MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 25,830: 640 4,932 2,880 21,950 17,658 25,470 25,470: 360 360
Old : 25,830: 640 4,932 2,880 21,950 17,658 25,470 25,470: 360 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -1,828: -280 -264 0 -1,548 -1,544 -1,828 -1,808: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 19.1 11.1 85.0 68.4 98.6 98.6: 1.4 1.4
Old : 100.0: 2.5 19.1 11.1 85.0 68.4 98.6 98.6: 1.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 11 6 8 7 15 20:
Old : 24: 2 11 6 8 7 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.5 65.8 94.6 87.0 47.2 34.3 48.4 43.5
Old : 83.5 65.8 94.6 87.0 47.2 34.3 48.4 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 8,412: 864 1,643 1,136 5,251 5,260 7,252 8,039: 1,160 373
Old : 8,412: 864 1,643 1,136 5,251 5,260 7,252 8,039: 1,160 373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 445: 212 157 145 117 150 475 452: -30 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 19.5 13.5 62.4 62.5 86.2 95.6: 13.8 4.4
Old : 100.0: 10.3 19.5 13.5 62.4 62.5 86.2 95.6: 13.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 5 11 23 21 37 34:
Old : 43: 10 5 11 23 21 37 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 : 39.4 43.5 57.1 58.3 39.3 39.3 48.3 50.7
Old : 39.4 43.5 57.1 58.3 39.3 39.3 48.3 50.7
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 54,157: 16,745 7,382 15,214 16,879 21,381 48,838 43,978: 5,319 10,179
Old : 54,157: 16,745 7,382 15,214 16,879 21,381 48,838 43,978: 5,319 10,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 1,224: 911 1,725 -475 148 366 584 1,615: 640 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 13.6 28.1 31.2 39.5 90.2 81.2: 9.8 18.8
Old : 100.0: 30.9 13.6 28.1 31.2 39.5 90.2 81.2: 9.8 18.8
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 : 97: 28 23 30 37 39 80 77:
Old : 97: 28 23 30 37 39 80 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 : 28.4 26.6 45.0 40.2 26.9 23.3 40.3 31.4
Old : 28.4 26.6 45.0 40.2 26.9 23.3 40.3 31.4
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 9,754: 560 561 1,854 6,375 6,789 8,789 9,203: 965 551
Old : 9,754: 560 561 1,854 6,375 6,789 8,789 9,203: 965 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 275: 75 61 26 198 231 298 318: -23 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 5.7 19.0 65.4 69.6 90.1 94.4: 9.9 5.6
Old : 100.0: 5.7 5.7 19.0 65.4 69.6 90.1 94.4: 9.9 5.6
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 : 44: 5 9 9 29 19 41 30:
Old : 44: 5 9 9 29 19 41 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 : 30.0 33.2 50.2 56.1 29.2 26.6 42.3 38.9
Old : 30.0 33.2 50.2 56.1 29.2 26.6 42.3 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,291: 152 117 1,633 3,160 1,949 4,946 3,699: 345 1,592
Old : 5,291: 152 117 1,633 3,160 1,949 4,946 3,699: 345 1,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 164: -90 40 83 165 36 157 158: 7 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.2 30.9 59.7 36.8 93.5 69.9: 6.5 30.1
Old : 100.0: 2.9 2.2 30.9 59.7 36.8 93.5 69.9: 6.5 30.1
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 8 9 8 17 16:
Old : 20: 3 5 8 9 8 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 43.5 80.6 57.1 51.7 30.3 57.6 34.6
Old : 56.6 43.5 80.6 57.1 51.7 30.3 57.6 34.6
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 322,830: 105,076 29,250 89,617 103,610 155,879 298,303 274,746: 24,527 48,084
Old : 178,833: 71,496 37,947 42,535 51,613 74,926 165,645 155,409: 13,188 23,425
Other: 143,997: 51,582 9,305 29,079 51,997 80,953 132,658 119,338: 11,339 24,659
