MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 25,870: 640 4,812 2,880 21,990 17,818 25,510 25,510: 360 360
Old : 25,870: 640 4,812 2,880 21,990 17,818 25,510 25,510: 360 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 40: 0 -120 0 40 160 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 18.6 11.1 85.0 68.9 98.6 98.6: 1.4 1.4
Old : 100.0: 2.5 18.6 11.1 85.0 68.9 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 : 22: 2 9 6 8 7 15 18:
Old : 22: 2 9 6 8 7 15 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 : 83.7 66.2 94.7 87.5 47.5 34.6 48.3 43.7
Old : 83.7 66.2 94.7 87.5 47.5 34.6 48.3 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 7,058: 740 1,371 1,009 4,266 4,338 6,014 6,718: 1,044 340
Old : 7,058: 740 1,371 1,009 4,266 4,338 6,014 6,718: 1,044 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,354: -124 -273 -128 -985 -921 -1,237 -1,322: -117 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 19.4 14.3 60.4 61.5 85.2 95.2: 14.8 4.8
Old : 100.0: 10.5 19.4 14.3 60.4 61.5 85.2 95.2: 14.8 4.8
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 : 43: 10 7 12 23 21 38 35:
Old : 43: 10 7 12 23 21 38 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 : 37.7 43.1 54.5 58.0 37.7 39.4 47.4 50.8
Old : 37.7 43.1 54.5 58.0 37.7 39.4 47.4 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 45,617: 13,385 5,995 12,008 15,209 17,996 40,602 35,999: 5,015 9,618
Old : 45,617: 13,385 5,995 12,008 15,209 17,996 40,602 35,999: 5,015 9,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -8,540: -3,360 -1,388 -3,207 -1,670 -3,385 -8,236 -7,979: -304 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 13.1 26.3 33.3 39.5 89.0 78.9: 11.0 21.1
Old : 100.0: 29.3 13.1 26.3 33.3 39.5 89.0 78.9: 11.0 21.1
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 : 89: 23 22 28 35 38 72 74:
Old : 89: 23 22 28 35 38 72 74:
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 : 28.0 26.1 43.9 39.6 27.5 21.9 40.9 29.5
Old : 28.0 26.1 43.9 39.6 27.5 21.9 40.9 29.5
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 08, 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 : 8,706: 481 470 1,657 5,666 6,073 7,803 8,200: 903 506
Old : 8,706: 481 470 1,657 5,666 6,073 7,803 8,200: 903 506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,048: -79 -90 -197 -709 -716 -985 -1,003: -63 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 5.4 19.0 65.1 69.8 89.6 94.2: 10.4 5.8
Old : 100.0: 5.5 5.4 19.0 65.1 69.8 89.6 94.2: 10.4 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 8 9 27 18 39 29:
Old : 42: 6 8 9 27 18 39 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 37.4 50.9 57.8 28.5 28.6 41.6 39.2
Old : 29.7 37.4 50.9 57.8 28.5 28.6 41.6 39.2
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 08, 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 : 4,695: 267 117 1,441 2,629 1,657 4,337 3,214: 358 1,480
Old : 4,695: 267 117 1,441 2,629 1,657 4,337 3,214: 358 1,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -596: 115 0 -193 -531 -292 -609 -484: 12 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.5 30.7 56.0 35.3 92.4 68.5: 7.6 31.5
Old : 100.0: 5.7 2.5 30.7 56.0 35.3 92.4 68.5: 7.6 31.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 3 8 9 8 17 17:
Old : 21: 6 3 8 9 8 17 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 : 56.1 44.2 79.3 56.8 48.8 29.0 55.6 33.8
Old : 56.1 44.2 79.3 56.8 48.8 29.0 55.6 33.8
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 08, 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 : 322,416: 106,929 31,111 91,333 100,434 153,057 298,696 275,501: 23,720 46,915
Old : 169,737: 71,996 41,148 41,212 44,207 66,154 157,415 148,513: 12,322 21,224
Other: 152,678: 56,555 11,585 28,499 56,227 86,903 141,281 126,988: 11,397 25,691
