MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 26,768: 800 5,172 2,760 22,596 18,224 26,156 26,156: 612 612
Old : 26,768: 800 5,172 2,760 22,596 18,224 26,156 26,156: 612 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 498: -160 360 -120 526 6 246 246: 252 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 19.3 10.3 84.4 68.1 97.7 97.7: 2.3 2.3
Old : 100.0: 3.0 19.3 10.3 84.4 68.1 97.7 97.7: 2.3 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 10 6 8 7 15 19:
Old : 23: 2 10 6 8 7 15 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 : 83.4 63.8 93.4 86.3 48.4 33.3 49.8 44.7
Old : 83.4 63.8 93.4 86.3 48.4 33.3 49.8 44.7
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 22, 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 : 8,058: 678 1,265 1,174 5,070 5,311 6,923 7,751: 1,135 307
Old : 8,058: 678 1,265 1,174 5,070 5,311 6,923 7,751: 1,135 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 605: -103 -45 99 534 566 529 619: 75 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 15.7 14.6 62.9 65.9 85.9 96.2: 14.1 3.8
Old : 100.0: 8.4 15.7 14.6 62.9 65.9 85.9 96.2: 14.1 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 : 45: 8 9 12 26 22 41 36:
Old : 45: 8 9 12 26 22 41 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 : 40.0 41.5 54.5 56.2 40.0 37.5 45.3 48.0
Old : 40.0 41.5 54.5 56.2 40.0 37.5 45.3 48.0
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 22, 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 : 46,071: 13,578 5,934 11,864 15,609 19,083 41,050 36,880: 5,021 9,191
Old : 46,071: 13,578 5,934 11,864 15,609 19,083 41,050 36,880: 5,021 9,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 585: -150 -373 255 459 748 564 629: 21 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 12.9 25.8 33.9 41.4 89.1 80.1: 10.9 19.9
Old : 100.0: 29.5 12.9 25.8 33.9 41.4 89.1 80.1: 10.9 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 22 20 31 37 39 74 75:
Old : 87: 22 20 31 37 39 74 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 26.4 44.5 40.2 27.5 22.9 40.9 30.9
Old : 28.3 26.4 44.5 40.2 27.5 22.9 40.9 30.9
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 22, 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 : 9,706: 747 475 1,900 6,004 6,909 8,650 9,283: 1,056 423
Old : 9,706: 747 475 1,900 6,004 6,909 8,650 9,283: 1,056 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 410: 98 14 144 118 261 360 419: 50 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 4.9 19.6 61.9 71.2 89.1 95.6: 10.9 4.4
Old : 100.0: 7.7 4.9 19.6 61.9 71.2 89.1 95.6: 10.9 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: 8 7 10 27 18 40 30:
Old : 43: 8 7 10 27 18 40 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 : 29.8 39.6 50.5 60.4 27.0 32.8 40.4 43.2
Old : 29.8 39.6 50.5 60.4 27.0 32.8 40.4 43.2
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 22, 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 : 309,010: 106,673 31,982 78,610 100,626 152,364 285,909 262,955: 23,101 46,055
Old : 139,555: 67,003 41,551 26,360 37,010 55,483 130,374 123,393: 9,182 16,162
Other: 169,455: 60,474 11,236 31,445 63,616 96,881 155,535 139,562: 13,919 29,892
: : :
: : Changes in Commitments from: August 15, 2017 :
: -30,289: -9,204 -2,060 -17,936 -1,224 -7,871 -28,363 -27,866: -1,926 -2,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 10.3 25.4 32.6 49.3 92.5 85.1: 7.5 14.9
Old : 100.0: 48.0 29.8 18.9 26.5 39.8 93.4 88.4: 6.6 11.6
Other: 100.0: 35.7 6.6 18.6 37.5 57.2 91.8 82.4: 8.2 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 115 97 133 87 91 284 254:
Old : 309: 93 110 72 58 81 192 223:
Other: 259: 96 52 76 75 81 213 174:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 17.2 24.2 23.0 15.5 17.1 23.6 22.6
Old : 12.9 18.9 23.5 27.4 12.9 18.7 23.4 26.8
Other: 22.0 16.3 31.8 23.8 22.0 16.1 30.9 23.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 371,127: 132,046 22,494 74,577 136,593 220,340 343,217 317,410: 27,910 53,716