: : :
: : Changes in Commitments from: July 25, 2017 :
: -1,481: -2,725 2,354 3,050 172 -5,796 497 -392: -1,978 -1,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 9.1 27.8 32.1 48.3 92.4 85.1: 7.6 14.9
Old : 100.0: 40.0 21.2 23.8 28.9 41.9 92.6 86.9: 7.4 13.1
Other: 100.0: 35.8 6.5 20.2 36.1 56.2 92.1 82.9: 7.9 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 131 87 128 89 97 293 250:
Old : 321: 109 102 98 72 91 240 233:
Other: 239: 92 38 64 72 82 198 157:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 15.7 21.7 22.0 13.9 15.6 21.4 21.0
Old : 12.6 18.4 21.4 26.9 12.5 17.6 21.3 25.1
Other: 20.2 14.0 29.9 23.1 20.2 13.5 29.9 21.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 420,185: 146,314 14,955 102,212 139,300 244,842 387,826 362,009: 32,360 58,176
Old : 420,185: 146,314 14,955 102,212 139,300 244,842 387,826 362,009: 32,360 58,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -21,230: -6,952 -1,017 -6,653 -7,785 -10,193 -21,390 -17,863: 160 -3,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 3.6 24.3 33.2 58.3 92.3 86.2: 7.7 13.8
Old : 100.0: 34.8 3.6 24.3 33.2 58.3 92.3 86.2: 7.7 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: 155 66 146 137 177 362 338:
Old : 436: 155 66 146 137 177 362 338:
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 : 13.9 19.0 22.9 25.9 13.9 18.6 22.4 24.7
Old : 13.9 19.0 22.9 25.9 13.9 18.6 22.4 24.7
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,207: 2,203 1,097 654 901 2,341 3,758 4,092: 1,448 1,115
Old : 5,207: 2,203 1,097 654 901 2,341 3,758 4,092: 1,448 1,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 322: 220 57 12 80 46 312 116: 10 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 21.1 12.6 17.3 45.0 72.2 78.6: 27.8 21.4
Old : 100.0: 42.3 21.1 12.6 17.3 45.0 72.2 78.6: 27.8 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 20 10 14 16 18 46 35:
Old : 55: 20 10 14 16 18 46 35:
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 32.3 37.9 48.6 28.1 31.5 37.8 46.9
Old : 28.1 32.3 37.9 48.6 28.1 31.5 37.8 46.9
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 73,732: 26,028 7,194 22,070 16,321 19,776 64,418 49,041: 9,314 24,691
Old : 73,732: 26,028 7,194 22,070 16,321 19,776 64,418 49,041: 9,314 24,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -1,397: -1,068 -212 -1,039 504 -96 -1,602 -1,347: 206 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 9.8 29.9 22.1 26.8 87.4 66.5: 12.6 33.5
Old : 100.0: 35.3 9.8 29.9 22.1 26.8 87.4 66.5: 12.6 33.5
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 : 225: 62 53 67 71 92 175 178:
Old : 225: 62 53 67 71 92 175 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 10.4 28.4 18.0 16.2 7.5 23.3 11.6
Old : 17.5 10.4 28.4 18.0 16.2 7.5 23.3 11.6
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 31,981: 1,568 14,272 5,578 23,892 10,808 31,039 30,659: 942 1,322
Old : 31,981: 1,568 14,272 5,578 23,892 10,808 31,039 30,659: 942 1,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -313: 287 -77 -245 -344 166 -302 -156: -11 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 44.6 17.4 74.7 33.8 97.1 95.9: 2.9 4.1
Old : 100.0: 4.9 44.6 17.4 74.7 33.8 97.1 95.9: 2.9 4.1
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 : 58: 12 13 15 27 22 46 43:
Old : 58: 12 13 15 27 22 46 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 : 41.9 42.8 62.5 62.2 39.4 42.4 57.0 59.2
Old : 41.9 42.8 62.5 62.2 39.4 42.4 57.0 59.2
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 34,937: 3,658 8,429 0 30,125 25,188 33,783 33,617: 1,154 1,320
