MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 26,768: 800 5,172 2,760 22,596 18,224 26,156 26,156: 612 612
Old : 26,768: 800 5,172 2,760 22,596 18,224 26,156 26,156: 612 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 498: -160 360 -120 526 6 246 246: 252 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 19.3 10.3 84.4 68.1 97.7 97.7: 2.3 2.3
Old : 100.0: 3.0 19.3 10.3 84.4 68.1 97.7 97.7: 2.3 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 10 6 8 7 15 19:
Old : 23: 2 10 6 8 7 15 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 : 83.4 63.8 93.4 86.3 48.4 33.3 49.8 44.7
Old : 83.4 63.8 93.4 86.3 48.4 33.3 49.8 44.7
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 22, 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 : 5,846: 328 624 410 4,118 4,552 4,856 5,586: 990 260
Old : 5,846: 328 624 410 4,118 4,552 4,856 5,586: 990 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 473: -102 -66 88 417 460 403 482: 70 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 10.7 7.0 70.4 77.9 83.1 95.6: 16.9 4.4
Old : 100.0: 5.6 10.7 7.0 70.4 77.9 83.1 95.6: 16.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 7 8 11 21 20 35 32:
Old : 43: 7 8 11 21 20 35 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 : 52.9 47.0 62.5 62.3 50.3 44.1 57.3 57.6
Old : 52.9 47.0 62.5 62.3 50.3 44.1 57.3 57.6
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 22, 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 : 26,525: 12,877 6,918 959 9,332 14,156 23,168 22,033: 3,357 4,492
Old : 26,525: 12,877 6,918 959 9,332 14,156 23,168 22,033: 3,357 4,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 25: -213 -414 59 146 490 -8 135: 33 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 26.1 3.6 35.2 53.4 87.3 83.1: 12.7 16.9
Old : 100.0: 48.5 26.1 3.6 35.2 53.4 87.3 83.1: 12.7 16.9
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 : 74: 16 22 18 20 25 49 53:
Old : 74: 16 22 18 20 25 49 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 : 47.8 34.1 68.5 48.4 47.7 34.0 68.3 47.8
Old : 47.8 34.1 68.5 48.4 47.7 34.0 68.3 47.8
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 22, 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 : 6,233: 845 445 306 4,240 5,121 5,391 5,872: 842 361
Old : 6,233: 845 445 306 4,240 5,121 5,391 5,872: 842 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 211: -32 90 58 137 73 163 221: 48 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.1 4.9 68.0 82.2 86.5 94.2: 13.5 5.8
Old : 100.0: 13.6 7.1 4.9 68.0 82.2 86.5 94.2: 13.5 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 7 6 9 24 16 35 27:
Old : 41: 7 6 9 24 16 35 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 49.3 54.9 70.7 38.9 45.9 54.1 66.3
Old : 38.9 49.3 54.9 70.7 38.9 45.9 54.1 66.3
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 22, 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 : 254,173: 104,821 51,305 33,383 95,751 130,544 233,955 215,232: 20,218 38,941
Old : 111,262: 66,381 51,339 973 35,967 45,627 103,321 97,939: 7,941 13,323
Other: 142,911: 59,875 21,401 10,975 59,784 84,917 130,634 117,293: 12,277 25,618
: : :
: : Changes in Commitments from: August 15, 2017 :
: -21,882: -12,416 -6,174 -5,491 -1,645 -7,669 -19,552 -19,334: -2,330 -2,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 20.2 13.1 37.7 51.4 92.0 84.7: 8.0 15.3
Old : 100.0: 59.7 46.1 0.9 32.3 41.0 92.9 88.0: 7.1 12.0
Other: 100.0: 41.9 15.0 7.7 41.8 59.4 91.4 82.1: 8.6 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 102 94 97 70 82 236 229:
Old : 282: 83 106 16 27 68 113 187:
Other: 247: 82 61 46 62 71 173 157:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 17.8 29.4 24.6 19.0 17.8 28.8 24.1
Old : 16.2 18.1 29.5 28.5 16.2 18.1 29.3 28.5
Other: 26.1 18.3 37.7 26.7 26.0 18.2 36.6 26.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 22, 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 : 313,561: 132,456 39,476 29,807 127,853 202,311 290,116 271,594: 23,445 41,967
