MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 17,464: 2,800 3,380 280 14,144 13,564 17,224 17,224: 240 240
Old : 17,464: 2,800 3,380 280 14,144 13,564 17,224 17,224: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -3,128: -720 -400 -40 -2,368 -2,688 -3,128 -3,128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 19.4 1.6 81.0 77.7 98.6 98.6: 1.4 1.4
Old : 100.0: 16.0 19.4 1.6 81.0 77.7 98.6 98.6: 1.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 10 2 7 8 13 19:
Old : 24: 4 10 2 7 8 13 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 : 87.2 63.0 94.8 88.1 69.6 43.8 71.6 62.3
Old : 87.2 63.0 94.8 88.1 69.6 43.8 71.6 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 8,710: 729 1,737 1,592 5,408 4,256 7,728 7,585: 982 1,126
Old : 8,710: 729 1,737 1,592 5,408 4,256 7,728 7,585: 982 1,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 119: 42 -26 -11 325 155 356 117: -237 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 19.9 18.3 62.1 48.9 88.7 87.1: 11.3 12.9
Old : 100.0: 8.4 19.9 18.3 62.1 48.9 88.7 87.1: 11.3 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 : 43: 7 11 12 21 19 35 35:
Old : 43: 7 11 12 21 19 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 27.2 52.6 46.6 33.0 26.3 45.9 37.3
Old : 33.6 27.2 52.6 46.6 33.0 26.3 45.9 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 57,182: 14,541 2,949 18,301 19,579 21,703 52,421 42,953: 4,761 14,229
Old : 57,182: 14,541 2,949 18,301 19,579 21,703 52,421 42,953: 4,761 14,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 621: -232 -45 233 687 95 689 283: -68 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 5.2 32.0 34.2 38.0 91.7 75.1: 8.3 24.9
Old : 100.0: 25.4 5.2 32.0 34.2 38.0 91.7 75.1: 8.3 24.9
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 19 30 34 32 71 71:
Old : 89: 27 19 30 34 32 71 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 24.1 45.8 39.2 22.8 12.7 32.7 17.9
Old : 28.6 24.1 45.8 39.2 22.8 12.7 32.7 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 13,395: 1,122 309 3,352 7,957 8,800 12,430 12,461: 965 934
Old : 13,395: 1,122 309 3,352 7,957 8,800 12,430 12,461: 965 934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 55: 12 -35 24 12 62 48 52: 6 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 2.3 25.0 59.4 65.7 92.8 93.0: 7.2 7.0
Old : 100.0: 8.4 2.3 25.0 59.4 65.7 92.8 93.0: 7.2 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 : 44: 10 5 12 24 23 39 36:
Old : 44: 10 5 12 24 23 39 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 : 34.6 36.8 55.3 57.2 26.4 27.4 38.6 37.0
Old : 34.6 36.8 55.3 57.2 26.4 27.4 38.6 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 283,180: 88,454 26,295 69,743 103,778 141,795 261,976 237,834: 21,204 45,346
Old : 278,681: 88,509 27,663 67,409 102,686 139,162 258,605 234,234: 20,076 44,447
Other: 4,499: 1,515 201 765 1,092 2,634 3,371 3,600: 1,127 899
: : :
: : Changes in Commitments from: December 26, 2017 :
: 12,234: 1,901 -2,378 6,380 1,405 6,846 9,686 10,848: 2,548 1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 9.3 24.6 36.6 50.1 92.5 84.0: 7.5 16.0
Old : 100.0: 31.8 9.9 24.2 36.8 49.9 92.8 84.1: 7.2 15.9
Other: 100.0: 33.7 4.5 17.0 24.3 58.5 74.9 80.0: 25.1 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 96 88 122 78 95 254 237:
Old : 300: 99 89 120 77 95 251 237:
Other: 63: 20 10 13 17 25 40 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 11.9 26.4 18.7 14.2 10.7 24.1 17.3
Old : 16.5 11.8 26.8 18.5 14.4 10.7 24.5 17.3
Other: 23.3 34.9 40.5 47.4 20.4 28.3 32.0 37.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 389,088: 125,817 20,687 86,220 147,255 229,185 359,292 336,092: 29,796 52,996