Old : 371,127: 132,046 22,494 74,577 136,593 220,340 343,217 317,410: 27,910 53,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 9,097: -813 -416 5,947 4,990 2,879 10,123 8,410: -1,026 687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 6.1 20.1 36.8 59.4 92.5 85.5: 7.5 14.5
Old : 100.0: 35.6 6.1 20.1 36.8 59.4 92.5 85.5: 7.5 14.5
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 : 403: 138 71 142 131 159 331 324:
Old : 403: 138 71 142 131 159 331 324:
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 : 14.9 19.2 25.6 26.5 14.9 18.4 25.4 25.3
Old : 14.9 19.2 25.6 26.5 14.9 18.4 25.4 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 4,480: 1,768 1,127 443 902 2,030 3,114 3,600: 1,366 880
Old : 4,480: 1,768 1,127 443 902 2,030 3,114 3,600: 1,366 880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -160: -46 -15 -59 16 -98 -89 -172: -71 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 25.2 9.9 20.1 45.3 69.5 80.4: 30.5 19.6
Old : 100.0: 39.5 25.2 9.9 20.1 45.3 69.5 80.4: 30.5 19.6
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 : 51: 17 9 14 16 20 39 38:
Old : 51: 17 9 14 16 20 39 38:
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 : 29.5 37.6 42.1 51.5 29.5 36.7 42.0 48.7
Old : 29.5 37.6 42.1 51.5 29.5 36.7 42.0 48.7
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 22, 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 : 71,054: 22,462 7,161 24,844 14,858 17,061 62,164 49,066: 8,889 21,987
Old : 71,054: 22,462 7,161 24,844 14,858 17,061 62,164 49,066: 8,889 21,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -1,087: -1,085 563 564 -41 -923 -562 204: -525 -1,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 10.1 35.0 20.9 24.0 87.5 69.1: 12.5 30.9
Old : 100.0: 31.6 10.1 35.0 20.9 24.0 87.5 69.1: 12.5 30.9
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 : 226: 61 51 71 71 86 176 175:
Old : 226: 61 51 71 71 86 176 175:
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 10.8 27.7 18.1 17.1 7.0 24.7 10.9
Old : 17.8 10.8 27.7 18.1 17.1 7.0 24.7 10.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 4,258: 320 3,005 213 2,633 745 3,165 3,962: 1,093 296
Old : 4,258: 320 3,005 213 2,633 745 3,165 3,962: 1,093 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 70.6 5.0 61.8 17.5 74.3 93.1: 25.7 6.9
Old : 100.0: 7.5 70.6 5.0 61.8 17.5 74.3 93.1: 25.7 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 : 21: 5 5 4 11 8 17 16:
Old : 21: 5 5 4 11 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 : 49.2 70.2 65.1 82.5 44.6 70.2 57.1 78.0
Old : 49.2 70.2 65.1 82.5 44.6 70.2 57.1 78.0
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 22, 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 : 26,712: 843 11,846 4,141 20,850 9,761 25,835 25,748: 877 964
Old : 26,712: 843 11,846 4,141 20,850 9,761 25,835 25,748: 877 964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 324: -230 -52 -137 677 558 309 368: 15 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 44.3 15.5 78.1 36.5 96.7 96.4: 3.3 3.6
Old : 100.0: 3.2 44.3 15.5 78.1 36.5 96.7 96.4: 3.3 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 : 60: 11 16 14 27 23 47 44:
Old : 60: 11 16 14 27 23 47 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 : 44.5 44.6 64.6 64.6 43.1 44.2 61.1 62.3
Old : 44.5 44.6 64.6 64.6 43.1 44.2 61.1 62.3
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 22, 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 : 34,843: 3,211 6,730 122 29,973 26,835 33,306 33,687: 1,537 1,156
Old : 34,843: 3,211 6,730 122 29,973 26,835 33,306 33,687: 1,537 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -2,321: -1,631 -4,916 122 -925 2,545 -2,434 -2,249: 113 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 19.3 0.4 86.0 77.0 95.6 96.7: 4.4 3.3
Old : 100.0: 9.2 19.3 0.4 86.0 77.0 95.6 96.7: 4.4 3.3
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 : 35: 13 8 1 10 6 24 14:
Old : 35: 13 8 1 10 6 24 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 73.1 86.8 93.6 80.3 73.0 86.8 93.5
