91.2: 15.5 8.8
Old : 100.0: 42.0 17.7 2.4 40.1 71.2 84.5 91.2: 15.5 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 112 49 48 73 57 198 141:
Old : 257: 112 49 48 73 57 198 141:
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 : 18.4 48.6 27.2 64.6 17.8 47.4 26.5 63.4
Old : 18.4 48.6 27.2 64.6 17.8 47.4 26.5 63.4
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 27, 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 : 35,168: 12,329 6,943 45 7,965 24,294 20,339 31,282: 14,829 3,886
Old : 35,168: 12,329 6,943 45 7,965 24,294 20,339 31,282: 14,829 3,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -257: -230 295 -3 -72 -254 -305 38: 48 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 19.7 0.1 22.6 69.1 57.8 89.0: 42.2 11.0
Old : 100.0: 35.1 19.7 0.1 22.6 69.1 57.8 89.0: 42.2 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 5 2 9 9 19 15:
Old : 26: 9 5 2 9 9 19 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 : 32.6 73.4 42.8 83.8 31.0 73.4 41.1 83.1
Old : 32.6 73.4 42.8 83.8 31.0 73.4 41.1 83.1
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 27, 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 : 25,281: 12,258 1,631 732 5,358 17,936 18,348 20,299: 6,933 4,982
Old : 25,281: 12,258 1,631 732 5,358 17,936 18,348 20,299: 6,933 4,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -672: -98 -3,017 15 43 1,787 -40 -1,215: -632 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 6.5 2.9 21.2 70.9 72.6 80.3: 27.4 19.7
Old : 100.0: 48.5 6.5 2.9 21.2 70.9 72.6 80.3: 27.4 19.7
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 4 4 9 8 16 15:
Old : 20: 6 4 4 9 8 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 : 50.2 65.6 63.4 75.6 49.9 62.6 58.9 68.6
Old : 50.2 65.6 63.4 75.6 49.9 62.6 58.9 68.6
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 - Futures Only, February 27, 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 : 47,344: 19,454 16,921 107 25,987 29,445 45,548 46,473: 1,796 871
Old : 47,344: 19,454 16,921 107 25,987 29,445 45,548 46,473: 1,796 871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 11,647: 1,583 1,468 -15 10,064 10,067 11,632 11,520: 15 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 35.7 0.2 54.9 62.2 96.2 98.2: 3.8 1.8
Old : 100.0: 41.1 35.7 0.2 54.9 62.2 96.2 98.2: 3.8 1.8
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 : 28: 13 6 2 6 6 20 13:
Old : 28: 13 6 2 6 6 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 90.3 91.4 96.0 63.6 72.2 70.9 75.7
Old : 79.2 90.3 91.4 96.0 63.6 72.2 70.9 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, February 27, 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 : 58,443: 32,179 33,170 931 20,539 20,242 53,649 54,343: 4,794 4,100
Old : 58,443: 32,179 33,170 931 20,539 20,242 53,649 54,343: 4,794 4,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 3,960: 2,757 4,692 612 638 -1,004 4,007 4,300: -47 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 56.8 1.6 35.1 34.6 91.8 93.0: 8.2 7.0
Old : 100.0: 55.1 56.8 1.6 35.1 34.6 91.8 93.0: 8.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 46 25 5 11 13 58 43:
Old : 92: 46 25 5 11 13 58 43:
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 : 45.5 49.6 61.0 66.1 45.5 49.6 60.4 65.5
Old : 45.5 49.6 61.0 66.1 45.5 49.6 60.4 65.5
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 27, 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 : 14,644: 9,814 1,894 2,961 207 8,872 12,982 13,727: 1,662 917
Old : 14,644: 9,814 1,894 2,961 207 8,872 12,982 13,727: 1,662 917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -17: -208 -84 50 4 -103 -154 -137: 137 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 12.9 20.2 1.4 60.6 88.7 93.7: 11.3 6.3
Old : 100.0: 67.0 12.9 20.2 1.4 60.6 88.7 93.7: 11.3 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 : 23: 9 8 2 2 5 13 13:
Old : 23: 9 8 2 2 5 13 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 : 73.6 72.5 84.1 86.8 59.9 58.7 66.4 69.5
Old : 73.6 72.5 84.1 86.8 59.9 58.7 66.4 69.5
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 27, 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 :16,883,183: 961,675 4,876,025 3,439,287 11,797,167 7,108,809 16,198,129 15,424,121: 685,054 1,459,062
