MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 Commitments of Traders - Futures Only, December 19, 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 : 20,532: 3,400 3,880 200 16,692 16,212 20,292 20,292: 240 240 Old : 20,532: 3,400 3,880 200 16,692 16,212 20,292 20,292: 240 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -126: 120 -260 0 -246 194 -126 -66: 0 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 18.9 1.0 81.3 79.0 98.8 98.8: 1.2 1.2 Old : 100.0: 16.6 18.9 1.0 81.3 79.0 98.8 98.8: 1.2 1.2 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 : 25: 4 10 2 8 7 13 19: Old : 25: 4 10 2 8 7 13 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 86.8 62.4 95.3 89.9 71.1 42.1 73.2 65.2 Old : 86.8 62.4 95.3 89.9 71.1 42.1 73.2 65.2 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, December 19, 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 : 5,131: 353 1,149 285 3,568 2,936 4,206 4,370: 925 761 Old : 5,131: 353 1,149 285 3,568 2,936 4,206 4,370: 925 761 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : 284: -1 177 -36 196 188 159 329: 125 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 22.4 5.6 69.5 57.2 82.0 85.2: 18.0 14.8 Old : 100.0: 6.9 22.4 5.6 69.5 57.2 82.0 85.2: 18.0 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 : 39: 3 12 9 15 20 25 34: Old : 39: 3 12 9 15 20 25 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 : 50.0 29.2 69.1 46.9 49.5 28.4 64.4 43.3 Old : 50.0 29.2 69.1 46.9 49.5 28.4 64.4 43.3 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, December 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 26,713: 13,603 9,289 623 9,869 12,435 24,095 22,347: 2,618 4,366 Old : 26,713: 13,603 9,289 623 9,869 12,435 24,095 22,347: 2,618 4,366 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : 1,194: 569 1,016 11 640 -125 1,220 902: -26 292 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.9 34.8 2.3 36.9 46.6 90.2 83.7: 9.8 16.3 Old : 100.0: 50.9 34.8 2.3 36.9 46.6 90.2 83.7: 9.8 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 : 78: 19 26 16 19 22 49 53: Old : 78: 19 26 16 19 22 49 53: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 35.4 66.6 53.6 43.6 35.1 65.9 53.0 Old : 43.9 35.4 66.6 53.6 43.6 35.1 65.9 53.0 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, December 19, 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 : 7,493: 1,030 1,838 441 5,306 4,661 6,777 6,940: 716 553 Old : 7,493: 1,030 1,838 441 5,306 4,661 6,777 6,940: 716 553 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : 253: 40 391 -56 329 -114 313 221: -60 32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 24.5 5.9 70.8 62.2 90.4 92.6: 9.6 7.4 Old : 100.0: 13.7 24.5 5.9 70.8 62.2 90.4 92.6: 9.6 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 : 42: 6 9 8 20 17 33 27: Old : 42: 6 9 8 20 17 33 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 38.5 64.4 62.2 43.9 35.5 62.8 56.5 Old : 45.3 38.5 64.4 62.2 43.9 35.5 62.8 56.5 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, December 19, 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 : 227,026: 87,743 43,454 30,443 94,644 115,447 212,830 189,344: 14,196 37,682 Old : 224,983: 87,675 43,999 29,533 94,409 114,300 211,617 187,832: 13,366 37,151 Other: 2,043: 942 329 36 235 1,147 1,213 1,512: 830 531 : : : : : Changes in Commitments from: December 12, 2017 : : -15,022: -9,847 -4,116 -2,353 -434 -6,773 -12,634 -13,242: -2,388 -1,780 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.6 19.1 13.4 41.7 50.9 93.7 83.4: 6.3 16.6 Old : 100.0: 39.0 19.6 13.1 42.0 50.8 94.1 83.5: 5.9 16.5 Other: 100.0: 46.1 16.1 1.8 11.5 56.1 59.4 74.0: 40.6 26.0 : : : :# Traders : Number of Traders in Each Category : All : 290: 79 92 93 56 85 197 225: Old : 290: 79 95 90 54 85 192 225: Other: 50: 15 12 2 6 18 22 32: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.4 12.1 31.8 19.6 18.4 12.1 30.3 19.1 Old : 19.5 12.1 32.1 19.5 18.5 12.1 30.6 19.1 Other: 31.7 35.2 44.6 49.5 30.7 35.2 42.9 49.3 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, December 19, 