Old : 313,561: 132,456 39,476 29,807 127,853 202,311 290,116 271,594: 23,445 41,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 3,519: -910 -264 2,229 3,888 1,897 5,207 3,862: -1,688 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 12.6 9.5 40.8 64.5 92.5 86.6: 7.5 13.4
Old : 100.0: 42.2 12.6 9.5 40.8 64.5 92.5 86.6: 7.5 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 : 382: 112 81 115 90 147 265 299:
Old : 382: 112 81 115 90 147 265 299:
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 : 17.7 22.4 30.2 30.8 17.7 22.2 30.2 30.3
Old : 17.7 22.4 30.2 30.8 17.7 22.2 30.2 30.3
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 - Futures Only, August 22, 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 : 4,205: 1,769 1,255 233 869 1,886 2,871 3,374: 1,334 831
Old : 4,205: 1,769 1,255 233 869 1,886 2,871 3,374: 1,334 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -173: -49 -5 -70 16 -116 -103 -191: -70 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 29.8 5.5 20.7 44.9 68.3 80.2: 31.7 19.8
Old : 100.0: 42.1 29.8 5.5 20.7 44.9 68.3 80.2: 31.7 19.8
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 : 49: 15 11 8 14 18 33 34:
Old : 49: 15 11 8 14 18 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 40.0 44.9 54.3 31.4 39.1 44.7 50.8
Old : 31.4 40.0 44.9 54.3 31.4 39.1 44.7 50.8
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 22, 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 : 54,629: 22,989 10,990 10,578 13,399 15,483 46,966 37,051: 7,663 17,578
Old : 54,629: 22,989 10,990 10,578 13,399 15,483 46,966 37,051: 7,663 17,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -2,021: -404 521 -446 -421 -739 -1,271 -664: -750 -1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 20.1 19.4 24.5 28.3 86.0 67.8: 14.0 32.2
Old : 100.0: 42.1 20.1 19.4 24.5 28.3 86.0 67.8: 14.0 32.2
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 : 205: 61 42 65 54 73 152 155:
Old : 205: 61 42 65 54 73 152 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 12.9 31.8 19.9 22.2 11.8 31.2 17.6
Old : 22.2 12.9 31.8 19.9 22.2 11.8 31.2 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, August 22, 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 : 3,778: 269 3,056 38 2,573 416 2,880 3,510: 898 268
Old : 3,778: 269 3,056 38 2,573 416 2,880 3,510: 898 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 80.9 1.0 68.1 11.0 76.2 92.9: 23.8 7.1
Old : 100.0: 7.1 80.9 1.0 68.1 11.0 76.2 92.9: 23.8 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 7 2 11 6 16 13:
Old : 21: 3 7 2 11 6 16 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 : 54.9 79.1 70.6 88.3 53.8 79.1 69.5 85.7
Old : 54.9 79.1 70.6 88.3 53.8 79.1 69.5 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, August 22, 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 : 19,701: 1,807 11,499 656 16,544 6,927 19,007 19,082: 694 619
Old : 19,701: 1,807 11,499 656 16,544 6,927 19,007 19,082: 694 619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 227: -153 -56 -205 586 532 228 271: -1 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 58.4 3.3 84.0 35.2 96.5 96.9: 3.5 3.1
Old : 100.0: 9.2 58.4 3.3 84.0 35.2 96.5 96.9: 3.5 3.1
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 : 54: 14 10 9 22 17 39 33:
Old : 54: 14 10 9 22 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 : 51.8 60.0 71.4 82.6 51.6 60.0 69.4 82.3
Old : 51.8 60.0 71.4 82.6 51.6 60.0 69.4 82.3
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 22, 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 : 34,843: 3,211 6,730 122 29,973 26,835 33,306 33,687: 1,537 1,156
Old : 34,843: 3,211 6,730 122 29,973 26,835 33,306 33,687: 1,537 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -2,321: -1,631 -4,916 122 -925 2,545 -2,434 -2,249: 113 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 19.3 0.4 86.0 77.0 95.6 96.7: 4.4 3.3