Old : 389,088: 125,817 20,687 86,220 147,255 229,185 359,292 336,092: 29,796 52,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 7,619: 510 2,246 5,549 1,807 1,069 7,867 8,864: -248 -1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 5.3 22.2 37.8 58.9 92.3 86.4: 7.7 13.6
Old : 100.0: 32.3 5.3 22.2 37.8 58.9 92.3 86.4: 7.7 13.6
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 : 429: 139 83 146 134 169 347 341:
Old : 429: 139 83 146 134 169 347 341:
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 : 16.7 18.0 26.8 25.3 16.7 17.8 26.7 24.3
Old : 16.7 18.0 26.8 25.3 16.7 17.8 26.7 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 6,457: 3,746 1,745 483 767 3,241 4,995 5,469: 1,461 988
Old : 6,457: 3,746 1,745 483 767 3,241 4,995 5,469: 1,461 988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -623: 41 102 -394 -210 -303 -562 -596: -61 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 27.0 7.5 11.9 50.2 77.4 84.7: 22.6 15.3
Old : 100.0: 58.0 27.0 7.5 11.9 50.2 77.4 84.7: 22.6 15.3
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 : 73: 32 14 12 13 23 53 42:
Old : 73: 32 14 12 13 23 53 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 : 28.0 36.7 38.9 51.7 28.0 36.5 37.6 49.9
Old : 28.0 36.7 38.9 51.7 28.0 36.5 37.6 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 62,578: 21,903 10,941 17,401 13,903 14,838 53,207 43,181: 9,372 19,398
Old : 62,578: 21,903 10,941 17,401 13,903 14,838 53,207 43,181: 9,372 19,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -1,748: 47 -667 -227 -374 -1 -554 -894: -1,194 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 17.5 27.8 22.2 23.7 85.0 69.0: 15.0 31.0
Old : 100.0: 35.0 17.5 27.8 22.2 23.7 85.0 69.0: 15.0 31.0
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 : 230: 63 51 85 65 75 183 177:
Old : 230: 63 51 85 65 75 183 177:
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 : 16.5 13.2 25.3 19.7 16.5 11.3 25.0 15.1
Old : 16.5 13.2 25.3 19.7 16.5 11.3 25.0 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 5,308: 521 3,110 474 3,030 1,155 4,025 4,738: 1,284 570
Old : 5,308: 521 3,110 474 3,030 1,155 4,025 4,738: 1,284 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -29: 115 67 -37 -26 -69 52 -39: -80 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 58.6 8.9 57.1 21.8 75.8 89.3: 24.2 10.7
Old : 100.0: 9.8 58.6 8.9 57.1 21.8 75.8 89.3: 24.2 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 5 4 12 8 19 15:
Old : 22: 5 5 4 12 8 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 : 39.2 59.8 57.5 79.1 38.8 59.0 52.4 71.1
Old : 39.2 59.8 57.5 79.1 38.8 59.0 52.4 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 46,272: 1,666 13,211 8,459 34,928 19,267 45,053 40,937: 1,219 5,335
Old : 46,272: 1,666 13,211 8,459 34,928 19,267 45,053 40,937: 1,219 5,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 726: 55 -258 268 368 527 691 538: 34 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 28.6 18.3 75.5 41.6 97.4 88.5: 2.6 11.5
Old : 100.0: 3.6 28.6 18.3 75.5 41.6 97.4 88.5: 2.6 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 8 24 16 29 32 51 58:
Old : 74: 8 24 16 29 32 51 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 29.3 75.0 48.9 50.4 27.8 63.4 41.4
Old : 53.9 29.3 75.0 48.9 50.4 27.8 63.4 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 59,474: 31,776 5,955 0 25,891 52,476 57,667 58,431: 1,807 1,043
Old : 59,474: 31,776 5,955 0 25,891 52,476 57,667 58,431: 1,807 1,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 2,458: 2,409 114 0 28 2,349 2,437 2,463: 21 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 10.0 0.0 43.5 88.2 97.0 98.2: 3.0 1.8