: : :
: : Changes in Commitments from: August 1, 2017 :
: -414: 1,853 1,861 1,716 -3,176 -2,822 393 755: -807 -1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 9.6 28.3 31.2 47.5 92.6 85.4: 7.4 14.6
Old : 100.0: 42.4 24.2 24.3 26.0 39.0 92.7 87.5: 7.3 12.5
Other: 100.0: 37.0 7.6 18.7 36.8 56.9 92.5 83.2: 7.5 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 129 99 131 91 96 308 252:
Old : 333: 115 109 83 73 90 243 227:
Other: 256: 93 54 75 75 84 215 172:
:----------------------------------------------------------------------------------------------------
: 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 15.6 21.8 21.8 14.0 15.5 21.7 20.9
Old : 11.2 17.5 20.4 25.7 11.1 16.0 19.9 23.7
Other: 21.3 15.4 30.2 23.6 21.3 15.2 30.0 23.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 374,954: 142,475 19,399 69,512 133,319 230,297 345,305 319,208: 29,649 55,746
Old : 374,954: 142,475 19,399 69,512 133,319 230,297 345,305 319,208: 29,649 55,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -45,231: -3,839 4,444 -32,700 -5,982 -14,545 -42,520 -42,801: -2,711 -2,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 5.2 18.5 35.6 61.4 92.1 85.1: 7.9 14.9
Old : 100.0: 38.0 5.2 18.5 35.6 61.4 92.1 85.1: 7.9 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 153 63 137 130 166 345 325:
Old : 424: 153 63 137 130 166 345 325:
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 : 15.2 20.1 24.9 27.5 15.2 19.5 24.8 26.5
Old : 15.2 20.1 24.9 27.5 15.2 19.5 24.8 26.5
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 08, 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 : 5,023: 2,062 1,111 606 946 2,318 3,614 4,034: 1,409 989
Old : 5,023: 2,062 1,111 606 946 2,318 3,614 4,034: 1,409 989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -184: -141 14 -48 45 -24 -144 -58: -39 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 22.1 12.1 18.8 46.1 71.9 80.3: 28.1 19.7
Old : 100.0: 41.1 22.1 12.1 18.8 46.1 71.9 80.3: 28.1 19.7
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 : 56: 19 10 13 17 20 46 36:
Old : 56: 19 10 13 17 20 46 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 : 29.1 33.6 40.3 50.1 29.1 32.8 40.1 46.6
Old : 29.1 33.6 40.3 50.1 29.1 32.8 40.1 46.6
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 08, 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 : 75,771: 25,534 7,175 23,402 17,044 20,245 65,980 50,823: 9,790 24,948
Old : 75,771: 25,534 7,175 23,402 17,044 20,245 65,980 50,823: 9,790 24,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 2,039: -494 -19 1,332 723 469 1,562 1,782: 477 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 9.5 30.9 22.5 26.7 87.1 67.1: 12.9 32.9
Old : 100.0: 33.7 9.5 30.9 22.5 26.7 87.1 67.1: 12.9 32.9
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 : 235: 67 49 71 74 96 183 188:
Old : 235: 67 49 71 74 96 183 188:
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 : 17.0 10.7 27.6 17.6 15.7 7.1 22.5 10.8
Old : 17.0 10.7 27.6 17.6 15.7 7.1 22.5 10.8
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 08, 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 : 26,704: 843 11,824 4,527 20,466 9,281 25,837 25,633: 867 1,071
Old : 26,704: 843 11,824 4,527 20,466 9,281 25,837 25,633: 867 1,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -5,277: -725 -2,448 -1,051 -3,426 -1,527 -5,202 -5,026: -75 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 44.3 17.0 76.6 34.8 96.8 96.0: 3.2 4.0
Old : 100.0: 3.2 44.3 17.0 76.6 34.8 96.8 96.0: 3.2 4.0
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 : 59: 9 18 15 27 21 46 44:
Old : 59: 9 18 15 27 21 46 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 43.2 63.5 63.3 41.8 42.8 60.0 60.3