Old : 80.3 73.1 86.8 93.6 80.3 73.0 86.8 93.5
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 22, 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 : 219,925: 79,945 27,322 18,473 78,670 145,835 177,088 191,630: 42,837 28,295
Old : 219,925: 79,945 27,322 18,473 78,670 145,835 177,088 191,630: 42,837 28,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -5,598: -6,806 -6,615 -815 1,598 -1,676 -6,022 -9,106: 424 3,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 12.4 8.4 35.8 66.3 80.5 87.1: 19.5 12.9
Old : 100.0: 36.4 12.4 8.4 35.8 66.3 80.5 87.1: 19.5 12.9
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 : 97: 44 14 27 30 27 86 57:
Old : 97: 44 14 27 30 27 86 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 : 25.1 50.5 38.4 63.4 23.4 49.4 35.3 61.1
Old : 25.1 50.5 38.4 63.4 23.4 49.4 35.3 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 41,885: 12,168 14,159 2,298 15,518 10,817 29,984 27,273: 11,901 14,612
Old : 41,885: 12,168 14,159 2,298 15,518 10,817 29,984 27,273: 11,901 14,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 916: -388 233 468 976 708 1,056 1,409: -140 -493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 33.8 5.5 37.0 25.8 71.6 65.1: 28.4 34.9
Old : 100.0: 29.1 33.8 5.5 37.0 25.8 71.6 65.1: 28.4 34.9
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 : 38: 13 11 8 6 10 24 24:
Old : 38: 13 11 8 6 10 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 29.2 52.7 43.9 40.4 29.2 51.2 43.7
Old : 41.7 29.2 52.7 43.9 40.4 29.2 51.2 43.7
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 22, 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 : 244,105: 137,856 40,146 3,399 93,799 197,710 235,054 241,255: 9,051 2,850
Old : 244,105: 137,856 40,146 3,399 93,799 197,710 235,054 241,255: 9,051 2,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 6,278: 6,956 4,175 37 -1,191 2,111 5,802 6,324: 475 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 16.4 1.4 38.4 81.0 96.3 98.8: 3.7 1.2
Old : 100.0: 56.5 16.4 1.4 38.4 81.0 96.3 98.8: 3.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 86 34 8 19 26 112 62:
Old : 160: 86 34 8 19 26 112 62:
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 : 41.7 65.7 57.2 78.2 41.7 65.6 57.2 78.2
Old : 41.7 65.7 57.2 78.2 41.7 65.6 57.2 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 257,691: 57,564 101,528 36,087 132,321 89,263 225,971 226,878: 31,720 30,813
Old : 257,691: 57,564 101,528 36,087 132,321 89,263 225,971 226,878: 31,720 30,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 4,625: -4,952 8,794 4,201 5,946 -5,841 5,195 7,155: -570 -2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 39.4 14.0 51.3 34.6 87.7 88.0: 12.3 12.0
Old : 100.0: 22.3 39.4 14.0 51.3 34.6 87.7 88.0: 12.3 12.0
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 : 120: 38 33 29 28 41 75 94:
Old : 120: 38 33 29 28 41 75 94:
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 : 40.8 32.8 50.4 45.1 37.2 32.1 44.8 41.3
Old : 40.8 32.8 50.4 45.1 37.2 32.1 44.8 41.3
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 22, 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 : 255,510: 40,837 119,489 32,110 158,641 70,943 231,588 222,542: 23,923 32,969
Old : 255,510: 40,837 119,489 32,110 158,641 70,943 231,588 222,542: 23,923 32,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 1,244: 1,068 -1,379 531 -1,362 3,577 236 2,728: 1,008 -1,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 46.8 12.6 62.1 27.8 90.6 87.1: 9.4 12.9
Old : 100.0: 16.0 46.8 12.6 62.1 27.8 90.6 87.1: 9.4 12.9
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 : 119: 33 39 26 33 34 80 85:
Old : 119: 33 39 26 33 34 80 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 : 41.4 39.3 53.2 49.5 39.2 38.6 48.1 48.3
Old : 41.4 39.3 53.2 49.5 39.2 38.6 48.1 48.3
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 22, 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 : 555,963: 195,634 103,786 71,169 205,292 320,821 472,094 495,775: 83,868 60,188