Old : 34,937: 3,658 8,429 0 30,125 25,188 33,783 33,617: 1,154 1,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -2,536: -1,157 -2,690 0 -1,328 0 -2,485 -2,690: -51 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 24.1 0.0 86.2 72.1 96.7 96.2: 3.3 3.8
Old : 100.0: 10.5 24.1 0.0 86.2 72.1 96.7 96.2: 3.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 12 6 0 10 6 22 12:
Old : 33: 12 6 0 10 6 22 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 73.9 88.8 94.3 78.8 73.9 88.8 94.3
Old : 78.8 73.9 88.8 94.3 78.8 73.9 88.8 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 233,660: 78,942 35,290 27,294 82,077 145,237 188,314 207,822: 45,346 25,838
Old : 233,660: 78,942 35,290 27,294 82,077 145,237 188,314 207,822: 45,346 25,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 15,737: 11,766 -3,082 3,249 -1,801 19,428 13,214 19,595: 2,523 -3,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 15.1 11.7 35.1 62.2 80.6 88.9: 19.4 11.1
Old : 100.0: 33.8 15.1 11.7 35.1 62.2 80.6 88.9: 19.4 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 : 108: 44 22 27 32 31 89 68:
Old : 108: 44 22 27 32 31 89 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 : 21.6 43.4 33.6 56.5 18.8 41.9 29.8 52.9
Old : 21.6 43.4 33.6 56.5 18.8 41.9 29.8 52.9
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 41,270: 13,544 12,005 1,781 11,793 13,401 27,118 27,187: 14,152 14,084
Old : 41,270: 13,544 12,005 1,781 11,793 13,401 27,118 27,187: 14,152 14,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -5,001: -1,355 -4,082 313 -13 -1,010 -1,054 -4,779: -3,947 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 29.1 4.3 28.6 32.5 65.7 65.9: 34.3 34.1
Old : 100.0: 32.8 29.1 4.3 28.6 32.5 65.7 65.9: 34.3 34.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 11 7 8 11 23 26:
Old : 37: 12 11 7 8 11 23 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 : 37.5 32.3 52.4 44.9 37.4 32.3 50.4 44.6
Old : 37.5 32.3 52.4 44.9 37.4 32.3 50.4 44.6
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 214,681: 130,186 16,483 4,908 70,107 190,453 205,201 211,844: 9,479 2,836
Old : 214,681: 130,186 16,483 4,908 70,107 190,453 205,201 211,844: 9,479 2,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 2,002: 118 -540 -484 2,437 3,499 2,070 2,475: -68 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 7.7 2.3 32.7 88.7 95.6 98.7: 4.4 1.3
Old : 100.0: 60.6 7.7 2.3 32.7 88.7 95.6 98.7: 4.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 85 28 6 21 25 111 55:
Old : 153: 85 28 6 21 25 111 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 74.9 52.1 85.2 34.9 74.8 52.1 84.5
Old : 34.9 74.9 52.1 85.2 34.9 74.8 52.1 84.5
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 267,041: 57,712 87,951 38,146 135,864 110,075 231,722 236,172: 35,318 30,868
Old : 267,041: 57,712 87,951 38,146 135,864 110,075 231,722 236,172: 35,318 30,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 25,971: 4,248 8,950 11,055 8,567 4,101 23,870 24,106: 2,101 1,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 32.9 14.3 50.9 41.2 86.8 88.4: 13.2 11.6
Old : 100.0: 21.6 32.9 14.3 50.9 41.2 86.8 88.4: 13.2 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 43 28 33 31 44 89 90:
Old : 124: 43 28 33 31 44 89 90:
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 32.2 47.2 45.7 35.7 31.6 40.8 41.9
Old : 37.9 32.2 47.2 45.7 35.7 31.6 40.8 41.9
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 284,802: 31,150 148,943 29,675 202,353 71,549 263,177 250,167: 21,624 34,635
