MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 25,830: 640 4,932 2,880 21,950 17,658 25,470 25,470: 360 360
Old : 25,830: 640 4,932 2,880 21,950 17,658 25,470 25,470: 360 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -1,828: -280 -264 0 -1,548 -1,544 -1,828 -1,808: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 19.1 11.1 85.0 68.4 98.6 98.6: 1.4 1.4
Old : 100.0: 2.5 19.1 11.1 85.0 68.4 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: 2 11 6 8 7 15 20:
Old : 24: 2 11 6 8 7 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.5 65.8 94.6 87.0 47.2 34.3 48.4 43.5
Old : 83.5 65.8 94.6 87.0 47.2 34.3 48.4 43.5
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 5,945: 400 863 303 4,279 4,464 4,982 5,630: 963 315
Old : 5,945: 400 863 303 4,279 4,464 4,982 5,630: 963 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 50: 68 -14 67 -29 23 106 76: -56 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 14.5 5.1 72.0 75.1 83.8 94.7: 16.2 5.3
Old : 100.0: 6.7 14.5 5.1 72.0 75.1 83.8 94.7: 16.2 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 6 11 20 19 34 31:
Old : 41: 8 6 11 20 19 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 49.5 64.8 66.9 53.2 46.8 59.6 60.4
Old : 53.3 49.5 64.8 66.9 53.2 46.8 59.6 60.4
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 30,587: 15,929 8,392 1,521 9,741 15,879 27,191 25,792: 3,396 4,795
Old : 30,587: 15,929 8,392 1,521 9,741 15,879 27,191 25,792: 3,396 4,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 1,150: 263 -329 418 105 780 786 869: 364 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 27.4 5.0 31.8 51.9 88.9 84.3: 11.1 15.7
Old : 100.0: 52.1 27.4 5.0 31.8 51.9 88.9 84.3: 11.1 15.7
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 : 81: 21 23 22 20 27 57 56:
Old : 81: 21 23 22 20 27 57 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 34.1 69.8 48.3 49.4 34.0 69.6 47.2
Old : 49.5 34.1 69.8 48.3 49.4 34.0 69.6 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,307: 775 323 336 4,462 5,160 5,573 5,819: 734 488
Old : 6,307: 775 323 336 4,462 5,160 5,573 5,819: 734 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 132: 41 75 -22 164 96 183 149: -51 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 5.1 5.3 70.7 81.8 88.4 92.3: 11.6 7.7
Old : 100.0: 12.3 5.1 5.3 70.7 81.8 88.4 92.3: 11.6 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 : 43: 6 7 7 24 19 34 29:
Old : 43: 6 7 7 24 19 34 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 47.9 57.0 65.3 41.5 46.5 55.9 61.4
Old : 41.5 47.9 57.0 65.3 41.5 46.5 55.9 61.4
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 264,070: 103,824 48,786 40,239 98,324 134,137 242,387 223,162: 21,683 40,908
Old : 142,339: 70,837 48,710 10,231 49,632 63,683 130,700 122,624: 11,639 19,715
Other: 121,731: 51,180 18,269 11,815 48,692 70,454 111,687 100,538: 10,044 21,193
: : :
: : Changes in Commitments from: July 25, 2017 :
: -5,013: -3,643 2,152 121 177 -6,197 -3,345 -3,924: -1,668 -1,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 18.5 15.2 37.2 50.8 91.8 84.5: 8.2 15.5
Old : 100.0: 49.8 34.2 7.2 34.9 44.7 91.8 86.1: 8.2 13.9
Other: 100.0: 42.0 15.0 9.7 40.0 57.9 91.7 82.6: 8.3 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 115 86 109 70 91 253 238:
Old : 307: 97 100 68 38 82 176 215:
Other: 227: 77 48 42 58 74 163 144:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 16.3 26.5 22.9 17.0 16.2 26.2 22.7
Old : 15.8 17.9 26.9 27.9 15.8 17.9 26.8 27.4
Other: 23.9 14.9 35.4 24.4 23.9 14.8 35.4 24.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 352,122: 149,377 41,744 40,660 133,197 223,057 323,234 305,461: 28,888 46,661
Old : 352,122: 149,377 41,744 40,660 133,197 223,057 323,234 305,461: 28,888 46,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -20,737: -4,624 -2,400 -7,692 -8,347 -8,089 -20,663 -18,181: -74 -2,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 11.9 11.5 37.8 63.3 91.8 86.7: 8.2 13.3
Old : 100.0: 42.4 11.9 11.5 37.8 63.3 91.8 86.7: 8.2 13.3
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 : 414: 137 75 122 103 157 304 309:
Old : 414: 137 75 122 103 157 304 309:
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 : 16.5 22.3 27.2 29.9 16.5 22.3 27.2 29.6
Old : 16.5 22.3 27.2 29.9 16.5 22.3 27.2 29.6
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,915: 2,211 1,298 395 875 2,169 3,481 3,862: 1,434 1,053
Old : 4,915: 2,211 1,298 395 875 2,169 3,481 3,862: 1,434 1,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 363: 227 63 23 90 65 340 151: 23 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 26.4 8.0 17.8 44.1 70.8 78.6: 29.2 21.4
Old : 100.0: 45.0 26.4 8.0 17.8 44.1 70.8 78.6: 29.2 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 19 11 8 14 17 39 33:
Old : 53: 19 11 8 14 17 39 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 34.3 40.2 50.5 29.7 33.3 40.0 48.4
Old : 29.7 34.3 40.2 50.5 29.7 33.3 40.0 48.4
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 59,019: 25,506 11,449 9,558 15,666 17,860 50,730 38,867: 8,289 20,152
Old : 59,019: 25,506 11,449 9,558 15,666 17,860 50,730 38,867: 8,289 20,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -1,528: -1,256 -397 -1,105 596 -290 -1,765 -1,792: 237 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 19.4 16.2 26.5 30.3 86.0 65.9: 14.0 34.1
Old : 100.0: 43.2 19.4 16.2 26.5 30.3 86.0 65.9: 14.0 34.1
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 : 208: 57 51 58 50 80 144 161:
Old : 208: 57 51 58 50 80 144 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 12.4 33.8 21.3 20.3 11.0 29.1 17.5
Old : 21.9 12.4 33.8 21.3 20.3 11.0 29.1 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 22,396: 3,040 13,925 745 17,889 6,895 21,674 21,565: 722 831
Old : 22,396: 3,040 13,925 745 17,889 6,895 21,674 21,565: 722 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 46: -48 -42 -1 99 191 50 148: -4 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 62.2 3.3 79.9 30.8 96.8 96.3: 3.2 3.7
Old : 100.0: 13.6 62.2 3.3 79.9 30.8 96.8 96.3: 3.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 13 11 10 24 15 40 33:
Old : 54: 13 11 10 24 15 40 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 60.7 69.0 83.3 49.4 60.6 67.5 82.4
Old : 49.6 60.7 69.0 83.3 49.4 60.6 67.5 82.4
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 - Futures Only, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 34,937: 3,658 8,429 0 30,125 25,188 33,783 33,617: 1,154 1,320
Old : 34,937: 3,658 8,429 0 30,125 25,188 33,783 33,617: 1,154 1,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -2,536: -1,157 -2,690 0 -1,328 0 -2,485 -2,690: -51 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 24.1 0.0 86.2 72.1 96.7 96.2: 3.3 3.8
Old : 100.0: 10.5 24.1 0.0 86.2 72.1 96.7 96.2: 3.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 12 6 0 10 6 22 12:
Old : 33: 12 6 0 10 6 22 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 : 78.8 73.9 88.8 94.3 78.8 73.9 88.8 94.3
Old : 78.8 73.9 88.8 94.3 78.8 73.9 88.8 94.3
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 190,622: 82,885 42,247 5,433 58,579 120,063 146,897 167,743: 43,725 22,879
Old : 190,622: 82,885 42,247 5,433 58,579 120,063 146,897 167,743: 43,725 22,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 13,292: 12,500 -1,525 953 -2,584 17,384 10,869 16,812: 2,423 -3,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 22.2 2.9 30.7 63.0 77.1 88.0: 22.9 12.0
Old : 100.0: 43.5 22.2 2.9 30.7 63.0 77.1 88.0: 22.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 42 22 19 25 28 76 61:
Old : 105: 42 22 19 25 28 76 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 49.6 36.6 63.3 23.6 49.5 36.3 63.1
Old : 23.7 49.6 36.6 63.3 23.6 49.5 36.3 63.1
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 39,812: 13,536 12,096 1,171 11,123 12,667 25,830 25,934: 13,982 13,878
Old : 39,812: 13,536 12,096 1,171 11,123 12,667 25,830 25,934: 13,982 13,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -5,193: -1,357 -4,347 256 -455 -1,194 -1,556 -5,285: -3,637 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 30.4 2.9 27.9 31.8 64.9 65.1: 35.1 34.9
Old : 100.0: 34.0 30.4 2.9 27.9 31.8 64.9 65.1: 35.1 34.9
