MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, November 21, 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 : 22,800: 3,400 4,832 800 18,360 16,928 22,560 22,560: 240 240
Old : 22,800: 3,400 4,832 800 18,360 16,928 22,560 22,560: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 280: 360 520 -80 0 -160 280 280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 21.2 3.5 80.5 74.2 98.9 98.9: 1.1 1.1
Old : 100.0: 14.9 21.2 3.5 80.5 74.2 98.9 98.9: 1.1 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 : 23: 4 10 3 7 6 13 18:
Old : 23: 4 10 3 7 6 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.5 58.2 95.0 86.5 70.2 40.3 71.9 63.0
Old : 84.5 58.2 95.0 86.5 70.2 40.3 71.9 63.0
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, November 21, 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 : 5,710: 230 819 434 4,294 3,698 4,958 4,951: 752 759
Old : 5,710: 230 819 434 4,294 3,698 4,958 4,951: 752 759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 94: 157 49 -3 -66 -11 88 35: 6 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 14.3 7.6 75.2 64.8 86.8 86.7: 13.2 13.3
Old : 100.0: 4.0 14.3 7.6 75.2 64.8 86.8 86.7: 13.2 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 11 9 15 18 26 30:
Old : 37: 3 11 9 15 18 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 36.8 71.9 53.6 55.4 36.3 64.6 52.8
Old : 55.8 36.8 71.9 53.6 55.4 36.3 64.6 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 21, 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 : 27,289: 13,717 9,686 838 10,175 12,598 24,730 23,122: 2,559 4,167
Old : 27,289: 13,717 9,686 838 10,175 12,598 24,730 23,122: 2,559 4,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 2,241: 1,320 53 185 502 2,311 2,007 2,549: 234 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 35.5 3.1 37.3 46.2 90.6 84.7: 9.4 15.3
Old : 100.0: 50.3 35.5 3.1 37.3 46.2 90.6 84.7: 9.4 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 20 22 21 18 22 48 56:
Old : 75: 20 22 21 18 22 48 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 33.2 66.2 51.4 43.2 33.1 65.6 51.2
Old : 43.5 33.2 66.2 51.4 43.2 33.1 65.6 51.2
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, November 21, 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 : 7,246: 1,107 1,108 455 4,863 5,147 6,425 6,710: 821 536
Old : 7,246: 1,107 1,108 455 4,863 5,147 6,425 6,710: 821 536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 78: 5 56 18 55 52 78 126: 0 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 15.3 6.3 67.1 71.0 88.7 92.6: 11.3 7.4
Old : 100.0: 15.3 15.3 6.3 67.1 71.0 88.7 92.6: 11.3 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 7 7 7 20 17 32 26:
Old : 40: 7 7 7 20 17 32 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 : 42.1 47.3 60.7 67.6 41.9 45.0 56.3 61.7
Old : 42.1 47.3 60.7 67.6 41.9 45.0 56.3 61.7
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, November 21, 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 : 249,262: 98,740 46,724 33,954 98,631 127,117 231,325 207,795: 17,937 41,467
Old : 247,954: 98,520 46,906 33,572 98,535 126,256 230,627 206,734: 17,327 41,220
Other: 1,308: 601 199 1 96 861 698 1,061: 610 247
: : :
: : Changes in Commitments from: November 14, 2017 :
: -19,232: -10,730 -5,305 -5,473 -2,129 -6,351 -18,332 -17,129: -900 -2,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 18.7 13.6 39.6 51.0 92.8 83.4: 7.2 16.6
Old : 100.0: 39.7 18.9 13.5 39.7 50.9 93.0 83.4: 7.0 16.6
Other: 100.0: 45.9 15.2 0.1 7.3 65.8 53.4 81.1: 46.6 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 101 81 109 56 90 220 240:
Old : 311: 99 85 109 55 90 219 240:
Other: 40: 13 7 1 3 16 17 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 12.8 29.2 19.5 17.3 12.6 28.4 18.7
Old : 17.4 12.8 29.4 19.4 17.4 12.6 28.6 18.6
Other: 33.8 46.3 46.2 63.2 33.8 46.3 46.2 63.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 21, 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 : 379,776: 164,709 34,720 54,045 134,348 238,604 353,102 327,369: 26,674 52,407