Old : 284,802: 31,150 148,943 29,675 202,353 71,549 263,177 250,167: 21,624 34,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 11,982: 6,392 -399 6,214 387 11,339 12,994 17,154: -1,011 -5,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 52.3 10.4 71.1 25.1 92.4 87.8: 7.6 12.2
Old : 100.0: 10.9 52.3 10.4 71.1 25.1 92.4 87.8: 7.6 12.2
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 : 128: 32 48 25 34 33 82 90:
Old : 128: 32 48 25 34 33 82 90:
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 : 46.3 37.6 58.6 47.5 43.4 37.5 54.1 47.0
Old : 46.3 37.6 58.6 47.5 43.4 37.5 54.1 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 571,784: 182,481 101,043 85,129 216,627 320,145 484,237 506,316: 87,548 65,468
Old : 571,784: 182,481 101,043 85,129 216,627 320,145 484,237 506,316: 87,548 65,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 27,912: -10,682 1,130 17,788 19,464 8,246 26,570 27,164: 1,342 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 17.7 14.9 37.9 56.0 84.7 88.6: 15.3 11.4
Old : 100.0: 31.9 17.7 14.9 37.9 56.0 84.7 88.6: 15.3 11.4
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 : 277: 106 70 78 70 77 210 192:
Old : 277: 106 70 78 70 77 210 192:
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 : 16.1 29.2 25.4 41.6 14.7 26.9 22.5 36.6
Old : 16.1 29.2 25.4 41.6 14.7 26.9 22.5 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 24,804: 12,596 3,985 867 3,043 17,632 16,506 22,484: 8,298 2,320
Old : 24,804: 12,596 3,985 867 3,043 17,632 16,506 22,484: 8,298 2,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 16.1 3.5 12.3 71.1 66.5 90.6: 33.5 9.4
Old : 100.0: 50.8 16.1 3.5 12.3 71.1 66.5 90.6: 33.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 2 2 6 7 15 10:
Old : 20: 8 2 2 6 7 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 77.3 55.8 90.3 41.9 74.1 54.7 86.0
Old : 42.1 77.3 55.8 90.3 41.9 74.1 54.7 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 31,824: 17,179 11,334 349 12,138 19,030 29,666 30,713: 2,158 1,111
Old : 31,824: 17,179 11,334 349 12,138 19,030 29,666 30,713: 2,158 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 6,731: 3,281 1,766 165 2,920 4,260 6,366 6,191: 365 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 35.6 1.1 38.1 59.8 93.2 96.5: 6.8 3.5
Old : 100.0: 54.0 35.6 1.1 38.1 59.8 93.2 96.5: 6.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 11 12 1 6 5 18 17:
Old : 32: 11 12 1 6 5 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 72.3 86.8 88.0 62.3 57.3 69.7 69.1
Old : 73.5 72.3 86.8 88.0 62.3 57.3 69.7 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 54,968: 41,531 6,593 415 6,595 44,162 48,541 51,170: 6,427 3,798
Old : 54,968: 41,531 6,593 415 6,595 44,162 48,541 51,170: 6,427 3,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 365: 310 177 397 -125 262 582 836: -217 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 12.0 0.8 12.0 80.3 88.3 93.1: 11.7 6.9
Old : 100.0: 75.6 12.0 0.8 12.0 80.3 88.3 93.1: 11.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 57 15 3 10 14 67 32:
Old : 92: 57 15 3 10 14 67 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 58.9 50.1 75.8 34.5 58.9 49.4 75.7
Old : 34.5 58.9 50.1 75.8 34.5 58.9 49.4 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 21,408: 11,825 3,281 1,246 7,514 16,051 20,585 20,578: 823 830
Old : 21,408: 11,825 3,281 1,246 7,514 16,051 20,585 20,578: 823 830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 1,137: 562 666 494 189 43 1,245 1,203: -108 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 15.3 5.8 35.1 75.0 96.2 96.1: 3.8 3.9