Old :16,883,183: 961,675 4,876,025 3,439,287 11,797,167 7,108,809 16,198,129 15,424,121: 685,054 1,459,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 610,330: 49,740 313,518 186,012 464,739 237,352 700,491 736,882: -90,161 -126,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 28.9 20.4 69.9 42.1 95.9 91.4: 4.1 8.6
Old : 100.0: 5.7 28.9 20.4 69.9 42.1 95.9 91.4: 4.1 8.6
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 : 302: 36 110 132 112 130 248 298:
Old : 302: 36 110 132 112 130 248 298:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 20.7 50.8 29.9 36.1 19.2 42.6 25.0
Old : 39.2 20.7 50.8 29.9 36.1 19.2 42.6 25.0
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 27, 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 : 751,478: 108,670 95,319 33,467 529,530 549,443 671,667 678,229: 79,811 73,249
Old : 751,478: 108,670 95,319 33,467 529,530 549,443 671,667 678,229: 79,811 73,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 8,208: -743 -1,686 4,955 6,411 6,587 10,622 9,855: -2,414 -1,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.7 4.5 70.5 73.1 89.4 90.3: 10.6 9.7
Old : 100.0: 14.5 12.7 4.5 70.5 73.1 89.4 90.3: 10.6 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 : 608: 150 116 86 240 250 425 420:
Old : 608: 150 116 86 240 250 425 420:
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 : 14.4 15.8 21.9 25.5 12.8 15.2 18.6 22.0
Old : 14.4 15.8 21.9 25.5 12.8 15.2 18.6 22.0
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 27, 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 : 85,229: 8,743 14,660 1,284 57,648 47,848 67,675 63,792: 17,554 21,437
Old : 85,229: 8,743 14,660 1,284 57,648 47,848 67,675 63,792: 17,554 21,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 7,418: 3,711 -630 284 3,728 7,753 7,723 7,407: -305 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 17.2 1.5 67.6 56.1 79.4 74.8: 20.6 25.2
Old : 100.0: 10.3 17.2 1.5 67.6 56.1 79.4 74.8: 20.6 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 8 11 3 21 23 31 37:
Old : 61: 8 11 3 21 23 31 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 : 36.6 33.6 51.7 48.1 36.3 33.6 51.3 48.1
Old : 36.6 33.6 51.7 48.1 36.3 33.6 51.3 48.1
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 27, 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 : 23,039: 0 1,624 0 21,315 20,965 21,315 22,589: 1,724 450
Old : 23,039: 0 1,624 0 21,315 20,965 21,315 22,589: 1,724 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 402: 0 101 0 300 520 300 621: 102 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 0.0 92.5 91.0 92.5 98.0: 7.5 2.0
Old : 100.0: 0.0 7.0 0.0 92.5 91.0 92.5 98.0: 7.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 9 14 9 16:
Old : 23: 0 2 0 9 14 9 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 : 79.1 76.0 92.2 87.4 79.1 75.6 91.0 87.1
Old : 79.1 76.0 92.2 87.4 79.1 75.6 91.0 87.1
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 27, 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 : 14,362: 2,231 0 0 10,041 13,734 12,272 13,734: 2,090 628
Old : 14,362: 2,231 0 0 10,041 13,734 12,272 13,734: 2,090 628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -26: 214 0 0 -5 -52 209 -52: -235 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 0.0 0.0 69.9 95.6 85.4 95.6: 14.6 4.4
Old : 100.0: 15.5 0.0 0.0 69.9 95.6 85.4 95.6: 14.6 4.4
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 : 24: 5 0 0 11 9 16 9:
Old : 24: 5 0 0 11 9 16 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 : 42.4 68.0 63.8 93.6 40.8 68.0 61.8 93.6
Old : 42.4 68.0 63.8 93.6 40.8 68.0 61.8 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, February 27, 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 : 3,331,246: 563,267 466,928 97,281 2,359,411 2,507,977 3,019,959 3,072,186: 311,287 259,060
Old : 3,331,246: 563,267 466,928 97,281 2,359,411 2,507,977 3,019,959 3,072,186: 311,287 259,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 3,949: -3,858 13,134 4,939 13,413 -5,832 14,494 12,241: -10,545 -8,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 14.0 2.9 70.8 75.3 90.7 92.2: 9.3 7.8
Old : 100.0: 16.9 14.0 2.9 70.8 75.3 90.7 92.2: 9.3 7.8