Old : 379,776: 164,709 34,720 54,045 134,348 238,604 353,102 327,369: 26,674 52,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -6,261: -11,441 -2,887 481 3,142 -1,631 -7,818 -4,037: 1,557 -2,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 9.1 14.2 35.4 62.8 93.0 86.2: 7.0 13.8
Old : 100.0: 43.4 9.1 14.2 35.4 62.8 93.0 86.2: 7.0 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 : 436: 144 78 130 95 176 309 338:
Old : 436: 144 78 130 95 176 309 338:
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 : 17.1 20.0 27.5 28.1 17.1 19.8 27.3 27.3
Old : 17.1 20.0 27.5 28.1 17.1 19.8 27.3 27.3
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, November 21, 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 : 6,840: 3,797 2,032 441 986 3,345 5,224 5,818: 1,616 1,022
Old : 6,840: 3,797 2,032 441 986 3,345 5,224 5,818: 1,616 1,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -61: -181 33 34 152 -60 5 7: -66 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 29.7 6.4 14.4 48.9 76.4 85.1: 23.6 14.9
Old : 100.0: 55.5 29.7 6.4 14.4 48.9 76.4 85.1: 23.6 14.9
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 : 84: 35 16 8 16 27 57 47:
Old : 84: 35 16 8 16 27 57 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 : 26.3 32.8 37.7 50.2 26.3 32.6 37.1 49.0
Old : 26.3 32.8 37.7 50.2 26.3 32.6 37.1 49.0
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, November 21, 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 : 56,497: 28,302 13,713 10,320 10,763 14,690 49,385 38,723: 7,112 17,774
Old : 56,497: 28,302 13,713 10,320 10,763 14,690 49,385 38,723: 7,112 17,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -5,503: -4,433 -1,985 -63 -980 -1,529 -5,476 -3,577: -27 -1,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 24.3 18.3 19.1 26.0 87.4 68.5: 12.6 31.5
Old : 100.0: 50.1 24.3 18.3 19.1 26.0 87.4 68.5: 12.6 31.5
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 : 224: 61 58 49 36 74 130 164:
Old : 224: 61 58 49 36 74 130 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 15.9 28.8 23.4 16.5 13.1 27.5 18.1
Old : 16.5 15.9 28.8 23.4 16.5 13.1 27.5 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, November 21, 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 : 3,847: 129 2,916 18 2,292 567 2,439 3,501: 1,408 346
Old : 3,847: 129 2,916 18 2,292 567 2,439 3,501: 1,408 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 266: 1 199 -6 158 88 153 281: 113 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 75.8 0.5 59.6 14.7 63.4 91.0: 36.6 9.0
Old : 100.0: 3.4 75.8 0.5 59.6 14.7 63.4 91.0: 36.6 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 : 20: 3 6 3 10 6 14 14:
Old : 20: 3 6 3 10 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 : 50.2 73.4 59.7 89.3 50.2 73.4 59.6 87.4
Old : 50.2 73.4 59.7 89.3 50.2 73.4 59.6 87.4
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, November 21, 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 : 25,868: 1,348 13,192 753 23,301 10,400 25,402 24,345: 466 1,523
Old : 25,868: 1,348 13,192 753 23,301 10,400 25,402 24,345: 466 1,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 2,526: 179 1,337 124 2,250 1,077 2,553 2,538: -27 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 51.0 2.9 90.1 40.2 98.2 94.1: 1.8 5.9
Old : 100.0: 5.2 51.0 2.9 90.1 40.2 98.2 94.1: 1.8 5.9
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 : 61: 10 17 13 21 22 40 43:
Old : 61: 10 17 13 21 22 40 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 44.6 84.2 69.3 67.3 44.5 84.1 68.3
Old : 67.3 44.6 84.2 69.3 67.3 44.5 84.1 68.3
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, November 21, 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 : 42,903: 15,934 1,601 44 24,869 39,992 40,847 41,637: 2,056 1,266