Old : 100.0: 55.2 15.3 5.8 35.1 75.0 96.2 96.1: 3.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 11 2 8 5 21 18:
Old : 34: 13 11 2 8 5 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 77.2 80.5 86.8 52.0 59.9 64.8 67.8
Old : 63.1 77.2 80.5 86.8 52.0 59.9 64.8 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :21,217,812: 1,017,196 2,241,323 8,640,858 10,921,022 9,171,928 20,579,076 20,054,109: 638,736 1,163,703
Old :21,217,812: 1,017,196 2,241,323 8,640,858 10,921,022 9,171,928 20,579,076 20,054,109: 638,736 1,163,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 182,755: 85,664 103,074 -55,073 164,523 188,384 195,114 236,385: -12,359 -53,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.6 40.7 51.5 43.2 97.0 94.5: 3.0 5.5
Old : 100.0: 4.8 10.6 40.7 51.5 43.2 97.0 94.5: 3.0 5.5
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 : 353: 57 134 150 134 151 292 342:
Old : 353: 57 134 150 134 151 292 342:
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 : 28.8 19.1 42.1 31.3 20.2 8.4 23.4 11.5
Old : 28.8 19.1 42.1 31.3 20.2 8.4 23.4 11.5
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 816,990: 108,074 95,442 113,161 496,965 502,283 718,200 710,886: 98,790 106,104
Old : 816,990: 108,074 95,442 113,161 496,965 502,283 718,200 710,886: 98,790 106,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 12,654: -681 5,983 2,440 10,060 203 11,819 8,626: 835 4,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 11.7 13.9 60.8 61.5 87.9 87.0: 12.1 13.0
Old : 100.0: 13.2 11.7 13.9 60.8 61.5 87.9 87.0: 12.1 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 691: 179 170 190 247 266 516 536:
Old : 691: 179 170 190 247 266 516 536:
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 : 14.1 11.9 23.4 19.4 11.8 11.5 19.2 16.9
Old : 14.1 11.9 23.4 19.4 11.8 11.5 19.2 16.9
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 103,385: 3,898 7,799 20,709 38,393 53,187 63,000 81,695: 40,384 21,690
Old : 103,385: 3,898 7,799 20,709 38,393 53,187 63,000 81,695: 40,384 21,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -1,578: -1,271 28 -1,107 -1,032 -1,737 -3,411 -2,817: 1,832 1,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 7.5 20.0 37.1 51.4 60.9 79.0: 39.1 21.0
Old : 100.0: 3.8 7.5 20.0 37.1 51.4 60.9 79.0: 39.1 21.0
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 : 69: 14 16 25 28 31 57 57:
Old : 69: 14 16 25 28 31 57 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 : 18.1 27.5 29.1 41.8 10.4 20.7 16.4 31.3
Old : 18.1 27.5 29.1 41.8 10.4 20.7 16.4 31.3
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,568,026: 534,481 451,814 448,658 2,292,859 2,245,484 3,275,999 3,145,956: 292,027 422,070
Old : 3,568,026: 534,481 451,814 448,658 2,292,859 2,245,484 3,275,999 3,145,956: 292,027 422,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 71,163: -327 26,503 21,014 55,461 9,700 76,148 57,216: -4,986 13,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 12.7 12.6 64.3 62.9 91.8 88.2: 8.2 11.8
Old : 100.0: 15.0 12.7 12.6 64.3 62.9 91.8 88.2: 8.2 11.8
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 : 672: 172 165 181 241 258 498 519:
Old : 672: 172 165 181 241 258 498 519:
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 : 16.0 12.7 25.8 19.8 13.4 12.2 21.7 18.0
Old : 16.0 12.7 25.8 19.8 13.4 12.2 21.7 18.0
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 28,629: 10,940 293 0 14,357 27,563 25,297 27,856: 3,332 773
Old : 28,629: 10,940 293 0 14,357 27,563 25,297 27,856: 3,332 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 3,365: 2,501 293 0 699 3,084 3,200 3,377: 165 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 1.0 0.0 50.1 96.3 88.4 97.3: 11.6 2.7
