MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, October 24, 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 : 24,540: 2,760 4,792 1,280 20,260 18,228 24,300 24,300: 240 240
Old : 24,540: 2,760 4,792 1,280 20,260 18,228 24,300 24,300: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 804: 640 -120 -120 284 1,044 804 804: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 19.5 5.2 82.6 74.3 99.0 99.0: 1.0 1.0
Old : 100.0: 11.2 19.5 5.2 82.6 74.3 99.0 99.0: 1.0 1.0
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: 4 9 3 7 7 13 17:
Old : 22: 4 9 3 7 7 13 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 : 84.7 60.4 94.7 84.5 67.5 41.4 69.4 59.4
Old : 84.7 60.4 94.7 84.5 67.5 41.4 69.4 59.4
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, October 24, 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 : 5,497: 80 623 430 4,392 3,973 4,902 5,026: 595 471
Old : 5,497: 80 623 430 4,392 3,973 4,902 5,026: 595 471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 257: -40 -30 25 251 221 236 216: 21 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 11.3 7.8 79.9 72.3 89.2 91.4: 10.8 8.6
Old : 100.0: 1.5 11.3 7.8 79.9 72.3 89.2 91.4: 10.8 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 10 10 16 20 27 32:
Old : 38: 2 10 10 16 20 27 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 : 58.5 42.0 74.2 58.2 57.4 40.3 65.1 53.3
Old : 58.5 42.0 74.2 58.2 57.4 40.3 65.1 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 24, 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 : 24,033: 11,225 8,501 978 9,470 10,335 21,673 19,814: 2,360 4,219
Old : 24,033: 11,225 8,501 978 9,470 10,335 21,673 19,814: 2,360 4,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 840: 155 337 67 455 211 677 615: 163 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 35.4 4.1 39.4 43.0 90.2 82.4: 9.8 17.6
Old : 100.0: 46.7 35.4 4.1 39.4 43.0 90.2 82.4: 9.8 17.6
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 : 67: 15 21 17 19 18 45 46:
Old : 67: 15 21 17 19 18 45 46:
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 : 42.9 30.3 65.6 49.4 42.8 29.9 65.2 48.2
Old : 42.9 30.3 65.6 49.4 42.8 29.9 65.2 48.2
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, October 24, 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 : 6,674: 999 850 431 4,301 4,937 5,731 6,218: 943 456
Old : 6,674: 999 850 431 4,301 4,937 5,731 6,218: 943 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 499: 173 -81 18 139 553 330 490: 169 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 12.7 6.5 64.4 74.0 85.9 93.2: 14.1 6.8
Old : 100.0: 15.0 12.7 6.5 64.4 74.0 85.9 93.2: 14.1 6.8
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 : 38: 5 7 7 21 15 30 25:
Old : 38: 5 7 7 21 15 30 25:
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 47.7 59.4 68.2 43.4 46.8 55.2 60.9
Old : 43.4 47.7 59.4 68.2 43.4 46.8 55.2 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, October 24, 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 : 2,545: 138 950 337 1,940 949 2,415 2,236: 130 309
Old : 2,545: 138 950 337 1,940 949 2,415 2,236: 130 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 37.3 13.2 76.2 37.3 94.9 87.9: 5.1 12.1
Old : 100.0: 5.4 37.3 13.2 76.2 37.3 94.9 87.9: 5.1 12.1
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 : 20: 3 6 6 7 6 14 14:
Old : 20: 3 6 6 7 6 14 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 : 75.8 53.6 89.7 78.4 73.9 48.4 80.9 68.4
Old : 75.8 53.6 89.7 78.4 73.9 48.4 80.9 68.4
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, October 24, 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 : 251,828: 100,955 54,395 35,939 96,437 119,778 233,331 210,112: 18,497 41,716
Old : 251,471: 100,924 54,325 35,889 96,437 119,633 233,250 209,847: 18,221 41,624
Other: 357: 80 119 1 0 145 81 265: 276 92