Old : 100.0: 53.4 10.0 0.0 43.5 88.2 97.0 98.2: 3.0 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 : 32: 16 5 0 5 8 21 13:
Old : 32: 16 5 0 5 8 21 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 : 88.0 73.9 92.0 92.0 88.0 73.5 92.0 91.6
Old : 88.0 73.9 92.0 92.0 88.0 73.5 92.0 91.6
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 with Delta-adjusted Options and Futures Combined, January 02, 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 : 147,658: 48,226 33,680 12,600 49,278 78,640 110,105 124,920: 37,553 22,738
Old : 147,658: 48,226 33,680 12,600 49,278 78,640 110,105 124,920: 37,553 22,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 13,420: 6,126 9,064 1,163 3,701 3,223 10,990 13,450: 2,430 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 22.8 8.5 33.4 53.3 74.6 84.6: 25.4 15.4
Old : 100.0: 32.7 22.8 8.5 33.4 53.3 74.6 84.6: 25.4 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 35 26 22 27 24 75 59:
Old : 96: 35 26 22 27 24 75 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 39.5 32.1 50.6 18.5 39.3 28.9 49.3
Old : 20.6 39.5 32.1 50.6 18.5 39.3 28.9 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 75,922: 24,984 41,178 589 42,192 12,065 67,765 53,832: 8,157 22,090
Old : 75,922: 24,984 41,178 589 42,192 12,065 67,765 53,832: 8,157 22,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -6,089: -6,975 -4,602 358 -810 -968 -7,427 -5,212: 1,338 -877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 54.2 0.8 55.6 15.9 89.3 70.9: 10.7 29.1
Old : 100.0: 32.9 54.2 0.8 55.6 15.9 89.3 70.9: 10.7 29.1
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 : 49: 12 17 5 10 11 25 30:
Old : 49: 12 17 5 10 11 25 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 : 60.9 38.9 73.1 50.5 60.9 38.9 73.0 50.5
Old : 60.9 38.9 73.1 50.5 60.9 38.9 73.0 50.5
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 with Delta-adjusted Options and Futures Combined, January 02, 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 : 194,536: 93,804 58,721 1,845 94,071 128,594 189,720 189,160: 4,816 5,376
Old : 194,536: 93,804 58,721 1,845 94,071 128,594 189,720 189,160: 4,816 5,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 9,155: 6,228 7,482 195 3,233 558 9,656 8,236: -501 919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 30.2 0.9 48.4 66.1 97.5 97.2: 2.5 2.8
Old : 100.0: 48.2 30.2 0.9 48.4 66.1 97.5 97.2: 2.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 41 62 10 17 21 65 86:
Old : 137: 41 62 10 17 21 65 86:
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 : 53.1 58.7 68.1 74.0 53.1 58.7 68.1 74.0
Old : 53.1 58.7 68.1 74.0 53.1 58.7 68.1 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 255,838: 92,784 74,448 25,441 97,223 128,692 215,449 228,582: 40,389 27,256
Old : 255,838: 92,784 74,448 25,441 97,223 128,692 215,449 228,582: 40,389 27,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 29,801: 17,686 12,725 1,513 4,308 13,444 23,507 27,681: 6,293 2,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 29.1 9.9 38.0 50.3 84.2 89.3: 15.8 10.7
Old : 100.0: 36.3 29.1 9.9 38.0 50.3 84.2 89.3: 15.8 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 51 25 27 29 43 92 83:
Old : 129: 51 25 27 29 43 92 83:
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 : 26.5 33.9 34.5 47.2 23.6 32.2 30.8 42.9
Old : 26.5 33.9 34.5 47.2 23.6 32.2 30.8 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 254,147: 38,169 161,515 15,837 177,983 41,145 231,990 218,497: 22,157 35,650