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 : 334,657: 131,439 27,917 39,031 138,568 222,644 309,038 289,592: 25,619 45,065 Old : 334,657: 131,439 27,917 39,031 138,568 222,644 309,038 289,592: 25,619 45,065 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -3,673: -6,832 486 1,986 1,716 -4,683 -3,130 -2,211: -543 -1,462 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.3 8.3 11.7 41.4 66.5 92.3 86.5: 7.7 13.5 Old : 100.0: 39.3 8.3 11.7 41.4 66.5 92.3 86.5: 7.7 13.5 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 : 388: 124 72 103 91 152 267 291: Old : 388: 124 72 103 91 152 267 291: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.5 21.1 31.2 29.7 19.5 21.0 30.7 29.0 Old : 19.5 21.1 31.2 29.7 19.5 21.0 30.7 29.0 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, December 19, 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 : 6,222: 3,568 2,006 302 773 2,842 4,643 5,150: 1,579 1,072 Old : 6,222: 3,568 2,006 302 773 2,842 4,643 5,150: 1,579 1,072 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -98: 132 53 -58 -86 -133 -12 -138: -86 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.3 32.2 4.9 12.4 45.7 74.6 82.8: 25.4 17.2 Old : 100.0: 57.3 32.2 4.9 12.4 45.7 74.6 82.8: 25.4 17.2 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 : 71: 32 15 8 13 19 52 37: Old : 71: 32 15 8 13 19 52 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 : 28.1 37.5 38.3 55.0 28.1 37.4 37.9 53.4 Old : 28.1 37.5 38.3 55.0 28.1 37.4 37.9 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, December 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 54,157: 23,523 13,589 10,077 12,338 13,935 45,938 37,601: 8,219 16,556 Old : 54,157: 23,523 13,589 10,077 12,338 13,935 45,938 37,601: 8,219 16,556 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : 335: -1,345 288 546 471 -152 -328 682: 663 -347 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.4 25.1 18.6 22.8 25.7 84.8 69.4: 15.2 30.6 Old : 100.0: 43.4 25.1 18.6 22.8 25.7 84.8 69.4: 15.2 30.6 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 : 228: 56 58 64 51 66 155 162: Old : 228: 56 58 64 51 66 155 162: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.1 15.7 29.4 22.6 18.1 14.5 28.6 18.8 Old : 18.1 15.7 29.4 22.6 18.1 14.5 28.6 18.8 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, December 19, 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 : 3,940: 214 2,866 38 2,532 639 2,784 3,543: 1,156 397 Old : 3,940: 214 2,866 38 2,532 639 2,784 3,543: 1,156 397 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : 193: 46 192 1 126 -86 173 107: 20 86 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 72.7 1.0 64.3 16.2 70.7 89.9: 29.3 10.1 Old : 100.0: 5.4 72.7 1.0 64.3 16.2 70.7 89.9: 29.3 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 : 20: 3 5 2 10 4 14 10: Old : 20: 3 5 2 10 4 14 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 : 48.6 73.6 62.3 89.0 48.6 73.6 60.9 86.9 Old : 48.6 73.6 62.3 89.0 48.6 73.6 60.9 86.9 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, December 19, 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 : 27,847: 1,460 14,414 687 25,085 11,355 27,232 26,456: 615 1,391 Old : 27,847: 1,460 14,414 687 25,085 11,355 27,232 26,456: 615 1,391 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : 1,661: 283 923 -6 1,367 674 1,644 1,591: 17 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 51.8 2.5 90.1 40.8 97.8 95.0: 2.2 5.0 Old : 100.0: 5.2 51.8 2.5 90.1 40.8 97.8 95.0: 2.2 5.0 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 : 66: 10 21 11 20 23 39 46: Old : 66: 10 21 11 20 23 39 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 : 68.6 45.0 86.1 68.4 68.6 45.0 86.1 67.6 Old : 68.6 45.0 86.1 68.4 68.6 45.0 86.1 67.6 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, December 19, 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 : 54,240: 26,918 4,692 44 25,624 48,381 52,586 53,117: 1,654 1,123 Old : 54,240: 26,918 4,692 44 25,624 48,381 52,586 53,117: 1,654 1,123 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -10,565: 2,927 -1,967 36 -13,332 -8,518 -10,369 -10,449: -196 -116 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.6 8.7 0.1 47.2 89.2 97.0 97.9: 3.0 2.1 Old : 100.0: 49.6 8.7 0.1 47.2 89.2 97.0 97.9: 3.0 2.1 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 : 31: 16 4 1 5 8 21 13: Old : 31: 16 4 1 5 8 21 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 88.5 79.5 92.1 94.2 88.5 79.1 92.1 93.7 Old : 88.5 79.5 92.1 94.2 88.5 79.1 92.1 93.7 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, December 19, 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 : 155,022: 68,451 22,550 5,000 49,332 104,903 122,783 132,453: 32,239 22,569 Old : 155,022: 68,451 22,550 5,000 49,332 104,903 122,783 132,453: 32,239 22,569 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : 5,747: 6,253 2,312 -887 3,878 5,962 9,244 7,387: -3,497 -1,640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.2 14.5 3.2 31.8 67.7 79.2 85.4: 20.8 14.6 Old : 100.0: 44.2 14.5 3.2 31.8 67.7 79.2 85.4: 20.8 14.6 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 : 90: 36 22 17 21 25 63 58: Old : 90: 36 22 17 21 25 63 58: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.1 51.0 38.2 61.6 22.1 46.6 36.0 57.1 Old : 23.1 51.0 38.2 61.6 22.1 46.6 36.0 57.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, December 19, 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 : 78,872: 29,875 47,270 257 42,497 9,187 72,629 56,714: 6,243 22,158 Old : 78,872: 29,875 47,270 257 42,497 9,187 72,629 56,714: 6,243 22,158 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -16,243: 10,526 -844 -3,351 -23,788 -10,196 -16,613 -14,391: 370 -1,852 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.9 59.9 0.3 53.9 11.6 92.1 71.9: 7.9 28.1 Old : 100.0: 37.9 59.9 0.3 53.9 11.6 92.1 71.9: 7.9 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 : 48: 12 19 2 8 11 21 31: Old : 48: 12 19 2 8 11 21 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 36.9 76.2 48.2 64.1 36.9 76.1 48.2 Old : 64.1 36.9 76.2 48.2 64.1 36.9 76.1 48.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, December 19, 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 : 181,925: 102,273 48,379 709 74,049 129,056 177,031 178,144: 4,894 3,781 Old : 181,925: 102,273 48,379 709 74,049 129,056 177,031 178,144: 4,894 3,781 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -29,553: -10,110 22,172 -26,145 8,780 -25,930 -27,475 -29,903: -2,078 350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.2 26.6 0.4 40.7 70.9 97.3 97.9: 2.7 2.1 Old : 100.0: 56.2 26.6 0.4 40.7 70.9 97.3 97.9: 2.7 2.1 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 : 125: 42 52 9 14 20 62 75: Old : 125: 42 52 9 14 20 62 75: 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 : 55.4 62.0 73.7 75.4 55.4 61.9 73.7 75.3 Old : 55.4 62.0 73.7 75.4 55.4 61.9 73.7 75.3 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, December 19, 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 : 183,783: 77,109 56,721 6,679 69,022 95,854 152,810 159,254: 30,973 24,529 Old : 183,783: 77,109 56,721 6,679 69,022 95,854 152,810 159,254: 30,973 24,529 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -24,319: -5,502 -14,502 -3,682 -10,487 -1,597 -19,671 -19,781: -4,648 -4,538 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.0 30.9 3.6 37.6 52.2 83.1 86.7: 16.9 13.3 Old : 100.0: 42.0 30.9 3.6 37.6 52.2 83.1 86.7: 16.9 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 : 120: 47 23 18 24 36 80 68: Old : 120: 47 23 18 24 36 80 68: 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 41.3 42.7 53.3 33.7 41.0 42.2 51.9 Old : 34.2 41.3 42.7 53.3 33.7 41.0 42.2 51.