Old : 42,903: 15,934 1,601 44 24,869 39,992 40,847 41,637: 2,056 1,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -4,121: -4,664 -3,211 0 310 -956 -4,354 -4,167: 233 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 3.7 0.1 58.0 93.2 95.2 97.0: 4.8 3.0
Old : 100.0: 37.1 3.7 0.1 58.0 93.2 95.2 97.0: 4.8 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 : 28: 14 3 1 7 8 21 12:
Old : 28: 14 3 1 7 8 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 : 86.5 76.5 90.2 94.9 86.5 75.9 90.2 94.2
Old : 86.5 76.5 90.2 94.9 86.5 75.9 90.2 94.2
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, November 21, 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 : 143,596: 67,324 22,199 4,251 34,230 96,416 105,805 122,866: 37,791 20,730
Old : 143,596: 67,324 22,199 4,251 34,230 96,416 105,805 122,866: 37,791 20,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -245: -3,149 -939 4 -927 3,294 -4,072 2,359: 3,827 -2,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 15.5 3.0 23.8 67.1 73.7 85.6: 26.3 14.4
Old : 100.0: 46.9 15.5 3.0 23.8 67.1 73.7 85.6: 26.3 14.4
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 : 92: 42 16 15 18 26 64 53:
Old : 92: 42 16 15 18 26 64 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 : 23.9 51.3 34.4 63.2 23.6 51.0 33.9 62.4
Old : 23.9 51.3 34.4 63.2 23.6 51.0 33.9 62.4
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, November 21, 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 : 82,906: 20,821 50,561 885 55,040 7,173 76,746 58,619: 6,160 24,287
Old : 82,906: 20,821 50,561 885 55,040 7,173 76,746 58,619: 6,160 24,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,245: 1,351 3,108 -264 722 166 1,809 3,010: -564 -1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 61.0 1.1 66.4 8.7 92.6 70.7: 7.4 29.3
Old : 100.0: 25.1 61.0 1.1 66.4 8.7 92.6 70.7: 7.4 29.3
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: 12 23 4 12 8 27 32:
Old : 53: 12 23 4 12 8 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 : 59.3 35.6 74.4 47.0 59.3 35.6 74.4 47.0
Old : 59.3 35.6 74.4 47.0 59.3 35.6 74.4 47.0
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, November 21, 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 : 179,530: 110,044 29,658 2,147 61,109 144,095 173,300 175,900: 6,230 3,630
Old : 179,530: 110,044 29,658 2,147 61,109 144,095 173,300 175,900: 6,230 3,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,791: 17,083 -770 375 -16,299 3,016 1,159 2,621: 632 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 16.5 1.2 34.0 80.3 96.5 98.0: 3.5 2.0
Old : 100.0: 61.3 16.5 1.2 34.0 80.3 96.5 98.0: 3.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 59 44 11 17 24 78 77:
Old : 141: 59 44 11 17 24 78 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 66.5 58.9 78.5 42.5 66.2 58.8 78.2
Old : 42.5 66.5 58.9 78.5 42.5 66.2 58.8 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, November 21, 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 : 175,839: 58,358 58,658 10,458 75,131 82,274 143,947 151,390: 31,892 24,449
Old : 175,839: 58,358 58,658 10,458 75,131 82,274 143,947 151,390: 31,892 24,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -888: 5,211 978 -1,039 -5,799 260 -1,627 199: 739 -1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 33.4 5.9 42.7 46.8 81.9 86.1: 18.1 13.9
Old : 100.0: 33.2 33.4 5.9 42.7 46.8 81.9 86.1: 18.1 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 37 24 22 28 40 77 76:
Old : 114: 37 24 22 28 40 77 76:
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 : 37.1 32.0 46.9 43.1 34.8 31.8 44.1 41.8
Old : 37.1 32.0 46.9 43.1 34.8 31.8 44.1 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 21, 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 : 261,019: 44,382 166,984 8,251 191,725 44,944 244,358 220,179: 16,661 40,840
Old : 261,019: 44,382 166,984 8,251 191,725 44,944 244,358 220,179: 16,661 40,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -22,609: -4,965 -18,362 -1,459 -15,488 -322 -21,912 -20,143: -697 -2,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 64.0 3.2 73.5 17.2 93.6 84.4: 6.4 15.6