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 : 603: 151 115 79 234 247 416 410:
Old : 603: 151 115 79 234 247 416 410:
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 17.5 24.1 27.4 15.1 17.3 22.3 25.7
Old : 16.3 17.5 24.1 27.4 15.1 17.3 22.3 25.7
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 27, 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 : 30,595: 14,146 509 0 13,643 29,829 27,789 30,338: 2,806 257
Old : 30,595: 14,146 509 0 13,643 29,829 27,789 30,338: 2,806 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 850: 910 509 0 268 544 1,178 1,053: -328 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 1.7 0.0 44.6 97.5 90.8 99.2: 9.2 0.8
Old : 100.0: 46.2 1.7 0.0 44.6 97.5 90.8 99.2: 9.2 0.8
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: 11 2 0 9 11 20 13:
Old : 31: 11 2 0 9 11 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 75.4 73.9 92.1 53.9 75.4 71.5 92.1
Old : 56.2 75.4 73.9 92.1 53.9 75.4 71.5 92.1
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 27, 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 : 14,103: 2,551 1,126 0 10,048 12,354 12,599 13,480: 1,504 623
Old : 14,103: 2,551 1,126 0 10,048 12,354 12,599 13,480: 1,504 623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 71: -6 0 0 2 88 -4 88: 75 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 8.0 0.0 71.2 87.6 89.3 95.6: 10.7 4.4
Old : 100.0: 18.1 8.0 0.0 71.2 87.6 89.3 95.6: 10.7 4.4
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 : 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 : 58.4 44.3 83.7 78.4 49.0 44.3 74.2 74.8
Old : 58.4 44.3 83.7 78.4 49.0 44.3 74.2 74.8
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 27, 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 : 24,292: 0 1,785 0 23,220 21,309 23,220 23,094: 1,072 1,198
Old : 24,292: 0 1,785 0 23,220 21,309 23,220 23,094: 1,072 1,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -128: 0 43 0 -416 -275 -416 -232: 288 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 95.6 87.7 95.6 95.1: 4.4 4.9
Old : 100.0: 0.0 7.3 0.0 95.6 87.7 95.6 95.1: 4.4 4.9
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: 0 2 0 9 10 9 12:
Old : 20: 0 2 0 9 10 9 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 : 72.3 79.2 94.3 90.6 72.3 79.2 94.3 90.1
Old : 72.3 79.2 94.3 90.6 72.3 79.2 94.3 90.1
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 27, 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 : 74,100: 13,874 2,880 701 47,608 67,084 62,183 70,665: 11,917 3,435
Old : 74,100: 13,874 2,880 701 47,608 67,084 62,183 70,665: 11,917 3,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -1,410: 57 378 40 -2,352 -1,004 -2,255 -586: 845 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 3.9 0.9 64.2 90.5 83.9 95.4: 16.1 4.6
Old : 100.0: 18.7 3.9 0.9 64.2 90.5 83.9 95.4: 16.1 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 : 78: 11 7 4 43 29 55 39:
Old : 78: 11 7 4 43 29 55 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 46.4 48.4 67.0 34.5 46.3 47.0 66.9
Old : 34.5 46.4 48.4 67.0 34.5 46.3 47.0 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, February 27, 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 : 46,287: 11,818 11,251 1,081 27,160 26,742 40,059 39,075: 6,228 7,212
Old : 46,287: 11,818 11,251 1,081 27,160 26,742 40,059 39,075: 6,228 7,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -172: -780 -3,005 339 26 2,319 -415 -348: 244 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 24.3 2.3 58.7 57.8 86.5 84.4: 13.5 15.6
Old : 100.0: 25.5 24.3 2.3 58.7 57.8 86.5 84.4: 13.5 15.6
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 : 243: 59 60 25 78 75 148 149:
Old : 243: 59 60 25 78 75 148 149:
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 : 23.2 16.5 34.6 27.6 22.3 15.9 31.6 26.4
Old : 23.2 16.5 34.6 27.6 22.3 15.9 31.6 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, February 27, 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 : 231,434: 59,089 56,257 5,405 135,800 133,712 200,294 195,374: 31,140 36,060