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,773: 6,231 3,967 -3,013 241 2,122 3,459 3,076: -686 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 21.6 14.3 38.3 47.6 92.7 83.4: 7.3 16.6
Old : 100.0: 40.1 21.6 14.3 38.3 47.6 92.8 83.4: 7.2 16.6
Other: 100.0: 22.4 33.3 0.3 0.0 40.6 22.7 74.2: 77.3 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 96 108 116 62 84 239 243:
Old : 327: 96 108 116 62 84 239 243:
Other: 14: 5 4 1 0 4 6 9:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 12.9 28.0 18.7 16.9 12.7 27.5 18.2
Old : 16.9 12.9 28.0 18.7 16.9 12.7 27.5 18.2
Other: 22.1 55.7 22.7 73.9 22.1 55.7 22.4 73.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 24, 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 : 335,944: 153,400 33,772 33,622 125,113 218,740 312,135 286,134: 23,809 49,810
Old : 335,944: 153,400 33,772 33,622 125,113 218,740 312,135 286,134: 23,809 49,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 5,707: 6,482 -113 787 -1,344 4,999 5,925 5,673: -218 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 10.1 10.0 37.2 65.1 92.9 85.2: 7.1 14.8
Old : 100.0: 45.7 10.1 10.0 37.2 65.1 92.9 85.2: 7.1 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 144 66 106 82 164 269 307:
Old : 402: 144 66 106 82 164 269 307:
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 : 17.5 21.0 28.5 29.1 17.5 20.5 28.1 28.6
Old : 17.5 21.0 28.5 29.1 17.5 20.5 28.1 28.6
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, October 24, 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 : 6,836: 3,516 1,998 313 1,183 3,401 5,012 5,712: 1,824 1,124
Old : 6,836: 3,516 1,998 313 1,183 3,401 5,012 5,712: 1,824 1,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 73: -20 62 -27 45 -18 -2 17: 75 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 29.2 4.6 17.3 49.8 73.3 83.6: 26.7 16.4
Old : 100.0: 51.4 29.2 4.6 17.3 49.8 73.3 83.6: 26.7 16.4
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 : 75: 36 13 8 14 19 56 37:
Old : 75: 36 13 8 14 19 56 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 38.1 36.7 54.5 25.5 37.8 35.5 53.4
Old : 25.5 38.1 36.7 54.5 25.5 37.8 35.5 53.4
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, October 24, 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 : 62,895: 30,955 13,937 12,330 12,656 17,515 55,941 43,782: 6,954 19,113
Old : 62,895: 30,955 13,937 12,330 12,656 17,515 55,941 43,782: 6,954 19,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,149: 110 -188 1,799 146 568 2,055 2,179: 94 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 22.2 19.6 20.1 27.8 88.9 69.6: 11.1 30.4
Old : 100.0: 49.2 22.2 19.6 20.1 27.8 88.9 69.6: 11.1 30.4
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 : 240: 76 64 66 40 72 159 172:
Old : 240: 76 64 66 40 72 159 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 13.8 27.7 22.1 15.8 10.6 25.9 16.1
Old : 15.8 13.8 27.7 22.1 15.8 10.6 25.9 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, October 24, 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 : 20,932: 1,166 10,455 642 18,695 8,419 20,503 19,516: 429 1,416
Old : 20,932: 1,166 10,455 642 18,695 8,419 20,503 19,516: 429 1,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,150: -195 523 119 1,288 418 1,212 1,060: -62 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 49.9 3.1 89.3 40.2 98.0 93.2: 2.0 6.8
Old : 100.0: 5.6 49.9 3.1 89.3 40.2 98.0 93.2: 2.0 6.8
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 : 55: 12 12 9 23 17 39 34:
Old : 55: 12 12 9 23 17 39 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 : 63.8 51.1 80.2 72.3 63.8 51.1 80.1 71.8
Old : 63.8 51.1 80.2 72.3 63.8 51.1 80.1 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, October 24, 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 : 51,417: 25,421 10,696 0 23,654 39,326 49,075 50,022: 2,342 1,395
Old : 51,417: 25,421 10,696 0 23,654 39,326 49,075 50,022: 2,342 1,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 681: 598 162 0 143 562 741 724: -60 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 20.8 0.0 46.0 76.5 95.4 97.3: 4.6 2.7