Old : 100.0: 17.0 64.0 3.2 73.5 17.2 93.6 84.4: 6.4 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 22 52 19 32 36 63 99:
Old : 126: 22 52 19 32 36 63 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 37.5 66.0 48.8 44.9 37.5 62.6 47.4
Old : 48.3 37.5 66.0 48.8 44.9 37.5 62.6 47.4
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, November 21, 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 : 465,307: 195,909 100,472 21,064 175,054 292,129 392,027 413,665: 73,280 51,642
Old : 465,307: 195,909 100,472 21,064 175,054 292,129 392,027 413,665: 73,280 51,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -2,535: -4,114 -14,965 184 1,430 16,320 -2,500 1,539: -35 -4,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 21.6 4.5 37.6 62.8 84.3 88.9: 15.7 11.1
Old : 100.0: 42.1 21.6 4.5 37.6 62.8 84.3 88.9: 15.7 11.1
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 : 244: 99 54 38 64 64 174 145:
Old : 244: 99 54 38 64 64 174 145:
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 34.1 34.5 48.2 24.5 33.8 33.8 47.9
Old : 25.0 34.1 34.5 48.2 24.5 33.8 33.8 47.9
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, November 21, 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 : 36,717: 12,863 5,358 858 10,588 27,278 24,309 33,494: 12,408 3,223
Old : 36,717: 12,863 5,358 858 10,588 27,278 24,309 33,494: 12,408 3,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,022: 1,379 451 -16 -37 225 1,326 660: -304 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 14.6 2.3 28.8 74.3 66.2 91.2: 33.8 8.8
Old : 100.0: 35.0 14.6 2.3 28.8 74.3 66.2 91.2: 33.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 10 7 5 10 6 23 15:
Old : 28: 10 7 5 10 6 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 80.3 45.9 87.8 31.7 76.9 43.1 83.8
Old : 32.7 80.3 45.9 87.8 31.7 76.9 43.1 83.8
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, November 21, 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 : 22,772: 13,395 5,201 162 7,599 16,859 21,156 22,222: 1,616 550
Old : 22,772: 13,395 5,201 162 7,599 16,859 21,156 22,222: 1,616 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -1,491: -1,384 49 137 -11 -1,077 -1,258 -891: -233 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 22.8 0.7 33.4 74.0 92.9 97.6: 7.1 2.4
Old : 100.0: 58.8 22.8 0.7 33.4 74.0 92.9 97.6: 7.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 12 4 5 6 20 20:
Old : 35: 13 12 4 5 6 20 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 : 63.7 81.8 81.6 90.9 63.6 81.6 81.0 90.4
Old : 63.7 81.8 81.6 90.9 63.6 81.6 81.0 90.4
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, November 21, 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 : 59,737: 22,489 35,883 773 33,075 16,825 56,337 53,481: 3,400 6,256
Old : 59,737: 22,489 35,883 773 33,075 16,825 56,337 53,481: 3,400 6,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 6,047: 4,343 5,846 -448 2,005 158 5,900 5,556: 147 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 60.1 1.3 55.4 28.2 94.3 89.5: 5.7 10.5
Old : 100.0: 37.6 60.1 1.3 55.4 28.2 94.3 89.5: 5.7 10.5
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 : 90: 24 44 7 16 10 41 60:
Old : 90: 24 44 7 16 10 41 60:
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 : 47.5 36.2 65.9 56.2 47.5 36.2 65.9 56.2
Old : 47.5 36.2 65.9 56.2 47.5 36.2 65.9 56.2
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, November 21, 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 : 22,857: 14,156 3,944 32 7,740 17,409 21,928 21,385: 929 1,472
Old : 22,857: 14,156 3,944 32 7,740 17,409 21,928 21,385: 929 1,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 538: -27 -323 22 378 750 373 449: 165 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 17.3 0.1 33.9 76.2 95.9 93.6: 4.1 6.4
Old : 100.0: 61.9 17.3 0.1 33.9 76.2 95.9 93.6: 4.1 6.4