Old : 231,434: 59,089 56,257 5,405 135,800 133,712 200,294 195,374: 31,140 36,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -859: -3,900 -15,025 1,693 130 11,593 -2,077 -1,739: 1,218 880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 24.3 2.3 58.7 57.8 86.5 84.4: 13.5 15.6
Old : 100.0: 25.5 24.3 2.3 58.7 57.8 86.5 84.4: 13.5 15.6
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 : 243: 59 60 25 78 75 148 149:
Old : 243: 59 60 25 78 75 148 149:
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 : 23.2 16.5 34.6 27.6 22.3 15.9 31.6 26.4
Old : 23.2 16.5 34.6 27.6 22.3 15.9 31.6 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, February 27, 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 : 111,306: 47,255 37,681 2,979 32,477 45,598 82,711 86,258: 28,595 25,048
Old : 111,306: 47,255 37,681 2,979 32,477 45,598 82,711 86,258: 28,595 25,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 147: 85 2,386 546 -337 -4,648 294 -1,716: -147 1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 33.9 2.7 29.2 41.0 74.3 77.5: 25.7 22.5
Old : 100.0: 42.5 33.9 2.7 29.2 41.0 74.3 77.5: 25.7 22.5
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 : 83: 29 19 14 24 22 58 50:
Old : 83: 29 19 14 24 22 58 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 38.9 36.6 51.9 22.9 38.1 36.1 51.0
Old : 22.9 38.9 36.6 51.9 22.9 38.1 36.1 51.0
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 27, 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 : 524,534: 108,915 113,735 5,685 392,426 389,921 507,026 509,341: 17,508 15,193
Old : 524,534: 108,915 113,735 5,685 392,426 389,921 507,026 509,341: 17,508 15,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -3,682: 6,107 2,261 -1,930 -8,989 -4,469 -4,812 -4,138: 1,130 456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 21.7 1.1 74.8 74.3 96.7 97.1: 3.3 2.9
Old : 100.0: 20.8 21.7 1.1 74.8 74.3 96.7 97.1: 3.3 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 : 286: 52 51 19 114 106 173 169:
Old : 286: 52 51 19 114 106 173 169:
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 : 20.4 35.8 33.2 48.9 20.2 35.8 32.0 46.9
Old : 20.4 35.8 33.2 48.9 20.2 35.8 32.0 46.9
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 27, 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 : 55,941: 25,645 17,277 126 23,018 35,082 48,789 52,485: 7,152 3,456
Old : 55,941: 25,645 17,277 126 23,018 35,082 48,789 52,485: 7,152 3,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -543: 350 -882 114 -99 16 365 -752: -908 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 30.9 0.2 41.1 62.7 87.2 93.8: 12.8 6.2
Old : 100.0: 45.8 30.9 0.2 41.1 62.7 87.2 93.8: 12.8 6.2
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 : 52: 22 7 3 18 9 41 18:
Old : 52: 22 7 3 18 9 41 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 : 39.4 83.9 54.3 90.2 39.4 83.9 54.3 90.0
Old : 39.4 83.9 54.3 90.2 39.4 83.9 54.3 90.0
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 27, 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 : 82,554: 26,238 13,222 2,650 43,742 32,942 72,630 48,814: 9,924 33,740
Old : 82,554: 26,238 13,222 2,650 43,742 32,942 72,630 48,814: 9,924 33,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -2,617: -863 -427 754 -2,731 2,086 -2,840 2,413: 223 -5,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 16.0 3.2 53.0 39.9 88.0 59.1: 12.0 40.9
Old : 100.0: 31.8 16.0 3.2 53.0 39.9 88.0 59.1: 12.0 40.9
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: 27 15 6 30 24 60 42:
Old : 89: 27 15 6 30 24 60 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 25.5 52.5 35.2 34.2 23.8 51.6 33.6
Old : 34.5 25.5 52.5 35.2 34.2 23.8 51.6 33.6
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 27, 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 : 105,739: 23,389 2,940 24,464 57,631 78,114 105,484 105,518: 255 221
Old : 105,739: 23,389 2,940 24,464 57,631 78,114 105,484 105,518: 255 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 398: 16 0 398 -16 0 398 398: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 2.8 23.1 54.5 73.9 99.8 99.8: 0.2 0.2
Old : 100.0: 22.1 2.8 23.1 54.5 73.9 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 : 85.7 78.5 95.1 92.8 32.5 30.5 37.5 37.2
Old : 85.7 78.5 95.1 92.8 32.5 30.5 37.5 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2018