Old : 100.0: 49.4 20.8 0.0 46.0 76.5 95.4 97.3: 4.6 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 : 35: 18 6 0 5 8 23 14:
Old : 35: 18 6 0 5 8 23 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 : 86.4 69.3 89.9 92.1 86.4 69.3 89.9 91.7
Old : 86.4 69.3 89.9 92.1 86.4 69.3 89.9 91.7
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, October 24, 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 : 172,673: 96,561 24,229 3,060 33,619 123,307 133,240 150,596: 39,433 22,077
Old : 172,673: 96,561 24,229 3,060 33,619 123,307 133,240 150,596: 39,433 22,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -1,674: 2,054 4,808 34 -2,107 -8,154 -19 -3,312: -1,655 1,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 14.0 1.8 19.5 71.4 77.2 87.2: 22.8 12.8
Old : 100.0: 55.9 14.0 1.8 19.5 71.4 77.2 87.2: 22.8 12.8
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 : 98: 45 19 16 20 23 68 55:
Old : 98: 45 19 16 20 23 68 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 55.3 37.6 67.2 26.8 55.1 37.3 66.4
Old : 27.0 55.3 37.6 67.2 26.8 55.1 37.3 66.4
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, October 24, 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 : 63,892: 22,539 34,136 1,234 32,145 6,888 55,918 42,258: 7,974 21,634
Old : 63,892: 22,539 34,136 1,234 32,145 6,888 55,918 42,258: 7,974 21,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 8,724: 365 7,031 352 7,755 -217 8,472 7,166: 252 1,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 53.4 1.9 50.3 10.8 87.5 66.1: 12.5 33.9
Old : 100.0: 35.3 53.4 1.9 50.3 10.8 87.5 66.1: 12.5 33.9
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 : 45: 10 19 3 8 9 20 29:
Old : 45: 10 19 3 8 9 20 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 32.2 71.0 43.0 54.1 32.2 71.0 43.0
Old : 54.1 32.2 71.0 43.0 54.1 32.2 71.0 43.0
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, October 24, 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 : 180,527: 87,536 31,835 1,646 84,813 142,951 173,995 176,432: 6,532 4,095
Old : 180,527: 87,536 31,835 1,646 84,813 142,951 173,995 176,432: 6,532 4,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -8,380: -11,400 3,966 14 2,821 -12,639 -8,565 -8,659: 185 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 17.6 0.9 47.0 79.2 96.4 97.7: 3.6 2.3
Old : 100.0: 48.5 17.6 0.9 47.0 79.2 96.4 97.7: 3.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 57 44 7 21 22 80 71:
Old : 140: 57 44 7 21 22 80 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 65.8 63.2 77.3 49.1 65.4 63.2 76.9
Old : 49.1 65.8 63.2 77.3 49.1 65.4 63.2 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, October 24, 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 : 188,064: 66,162 67,647 9,771 80,830 83,812 156,763 161,230: 31,301 26,834
Old : 188,064: 66,162 67,647 9,771 80,830 83,812 156,763 161,230: 31,301 26,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,591: -6,709 -177 2,137 6,865 1,232 2,293 3,192: -702 -1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 36.0 5.2 43.0 44.6 83.4 85.7: 16.6 14.3
Old : 100.0: 35.2 36.0 5.2 43.0 44.6 83.4 85.7: 16.6 14.3
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 : 120: 37 31 25 28 38 78 81:
Old : 120: 37 31 25 28 38 78 81:
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 30.3 46.5 42.7 34.5 30.1 43.8 41.5
Old : 36.7 30.3 46.5 42.7 34.5 30.1 43.8 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 24, 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 : 282,230: 60,077 176,934 9,666 195,330 48,338 265,073 234,938: 17,157 47,292
Old : 282,230: 60,077 176,934 9,666 195,330 48,338 265,073 234,938: 17,157 47,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 25,143: 5,067 20,638 -1,407 20,610 -3,495 24,270 15,736: 873 9,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 62.7 3.4 69.2 17.1 93.9 83.2: 6.1 16.8