Old : 43.4 43.2 63.5 63.3 41.8 42.8 60.0 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 35,470: 3,177 8,975 42 30,771 25,230 33,990 34,247: 1,480 1,223
Old : 35,470: 3,177 8,975 42 30,771 25,230 33,990 34,247: 1,480 1,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 533: -481 546 42 646 42 207 630: 326 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 25.3 0.1 86.8 71.1 95.8 96.6: 4.2 3.4
Old : 100.0: 9.0 25.3 0.1 86.8 71.1 95.8 96.6: 4.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 11 6 1 10 6 21 13:
Old : 31: 11 6 1 10 6 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 : 80.0 74.5 89.5 94.6 80.0 74.4 89.5 94.5
Old : 80.0 74.5 89.5 94.6 80.0 74.4 89.5 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 237,966: 98,087 32,348 17,386 75,743 163,394 191,217 213,128: 46,750 24,838
Old : 237,966: 98,087 32,348 17,386 75,743 163,394 191,217 213,128: 46,750 24,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 4,307: 19,145 -2,942 -9,908 -6,334 18,156 2,903 5,306: 1,404 -999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 13.6 7.3 31.8 68.7 80.4 89.6: 19.6 10.4
Old : 100.0: 41.2 13.6 7.3 31.8 68.7 80.4 89.6: 19.6 10.4
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 : 112: 53 17 25 32 30 93 65:
Old : 112: 53 17 25 32 30 93 65:
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 : 20.9 48.5 33.2 64.1 19.9 46.6 31.3 61.9
Old : 20.9 48.5 33.2 64.1 19.9 46.6 31.3 61.9
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 08, 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 : 44,671: 15,268 16,900 1,729 15,064 11,522 32,060 30,150: 12,611 14,521
Old : 44,671: 15,268 16,900 1,729 15,064 11,522 32,060 30,150: 12,611 14,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 3,401: 1,724 4,895 -52 3,271 -1,880 4,942 2,964: -1,542 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 37.8 3.9 33.7 25.8 71.8 67.5: 28.2 32.5
Old : 100.0: 34.2 37.8 3.9 33.7 25.8 71.8 67.5: 28.2 32.5
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 : 47: 13 18 7 8 11 25 32:
Old : 47: 13 18 7 8 11 25 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 : 38.2 26.2 53.5 39.0 37.1 26.2 52.2 38.8
Old : 38.2 26.2 53.5 39.0 37.1 26.2 52.2 38.8
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 08, 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 : 219,139: 130,668 24,158 2,905 76,163 189,212 209,736 216,276: 9,402 2,863
Old : 219,139: 130,668 24,158 2,905 76,163 189,212 209,736 216,276: 9,402 2,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 4,458: 482 7,675 -2,003 6,056 -1,240 4,535 4,432: -77 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 11.0 1.3 34.8 86.3 95.7 98.7: 4.3 1.3
Old : 100.0: 59.6 11.0 1.3 34.8 86.3 95.7 98.7: 4.3 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 : 156: 85 31 7 21 25 111 58:
Old : 156: 85 31 7 21 25 111 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 : 36.7 73.4 53.2 83.6 36.7 73.3 53.2 83.0
Old : 36.7 73.4 53.2 83.6 36.7 73.3 53.2 83.0
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 08, 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 : 244,443: 59,077 82,342 26,780 124,088 105,451 209,944 214,572: 34,498 29,871
Old : 244,443: 59,077 82,342 26,780 124,088 105,451 209,944 214,572: 34,498 29,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -22,598: 1,365 -5,609 -11,367 -11,776 -4,624 -21,778 -21,600: -820 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 33.7 11.0 50.8 43.1 85.9 87.8: 14.1 12.2
Old : 100.0: 24.2 33.7 11.0 50.8 43.1 85.9 87.8: 14.1 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 : 118: 40 25 27 31 43 81 85:
Old : 118: 40 25 27 31 43 81 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 35.0 49.2 47.7 39.4 34.2 45.2 45.3
Old : 40.9 35.0 49.2 47.7 39.4 34.2 45.2 45.3