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 : 29: 13 7 1 5 6 18 14:
Old : 29: 13 7 1 5 6 18 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 : 61.7 85.8 86.7 90.4 52.8 70.5 70.6 74.4
Old : 61.7 85.8 86.7 90.4 52.8 70.5 70.6 74.4
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, November 21, 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 :13,502,048: 799,874 3,534,568 2,567,736 9,629,499 6,205,710 12,997,109 12,308,014: 504,939 1,194,034
Old :13,502,048: 799,874 3,534,568 2,567,736 9,629,499 6,205,710 12,997,109 12,308,014: 504,939 1,194,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 379,224: -55,878 -42,833 169,074 284,844 255,858 398,040 382,099: -18,816 -2,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 26.2 19.0 71.3 46.0 96.3 91.2: 3.7 8.8
Old : 100.0: 5.9 26.2 19.0 71.3 46.0 96.3 91.2: 3.7 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 50 109 117 117 132 244 297:
Old : 310: 50 109 117 117 132 244 297:
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 : 40.5 18.2 51.6 28.3 35.3 15.5 42.1 21.4
Old : 40.5 18.2 51.6 28.3 35.3 15.5 42.1 21.4
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, November 21, 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 : 738,955: 116,467 93,947 28,202 503,006 525,864 647,675 648,013: 91,280 90,942
Old : 738,955: 116,467 93,947 28,202 503,006 525,864 647,675 648,013: 91,280 90,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 18,320: -5,324 2,524 418 16,603 11,840 11,697 14,782: 6,623 3,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 12.7 3.8 68.1 71.2 87.6 87.7: 12.4 12.3
Old : 100.0: 15.8 12.7 3.8 68.1 71.2 87.6 87.7: 12.4 12.3
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 : 620: 146 133 80 232 246 406 431:
Old : 620: 146 133 80 232 246 406 431:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 17.7 22.5 24.7 10.7 15.7 17.3 22.2
Old : 12.8 17.7 22.5 24.7 10.7 15.7 17.3 22.2
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, November 21, 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 : 73,031: 6,405 8,735 600 45,295 35,948 52,300 45,283: 20,731 27,748
Old : 73,031: 6,405 8,735 600 45,295 35,948 52,300 45,283: 20,731 27,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 5,122: -1,665 507 399 3,942 -84 2,676 822: 2,446 4,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 12.0 0.8 62.0 49.2 71.6 62.0: 28.4 38.0
Old : 100.0: 8.8 12.0 0.8 62.0 49.2 71.6 62.0: 28.4 38.0
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 : 49: 6 9 1 19 20 26 29:
Old : 49: 6 9 1 19 20 26 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 : 44.3 32.0 56.8 44.1 44.2 32.0 56.3 43.6
Old : 44.3 32.0 56.8 44.1 44.2 32.0 56.3 43.6
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, November 21, 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 : 22,258: 0 268 0 20,650 19,956 20,650 20,224: 1,608 2,034
Old : 22,258: 0 268 0 20,650 19,956 20,650 20,224: 1,608 2,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,346: 0 0 0 1,235 -40 1,235 -40: 111 1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 92.8 89.7 92.8 90.9: 7.2 9.1
Old : 100.0: 0.0 1.2 0.0 92.8 89.7 92.8 90.9: 7.2 9.1
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: 0 1 0 11 11 11 12:
Old : 21: 0 1 0 11 11 11 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 : 69.1 76.7 90.9 86.7 69.1 76.5 90.9 86.3
Old : 69.1 76.7 90.9 86.7 69.1 76.5 90.9 86.3
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, November 21, 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 : 3,329,620: 596,889 472,642 91,428 2,288,556 2,449,581 2,976,873 3,013,651: 352,747 315,969
Old : 3,329,620: 596,889 472,642 91,428 2,288,556 2,449,581 2,976,873 3,013,651: 352,747 315,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 65,991: -17,180 11,199 -1,021 63,306 59,620 45,105 69,798: 20,886 -3,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 14.2 2.7 68.7 73.6 89.4 90.5: 10.6 9.5