Old : 100.0: 9.2 19.3 0.4 86.0 77.0 95.6 96.7: 4.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 8 1 10 6 24 14:
Old : 35: 13 8 1 10 6 24 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 73.1 86.8 93.6 80.3 73.0 86.8 93.5
Old : 80.3 73.1 86.8 93.6 80.3 73.0 86.8 93.5
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 22, 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 : 186,960: 80,965 29,866 3,740 61,276 127,582 145,981 161,188: 40,979 25,772
Old : 186,960: 80,965 29,866 3,740 61,276 127,582 145,981 161,188: 40,979 25,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -5,066: -5,490 -5,240 -1,570 1,683 -1,120 -5,377 -7,930: 311 2,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 16.0 2.0 32.8 68.2 78.1 86.2: 21.9 13.8
Old : 100.0: 43.3 16.0 2.0 32.8 68.2 78.1 86.2: 21.9 13.8
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 : 93: 42 13 21 23 26 75 51:
Old : 93: 42 13 21 23 26 75 51:
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 : 29.0 56.6 41.6 69.5 28.8 56.5 41.1 69.3
Old : 29.0 56.6 41.6 69.5 28.8 56.5 41.1 69.3
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 - Futures Only, August 22, 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 : 40,420: 12,168 14,155 1,725 15,046 10,308 28,939 26,188: 11,481 14,232
Old : 40,420: 12,168 14,155 1,725 15,046 10,308 28,939 26,188: 11,481 14,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 1,040: -388 418 471 1,081 715 1,164 1,604: -124 -564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 35.0 4.3 37.2 25.5 71.6 64.8: 28.4 35.2
Old : 100.0: 30.1 35.0 4.3 37.2 25.5 71.6 64.8: 28.4 35.2
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 : 38: 13 11 8 6 9 24 23:
Old : 38: 13 11 8 6 9 24 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 : 42.0 30.3 53.4 45.5 41.9 30.3 53.1 45.2
Old : 42.0 30.3 53.4 45.5 41.9 30.3 53.1 45.2
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 22, 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 : 243,849: 137,856 40,238 3,259 93,686 197,558 234,801 241,055: 9,048 2,794
Old : 243,849: 137,856 40,238 3,259 93,686 197,558 234,801 241,055: 9,048 2,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 6,260: 6,956 4,187 26 -1,199 2,100 5,783 6,313: 477 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 16.5 1.3 38.4 81.0 96.3 98.9: 3.7 1.1
Old : 100.0: 56.5 16.5 1.3 38.4 81.0 96.3 98.9: 3.7 1.1
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 : 159: 86 33 7 18 26 110 61:
Old : 159: 86 33 7 18 26 110 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 : 41.7 65.7 57.3 78.3 41.7 65.7 57.3 78.2
Old : 41.7 65.7 57.3 78.3 41.7 65.7 57.3 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 22, 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 : 216,494: 61,484 107,384 7,436 118,557 73,564 187,477 188,384: 29,017 28,110
Old : 216,494: 61,484 107,384 7,436 118,557 73,564 187,477 188,384: 29,017 28,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 3,235: -2,326 11,714 -222 6,376 -5,342 3,828 6,150: -593 -2,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 49.6 3.4 54.8 34.0 86.6 87.0: 13.4 13.0
Old : 100.0: 28.4 49.6 3.4 54.8 34.0 86.6 87.0: 13.4 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 35 34 22 27 36 69 85:
Old : 117: 35 34 22 27 36 69 85:
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 : 47.3 39.1 56.8 51.3 45.4 38.2 54.5 49.9
Old : 47.3 39.1 56.8 51.3 45.4 38.2 54.5 49.9
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 - Futures Only, August 22, 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 : 215,457: 45,162 119,248 6,012 142,448 59,657 193,622 184,917: 21,835 30,540
Old : 215,457: 45,162 119,248 6,012 142,448 59,657 193,622 184,917: 21,835 30,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 367: 1,854 -1,552 -139 -2,779 3,603 -1,064 1,912: 1,431 -1,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 55.3 2.8 66.1 27.7 89.9 85.8: 10.1 14.2