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 08, 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 : 266,611: 36,483 136,105 23,338 184,541 70,310 244,363 229,754: 22,249 36,858
Old : 266,611: 36,483 136,105 23,338 184,541 70,310 244,363 229,754: 22,249 36,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -18,190: 5,334 -12,838 -6,336 -17,812 -1,239 -18,815 -20,413: 624 2,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 51.1 8.8 69.2 26.4 91.7 86.2: 8.3 13.8
Old : 100.0: 13.7 51.1 8.8 69.2 26.4 91.7 86.2: 8.3 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 : 119: 31 42 21 32 31 74 83:
Old : 119: 31 42 21 32 31 74 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 41.0 57.6 51.0 44.7 40.4 54.3 49.9
Old : 47.0 41.0 57.6 51.0 44.7 40.4 54.3 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 with Delta-adjusted Options and Futures Combined, August 08, 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 : 552,858: 198,728 104,746 66,554 201,456 321,126 466,738 492,426: 86,120 60,432
Old : 552,858: 198,728 104,746 66,554 201,456 321,126 466,738 492,426: 86,120 60,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -18,926: 16,247 3,703 -18,575 -15,170 981 -17,498 -13,891: -1,428 -5,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 18.9 12.0 36.4 58.1 84.4 89.1: 15.6 10.9
Old : 100.0: 35.9 18.9 12.0 36.4 58.1 84.4 89.1: 15.6 10.9
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 : 271: 102 70 74 66 75 205 183:
Old : 271: 102 70 74 66 75 205 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 31.8 26.2 43.8 16.7 29.4 24.8 39.7
Old : 17.1 31.8 26.2 43.8 16.7 29.4 24.8 39.7
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 08, 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 : 24,360: 12,669 4,051 801 3,039 16,891 16,509 21,743: 7,851 2,617
Old : 24,360: 12,669 4,051 801 3,039 16,891 16,509 21,743: 7,851 2,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -444: 73 66 -66 -4 -741 3 -741: -447 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 16.6 3.3 12.5 69.3 67.8 89.3: 32.2 10.7
Old : 100.0: 52.0 16.6 3.3 12.5 69.3 67.8 89.3: 32.2 10.7
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 : 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 : 42.7 75.7 56.4 88.9 42.4 72.7 55.5 84.8
Old : 42.7 75.7 56.4 88.9 42.4 72.7 55.5 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 27,118: 19,379 7,740 0 5,751 18,858 25,130 26,598: 1,988 520
Old : 27,118: 19,379 7,740 0 5,751 18,858 25,130 26,598: 1,988 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -4,706: 2,200 -3,594 -349 -6,387 -172 -4,536 -4,115: -170 -591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 28.5 0.0 21.2 69.5 92.7 98.1: 7.3 1.9
Old : 100.0: 71.5 28.5 0.0 21.2 69.5 92.7 98.1: 7.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 12 13 0 4 7 16 20:
Old : 35: 12 13 0 4 7 16 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 : 79.6 72.5 87.4 86.9 79.6 72.5 87.4 86.9
Old : 79.6 72.5 87.4 86.9 79.6 72.5 87.4 86.9
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 08, 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 : 53,151: 40,241 6,756 706 5,948 41,840 46,895 49,302: 6,256 3,849
Old : 53,151: 40,241 6,756 706 5,948 41,840 46,895 49,302: 6,256 3,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,817: -1,290 163 291 -647 -2,322 -1,646 -1,868: -171 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 12.7 1.3 11.2 78.7 88.2 92.8: 11.8 7.2
Old : 100.0: 75.7 12.7 1.3 11.2 78.7 88.2 92.8: 11.8 7.2
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 : 89: 52 16 4 12 12 66 31:
Old : 89: 52 16 4 12 12 66 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 54.1 46.4 74.8 30.9 54.0 45.9 74.6
Old : 30.9 54.1 46.4 74.8 30.9 54.0 45.9 74.6