Old : 254,147: 38,169 161,515 15,837 177,983 41,145 231,990 218,497: 22,157 35,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -348: -4,461 2,010 688 1,938 -1,878 -1,835 820: 1,488 -1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 63.6 6.2 70.0 16.2 91.3 86.0: 8.7 14.0
Old : 100.0: 15.0 63.6 6.2 70.0 16.2 91.3 86.0: 8.7 14.0
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 : 125: 27 48 30 35 38 82 97:
Old : 125: 27 48 30 35 38 82 97:
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 : 48.6 39.1 59.4 48.9 47.6 39.1 56.9 48.8
Old : 48.6 39.1 59.4 48.9 47.6 39.1 56.9 48.8
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 with Delta-adjusted Options and Futures Combined, January 02, 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 : 632,080: 236,672 106,417 61,238 241,154 404,431 539,064 572,086: 93,016 59,994
Old : 632,080: 236,672 106,417 61,238 241,154 404,431 539,064 572,086: 93,016 59,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 61,305: 33,630 -8,311 6,133 17,271 55,946 57,034 53,767: 4,271 7,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 16.8 9.7 38.2 64.0 85.3 90.5: 14.7 9.5
Old : 100.0: 37.4 16.8 9.7 38.2 64.0 85.3 90.5: 14.7 9.5
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 : 274: 120 57 67 76 62 215 167:
Old : 274: 120 57 67 76 62 215 167:
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 : 17.9 36.5 26.3 50.3 17.5 36.2 24.2 49.5
Old : 17.9 36.5 26.3 50.3 17.5 36.2 24.2 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 38,916: 16,034 6,323 863 8,900 28,344 25,797 35,530: 13,119 3,386
Old : 38,916: 16,034 6,323 863 8,900 28,344 25,797 35,530: 13,119 3,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 1,063: 694 821 -4 -28 11 662 828: 401 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 16.2 2.2 22.9 72.8 66.3 91.3: 33.7 8.7
Old : 100.0: 41.2 16.2 2.2 22.9 72.8 66.3 91.3: 33.7 8.7
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 : 32: 12 7 5 10 9 25 18:
Old : 32: 12 7 5 10 9 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 : 34.0 77.4 43.5 85.8 32.4 75.4 41.9 83.0
Old : 34.0 77.4 43.5 85.8 32.4 75.4 41.9 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 19,510: 7,235 7,087 143 10,765 11,355 18,143 18,585: 1,367 925
Old : 19,510: 7,235 7,087 143 10,765 11,355 18,143 18,585: 1,367 925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -1,796: 1,146 -1,557 -161 -1,959 389 -974 -1,329: -822 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 36.3 0.7 55.2 58.2 93.0 95.3: 7.0 4.7
Old : 100.0: 37.1 36.3 0.7 55.2 58.2 93.0 95.3: 7.0 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 15 10 2 6 8 22 19:
Old : 37: 15 10 2 6 8 22 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 : 60.0 68.1 78.8 81.1 53.8 50.5 64.4 62.5
Old : 60.0 68.1 78.8 81.1 53.8 50.5 64.4 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 45,141: 15,509 32,494 703 25,888 7,241 42,100 40,438: 3,041 4,703
Old : 45,141: 15,509 32,494 703 25,888 7,241 42,100 40,438: 3,041 4,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -2,078: -2,631 -3,232 379 -127 847 -2,379 -2,006: 301 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 72.0 1.6 57.3 16.0 93.3 89.6: 6.7 10.4
Old : 100.0: 34.4 72.0 1.6 57.3 16.0 93.3 89.6: 6.7 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 : 72: 21 32 6 11 8 36 43:
Old : 72: 21 32 6 11 8 36 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 : 61.7 30.9 74.9 55.9 61.7 30.9 74.9 55.9
Old : 61.7 30.9 74.9 55.9 61.7 30.9 74.9 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 13,328: 11,699 2,945 282 0 9,079 11,981 12,306: 1,347 1,022