Old : 100.0: 17.9 14.2 2.7 68.7 73.6 89.4 90.5: 10.6 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 614: 144 134 76 225 241 395 425:
Old : 614: 144 134 76 225 241 395 425:
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 : 13.9 18.7 23.5 26.2 11.9 16.5 19.2 23.4
Old : 13.9 18.7 23.5 26.2 11.9 16.5 19.2 23.4
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, November 21, 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 : 30,472: 13,075 330 0 14,699 29,553 27,774 29,883: 2,698 589
Old : 30,472: 13,075 330 0 14,699 29,553 27,774 29,883: 2,698 589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 192: 201 0 0 -57 228 144 228: 48 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 1.1 0.0 48.2 97.0 91.1 98.1: 8.9 1.9
Old : 100.0: 42.9 1.1 0.0 48.2 97.0 91.1 98.1: 8.9 1.9
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 : 29: 9 1 0 10 10 19 11:
Old : 29: 9 1 0 10 10 19 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 : 62.7 74.5 77.9 93.3 62.7 74.5 77.9 93.3
Old : 62.7 74.5 77.9 93.3 62.7 74.5 77.9 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, November 21, 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 : 22,608: 678 1,188 0 19,966 20,555 20,644 21,743: 1,964 865
Old : 22,608: 678 1,188 0 19,966 20,555 20,644 21,743: 1,964 865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -392: 152 -268 0 -687 -106 -535 -374: 143 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 5.3 0.0 88.3 90.9 91.3 96.2: 8.7 3.8
Old : 100.0: 3.0 5.3 0.0 88.3 90.9 91.3 96.2: 8.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 0 12 11 13 13:
Old : 24: 1 2 0 12 11 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 82.6 80.3 91.6 58.5 82.6 80.3 91.6
Old : 58.5 82.6 80.3 91.6 58.5 82.6 80.3 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, November 21, 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 : 94,496: 27,064 3,551 801 52,814 86,749 80,679 91,101: 13,817 3,395
Old : 94,496: 27,064 3,551 801 52,814 86,749 80,679 91,101: 13,817 3,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 934: 66 -31 412 -159 943 319 1,324: 615 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 3.8 0.8 55.9 91.8 85.4 96.4: 14.6 3.6
Old : 100.0: 28.6 3.8 0.8 55.9 91.8 85.4 96.4: 14.6 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 : 94: 18 7 6 42 44 60 57:
Old : 94: 18 7 6 42 44 60 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 47.2 51.9 65.3 37.7 47.1 51.4 65.2
Old : 37.7 47.2 51.9 65.3 37.7 47.1 51.4 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, November 21, 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 : 58,925: 18,611 15,474 2,242 30,938 33,654 51,791 51,370: 7,134 7,555
Old : 58,925: 18,611 15,474 2,242 30,938 33,654 51,791 51,370: 7,134 7,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,664: -1,820 561 494 2,776 876 1,449 1,930: 215 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 26.3 3.8 52.5 57.1 87.9 87.2: 12.1 12.8
Old : 100.0: 31.6 26.3 3.8 52.5 57.1 87.9 87.2: 12.1 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 : 283: 76 80 19 73 80 158 170:
Old : 283: 76 80 19 73 80 158 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 17.3 38.5 29.6 22.1 15.2 33.4 26.4
Old : 26.1 17.3 38.5 29.6 22.1 15.2 33.4 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 21, 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 : 294,625: 93,056 77,371 11,210 154,688 168,269 258,954 256,850: 35,671 37,775
Old : 294,625: 93,056 77,371 11,210 154,688 168,269 258,954 256,850: 35,671 37,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 8,321: -9,101 2,803 2,469 13,879 4,379 7,247 9,651: 1,074 -1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 26.3 3.8 52.5 57.1 87.9 87.2: 12.1 12.8
Old : 100.0: 31.6 26.3 3.8 52.5 57.1 87.9 87.2: 12.1 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 : 283: 76 80 19 73 80 158 170:
Old : 283: 76 80 19 73 80 158 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 17.3 38.5 29.6 22.1 15.2 33.4 26.4