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 08, 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 : 21,587: 11,334 3,428 1,311 7,973 16,066 20,618 20,805: 969 782
Old : 21,587: 11,334 3,428 1,311 7,973 16,066 20,618 20,805: 969 782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 179: -491 147 65 459 15 33 227: 146 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 15.9 6.1 36.9 74.4 95.5 96.4: 4.5 3.6
Old : 100.0: 52.5 15.9 6.1 36.9 74.4 95.5 96.4: 4.5 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 14 9 2 7 5 21 16:
Old : 32: 14 9 2 7 5 21 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 : 59.0 75.6 80.1 87.1 51.6 58.5 63.8 68.5
Old : 59.0 75.6 80.1 87.1 51.6 58.5 63.8 68.5
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 08, 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 :21,739,977: 1,048,241 2,349,611 8,938,138 11,098,357 9,260,883 21,084,736 20,548,632: 655,241 1,191,345
Old :21,739,977: 1,048,241 2,349,611 8,938,138 11,098,357 9,260,883 21,084,736 20,548,632: 655,241 1,191,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 522,165: 31,044 108,287 297,281 177,335 88,955 505,660 494,523: 16,505 27,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.8 41.1 51.1 42.6 97.0 94.5: 3.0 5.5
Old : 100.0: 4.8 10.8 41.1 51.1 42.6 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 : 354: 57 133 150 132 152 289 344:
Old : 354: 57 133 150 132 152 289 344:
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 : 28.6 18.9 42.0 31.3 20.0 8.6 23.8 11.9
Old : 28.6 18.9 42.0 31.3 20.0 8.6 23.8 11.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 842,541: 110,246 97,310 123,021 513,966 515,926 747,233 736,256: 95,307 106,284
Old : 842,541: 110,246 97,310 123,021 513,966 515,926 747,233 736,256: 95,307 106,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 25,550: 2,172 1,868 9,860 17,001 13,642 29,033 25,370: -3,482 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 11.5 14.6 61.0 61.2 88.7 87.4: 11.3 12.6
Old : 100.0: 13.1 11.5 14.6 61.0 61.2 88.7 87.4: 11.3 12.6
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 : 715: 193 175 198 254 265 537 548:
Old : 715: 193 175 198 254 265 537 548:
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 : 14.4 11.8 23.6 19.7 12.2 10.9 19.3 16.0
Old : 14.4 11.8 23.6 19.7 12.2 10.9 19.3 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 109,859: 3,887 7,453 22,831 44,465 58,142 71,183 88,426: 38,676 21,433
Old : 109,859: 3,887 7,453 22,831 44,465 58,142 71,183 88,426: 38,676 21,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 6,474: -11 -346 2,122 6,072 4,955 8,182 6,731: -1,708 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 6.8 20.8 40.5 52.9 64.8 80.5: 35.2 19.5
Old : 100.0: 3.5 6.8 20.8 40.5 52.9 64.8 80.5: 35.2 19.5
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 : 73: 17 15 27 31 32 62 60:
Old : 73: 17 15 27 31 32 62 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 26.5 30.0 42.2 9.2 19.6 14.9 30.0
Old : 19.5 26.5 30.0 42.2 9.2 19.6 14.9 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 3,663,407: 542,742 460,229 490,005 2,347,504 2,288,919 3,380,251 3,239,153: 283,157 424,255
Old : 3,663,407: 542,742 460,229 490,005 2,347,504 2,288,919 3,380,251 3,239,153: 283,157 424,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 95,381: 8,260 8,414 41,347 54,645 43,436 104,252 93,197: -8,871 2,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 12.6 13.4 64.1 62.5 92.3 88.4: 7.7 11.6
Old : 100.0: 14.8 12.6 13.4 64.1 62.5 92.3 88.4: 7.7 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 : 695: 184 171 188 247 258 517 531:
Old : 695: 184 171 188 247 258 517 531:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 12.5 26.1 19.7 13.9 11.8 21.9 17.3
Old : 16.5 12.5 26.1 19.7 13.9 11.8 21.9 17.3