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders - Futures Only, December 19, 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 : 223,424: 36,874 151,247 3,261 166,728 30,125 206,863 184,633: 16,561 38,791 Old : 223,424: 36,874 151,247 3,261 166,728 30,125 206,863 184,633: 16,561 38,791 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -27,157: 5,127 5,377 -12,028 -19,744 -17,392 -26,645 -24,043: -512 -3,114 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 67.7 1.5 74.6 13.5 92.6 82.6: 7.4 17.4 Old : 100.0: 16.5 67.7 1.5 74.6 13.5 92.6 82.6: 7.4 17.4 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 : 113: 20 45 14 33 33 61 84: Old : 113: 20 45 14 33 33 61 84: 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 39.6 67.1 49.9 55.5 39.6 66.3 49.9 Old : 55.8 39.6 67.1 49.9 55.5 39.6 66.3 49.9 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, December 19, 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 : 485,622: 198,398 112,174 17,869 190,521 310,282 406,788 440,325: 78,834 45,297 Old : 485,622: 198,398 112,174 17,869 190,521 310,282 406,788 440,325: 78,834 45,297 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -20,122: -7,629 20,036 -16,277 5,312 -10,457 -18,594 -6,698: -1,528 -13,424 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.9 23.1 3.7 39.2 63.9 83.8 90.7: 16.2 9.3 Old : 100.0: 40.9 23.1 3.7 39.2 63.9 83.8 90.7: 16.2 9.3 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 : 252: 108 51 43 64 59 184 141: Old : 252: 108 51 43 64 59 184 141: 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 : 24.1 42.2 32.2 56.9 23.6 42.1 31.1 55.5 Old : 24.1 42.2 32.2 56.9 23.6 42.1 31.1 55.5 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, December 19, 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 : 37,775: 15,397 5,261 855 9,055 28,294 25,307 34,410: 12,468 3,365 Old : 37,775: 15,397 5,261 855 9,055 28,294 25,307 34,410: 12,468 3,365 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -8,043: -118 -366 -767 -6,269 -6,273 -7,154 -7,406: -889 -637 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.8 13.9 2.3 24.0 74.9 67.0 91.1: 33.0 8.9 Old : 100.0: 40.8 13.9 2.3 24.0 74.9 67.0 91.1: 33.0 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 : 31: 11 7 6 10 9 25 18: Old : 31: 11 7 6 10 9 25 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.2 76.3 45.1 85.5 33.8 74.2 43.6 82.7 Old : 35.2 76.3 45.1 85.5 33.8 74.2 43.6 82.7 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, December 19, 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 : 20,142: 7,020 9,972 270 11,283 9,041 18,573 19,283: 1,569 859 Old : 20,142: 7,020 9,972 270 11,283 9,041 18,573 19,283: 1,569 859 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : 1,377: 437 1,564 5 995 -278 1,437 1,291: -60 86 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.9 49.5 1.3 56.0 44.9 92.2 95.7: 7.8 4.3 Old : 100.0: 34.9 49.5 1.3 56.0 44.9 92.2 95.7: 7.8 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 16 11 3 8 6 27 17: Old : 39: 16 11 3 8 6 27 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 : 56.9 67.6 73.3 83.0 47.5 54.9 58.6 66.7 Old : 56.9 67.6 73.3 83.0 47.5 54.9 58.6 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, December 19, 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 : 48,385: 19,456 36,075 455 25,914 7,175 45,825 43,705: 2,560 4,680 Old : 48,385: 19,456 36,075 455 25,914 7,175 45,825 43,705: 2,560 4,680 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -25,807: -4,355 -1,164 -2,982 -15,687 -17,994 -23,024 -22,140: -2,783 -3,667 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.2 74.6 0.9 53.6 14.8 94.7 90.3: 5.3 9.7 Old : 100.0: 40.2 74.6 0.9 53.6 14.8 94.7 90.3: 5.3 9.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 79: 25 37 5 11 6 38 46: Old : 79: 25 37 5 11 6 38 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 : 59.6 35.6 74.6 59.5 59.6 35.6 74.6 59.5 Old : 59.6 35.6 74.6 59.5 59.6 35.6 74.6 59.5 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, December 19, 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 : 13,093: 11,779 4,317 274 20 7,717 12,073 12,308: 1,020 785 Old : 13,093: 11,779 4,317 274 20 7,717 12,073 12,308: 1,020 785 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -11,279: -1,805 534 -1,008 -8,365 -10,684 -11,178 -11,158: -101 -121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.0 33.0 2.1 0.2 58.9 92.2 94.0: 7.8 6.0 Old : 100.0: 90.0 33.0 2.1 0.2 58.9 92.2 94.0: 7.8 6.0 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: 9 6 1 1 7 10 14: Old : 22: 9 6 1 1 7 