Old : 100.0: 38.2 1.0 0.0 50.1 96.3 88.4 97.3: 11.6 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 1 0 8 7 15 8:
Old : 22: 7 1 0 8 7 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 78.1 76.5 97.3 60.2 78.1 76.5 95.8
Old : 60.2 78.1 76.5 97.3 60.2 78.1 76.5 95.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 15,428: 4,721 643 0 8,527 14,089 13,248 14,732: 2,180 696
Old : 15,428: 4,721 643 0 8,527 14,089 13,248 14,732: 2,180 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 164: -3,723 -142 0 3,775 326 52 184: 112 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 4.2 0.0 55.3 91.3 85.9 95.5: 14.1 4.5
Old : 100.0: 30.6 4.2 0.0 55.3 91.3 85.9 95.5: 14.1 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 2 0 6 9 11 11:
Old : 20: 5 2 0 6 9 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 73.5 80.7 92.1 61.5 73.5 77.0 88.4
Old : 61.8 73.5 80.7 92.1 61.5 73.5 77.0 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 22,429: 417 2,019 0 19,926 19,473 20,343 21,492: 2,086 937
Old : 22,429: 417 2,019 0 19,926 19,473 20,343 21,492: 2,086 937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 9.0 0.0 88.8 86.8 90.7 95.8: 9.3 4.2
Old : 100.0: 1.9 9.0 0.0 88.8 86.8 90.7 95.8: 9.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 13 7 14 8:
Old : 21: 1 1 0 13 7 14 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 85.8 77.6 95.8 52.5 85.8 77.6 94.6
Old : 52.5 85.8 77.6 95.8 52.5 85.8 77.6 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 92,113: 23,186 2,441 926 55,015 84,918 79,127 88,285: 12,986 3,828
Old : 92,113: 23,186 2,441 926 55,015 84,918 79,127 88,285: 12,986 3,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -924: -169 -198 149 -2,089 -303 -2,109 -352: 1,185 -572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 2.7 1.0 59.7 92.2 85.9 95.8: 14.1 4.2
Old : 100.0: 25.2 2.7 1.0 59.7 92.2 85.9 95.8: 14.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 13 6 4 38 43 51 53:
Old : 82: 13 6 4 38 43 51 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 42.9 54.0 64.2 39.4 42.9 53.1 63.9
Old : 39.7 42.9 54.0 64.2 39.4 42.9 53.1 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 61,298: 23,009 11,604 2,393 28,676 38,815 54,078 52,812: 7,220 8,486
Old : 61,298: 23,009 11,604 2,393 28,676 38,815 54,078 52,812: 7,220 8,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 1,027: 129 -425 590 -100 722 620 888: 408 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 18.9 3.9 46.8 63.3 88.2 86.2: 11.8 13.8
Old : 100.0: 37.5 18.9 3.9 46.8 63.3 88.2 86.2: 11.8 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 : 279: 76 74 33 70 94 162 185:
Old : 279: 76 74 33 70 94 162 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 24.1 41.4 33.2 26.9 23.6 40.6 32.8
Old : 27.0 24.1 41.4 33.2 26.9 23.6 40.6 32.8
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 306,492: 115,045 58,020 11,965 143,382 194,075 270,392 264,060: 36,100 42,432
Old : 306,492: 115,045 58,020 11,965 143,382 194,075 270,392 264,060: 36,100 42,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 5,137: 644 -2,125 2,952 -498 3,611 3,098 4,438: 2,039 699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 18.9 3.9 46.8 63.3 88.2 86.2: 11.8 13.8
Old : 100.0: 37.5 18.9 3.9 46.8 63.3 88.2 86.2: 11.8 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 : 279: 76 74 33 70 94 162 185:
Old : 279: 76 74 33 70 94 162 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 24.1 41.4 33.2 26.9 23.6 40.6 32.8