Old : 13,328: 11,699 2,945 282 0 9,079 11,981 12,306: 1,347 1,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 729: 552 665 0 0 -69 552 596: 177 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 22.1 2.1 0.0 68.1 89.9 92.3: 10.1 7.7
Old : 100.0: 87.8 22.1 2.1 0.0 68.1 89.9 92.3: 10.1 7.7
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 : 25: 13 5 1 0 7 13 13:
Old : 25: 13 5 1 0 7 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 : 74.8 67.5 85.3 85.4 74.8 67.5 83.9 85.4
Old : 74.8 67.5 85.3 85.4 74.8 67.5 83.9 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 :23,078,325: 1,019,976 3,330,349 10,313,848 11,229,239 8,117,549 22,563,063 21,761,746: 515,262 1,316,579
Old :23,078,325: 1,019,976 3,330,349 10,313,848 11,229,239 8,117,549 22,563,063 21,761,746: 515,262 1,316,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 102,456: -32,407 160,831 -31,671 173,780 -21 109,701 129,139: -7,244 -26,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 14.4 44.7 48.7 35.2 97.8 94.3: 2.2 5.7
Old : 100.0: 4.4 14.4 44.7 48.7 35.2 97.8 94.3: 2.2 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 : 320: 54 121 133 120 129 259 309:
Old : 320: 54 121 133 120 129 259 309:
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 : 30.2 20.3 43.9 33.0 20.1 9.8 25.1 13.2
Old : 30.2 20.3 43.9 33.0 20.1 9.8 25.1 13.2
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 with Delta-adjusted Options and Futures Combined, January 02, 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 : 832,133: 109,452 77,712 116,571 507,852 546,781 733,875 741,065: 98,259 91,069
Old : 832,133: 109,452 77,712 116,571 507,852 546,781 733,875 741,065: 98,259 91,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -38,366: -43 -13,216 -17,459 -20,073 -3,841 -37,575 -34,516: -791 -3,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 9.3 14.0 61.0 65.7 88.2 89.1: 11.8 10.9
Old : 100.0: 13.2 9.3 14.0 61.0 65.7 88.2 89.1: 11.8 10.9
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 : 674: 190 149 195 241 257 517 515:
Old : 674: 190 149 195 241 257 517 515:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 12.6 22.3 21.1 11.5 10.4 17.6 16.5
Old : 12.7 12.6 22.3 21.1 11.5 10.4 17.6 16.5
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 with Delta-adjusted Options and Futures Combined, January 02, 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 : 97,230: 3,564 5,419 16,571 48,829 49,793 68,964 71,783: 28,266 25,447
Old : 97,230: 3,564 5,419 16,571 48,829 49,793 68,964 71,783: 28,266 25,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -22,534: -836 687 -8,675 -12,561 -12,709 -22,073 -20,698: -461 -1,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 5.6 17.0 50.2 51.2 70.9 73.8: 29.1 26.2
Old : 100.0: 3.7 5.6 17.0 50.2 51.2 70.9 73.8: 29.1 26.2
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 : 59: 13 15 23 25 24 52 48:
Old : 59: 13 15 23 25 24 52 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 : 25.4 23.4 38.2 42.2 19.0 20.2 27.2 28.4
Old : 25.4 23.4 38.2 42.2 19.0 20.2 27.2 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 3,674,516: 541,145 373,172 488,293 2,295,112 2,484,940 3,324,551 3,346,406: 349,965 328,110
Old : 3,674,516: 541,145 373,172 488,293 2,295,112 2,484,940 3,324,551 3,346,406: 349,965 328,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -79,158: 7,432 -66,048 -47,386 -37,557 44,339 -77,510 -69,094: -1,648 -10,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 10.2 13.3 62.5 67.6 90.5 91.1: 9.5 8.9
Old : 100.0: 14.7 10.2 13.3 62.5 67.6 90.5 91.1: 9.5 8.9
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 : 657: 184 142 185 235 254 498 502:
Old : 657: 184 142 185 235 254 498 502:
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 : 14.1 12.9 23.7 21.2 13.0 11.6 19.9 19.1
Old : 14.1 12.9 23.7 21.2 13.0 11.6 19.9 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 34,126: 14,872 0 0 15,628 33,691 30,500 33,691: 3,626 435
Old : 34,126: 14,872 0 0 15,628 33,691 30,500 33,691: 3,626 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -1,356: -194 0 0 -1,412 48 -1,606 48: 250 -1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 0.0 0.0 45.8 98.7 89.4 98.7: 10.6 1.3
Old : 100.0: 43.6 0.0 0.0 45.8 98.7 89.4 98.7: 10.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 9 0 0 9 10 18 10:
Old : 27: 9 0 0 9 10 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 82.1 75.4 96.0 58.5 82.1 75.4 95.3
Old : 58.5 82.1 75.4 96.0 58.5 82.1 75.4 95.3
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 with Delta-adjusted Options and Futures Combined, January 02, 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 : 25,067: 0 981 0 22,652 23,494 22,652 24,475: 2,415 592
Old : 25,067: 0 981 0 22,652 23,494 22,652 24,475: 2,415 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.0 90.4 93.7 90.4 97.6: 9.6 2.4
Old : 100.0: 0.0 3.9 0.0 90.4 93.7 90.4 97.6: 9.6 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 : 21: 0 3 0 11 8 11 11:
Old : 21: 0 3 0 11 8 11 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 : 68.8 88.5 85.7 94.6 68.8 88.5 85.7 94.5
Old : 68.8 88.5 85.7 94.6 68.8 88.5 85.7 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 92,476: 24,944 3,299 390 52,145 84,840 77,479 88,529: 14,997 3,947
Old : 92,476: 24,944 3,299 390 52,145 84,840 77,479 88,529: 14,997 3,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 783: -427 -13 -41 -404 -255 -872 -309: 1,655 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.6 0.4 56.4 91.7 83.8 95.7: 16.2 4.3
Old : 100.0: 27.0 3.6 0.4 56.4 91.7 83.8 95.7: 16.2 4.3
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 : 83: 17 6 4 42 34 59 44:
Old : 83: 17 6 4 42 34 59 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 46.4 49.9 66.0 35.8 46.3 49.6 65.9
Old : 35.8 46.4 49.9 66.0 35.8 46.3 49.6 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 57,266: 19,798 16,069 2,462 27,822 31,652 50,082 50,183: 7,184 7,083
Old : 57,266: 19,798 16,069 2,462 27,822 31,652 50,082 50,183: 7,184 7,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -1,931: 1,411 -1,659 198 -3,019 -1,166 -1,411 -2,627: -520 696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 28.1 4.3 48.6 55.3 87.5 87.6: 12.5 12.4
Old : 100.0: 34.6 28.1 4.3 48.6 55.3 87.5 87.6: 12.5 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 82 78 35 76 85 173 183:
Old : 286: 82 78 35 76 85 173 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 22.4 40.6 33.1 28.5 22.2 39.6 32.8
Old : 28.5 22.4 40.6 33.1 28.5 22.2 39.6 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 286,329: 98,992 80,344 12,310 139,108 158,262 250,410 250,915: 35,919 35,413
Old : 286,329: 98,992 80,344 12,310 139,108 158,262 250,410 250,915: 35,919 35,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -9,653: 7,053 -8,293 988 -15,096 -5,829 -7,055 -13,135: -2,598 3,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 28.1 4.3 48.6 55.3 87.5 87.6: 12.5 12.4
Old : 100.0: 34.6 28.1 4.3 48.6 55.3 87.5 87.6: 12.5 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 82 78 35 76 85 173 183:
Old : 286: 82 78 35 76 85 173 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 22.4 40.6 33.1 28.5 22.2 39.6 32.8
Old : 28.5 22.4 40.6 33.1 28.5 22.2 39.6 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 142,220: 44,909 62,057 14,017 54,210 38,901 113,136 114,975: 29,084 27,246