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 : 36: 11 11 7 8 9 23 23:
Old : 36: 11 11 7 8 9 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 33.4 53.3 46.5 38.7 33.4 52.5 46.2
Old : 38.7 33.4 53.3 46.5 38.7 33.4 52.5 46.2
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 214,358: 130,186 16,637 4,698 70,001 190,260 204,885 211,595: 9,473 2,763
Old : 214,358: 130,186 16,637 4,698 70,001 190,260 204,885 211,595: 9,473 2,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 2,012: 111 -548 -469 2,438 3,497 2,080 2,480: -68 -468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 7.8 2.2 32.7 88.8 95.6 98.7: 4.4 1.3
Old : 100.0: 60.7 7.8 2.2 32.7 88.8 95.6 98.7: 4.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 85 26 6 19 24 109 52:
Old : 151: 85 26 6 19 24 109 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 75.0 52.1 85.2 34.9 74.9 52.1 84.6
Old : 34.9 75.0 52.1 85.2 34.9 74.9 52.1 84.6
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 217,430: 58,857 88,309 13,233 111,887 88,780 183,977 190,322: 33,453 27,108
Old : 217,430: 58,857 88,309 13,233 111,887 88,780 183,977 190,322: 33,453 27,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 16,730: 6,705 9,960 4,380 3,485 1,536 14,570 15,876: 2,160 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 40.6 6.1 51.5 40.8 84.6 87.5: 15.4 12.5
Old : 100.0: 27.1 40.6 6.1 51.5 40.8 84.6 87.5: 15.4 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 : 122: 39 32 23 26 38 78 80:
Old : 122: 39 32 23 26 38 78 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 39.6 51.0 52.9 43.3 38.8 49.4 49.8
Old : 44.3 39.6 51.0 52.9 43.3 38.8 49.4 49.8
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 242,876: 36,445 148,641 8,261 178,378 53,446 223,084 210,348: 19,792 32,528
Old : 242,876: 36,445 148,641 8,261 178,378 53,446 223,084 210,348: 19,792 32,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 7,736: 8,427 -866 1,976 -1,829 11,703 8,574 12,813: -838 -5,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 61.2 3.4 73.4 22.0 91.9 86.6: 8.1 13.4
Old : 100.0: 15.0 61.2 3.4 73.4 22.0 91.9 86.6: 8.1 13.4
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 : 125: 36 42 18 32 29 78 79:
Old : 125: 36 42 18 32 29 78 79:
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 : 50.7 43.5 61.4 55.2 50.2 43.5 60.9 54.7
Old : 50.7 43.5 61.4 55.2 50.2 43.5 60.9 54.7
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 457,254: 191,477 108,840 21,170 164,304 272,865 376,951 402,875: 80,303 54,379
Old : 457,254: 191,477 108,840 21,170 164,304 272,865 376,951 402,875: 80,303 54,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 8,168: -6,179 2,026 4,965 8,744 1,770 7,530 8,761: 638 -593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 23.8 4.6 35.9 59.7 82.4 88.1: 17.6 11.9
Old : 100.0: 41.9 23.8 4.6 35.9 59.7 82.4 88.1: 17.6 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 : 260: 102 59 45 66 72 187 158:
Old : 260: 102 59 45 66 72 187 158:
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 : 18.7 34.0 28.5 47.2 18.3 33.3 28.0 46.0
Old : 18.7 34.0 28.5 47.2 18.3 33.3 28.0 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders - Futures Only, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 24,804: 12,596 3,985 867 3,043 17,632 16,506 22,484: 8,298 2,320
Old : 24,804: 12,596 3,985 867 3,043 17,632 16,506 22,484: 8,298 2,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 16.1 3.5 12.3 71.1 66.5 90.6: 33.5 9.4
Old : 100.0: 50.8 16.1 3.5 12.3 71.1 66.5 90.6: 33.5 9.4
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 : 20: 8 2 2 6 7 15 10:
Old : 20: 8 2 2 6 7 15 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 : 42.1 77.3 55.8 90.3 41.9 74.1 54.7 86.0
Old : 42.1 77.3 55.8 90.3 41.9 74.1 54.7 86.0
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 - Futures Only, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 31,824: 17,179 11,334 349 12,138 19,030 29,666 30,713: 2,158 1,111