Old : 100.0: 21.3 62.7 3.4 69.2 17.1 93.9 83.2: 6.1 16.8
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 : 127: 26 51 15 32 37 66 95:
Old : 127: 26 51 15 32 37 66 95:
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 38.1 63.7 48.0 41.7 37.7 60.2 47.0
Old : 44.3 38.1 63.7 48.0 41.7 37.7 60.2 47.0
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, October 24, 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 : 445,018: 183,539 100,035 21,994 165,585 271,183 371,118 393,212: 73,900 51,806
Old : 445,018: 183,539 100,035 21,994 165,585 271,183 371,118 393,212: 73,900 51,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -1,320: -3,212 3,736 928 458 -5,034 -1,826 -370: 506 -950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 22.5 4.9 37.2 60.9 83.4 88.4: 16.6 11.6
Old : 100.0: 41.2 22.5 4.9 37.2 60.9 83.4 88.4: 16.6 11.6
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 : 238: 90 60 43 59 62 167 148:
Old : 238: 90 60 43 59 62 167 148:
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 35.1 34.2 48.1 23.2 34.6 33.6 47.5
Old : 23.7 35.1 34.2 48.1 23.2 34.6 33.6 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, October 24, 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 : 35,824: 12,698 4,380 837 9,537 26,978 23,072 32,195: 12,752 3,629
Old : 35,824: 12,698 4,380 837 9,537 26,978 23,072 32,195: 12,752 3,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 241: 413 159 25 -628 55 -190 239: 431 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 12.2 2.3 26.6 75.3 64.4 89.9: 35.6 10.1
Old : 100.0: 35.4 12.2 2.3 26.6 75.3 64.4 89.9: 35.6 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 6 4 10 6 21 14:
Old : 26: 9 6 4 10 6 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 80.4 46.2 87.8 31.9 77.8 44.1 83.6
Old : 33.2 80.4 46.2 87.8 31.9 77.8 44.1 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, October 24, 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 : 30,035: 21,052 2,690 291 6,761 26,328 28,104 29,309: 1,931 726
Old : 30,035: 21,052 2,690 291 6,761 26,328 28,104 29,309: 1,931 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -3,959: -3,814 -1,290 -10 401 -2,889 -3,423 -4,189: -536 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 9.0 1.0 22.5 87.7 93.6 97.6: 6.4 2.4
Old : 100.0: 70.1 9.0 1.0 22.5 87.7 93.6 97.6: 6.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 17 8 2 6 6 24 15:
Old : 36: 17 8 2 6 6 24 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 : 67.9 85.2 78.0 93.7 67.8 83.3 77.8 91.8
Old : 67.9 85.2 78.0 93.7 67.8 83.3 77.8 91.8
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, October 24, 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 : 41,185: 20,549 19,938 600 15,287 15,808 36,436 36,346: 4,749 4,839
Old : 41,185: 20,549 19,938 600 15,287 15,808 36,436 36,346: 4,749 4,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 7,428: 126 6,492 -117 7,140 105 7,149 6,480: 279 948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 48.4 1.5 37.1 38.4 88.5 88.3: 11.5 11.7
Old : 100.0: 49.9 48.4 1.5 37.1 38.4 88.5 88.3: 11.5 11.7
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: 29 33 7 13 7 45 44:
Old : 81: 29 33 7 13 7 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 44.0 55.5 62.2 34.3 43.9 55.1 62.2
Old : 34.3 44.0 55.5 62.2 34.3 43.9 55.1 62.2
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, October 24, 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 : 21,233: 13,034 4,436 1 7,016 16,023 20,051 20,460: 1,182 773
Old : 21,233: 13,034 4,436 1 7,016 16,023 20,051 20,460: 1,182 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,999: 36 490 1 2,026 1,511 2,063 2,002: -64 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 20.9 0.0 33.0 75.5 94.4 96.4: 5.6 3.6
Old : 100.0: 61.4 20.9 0.0 33.0 75.5 94.4 96.4: 5.6 3.6
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 : 30: 16 6 1 5 5 21 12:
Old : 30: 16 6 1 5 5 21 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 : 53.2 86.1 82.5 94.4 48.3 76.8 70.7 82.9
Old : 53.2 86.1 82.5 94.4 48.3 76.8 70.7 82.9
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, October 24, 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 :12,847,283: 964,362 3,133,570 2,419,710 8,963,377 6,140,495 12,347,449 11,693,775: 499,834 1,153,508
Old :12,847,283: 964,362 3,133,570 2,419,710 8,963,377 6,140,495 12,347,449 11,693,775: 499,834 1,153,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -130,224: 16,338 -37,352 -28,023 -98,787 -124,460 -110,472 -189,835: -19,752 59,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 24.4 18.8 69.8 47.8 96.1 91.0: 3.9 9.0
Old : 100.0: 7.5 24.4 18.8 69.8 47.8 96.1 91.0: 3.9 9.0
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 : 313: 35 121 117 117 138 240 304:
Old : 313: 35 121 117 117 138 240 304:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 19.4 50.0 29.3 32.4 16.2 40.5 22.1
Old : 38.4 19.4 50.0 29.3 32.4 16.2 40.5 22.1
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, October 24, 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 : 692,744: 113,763 87,331 30,614 470,837 492,315 615,213 610,260: 77,531 82,484
Old : 692,744: 113,763 87,331 30,614 470,837 492,315 615,213 610,260: 77,531 82,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 23,038: -2,672 3,616 6,446 18,703 14,975 22,477 25,037: 561 -1,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.6 4.4 68.0 71.1 88.8 88.1: 11.2 11.9
Old : 100.0: 16.4 12.6 4.4 68.0 71.1 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 : 625: 143 145 81 224 242 403 432:
Old : 625: 143 145 81 224 242 403 432:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 16.6 25.5 24.6 14.0 14.8 21.7 21.5
Old : 15.7 16.6 25.5 24.6 14.0 14.8 21.7 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 24, 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 : 60,336: 8,220 7,212 1,100 32,008 33,737 41,328 42,049: 19,008 18,287
Old : 60,336: 8,220 7,212 1,100 32,008 33,737 41,328 42,049: 19,008 18,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 6,937: 3,355 2,683 -100 3,320 4,159 6,575 6,742: 362 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 12.0 1.8 53.0 55.9 68.5 69.7: 31.5 30.3
Old : 100.0: 13.6 12.0 1.8 53.0 55.9 68.5 69.7: 31.5 30.3
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 : 48: 10 6 1 16 20 27 26:
Old : 48: 10 6 1 16 20 27 26:
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 38.4 47.1 55.6 31.4 38.4 46.4 54.0
Old : 31.4 38.4 47.1 55.6 31.4 38.4 46.4 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders - Futures Only, October 24, 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 Consumer Stapl :
: : :
All : 19,079: 417 268 0 16,864 17,885 17,281 18,153: 1,798 926
Old : 19,079: 417 268 0 16,864 17,885 17,281 18,153: 1,798 926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -2,694: -616 0 0 -2,278 -2,908 -2,894 -2,908: 200 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.4 0.0 88.4 93.7 90.6 95.1: 9.4 4.9
Old : 100.0: 2.2 1.4 0.0 88.4 93.7 90.6 95.1: 9.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 10 10 11 11:
Old : 20: 1 1 0 10 10 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 : 72.2 80.2 87.6 91.4 72.2 79.1 87.6 90.0
Old : 72.2 80.2 87.6 91.4 72.2 79.1 87.6 90.0
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, October 24, 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 : 3,162,041: 568,658 441,538 106,625 2,194,144 2,292,892 2,869,427 2,841,055: 292,614 320,986
Old : 3,162,041: 568,658 441,538 106,625 2,194,144 2,292,892 2,869,427 2,841,055: 292,614 320,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 80,507: -4,224 30,576 6,818 76,917 54,079 79,511 91,473: 996 -10,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 14.0 3.4 69.4 72.5 90.7 89.8: 9.3 10.2
Old : 100.0: 18.0 14.0 3.4 69.4 72.5 90.7 89.8: 9.3 10.2