Old : 100.0: 21.0 55.3 2.8 66.1 27.7 89.9 85.8: 10.1 14.2
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 : 118: 35 36 19 31 32 75 78:
Old : 118: 35 36 19 31 32 75 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 46.3 55.4 57.9 44.9 46.1 55.1 57.6
Old : 45.1 46.3 55.4 57.9 44.9 46.1 55.1 57.6
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 22, 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 : 464,445: 197,818 109,842 19,103 169,989 284,515 386,910 413,460: 77,535 50,985
Old : 464,445: 197,818 109,842 19,103 169,989 284,515 386,910 413,460: 77,535 50,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 2,297: 7,482 -1,227 -2,659 -4,188 5,969 635 2,083: 1,662 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 23.7 4.1 36.6 61.3 83.3 89.0: 16.7 11.0
Old : 100.0: 42.6 23.7 4.1 36.6 61.3 83.3 89.0: 16.7 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 100 65 45 64 66 185 156:
Old : 258: 100 65 45 64 66 185 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 37.2 32.9 50.6 22.5 36.5 32.4 49.8
Old : 22.9 37.2 32.9 50.6 22.5 36.5 32.4 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, August 22, 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 : 34,733: 13,442 3,333 1,340 7,163 25,914 21,945 30,587: 12,788 4,146
Old : 34,733: 13,442 3,333 1,340 7,163 25,914 21,945 30,587: 12,788 4,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 9.6 3.9 20.6 74.6 63.2 88.1: 36.8 11.9
Old : 100.0: 38.7 9.6 3.9 20.6 74.6 63.2 88.1: 36.8 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 4 3 8 4 19 9:
Old : 22: 9 4 3 8 4 19 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 83.5 47.0 87.8 32.6 81.4 45.7 83.2
Old : 32.9 83.5 47.0 87.8 32.6 81.4 45.7 83.2
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 22, 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 : 22,455: 11,450 5,088 758 3,025 13,815 15,233 19,661: 7,222 2,794
Old : 22,455: 11,450 5,088 758 3,025 13,815 15,233 19,661: 7,222 2,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -901: -261 -666 -540 -1 -17 -802 -1,223: -99 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 22.7 3.4 13.5 61.5 67.8 87.6: 32.2 12.4
Old : 100.0: 51.0 22.7 3.4 13.5 61.5 67.8 87.6: 32.2 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 : 21: 8 3 3 6 7 15 12:
Old : 21: 8 3 3 6 7 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 66.6 56.4 84.4 42.9 63.6 55.3 80.3
Old : 43.4 66.6 56.4 84.4 42.9 63.6 55.3 80.3
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 22, 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 : 24,746: 17,107 6,921 25 5,793 17,343 22,925 24,289: 1,821 457
Old : 24,746: 17,107 6,921 25 5,793 17,343 22,925 24,289: 1,821 457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -902: -964 -336 25 0 -606 -939 -917: 37 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 28.0 0.1 23.4 70.1 92.6 98.2: 7.4 1.8
Old : 100.0: 69.1 28.0 0.1 23.4 70.1 92.6 98.2: 7.4 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 : 36: 12 14 1 4 7 17 21:
Old : 36: 12 14 1 4 7 17 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 : 78.1 71.5 87.4 83.7 78.1 71.4 87.4 83.7
Old : 78.1 71.5 87.4 83.7 78.1 71.4 87.4 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, August 22, 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 : 44,090: 29,590 7,708 1,065 7,153 31,773 37,808 40,546: 6,282 3,544
Old : 44,090: 29,590 7,708 1,065 7,153 31,773 37,808 40,546: 6,282 3,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -4,323: -3,919 -962 393 -822 -3,787 -4,348 -4,356: 25 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 17.5 2.4 16.2 72.1 85.8 92.0: 14.2 8.0
Old : 100.0: 67.1 17.5 2.4 16.2 72.1 85.8 92.0: 14.2 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 50 14 7 11 12 63 31:
Old : 82: 50 14 7 11 12 63 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 : 30.4 56.3 45.7 73.8 29.3 55.5 42.4 71.7
Old : 30.4 56.3 45.7 73.8 29.3 55.5 42.4 71.7
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 22, 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 : 23,334: 15,054 3,851 1,364 5,927 17,327 22,345 22,542: 989 792
Old : 23,334: 15,054 3,851 1,364 5,927 17,327 22,345 22,542: 989 792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 3,515: 3,708 1,977 82 -236 1,456 3,554 3,515: -39 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 16.5 5.8 25.4 74.3 95.8 96.6: 4.2 3.4
Old : 100.0: 64.5 16.5 5.8 25.4 74.3 95.8 96.6: 4.2 3.4
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 : 32: 17 7 2 5 6 22 15:
Old : 32: 17 7 2 5 6 22 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 : 64.4 75.2 80.1 89.7 53.7 61.7 65.5 72.4
Old : 64.4 75.2 80.1 89.7 53.7 61.7 65.5 72.4
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 - Futures Only, August 22, 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 :13,437,818: 884,821 2,402,525 2,842,066 9,022,122 7,065,482 12,749,009 12,310,073: 688,809 1,127,745
Old :13,437,818: 884,821 2,402,525 2,842,066 9,022,122 7,065,482 12,749,009 12,310,073: 688,809 1,127,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -51,187: -23,692 -175,349 51,679 -97,473 100,597 -69,486 -23,073: 18,299 -28,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 17.9 21.1 67.1 52.6 94.9 91.6: 5.1 8.4
Old : 100.0: 6.6 17.9 21.1 67.1 52.6 94.9 91.6: 5.1 8.4
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 : 327: 54 107 119 122 148 253 311:
Old : 327: 54 107 119 122 148 253 311:
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 : 36.4 18.4 47.4 28.6 32.2 12.9 36.6 18.9
Old : 36.4 18.4 47.4 28.6 32.2 12.9 36.6 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, August 22, 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 : 713,658: 116,091 91,140 38,117 479,496 499,207 633,704 628,464: 79,954 85,194
Old : 713,658: 116,091 91,140 38,117 479,496 499,207 633,704 628,464: 79,954 85,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 18,481: 1,144 4,322 4,435 16,623 15,050 22,203 23,806: -3,722 -5,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 12.8 5.3 67.2 70.0 88.8 88.1: 11.2 11.9
Old : 100.0: 16.3 12.8 5.3 67.2 70.0 88.8 88.1: 11.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 618: 128 149 79 233 242 403 428:
Old : 618: 128 149 79 233 242 403 428:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 15.1 26.5 22.0 13.7 13.7 21.5 20.0
Old : 17.4 15.1 26.5 22.0 13.7 13.7 21.5 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, August 22, 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 : 67,563: 3,758 7,227 283 33,731 44,340 37,772 51,850: 29,791 15,713
Old : 67,563: 3,758 7,227 283 33,731 44,340 37,772 51,850: 29,791 15,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 5,510: 629 2,186 283 9,882 2,629 10,794 5,098: -5,284 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 10.7 0.4 49.9 65.6 55.9 76.7: 44.1 23.3
Old : 100.0: 5.6 10.7 0.4 49.9 65.6 55.9 76.7: 44.1 23.3
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 : 50: 4 9 1 20 21 24 31:
Old : 50: 4 9 1 20 21 24 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 : 22.6 33.0 34.5 51.5 16.4 30.7 26.8 47.2
Old : 22.6 33.0 34.5 51.5 16.4 30.7 26.8 47.2
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 22, 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 : 3,230,474: 585,699 443,601 165,135 2,228,824 2,274,333 2,979,658 2,883,069: 250,816 347,405
Old : 3,230,474: 585,699 443,601 165,135 2,228,824 2,274,333 2,979,658 2,883,069: 250,816 347,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 64,854: 12,226 20,328 11,111 33,707 62,103 57,044 93,542: 7,810 -28,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 13.7 5.1 69.0 70.4 92.2 89.2: 7.8 10.8