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 with Delta-adjusted Options and Futures Combined, August 08, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 30,198: 12,172 533 0 14,433 28,894 26,605 29,427: 3,593 771
Old : 30,198: 12,172 533 0 14,433 28,894 26,605 29,427: 3,593 771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 1,569: 1,232 240 0 76 1,331 1,308 1,571: 261 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 1.8 0.0 47.8 95.7 88.1 97.4: 11.9 2.6
Old : 100.0: 40.3 1.8 0.0 47.8 95.7 88.1 97.4: 11.9 2.6
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 : 24: 8 2 0 8 7 16 9:
Old : 24: 8 2 0 8 7 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 76.1 73.5 96.7 57.5 76.1 73.5 95.3
Old : 57.5 76.1 73.5 96.7 57.5 76.1 73.5 95.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 22,728: 636 2,019 0 20,145 19,762 20,781 21,781: 1,947 947
Old : 22,728: 636 2,019 0 20,145 19,762 20,781 21,781: 1,947 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 299: 219 0 0 219 289 438 289: -139 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 8.9 0.0 88.6 87.0 91.4 95.8: 8.6 4.2
Old : 100.0: 2.8 8.9 0.0 88.6 87.0 91.4 95.8: 8.6 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 : 23: 2 1 0 13 8 15 9:
Old : 23: 2 1 0 13 8 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 84.6 76.9 94.9 51.8 84.6 76.9 94.6
Old : 51.8 84.6 76.9 94.9 51.8 84.6 76.9 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 08, 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 : 92,550: 23,717 2,640 1,143 54,453 84,783 79,313 88,566: 13,237 3,984
Old : 92,550: 23,717 2,640 1,143 54,453 84,783 79,313 88,566: 13,237 3,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 437: 531 199 217 -562 -135 186 281: 251 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 2.9 1.2 58.8 91.6 85.7 95.7: 14.3 4.3
Old : 100.0: 25.6 2.9 1.2 58.8 91.6 85.7 95.7: 14.3 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 : 85: 15 7 4 39 41 54 52:
Old : 85: 15 7 4 39 41 54 52:
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 : 38.5 43.3 52.7 64.0 38.1 43.3 51.6 64.0
Old : 38.5 43.3 52.7 64.0 38.1 43.3 51.6 64.0
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 08, 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 : 62,931: 21,334 12,544 3,331 31,594 38,530 56,259 54,405: 6,672 8,526
Old : 62,931: 21,334 12,544 3,331 31,594 38,530 56,259 54,405: 6,672 8,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 1,633: -1,675 940 938 2,917 -285 2,180 1,593: -548 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 19.9 5.3 50.2 61.2 89.4 86.5: 10.6 13.5
Old : 100.0: 33.9 19.9 5.3 50.2 61.2 89.4 86.5: 10.6 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 : 288: 78 81 35 71 92 165 192:
Old : 288: 78 81 35 71 92 165 192:
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 : 28.7 22.4 43.2 31.9 28.5 22.0 41.7 31.5
Old : 28.7 22.4 43.2 31.9 28.5 22.0 41.7 31.5
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 08, 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 : 314,655: 106,671 62,719 16,655 157,969 192,652 281,294 272,026: 33,361 42,629
Old : 314,655: 106,671 62,719 16,655 157,969 192,652 281,294 272,026: 33,361 42,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 8,163: -8,374 4,699 4,689 14,587 -1,423 10,902 7,965: -2,739 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 19.9 5.3 50.2 61.2 89.4 86.5: 10.6 13.5
Old : 100.0: 33.9 19.9 5.3 50.2 61.2 89.4 86.5: 10.6 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 : 288: 78 81 35 71 92 165 192:
Old : 288: 78 81 35 71 92 165 192:
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 : 28.7 22.4 43.2 31.9 28.5 22.0 41.7 31.5
Old : 28.7 22.4 43.2 31.9 28.5 22.0 41.7 31.5