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 : 620: 139 148 76 218 236 391 426:
Old : 620: 139 148 76 218 236 391 426:
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 : 17.2 17.4 27.8 25.0 15.3 15.6 23.7 23.2
Old : 17.2 17.4 27.8 25.0 15.3 15.6 23.7 23.2
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, October 24, 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 : 30,022: 12,583 0 0 14,012 29,273 26,595 29,273: 3,427 749
Old : 30,022: 12,583 0 0 14,012 29,273 26,595 29,273: 3,427 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,349: 466 0 0 1,695 2,142 2,161 2,142: 188 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 0.0 0.0 46.7 97.5 88.6 97.5: 11.4 2.5
Old : 100.0: 41.9 0.0 0.0 46.7 97.5 88.6 97.5: 11.4 2.5
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 : 26: 9 0 0 8 10 17 10:
Old : 26: 9 0 0 8 10 17 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 : 63.7 75.1 77.1 93.6 63.7 75.1 77.1 93.6
Old : 63.7 75.1 77.1 93.6 63.7 75.1 77.1 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, October 24, 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 : 22,296: 224 1,188 0 20,410 19,921 20,634 21,109: 1,662 1,187
Old : 22,296: 224 1,188 0 20,410 19,921 20,634 21,109: 1,662 1,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -227: 224 0 0 -449 -378 -225 -378: -2 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.3 0.0 91.5 89.3 92.5 94.7: 7.5 5.3
Old : 100.0: 1.0 5.3 0.0 91.5 89.3 92.5 94.7: 7.5 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 : 25: 1 2 0 14 11 15 13:
Old : 25: 1 2 0 14 11 15 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 78.6 76.5 90.3 54.9 78.6 76.5 90.3
Old : 54.9 78.6 76.5 90.3 54.9 78.6 76.5 90.3
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, October 24, 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 : 92,043: 26,470 2,565 982 51,917 84,920 79,369 88,467: 12,674 3,576
Old : 92,043: 26,470 2,565 982 51,917 84,920 79,369 88,467: 12,674 3,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -376: -51 335 346 -238 -1,391 57 -710: -433 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 2.8 1.1 56.4 92.3 86.2 96.1: 13.8 3.9
Old : 100.0: 28.8 2.8 1.1 56.4 92.3 86.2 96.1: 13.8 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 : 87: 18 5 5 41 38 59 48:
Old : 87: 18 5 5 41 38 59 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 : 38.6 48.4 53.6 67.6 38.6 48.3 52.6 67.5
Old : 38.6 48.4 53.6 67.6 38.6 48.3 52.6 67.5
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, October 24, 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 : 55,890: 21,716 14,631 1,240 25,660 32,348 48,616 48,219: 7,273 7,671
Old : 55,890: 21,716 14,631 1,240 25,660 32,348 48,616 48,219: 7,273 7,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 192: 176 -1,122 379 -970 1,313 -415 570: 607 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 26.2 2.2 45.9 57.9 87.0 86.3: 13.0 13.7
Old : 100.0: 38.9 26.2 2.2 45.9 57.9 87.0 86.3: 13.0 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 : 280: 74 83 28 64 80 151 178:
Old : 280: 74 83 28 64 80 151 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 18.6 41.8 30.3 25.2 18.0 37.5 28.6
Old : 26.7 18.6 41.8 30.3 25.2 18.0 37.5 28.6
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, October 24, 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 : 279,448: 108,580 73,153 6,202 128,299 161,739 243,081 241,094: 36,367 38,354
Old : 279,448: 108,580 73,153 6,202 128,299 161,739 243,081 241,094: 36,367 38,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 961: 879 -5,612 1,894 -4,849 6,567 -2,076 2,849: 3,037 -1,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 26.2 2.2 45.9 57.9 87.0 86.3: 13.0 13.7
Old : 100.0: 38.9 26.2 2.2 45.9 57.9 87.0 86.3: 13.0 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 : 280: 74 83 28 64 80 151 178:
Old : 280: 74 83 28 64 80 151 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 18.6 41.8 30.3 25.2 18.0 37.5 28.6