Old : 100.0: 18.1 13.7 5.1 69.0 70.4 92.2 89.2: 7.8 10.8
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 : 613: 131 146 79 225 236 395 422:
Old : 613: 131 146 79 225 236 395 422:
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 15.4 28.7 22.1 15.1 14.1 23.2 20.7
Old : 18.7 15.4 28.7 22.1 15.1 14.1 23.2 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, August 22, 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 : 29,396: 11,441 0 0 14,619 28,501 26,060 28,501: 3,336 895
Old : 29,396: 11,441 0 0 14,619 28,501 26,060 28,501: 3,336 895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -341: -484 -370 0 198 70 -286 -300: -55 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 0.0 0.0 49.7 97.0 88.7 97.0: 11.3 3.0
Old : 100.0: 38.9 0.0 0.0 49.7 97.0 88.7 97.0: 11.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 0 0 8 7 15 7:
Old : 21: 7 0 0 8 7 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 : 59.1 77.3 75.4 97.0 59.1 77.3 75.4 95.4
Old : 59.1 77.3 75.4 97.0 59.1 77.3 75.4 95.4
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 22, 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 : 23,032: 243 2,299 0 20,888 19,683 21,131 21,982: 1,901 1,050
Old : 23,032: 243 2,299 0 20,888 19,683 21,131 21,982: 1,901 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 708: -20 280 0 689 444 669 724: 39 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 10.0 0.0 90.7 85.5 91.7 95.4: 8.3 4.6
Old : 100.0: 1.1 10.0 0.0 90.7 85.5 91.7 95.4: 8.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 0 14 6 15 8:
Old : 22: 1 2 0 14 6 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 : 51.3 87.8 79.1 95.4 51.3 87.8 79.1 94.2
Old : 51.3 87.8 79.1 95.4 51.3 87.8 79.1 94.2
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 22, 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 : 88,723: 23,072 1,844 1,037 53,118 81,458 77,227 84,339: 11,496 4,384
Old : 88,723: 23,072 1,844 1,037 53,118 81,458 77,227 84,339: 11,496 4,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -1,973: -898 -279 262 -638 -2,111 -1,274 -2,128: -699 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 2.1 1.2 59.9 91.8 87.0 95.1: 13.0 4.9
Old : 100.0: 26.0 2.1 1.2 59.9 91.8 87.0 95.1: 13.0 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 16 4 6 40 39 57 48:
Old : 82: 16 4 6 40 39 57 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 : 38.2 44.5 53.4 65.2 37.8 44.4 51.7 65.2
Old : 38.2 44.5 53.4 65.2 37.8 44.4 51.7 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, August 22, 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 : 58,746: 20,634 12,821 1,392 29,882 36,484 51,908 50,698: 6,838 8,048
Old : 58,746: 20,634 12,821 1,392 29,882 36,484 51,908 50,698: 6,838 8,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -1,760: -1,003 617 -155 -942 -1,441 -2,101 -980: 341 -780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 21.8 2.4 50.9 62.1 88.4 86.3: 11.6 13.7
Old : 100.0: 35.1 21.8 2.4 50.9 62.1 88.4 86.3: 11.6 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 : 276: 70 81 24 68 86 148 181:
Old : 276: 70 81 24 68 86 148 181:
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 : 29.0 20.4 44.5 30.6 27.5 20.2 42.4 30.4
Old : 29.0 20.4 44.5 30.6 27.5 20.2 42.4 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, August 22, 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 : 293,728: 103,170 64,107 6,960 149,408 182,422 259,538 253,489: 34,190 40,239
Old : 293,728: 103,170 64,107 6,960 149,408 182,422 259,538 253,489: 34,190 40,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -8,798: -5,016 3,083 -776 -4,712 -7,206 -10,504 -4,899: 1,706 -3,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 21.8 2.4 50.9 62.1 88.4 86.3: 11.6 13.7
Old : 100.0: 35.1 21.8 2.4 50.9 62.1 88.4 86.3: 11.6 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 : 276: 70 81 24 68 86 148 181:
Old : 276: 70 81 24 68 86 148 181:
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 : 29.0 20.4 44.5 30.6 27.5 20.2 42.4 30.4
Old : 29.0 20.4 44.5 30.6 27.5 20.2 42.4 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 22, 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 : 149,592: 91,558 31,074 2,854 19,484 95,356 113,896 129,284: 35,696 20,308
Old : 149,592: 91,558 31,074 2,854 19,484 95,356 113,896 129,284: 35,696 20,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -217: -1,760 -2,632 180 2,324 731 744 -1,721: -961 1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 20.8 1.9 13.0 63.7 76.1 86.4: 23.9 13.6
Old : 100.0: 61.2 20.8 1.9 13.0 63.7 76.1 86.4: 23.9 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 : 99: 46 19 13 21 23 72 50:
Old : 99: 46 19 13 21 23 72 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 49.9 36.7 64.0 23.4 49.9 36.6 63.4
Old : 23.4 49.9 36.7 64.0 23.4 49.9 36.6 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,365: 1,871 2,704 16 12,562 11,270 14,449 13,990: 1,916 2,375
Old : 16,365: 1,871 2,704 16 12,562 11,270 14,449 13,990: 1,916 2,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 3,117: -421 -1,854 15 3,057 4,699 2,651 2,860: 466 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 16.5 0.1 76.8 68.9 88.3 85.5: 11.7 14.5
Old : 100.0: 11.4 16.5 0.1 76.8 68.9 88.3 85.5: 11.7 14.5
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 : 27: 4 6 1 10 9 15 15:
Old : 27: 4 6 1 10 9 15 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 : 55.5 59.1 74.6 76.3 55.5 59.1 74.2 76.3
Old : 55.5 59.1 74.6 76.3 55.5 59.1 74.2 76.3
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 - Futures Only, August 22, 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 : 34,424: 12,966 5,939 103 14,878 26,093 27,947 32,135: 6,477 2,289
Old : 34,424: 12,966 5,939 103 14,878 26,093 27,947 32,135: 6,477 2,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 136: 397 222 90 182 -268 669 44: -533 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 17.3 0.3 43.2 75.8 81.2 93.4: 18.8 6.6
Old : 100.0: 37.7 17.3 0.3 43.2 75.8 81.2 93.4: 18.8 6.6
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 : 48: 17 7 2 18 12 36 20:
Old : 48: 17 7 2 18 12 36 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 : 31.8 81.9 44.0 88.6 31.8 81.9 44.0 88.3
Old : 31.8 81.9 44.0 88.6 31.8 81.9 44.0 88.3
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 22, 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 : 57,444: 20,419 6,719 2,193 24,926 22,629 47,538 31,541: 9,906 25,903
Old : 57,444: 20,419 6,719 2,193 24,926 22,629 47,538 31,541: 9,906 25,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 3,600: 2,130 29 87 1,505 1,481 3,722 1,597: -122 2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 11.7 3.8 43.4 39.4 82.8 54.9: 17.2 45.1
Old : 100.0: 35.5 11.7 3.8 43.4 39.4 82.8 54.9: 17.2 45.1
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 : 80: 26 15 4 30 20 57 38:
Old : 80: 26 15 4 30 20 57 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 26.4 33.1 34.6 18.8 25.7 31.3 32.7
Old : 19.4 26.4 33.1 34.6 18.8 25.7 31.3 32.7
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 22, 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 : 99,088: 6,288 12,573 28,112 64,666 58,403 99,066 99,088: 22 0
Old : 99,088: 6,288 12,573 28,112 64,666 58,403 99,066 99,088: 22 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 2,350: 130 -650 1,040 1,180 1,960 2,350 2,350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 12.7 28.4 65.3 58.9 100.0 100.0: 0.0 0.0
Old : 100.0: 6.3 12.7 28.4 65.3 58.9 100.0 100.0: 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 : 23: 3 2 2 12 14 17 16:
Old : 23: 3 2 2 12 14 17 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 : 85.4 82.2 96.7 94.2 34.2 28.1 35.3 33.5
Old : 85.4 82.2 96.7 94.2 34.2 28.1 35.3 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 25, 2017