Old : 31,824: 17,179 11,334 349 12,138 19,030 29,666 30,713: 2,158 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 6,731: 3,281 1,766 165 2,920 4,260 6,366 6,191: 365 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 35.6 1.1 38.1 59.8 93.2 96.5: 6.8 3.5
Old : 100.0: 54.0 35.6 1.1 38.1 59.8 93.2 96.5: 6.8 3.5
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 : 32: 11 12 1 6 5 18 17:
Old : 32: 11 12 1 6 5 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 72.3 86.8 88.0 62.3 57.3 69.7 69.1
Old : 73.5 72.3 86.8 88.0 62.3 57.3 69.7 69.1
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 54,968: 41,531 6,593 415 6,595 44,162 48,541 51,170: 6,427 3,798
Old : 54,968: 41,531 6,593 415 6,595 44,162 48,541 51,170: 6,427 3,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 365: 310 177 397 -125 262 582 836: -217 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 12.0 0.8 12.0 80.3 88.3 93.1: 11.7 6.9
Old : 100.0: 75.6 12.0 0.8 12.0 80.3 88.3 93.1: 11.7 6.9
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 : 92: 57 15 3 10 14 67 32:
Old : 92: 57 15 3 10 14 67 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 : 34.5 58.9 50.1 75.8 34.5 58.9 49.4 75.7
Old : 34.5 58.9 50.1 75.8 34.5 58.9 49.4 75.7
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 21,408: 11,825 3,281 1,246 7,514 16,051 20,585 20,578: 823 830
Old : 21,408: 11,825 3,281 1,246 7,514 16,051 20,585 20,578: 823 830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 1,137: 562 666 494 189 43 1,245 1,203: -108 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 15.3 5.8 35.1 75.0 96.2 96.1: 3.8 3.9
Old : 100.0: 55.2 15.3 5.8 35.1 75.0 96.2 96.1: 3.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 11 2 8 5 21 18:
Old : 34: 13 11 2 8 5 21 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 : 63.1 77.2 80.5 86.8 52.0 59.9 64.8 67.8
Old : 63.1 77.2 80.5 86.8 52.0 59.9 64.8 67.8
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :13,239,538: 1,001,820 2,536,111 2,604,043 9,015,144 6,970,821 12,621,007 12,110,975: 618,531 1,128,563
Old :13,239,538: 1,001,820 2,536,111 2,604,043 9,015,144 6,970,821 12,621,007 12,110,975: 618,531 1,128,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 265,627: 65,714 90,283 11,711 199,874 215,039 277,299 317,033: -11,672 -51,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 19.2 19.7 68.1 52.7 95.3 91.5: 4.7 8.5
Old : 100.0: 7.6 19.2 19.7 68.1 52.7 95.3 91.5: 4.7 8.5
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 : 321: 53 110 119 119 143 248 307:
Old : 321: 53 110 119 119 143 248 307:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 19.1 48.9 27.6 32.7 13.0 36.9 18.3
Old : 36.7 19.1 48.9 27.6 32.7 13.0 36.9 18.3
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 668,674: 107,220 91,703 29,805 447,974 459,531 584,999 581,040: 83,675 87,634
Old : 668,674: 107,220 91,703 29,805 447,974 459,531 584,999 581,040: 83,675 87,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 13,779: -825 7,289 2,477 12,472 521 14,124 10,287: -345 3,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.7 4.5 67.0 68.7 87.5 86.9: 12.5 13.1
Old : 100.0: 16.0 13.7 4.5 67.0 68.7 87.5 86.9: 12.5 13.1
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 : 615: 138 143 79 224 241 399 426:
Old : 615: 138 143 79 224 241 399 426:
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 14.6 27.4 21.2 14.4 14.0 23.4 20.6
Old : 17.3 14.6 27.4 21.2 14.4 14.0 23.4 20.6
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 56,755: 3,906 4,297 0 20,506 37,982 24,412 42,279: 32,343 14,476
Old : 56,755: 3,906 4,297 0 20,506 37,982 24,412 42,279: 32,343 14,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 968: -1,099 1,281 -280 1,001 -1,090 -378 -89: 1,346 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 7.6 0.0 36.1 66.9 43.0 74.5: 57.0 25.5
Old : 100.0: 6.9 7.6 0.0 36.1 66.9 43.0 74.5: 57.0 25.5
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 : 48: 5 8 0 16 23 21 31:
Old : 48: 5 8 0 16 23 21 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 37.6 29.4 53.0 18.4 37.6 28.8 53.0
Old : 18.9 37.6 29.4 53.0 18.4 37.6 28.8 53.0
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,059,594: 532,439 452,902 133,156 2,137,340 2,107,745 2,802,935 2,693,803: 256,659 365,791