Old : 26.1 17.3 38.5 29.6 22.1 15.2 33.4 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 21, 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 : 132,975: 78,134 38,317 2,996 27,595 64,409 108,725 105,722: 24,250 27,253
Old : 132,975: 78,134 38,317 2,996 27,595 64,409 108,725 105,722: 24,250 27,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 6,878: 4,979 9,194 -51 4,068 -4,021 8,996 5,122: -2,118 1,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 28.8 2.3 20.8 48.4 81.8 79.5: 18.2 20.5
Old : 100.0: 58.8 28.8 2.3 20.8 48.4 81.8 79.5: 18.2 20.5
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 : 91: 34 25 18 17 23 56 61:
Old : 91: 34 25 18 17 23 56 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 : 26.0 39.5 45.4 49.9 25.7 39.0 44.5 49.3
Old : 26.0 39.5 45.4 49.9 25.7 39.0 44.5 49.3
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, November 21, 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 : 554,480: 149,198 153,199 10,292 373,946 377,350 533,436 540,841: 21,044 13,639
Old : 554,480: 149,198 153,199 10,292 373,946 377,350 533,436 540,841: 21,044 13,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 13,464: -4,200 3,054 295 17,851 8,453 13,946 11,802: -482 1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 27.6 1.9 67.4 68.1 96.2 97.5: 3.8 2.5
Old : 100.0: 26.9 27.6 1.9 67.4 68.1 96.2 97.5: 3.8 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 : 307: 68 53 24 117 112 195 179:
Old : 307: 68 53 24 117 112 195 179:
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 : 22.8 29.1 34.0 41.5 21.6 29.1 32.7 41.3
Old : 22.8 29.1 34.0 41.5 21.6 29.1 32.7 41.3
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, November 21, 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 : 42,332: 17,733 11,657 152 15,232 26,741 33,117 38,550: 9,215 3,782
Old : 42,332: 17,733 11,657 152 15,232 26,741 33,117 38,550: 9,215 3,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 893: 591 765 -19 -358 102 214 848: 679 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 27.5 0.4 36.0 63.2 78.2 91.1: 21.8 8.9
Old : 100.0: 41.9 27.5 0.4 36.0 63.2 78.2 91.1: 21.8 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 19 10 3 16 13 36 25:
Old : 53: 19 10 3 16 13 36 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 : 34.1 58.9 47.4 74.3 34.1 58.9 47.4 74.3
Old : 34.1 58.9 47.4 74.3 34.1 58.9 47.4 74.3
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, November 21, 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 : 61,626: 16,636 22,369 872 34,027 27,078 51,535 50,319: 10,091 11,307
Old : 61,626: 16,636 22,369 872 34,027 27,078 51,535 50,319: 10,091 11,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 3,024: 2,636 1,195 -316 738 1,625 3,058 2,504: -34 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 36.3 1.4 55.2 43.9 83.6 81.7: 16.4 18.3
Old : 100.0: 27.0 36.3 1.4 55.2 43.9 83.6 81.7: 16.4 18.3
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 : 93: 26 23 5 31 23 61 47:
Old : 93: 26 23 5 31 23 61 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 : 30.7 24.5 42.1 40.5 30.1 24.5 40.8 40.5
Old : 30.7 24.5 42.1 40.5 30.1 24.5 40.8 40.5
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, November 21, 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 : 99,064: 10,020 5,312 26,959 62,041 66,791 99,020 99,062: 44 2
Old : 99,064: 10,020 5,312 26,959 62,041 66,791 99,020 99,062: 44 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -1,691: -350 40 -690 -671 -1,041 -1,711 -1,691: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.4 27.2 62.6 67.4 100.0 100.0: 0.0 0.0
Old : 100.0: 10.1 5.4 27.2 62.6 67.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 2 2 14 14 22 16:
Old : 28: 6 2 2 14 14 22 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 : 85.2 75.0 94.3 93.3 33.2 24.4 35.5 33.2
Old : 85.2 75.0 94.3 93.3 33.2 24.4 35.5 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 24, 2017