Old : 26.7 18.6 41.8 30.3 25.2 18.0 37.5 28.6
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, October 24, 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 : 134,558: 85,819 28,569 1,945 13,359 82,097 101,123 112,611: 33,435 21,947
Old : 134,558: 85,819 28,569 1,945 13,359 82,097 101,123 112,611: 33,435 21,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 413: 56 4,606 -632 1,456 -4,107 880 -133: -467 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 21.2 1.4 9.9 61.0 75.2 83.7: 24.8 16.3
Old : 100.0: 63.8 21.2 1.4 9.9 61.0 75.2 83.7: 24.8 16.3
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 : 87: 43 17 9 14 21 59 45:
Old : 87: 43 17 9 14 21 59 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 46.9 35.5 62.3 23.3 46.6 35.3 61.4
Old : 23.3 46.9 35.5 62.3 23.3 46.6 35.3 61.4
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, October 24, 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 : 543,515: 161,778 145,213 10,190 351,757 375,832 523,725 531,235: 19,790 12,280
Old : 543,515: 161,778 145,213 10,190 351,757 375,832 523,725 531,235: 19,790 12,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -14,825: -12,189 -2,490 601 -2,425 -11,434 -14,013 -13,323: -812 -1,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 26.7 1.9 64.7 69.1 96.4 97.7: 3.6 2.3
Old : 100.0: 29.8 26.7 1.9 64.7 69.1 96.4 97.7: 3.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 80 35 18 99 109 183 158:
Old : 288: 80 35 18 99 109 183 158:
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 : 24.0 28.9 35.1 42.3 22.4 28.9 33.4 42.2
Old : 24.0 28.9 35.1 42.3 22.4 28.9 33.4 42.2
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, October 24, 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 : 42,608: 18,357 12,658 642 16,207 24,915 35,206 38,215: 7,402 4,393
Old : 42,608: 18,357 12,658 642 16,207 24,915 35,206 38,215: 7,402 4,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,206: 2,486 1,359 -221 419 2,092 2,684 3,230: -478 -1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 29.7 1.5 38.0 58.5 82.6 89.7: 17.4 10.3
Old : 100.0: 43.1 29.7 1.5 38.0 58.5 82.6 89.7: 17.4 10.3
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 : 53: 17 10 4 17 15 35 28:
Old : 53: 17 10 4 17 15 35 28:
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 : 34.2 58.7 49.9 74.0 33.4 58.7 49.0 74.0
Old : 34.2 58.7 49.9 74.0 33.4 58.7 49.0 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 24, 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 : 60,050: 21,864 16,203 1,299 26,652 25,649 49,815 43,151: 10,235 16,899
Old : 60,050: 21,864 16,203 1,299 26,652 25,649 49,815 43,151: 10,235 16,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,152: 699 2,185 163 2,062 3,963 2,924 6,311: 1,228 -2,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 27.0 2.2 44.4 42.7 83.0 71.9: 17.0 28.1
Old : 100.0: 36.4 27.0 2.2 44.4 42.7 83.0 71.9: 17.0 28.1
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 : 85: 25 18 7 26 24 53 47:
Old : 85: 25 18 7 26 24 53 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 23.5 36.8 36.9 25.0 23.5 36.0 36.9
Old : 25.0 23.5 36.8 36.9 25.0 23.5 36.0 36.9
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, October 24, 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 : 109,926: 10,170 7,792 30,959 68,773 71,173 109,902 109,924: 24 2
Old : 109,926: 10,170 7,792 30,959 68,773 71,173 109,902 109,924: 24 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -1,220: 1,000 -2,060 -340 -1,880 1,180 -1,220 -1,220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.1 28.2 62.6 64.7 100.0 100.0: 0.0 0.0
Old : 100.0: 9.3 7.1 28.2 62.6 64.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 2 2 13 15 19 17:
Old : 25: 4 2 2 13 15 19 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 : 86.3 77.0 95.2 93.3 35.3 24.1 37.5 34.7
Old : 86.3 77.0 95.2 93.3 35.3 24.1 37.5 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2017