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 08, 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 : 173,723: 90,233 32,187 14,407 29,268 104,933 133,908 151,526: 39,815 22,197
Old : 173,723: 90,233 32,187 14,407 29,268 104,933 133,908 151,526: 39,815 22,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 5,115: 9,071 9,203 -3,498 -80 -884 5,493 4,821: -378 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 18.5 8.3 16.8 60.4 77.1 87.2: 22.9 12.8
Old : 100.0: 51.9 18.5 8.3 16.8 60.4 77.1 87.2: 22.9 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 48 22 20 29 27 85 61:
Old : 106: 48 22 20 29 27 85 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 42.8 29.0 55.4 18.4 40.6 28.8 52.7
Old : 18.4 42.8 29.0 55.4 18.4 40.6 28.8 52.7
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 08, 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 : 35,241: 12,982 5,664 0 14,215 26,687 27,197 32,351: 8,044 2,890
Old : 35,241: 12,982 5,664 0 14,215 26,687 27,197 32,351: 8,044 2,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -393: 754 -328 -2 125 -304 877 -634: -1,270 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 16.1 0.0 40.3 75.7 77.2 91.8: 22.8 8.2
Old : 100.0: 36.8 16.1 0.0 40.3 75.7 77.2 91.8: 22.8 8.2
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 : 45: 19 5 0 15 11 34 16:
Old : 45: 19 5 0 15 11 34 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 : 29.9 80.8 41.8 87.5 29.9 80.8 41.8 87.2
Old : 29.9 80.8 41.8 87.5 29.9 80.8 41.8 87.2
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 with Delta-adjusted Options and Futures Combined, August 08, 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 : 55,767: 21,514 8,534 1,856 20,136 13,927 43,506 24,317: 12,261 31,450
Old : 55,767: 21,514 8,534 1,856 20,136 13,927 43,506 24,317: 12,261 31,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1: 1,288 1,985 79 -1,016 -757 351 1,307: -352 -1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 15.3 3.3 36.1 25.0 78.0 43.6: 22.0 56.4
Old : 100.0: 38.6 15.3 3.3 36.1 25.0 78.0 43.6: 22.0 56.4
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 : 78: 26 18 3 23 20 49 41:
Old : 78: 26 18 3 23 20 49 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 : 24.2 10.6 36.3 18.7 24.1 10.5 34.9 17.7
Old : 24.2 10.6 36.3 18.7 24.1 10.5 34.9 17.7
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 08, 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 : 15,266: 8,471 6,677 0 6,231 8,376 14,702 15,053: 564 213
Old : 15,266: 8,471 6,677 0 6,231 8,376 14,702 15,053: 564 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 157: -96 -42 0 196 201 100 159: 57 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 43.7 0.0 40.8 54.9 96.3 98.6: 3.7 1.4
Old : 100.0: 55.5 43.7 0.0 40.8 54.9 96.3 98.6: 3.7 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 : 20: 6 5 0 8 1 14 6:
Old : 20: 6 5 0 8 1 14 6:
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 : 79.1 96.2 89.8 98.6 79.1 96.2 89.8 98.6
Old : 79.1 96.2 89.8 98.6 79.1 96.2 89.8 98.6
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 08, 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 : 97,588: 6,158 14,293 27,012 64,396 56,283 97,566 97,588: 22 0
Old : 97,588: 6,158 14,293 27,012 64,396 56,283 97,566 97,588: 22 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 4,682: 0 -2,300 2,772 1,910 4,210 4,682 4,682: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 14.6 27.7 66.0 57.7 100.0 100.0: 0.0 0.0
Old : 100.0: 6.3 14.6 27.7 66.0 57.7 100.0 100.0: 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 : 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 : 84.5 81.9 96.8 94.1 32.9 28.7 36.1 34.2
Old : 84.5 81.9 96.8 94.1 32.9 28.7 36.1 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 11, 2017