10 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 : 79.3 66.2 91.1 84.6 79.3 66.2 89.3 84.4 Old : 79.3 66.2 91.1 84.6 79.3 66.2 89.3 84.4 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, December 19, 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 :12,593,460: 957,890 3,380,920 2,235,270 8,878,361 5,687,192 12,071,521 11,303,382: 521,939 1,290,078 Old :12,593,460: 957,890 3,380,920 2,235,270 8,878,361 5,687,192 12,071,521 11,303,382: 521,939 1,290,078 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : :-1,831,943: -18,791 -57,997 -740,031 -1,099,664 -1,029,918 -1,858,486 -1,827,946: 26,543 -3,997 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 26.8 17.7 70.5 45.2 95.9 89.8: 4.1 10.2 Old : 100.0: 7.6 26.8 17.7 70.5 45.2 95.9 89.8: 4.1 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 : 285: 35 109 110 108 123 221 280: Old : 285: 35 109 110 108 123 221 280: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.8 18.8 51.3 28.6 35.7 18.1 43.4 24.1 Old : 39.8 18.8 51.3 28.6 35.7 18.1 43.4 24.1 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, December 19, 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 : 641,391: 106,300 88,136 20,314 438,262 461,710 564,876 570,160: 76,515 71,231 Old : 641,391: 106,300 88,136 20,314 438,262 461,710 564,876 570,160: 76,515 71,231 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -221,730: -601 -639 -31,735 -168,069 -164,745 -200,405 -197,119: -21,325 -24,611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 13.7 3.2 68.3 72.0 88.1 88.9: 11.9 11.1 Old : 100.0: 16.6 13.7 3.2 68.3 72.0 88.1 88.9: 11.9 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 : 601: 148 121 79 222 237 404 403: Old : 601: 148 121 79 222 237 404 403: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.8 13.6 24.7 21.7 13.6 13.4 21.4 20.7 Old : 14.8 13.6 24.7 21.7 13.6 13.4 21.4 20.7 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, December 19, 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 : 43,745: 3,164 1,632 0 21,584 28,045 24,748 29,677: 18,997 14,068 Old : 43,745: 3,164 1,632 0 21,584 28,045 24,748 29,677: 18,997 14,068 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -53,332: -10,040 -6,988 -1,130 -38,927 -28,418 -50,097 -36,536: -3,235 -16,796 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 3.7 0.0 49.3 64.1 56.6 67.8: 43.4 32.2 Old : 100.0: 7.2 3.7 0.0 49.3 64.1 56.6 67.8: 43.4 32.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 8 7 0 13 17 21 24: Old : 41: 8 7 0 13 17 21 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 39.4 51.6 56.6 37.9 39.4 48.5 55.5 Old : 38.7 39.4 51.6 56.6 37.9 39.4 48.5 55.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 Commitments of Traders - Futures Only, December 19, 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 Energy Index p : : : : All : 10,429: 1,034 0 0 8,112 9,890 9,146 9,890: 1,283 539 Old : 10,429: 1,034 0 0 8,112 9,890 9,146 9,890: 1,283 539 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -4,754: -654 0 0 -3,836 -4,646 -4,490 -4,646: -264 -108 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 0.0 0.0 77.8 94.8 87.7 94.8: 12.3 5.2 Old : 100.0: 9.9 0.0 0.0 77.8 94.8 87.7 94.8: 12.3 5.2 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 : 20: 3 0 0 9 10 12 10: Old : 20: 3 0 0 9 10 12 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 : 60.7 76.3 79.6 90.1 58.4 76.3 77.3 90.1 Old : 60.7 76.3 79.6 90.1 58.4 76.3 77.3 90.1 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, December 19, 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 : 2,988,232: 519,631 436,471 97,621 2,083,389 2,168,325 2,700,641 2,702,417: 287,591 285,815 Old : 2,988,232: 519,631 436,471 97,621 2,083,389 2,168,325 2,700,641 2,702,417: 287,591 285,815 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -841,992: -29,048 -44,497 -76,783 -645,711 -681,637 -751,542 -802,917: -90,450 -39,075 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 14.6 3.3 69.7 72.6 90.4 90.4: 9.6 9.6 Old : 100.0: 17.4 14.6 3.3 69.7 72.6 90.4 90.4: 9.6 9.6 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 : 595: 144 122 74 219 233 396 396: Old : 595: 144 122 74 219 233 396 396: 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 : 15.9 13.6 26.4 22.3 14.6 13.4 23.0 21.3 Old : 15.9 13.6 26.4 22.3 14.6 13.4 23.0 21.3 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, December 19, 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 : 34,348: 15,072 0 0 15,780 33,764 30,852 33,764: 3,496 584 Old : 34,348: 15,072 0 0 15,780 33,764 30,852 33,764: 3,496 584 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -10,850: 221 -303 0 -11,368 -10,766 -11,147 -11,069: 297 219 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.9 0.0 0.0 45.9 98.3 89.8 98.3: 10.2 1.7 Old : 100.0: 43.9 0.0 0.0 45.9 98.3 89.8 98.3: 10.2 1.7 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 : 27: 10 0 0 8 10 18 10: Old : 27: 10 0 0 8 10 18 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.3 82.1 76.9 95.6 58.3 82.1 76.9 95.5 Old : 58.3 82.1 76.9 95.6 58.3 82.1 76.9 95.5 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, December 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($100 x S&P Select Sector Utilities Inde : : : : All : 23,734: 424 590 0 21,786 22,313 22,210 22,903: 1,524 831 Old : 23,734: 424 590 0 21,786 22,313 22,210 22,903: 1,524 831 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -14,552: -84 0 0 -14,149 -14,247 -14,233 -14,247: -319 -305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 2.5 0.0 91.8 94.0 93.6 96.5: 6.4 3.5 Old : 100.0: 1.8 2.5 0.0 91.8 94.0 93.6 96.5: 6.4 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 0 11 8 12 10: Old : 21: 1 2 0 11 8 12 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 : 70.8 89.5 87.2 94.4 70.8 89.5 87.1 94.2 Old : 70.8 89.5 87.2 94.4 70.8 89.5 87.1 94.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders - Futures Only, December 19, 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 : 92,665: 27,281 2,951 362 51,642 86,099 79,285 89,412: 13,380 3,253 Old : 92,665: 27,281 2,951 362 51,642 86,099 79,285 89,412: 13,380 3,253 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -12,737: 481 437 -90 -12,304 -11,570 -11,913 -11,223: -824 -1,514 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 3.2 0.4 55.7 92.9 85.6 96.5: 14.4 3.5 Old : 100.0: 29.4 3.2 0.4 55.7 92.9 85.6 96.5: 14.4 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 91: 20 6 6 44 38 65 49: Old : 91: 20 6 6 44 38 65 49: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.6 46.3 49.1 64.8 34.6 46.3 48.8 64.5 Old : 34.6 46.3 49.1 64.8 34.6 46.3 48.8 64.5 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, December 19, 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 : 55,177: 17,674 16,866 1,280 29,367 30,854 48,321 49,000: 6,856 6,177 Old : 55,177: 17,674 16,866 1,280 29,367 30,854 48,321 49,000: 6,856 6,177 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -17,233: -680 -155 -1,562 -13,710 -13,814 -15,952 -15,530: -1,281 -1,703 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.0 30.6 2.3 53.2 55.9 87.6 88.8: 12.4 11.2 Old : 100.0: 32.0 30.6 2.3 53.2 55.9 87.6 88.8: 12.4 11.2 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 : 273: 73 83 23 64 78 149 172: Old : 273: 73 83 23 64 78 149 172: 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 : 30.1 20.6 43.1 31.7 30.1 20.6 42.7 31.6 Old : 30.1 20.6 43.1 31.7 30.1 20.6 42.7 31.6 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, December 19, 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 : 275,883: 88,370 84,329 6,399 146,834 154,272 241,603 245,000: 34,280 30,883 Old : 275,883: 88,370 84,329 6,399 146,834 154,272 241,603 245,000: 34,280 30,883 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -86,166: -3,402 -773 -7,809 -68,551 -69,069 -79,762 -77,651: -6,404 -8,515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.0 30.6 2.3 53.2 55.9 87.6 88.8: 12.4 11.2 Old : 100.0: 32.0 30.6 2.3 53.2 55.9 87.6 88.8: 12.4 11.2 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 : 273: 73 83 23 64 78 149 172: Old : 273: 73 83 23 64 78 149 172: 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 : 30.1 20.6 43.1 31.7 30.1 20.6 42.7 31.6 Old : 30.1 20.6 43.1 31.7 30.1 20.6 42.7 31.6 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, December 19, 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 : 105,270: 38,012 50,672 1,338 46,343 26,026 85,693 78,036: 19,577 27,234 Old : 105,270: 38,012 50,672 1,338 46,343 26,026 85,693 78,036: 19,577 27,234 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -51,759: -55,372 -1,992 -4,950 9,055 -39,948 -51,267 -46,890: -492 -4,869 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.1 48.1 1.3 44.0 24.7 81.4 74.1: 18.6 25.9 Old : 100.0: 36.1 48.1 1.3 44.0 24.7 81.4 74.1: 18.6 25.9 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 : 86: 23 31 8 21 19 46 56: Old : 86: 23 31 8 21 19 46 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 : 34.3 30.2 50.9 41.5 34.3 29.7 50.9 40.6 Old : 34.3 30.2 50.9 41.5 34.3 29.7 50.9 40.6 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, December 19, 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 : 586,154: 185,563 132,633 8,293 368,851 432,361 562,707 573,287: 23,447 12,867 Old : 586,154: 185,563 132,633 8,293 368,851 432,361 562,707 573,287: 23,447 12,867 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -93,935: 6,557 -3,156 -7,915 -79,836 -66,919 -81,194 -77,990: -12,741 -15,945 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 22.6 1.4 62.9 73.8 96.0 97.8: 4.0 2.2 Old : 100.0: 31.7 22.6 1.4 62.9 73.8 96.0 97.8: 4.0 2.2 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 : 311: 85 42 25 121 104 213 164: Old : 311: 85 42 25 121 104 213 164: 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 : 21.3 34.5 33.0 48.8 20.4 34.5 31.3 48.3 Old : 21.3 34.5 33.0 48.8 20.4 34.5 31.3 48.3 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, December 19, 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 : 38,668: 16,029 10,360 0 14,457 24,752 30,486 35,112: 8,182 3,556 Old : 38,668: 16,029 10,360 0 14,457 24,752 30,486 35,112: 8,182 3,556 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : 487: -778 -154 0 759 1,067 -19 913: 506 -426 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.5 26.8 0.0 37.4 64.0 78.8 90.8: 21.2 9.2 Old : 100.0: 41.5 26.8 0.0 37.4 64.0 78.8 90.8: 21.2 9.2 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 : 42: 16 4 0 15 14 31 18: Old : 42: 16 4 0 15 14 31 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 : 37.9 73.9 53.4 85.4 37.9 73.9 53.4 85.2 Old : 37.9 73.9 53.4 85.4 37.9 73.9 53.4 85.2 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, December 19, 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 : 52,751: 16,378 10,291 577 25,582 18,527 42,537 29,395: 10,214 23,356 Old : 52,751: 16,378 10,291 577 25,582 18,527 42,537 29,395: 10,214 23,356 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : 3,178: 1,116 1,102 -84 1,259 -1,325 2,291 -307: 887 3,485 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.0 19.5 1.1 48.5 35.1 80.6 55.7: 19.4 44.3 Old : 100.0: 31.0 19.5 1.1 48.5 35.1 80.6 55.7: 19.4 44.3 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 : 69: 23 10 3 23 25 48 36: Old : 69: 23 10 3 23 25 48 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.1 24.3 46.4 34.0 34.0 24.3 45.3 33.3 Old : 35.1 24.3 46.4 34.0 34.0 24.3 45.3 33.3 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, December 19, 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 : 95,928: 10,750 2,010 27,101 58,033 66,817 95,884 95,928: 44 0 Old : 95,928: 10,750 2,010 27,101 58,033 66,817 95,884 95,928: 44 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2017 : : -7,081: -330 -1,410 -1,920 -4,831 -3,749 -7,081 -7,079: 0 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 2.1 28.3 60.5 69.7 100.0 100.0: 0.0 0.0 Old : 100.0: 11.2 2.1 28.3 60.5 69.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 6 1 1 14 17 20 19: Old : 28: 6 1 1 14 17 20 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 87.1 79.5 95.8 93.4 26.9 22.4 30.1 29.6 Old : 87.1 79.5 95.8 93.4 26.9 22.4 30.1 29.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 22, 2017