Old : 27.0 24.1 41.4 33.2 26.9 23.6 40.6 32.8
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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 168,608: 81,162 22,983 17,905 29,348 105,817 128,415 146,705: 40,193 21,903
Old : 168,608: 81,162 22,983 17,905 29,348 105,817 128,415 146,705: 40,193 21,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 6,271: 2,613 90 1,375 1,980 8,787 5,968 10,252: 303 -3,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 13.6 10.6 17.4 62.8 76.2 87.0: 23.8 13.0
Old : 100.0: 48.1 13.6 10.6 17.4 62.8 76.2 87.0: 23.8 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 41 24 20 29 30 78 66:
Old : 103: 41 24 20 29 30 78 66:
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 : 17.8 40.8 28.8 53.5 17.8 37.0 27.9 48.3
Old : 17.8 40.8 28.8 53.5 17.8 37.0 27.9 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 with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 35,634: 12,228 5,992 2 14,090 26,991 26,320 32,985: 9,314 2,649
Old : 35,634: 12,228 5,992 2 14,090 26,991 26,320 32,985: 9,314 2,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -267: 6 -146 0 -556 -177 -550 -323: 283 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 16.8 0.0 39.5 75.7 73.9 92.6: 26.1 7.4
Old : 100.0: 34.3 16.8 0.0 39.5 75.7 73.9 92.6: 26.1 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 17 6 1 14 12 31 19:
Old : 44: 17 6 1 14 12 31 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 79.9 42.4 86.7 30.2 79.9 42.4 86.4
Old : 30.2 79.9 42.4 86.7 30.2 79.9 42.4 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 55,768: 20,226 6,549 1,777 21,152 14,684 43,155 23,010: 12,613 32,758
Old : 55,768: 20,226 6,549 1,777 21,152 14,684 43,155 23,010: 12,613 32,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -957: 3,052 2,078 203 -5,200 1,685 -1,945 3,966: 988 -4,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 11.7 3.2 37.9 26.3 77.4 41.3: 22.6 58.7
Old : 100.0: 36.3 11.7 3.2 37.9 26.3 77.4 41.3: 22.6 58.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 25 16 3 25 23 51 41:
Old : 79: 25 16 3 25 23 51 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 10.1 30.7 18.1 19.0 10.0 29.6 16.6
Old : 19.2 10.1 30.7 18.1 19.0 10.0 29.6 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,109: 8,567 6,719 0 6,035 8,175 14,602 14,894: 507 215
Old : 15,109: 8,567 6,719 0 6,035 8,175 14,602 14,894: 507 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -234: -23 -36 -1 -253 0 -277 -37: 43 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 44.5 0.0 39.9 54.1 96.6 98.6: 3.4 1.4
Old : 100.0: 56.7 44.5 0.0 39.9 54.1 96.6 98.6: 3.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 5 0 8 2 15 7:
Old : 21: 7 5 0 8 2 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.0 93.2 89.4 98.6 80.0 93.2 89.4 96.7
Old : 80.0 93.2 89.4 98.6 80.0 93.2 89.4 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 92,906: 6,158 16,593 24,240 62,486 52,073 92,884 92,906: 22 0
Old : 92,906: 6,158 16,593 24,240 62,486 52,073 92,884 92,906: 22 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 512: 0 1,025 -280 792 -233 512 512: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 17.9 26.1 67.3 56.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.6 17.9 26.1 67.3 56.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 2 2 11 14 16 16:
Old : 22: 3 2 2 11 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.9 81.6 96.6 93.9 36.0 31.6 39.3 37.4
Old : 84.9 81.6 96.6 93.9 36.0 31.6 39.3 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 4, 2017