Old : 3,059,594: 532,439 452,902 133,156 2,137,340 2,107,745 2,802,935 2,693,803: 256,659 365,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 64,057: -567 28,105 15,722 57,357 8,055 72,512 51,882: -8,455 12,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 14.8 4.4 69.9 68.9 91.6 88.0: 8.4 12.0
Old : 100.0: 17.4 14.8 4.4 69.9 68.9 91.6 88.0: 8.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 610: 138 143 77 221 235 396 418:
Old : 610: 138 143 77 221 235 396 418:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 14.8 29.6 21.6 15.6 14.2 25.3 20.9
Old : 18.7 14.8 29.6 21.6 15.6 14.2 25.3 20.9
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,629: 10,940 293 0 14,357 27,563 25,297 27,856: 3,332 773
Old : 28,629: 10,940 293 0 14,357 27,563 25,297 27,856: 3,332 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 3,365: 2,501 293 0 699 3,084 3,200 3,377: 165 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 1.0 0.0 50.1 96.3 88.4 97.3: 11.6 2.7
Old : 100.0: 38.2 1.0 0.0 50.1 96.3 88.4 97.3: 11.6 2.7
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: 7 1 0 8 7 15 8:
Old : 22: 7 1 0 8 7 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 78.1 76.5 97.3 60.2 78.1 76.5 95.8
Old : 60.2 78.1 76.5 97.3 60.2 78.1 76.5 95.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders - Futures Only, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 15,428: 4,721 643 0 8,527 14,089 13,248 14,732: 2,180 696
Old : 15,428: 4,721 643 0 8,527 14,089 13,248 14,732: 2,180 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 164: -3,723 -142 0 3,775 326 52 184: 112 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 4.2 0.0 55.3 91.3 85.9 95.5: 14.1 4.5
Old : 100.0: 30.6 4.2 0.0 55.3 91.3 85.9 95.5: 14.1 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 2 0 6 9 11 11:
Old : 20: 5 2 0 6 9 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 : 61.8 73.5 80.7 92.1 61.5 73.5 77.0 88.4
Old : 61.8 73.5 80.7 92.1 61.5 73.5 77.0 88.4
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 22,429: 417 2,019 0 19,926 19,473 20,343 21,492: 2,086 937
Old : 22,429: 417 2,019 0 19,926 19,473 20,343 21,492: 2,086 937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 9.0 0.0 88.8 86.8 90.7 95.8: 9.3 4.2
Old : 100.0: 1.9 9.0 0.0 88.8 86.8 90.7 95.8: 9.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 13 7 14 8:
Old : 21: 1 1 0 13 7 14 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 85.8 77.6 95.8 52.5 85.8 77.6 94.6
Old : 52.5 85.8 77.6 95.8 52.5 85.8 77.6 94.6
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 92,113: 23,186 2,441 926 55,015 84,918 79,127 88,285: 12,986 3,828
Old : 92,113: 23,186 2,441 926 55,015 84,918 79,127 88,285: 12,986 3,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -924: -169 -198 149 -2,089 -303 -2,109 -352: 1,185 -572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 2.7 1.0 59.7 92.2 85.9 95.8: 14.1 4.2
Old : 100.0: 25.2 2.7 1.0 59.7 92.2 85.9 95.8: 14.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 13 6 4 38 43 51 53:
Old : 82: 13 6 4 38 43 51 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 42.9 54.0 64.2 39.4 42.9 53.1 63.9
Old : 39.7 42.9 54.0 64.2 39.4 42.9 53.1 63.9
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 58,560: 22,743 11,586 1,071 27,886 37,905 51,700 50,561: 6,860 7,999
Old : 58,560: 22,743 11,586 1,071 27,886 37,905 51,700 50,561: 6,860 7,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 517: 82 -420 288 -177 527 193 395: 324 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 19.8 1.8 47.6 64.7 88.3 86.3: 11.7 13.7
Old : 100.0: 38.8 19.8 1.8 47.6 64.7 88.3 86.3: 11.7 13.7
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 : 270: 72 70 23 66 87 148 170:
Old : 270: 72 70 23 66 87 148 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 24.8 43.3 34.3 28.2 24.8 42.5 34.3
Old : 28.3 24.8 43.3 34.3 28.2 24.8 42.5 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 292,801: 113,717 57,930 5,353 139,432 189,524 258,502 252,807: 34,299 39,994