Old : 142,220: 44,909 62,057 14,017 54,210 38,901 113,136 114,975: 29,084 27,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 15,605: 7,163 12,538 2,426 1,317 596 10,906 15,560: 4,699 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 43.6 9.9 38.1 27.4 79.6 80.8: 20.4 19.2
Old : 100.0: 31.6 43.6 9.9 38.1 27.4 79.6 80.8: 20.4 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 30 26 21 26 26 65 64:
Old : 93: 30 26 21 26 26 65 64:
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 : 25.6 30.3 39.9 40.9 25.1 29.7 38.8 38.9
Old : 25.6 30.3 39.9 40.9 25.1 29.7 38.8 38.9
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 with Delta-adjusted Options and Futures Combined, January 02, 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 : 593,300: 185,584 136,188 9,735 373,869 433,328 569,189 579,251: 24,111 14,049
Old : 593,300: 185,584 136,188 9,735 373,869 433,328 569,189 579,251: 24,111 14,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 152: -1,363 2,872 -871 1,116 -2,306 -1,118 -305: 1,269 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 23.0 1.6 63.0 73.0 95.9 97.6: 4.1 2.4
Old : 100.0: 31.3 23.0 1.6 63.0 73.0 95.9 97.6: 4.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 78 42 29 121 104 208 166:
Old : 302: 78 42 29 121 104 208 166:
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 : 21.5 35.3 32.5 49.5 20.6 35.3 30.9 49.3
Old : 21.5 35.3 32.5 49.5 20.6 35.3 30.9 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 40,475: 12,901 12,259 268 18,871 24,364 32,040 36,891: 8,435 3,584
Old : 40,475: 12,901 12,259 268 18,871 24,364 32,040 36,891: 8,435 3,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 1,360: 711 1,577 0 2 -74 713 1,503: 647 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 30.3 0.7 46.6 60.2 79.2 91.1: 20.8 8.9
Old : 100.0: 31.9 30.3 0.7 46.6 60.2 79.2 91.1: 20.8 8.9
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 : 46: 15 9 1 16 12 32 21:
Old : 46: 15 9 1 16 12 32 21:
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 : 36.3 69.8 51.8 80.8 36.3 69.8 51.8 80.4
Old : 36.3 69.8 51.8 80.8 36.3 69.8 51.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 52,788: 16,514 10,496 659 26,336 16,526 43,509 27,681: 9,279 25,107
Old : 52,788: 16,514 10,496 659 26,336 16,526 43,509 27,681: 9,279 25,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 821: 799 954 76 1,906 -2,275 2,781 -1,245: -1,960 2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 19.9 1.2 49.9 31.3 82.4 52.4: 17.6 47.6
Old : 100.0: 31.3 19.9 1.2 49.9 31.3 82.4 52.4: 17.6 47.6
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 : 75: 27 10 5 27 22 56 35:
Old : 75: 27 10 5 27 22 56 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 20.8 42.5 30.7 30.8 20.7 41.1 30.1
Old : 32.2 20.8 42.5 30.7 30.8 20.7 41.1 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 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 : 92,956: 10,538 2,010 25,271 57,103 65,675 92,912 92,956: 44 0
Old : 92,956: 10,538 2,010 25,271 57,103 65,675 92,912 92,956: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -2,972: -212 0 -1,830 -930 -1,142 -2,972 -2,972: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 2.2 27.2 61.4 70.7 100.0 100.0: 0.0 0.0
Old : 100.0: 11.3 2.2 27.2 61.4 70.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 1 1 14 17 20 19:
Old : 28: 6 1 1 14 17 20 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 : 85.7 78.9 95.7 93.2 28.2 23.5 31.5 30.9
Old : 85.7 78.9 95.7 93.2 28.2 23.5 31.5 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 5, 2018