Old : 292,801: 113,717 57,930 5,353 139,432 189,524 258,502 252,807: 34,299 39,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 2,586: 410 -2,102 1,441 -885 2,634 966 1,973: 1,620 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 19.8 1.8 47.6 64.7 88.3 86.3: 11.7 13.7
Old : 100.0: 38.8 19.8 1.8 47.6 64.7 88.3 86.3: 11.7 13.7
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 : 270: 72 70 23 66 87 148 170:
Old : 270: 72 70 23 66 87 148 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 24.8 43.3 34.3 28.2 24.8 42.5 34.3
Old : 28.3 24.8 43.3 34.3 28.2 24.8 42.5 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 139,228: 85,280 24,567 2,436 13,319 92,907 101,035 119,910: 38,193 19,318
Old : 139,228: 85,280 24,567 2,436 13,319 92,907 101,035 119,910: 38,193 19,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 6,463: 4,481 142 206 1,475 9,854 6,162 10,202: 301 -3,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 17.6 1.7 9.6 66.7 72.6 86.1: 27.4 13.9
Old : 100.0: 61.3 17.6 1.7 9.6 66.7 72.6 86.1: 27.4 13.9
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 : 100: 43 20 14 22 27 70 56:
Old : 100: 43 20 14 22 27 70 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 46.8 33.9 60.0 21.5 46.8 33.8 59.9
Old : 21.5 46.8 33.9 60.0 21.5 46.8 33.8 59.9
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 35,634: 12,228 5,992 2 14,090 26,991 26,320 32,985: 9,314 2,649
Old : 35,634: 12,228 5,992 2 14,090 26,991 26,320 32,985: 9,314 2,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -267: 6 -146 0 -556 -177 -550 -323: 283 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 16.8 0.0 39.5 75.7 73.9 92.6: 26.1 7.4
Old : 100.0: 34.3 16.8 0.0 39.5 75.7 73.9 92.6: 26.1 7.4
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 : 44: 17 6 1 14 12 31 19:
Old : 44: 17 6 1 14 12 31 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 : 30.2 79.9 42.4 86.7 30.2 79.9 42.4 86.4
Old : 30.2 79.9 42.4 86.7 30.2 79.9 42.4 86.4
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 - Futures Only, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 55,768: 20,226 6,549 1,777 21,152 14,684 43,155 23,010: 12,613 32,758
Old : 55,768: 20,226 6,549 1,777 21,152 14,684 43,155 23,010: 12,613 32,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -957: 3,052 2,078 203 -5,200 1,685 -1,945 3,966: 988 -4,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 11.7 3.2 37.9 26.3 77.4 41.3: 22.6 58.7
Old : 100.0: 36.3 11.7 3.2 37.9 26.3 77.4 41.3: 22.6 58.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 25 16 3 25 23 51 41:
Old : 79: 25 16 3 25 23 51 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 10.1 30.7 18.1 19.0 10.0 29.6 16.6
Old : 19.2 10.1 30.7 18.1 19.0 10.0 29.6 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,109: 8,567 6,719 0 6,035 8,175 14,602 14,894: 507 215
Old : 15,109: 8,567 6,719 0 6,035 8,175 14,602 14,894: 507 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -234: -23 -36 -1 -253 0 -277 -37: 43 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 44.5 0.0 39.9 54.1 96.6 98.6: 3.4 1.4
Old : 100.0: 56.7 44.5 0.0 39.9 54.1 96.6 98.6: 3.4 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 : 21: 7 5 0 8 2 15 7:
Old : 21: 7 5 0 8 2 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.0 93.2 89.4 98.6 80.0 93.2 89.4 96.7
Old : 80.0 93.2 89.4 98.6 80.0 93.2 89.4 96.7
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 92,906: 6,158 16,593 24,240 62,486 52,073 92,884 92,906: 22 0
Old : 92,906: 6,158 16,593 24,240 62,486 52,073 92,884 92,906: 22 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 512: 0 1,025 -280 792 -233 512 512: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 17.9 26.1 67.3 56.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.6 17.9 26.1 67.3 56.0 100.0 100.0: 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 : 22: 3 2 2 11 14 16 16:
Old : 22: 3 2 2 11 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.9 81.6 96.6 93.9 36.0 31.6 39.3 37.4
Old : 84.9 81.6 96.6 93.9 36.0 31.6 39.3 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 4, 2017