Old : 555,963: 195,634 103,786 71,169 205,292 320,821 472,094 495,775: 83,868 60,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 1,247: 4,734 -1,770 -1,873 -2,438 4,850 424 1,208: 823 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 18.7 12.8 36.9 57.7 84.9 89.2: 15.1 10.8
Old : 100.0: 35.2 18.7 12.8 36.9 57.7 84.9 89.2: 15.1 10.8
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 : 268: 104 69 73 67 70 206 178:
Old : 268: 104 69 73 67 70 206 178:
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 : 19.2 32.8 29.5 45.2 18.8 30.6 27.0 41.7
Old : 19.2 32.8 29.5 45.2 18.8 30.6 27.0 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 34,733: 13,442 3,333 1,340 7,163 25,914 21,945 30,587: 12,788 4,146
Old : 34,733: 13,442 3,333 1,340 7,163 25,914 21,945 30,587: 12,788 4,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 9.6 3.9 20.6 74.6 63.2 88.1: 36.8 11.9
Old : 100.0: 38.7 9.6 3.9 20.6 74.6 63.2 88.1: 36.8 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 4 3 8 4 19 9:
Old : 22: 9 4 3 8 4 19 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 : 32.9 83.5 47.0 87.8 32.6 81.4 45.7 83.2
Old : 32.9 83.5 47.0 87.8 32.6 81.4 45.7 83.2
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 22, 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 : 22,455: 11,450 5,088 758 3,025 13,815 15,233 19,661: 7,222 2,794
Old : 22,455: 11,450 5,088 758 3,025 13,815 15,233 19,661: 7,222 2,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -901: -261 -666 -540 -1 -17 -802 -1,223: -99 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 22.7 3.4 13.5 61.5 67.8 87.6: 32.2 12.4
Old : 100.0: 51.0 22.7 3.4 13.5 61.5 67.8 87.6: 32.2 12.4
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: 8 3 3 6 7 15 12:
Old : 21: 8 3 3 6 7 15 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 : 43.4 66.6 56.4 84.4 42.9 63.6 55.3 80.3
Old : 43.4 66.6 56.4 84.4 42.9 63.6 55.3 80.3
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 22, 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 : 24,746: 17,107 6,921 25 5,793 17,343 22,925 24,289: 1,821 457
Old : 24,746: 17,107 6,921 25 5,793 17,343 22,925 24,289: 1,821 457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -902: -964 -336 25 0 -606 -939 -917: 37 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 28.0 0.1 23.4 70.1 92.6 98.2: 7.4 1.8
Old : 100.0: 69.1 28.0 0.1 23.4 70.1 92.6 98.2: 7.4 1.8
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 : 36: 12 14 1 4 7 17 21:
Old : 36: 12 14 1 4 7 17 21:
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 : 78.1 71.5 87.4 83.7 78.1 71.4 87.4 83.7
Old : 78.1 71.5 87.4 83.7 78.1 71.4 87.4 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 44,090: 29,590 7,708 1,065 7,153 31,773 37,808 40,546: 6,282 3,544
Old : 44,090: 29,590 7,708 1,065 7,153 31,773 37,808 40,546: 6,282 3,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -4,323: -3,919 -962 393 -822 -3,787 -4,348 -4,356: 25 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 17.5 2.4 16.2 72.1 85.8 92.0: 14.2 8.0
Old : 100.0: 67.1 17.5 2.4 16.2 72.1 85.8 92.0: 14.2 8.0
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 : 82: 50 14 7 11 12 63 31:
Old : 82: 50 14 7 11 12 63 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 : 30.4 56.3 45.7 73.8 29.3 55.5 42.4 71.7
Old : 30.4 56.3 45.7 73.8 29.3 55.5 42.4 71.7
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 22, 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 : 23,334: 15,054 3,851 1,364 5,927 17,327 22,345 22,542: 989 792
Old : 23,334: 15,054 3,851 1,364 5,927 17,327 22,345 22,542: 989 792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 3,515: 3,708 1,977 82 -236 1,456 3,554 3,515: -39 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 16.5 5.8 25.4 74.3 95.8 96.6: 4.2 3.4
Old : 100.0: 64.5 16.5 5.8 25.4 74.3 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 : 32: 17 7 2 5 6 22 15:
Old : 32: 17 7 2 5 6 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 75.2 80.1 89.7 53.7 61.7 65.5 72.4
Old : 64.4 75.2 80.1 89.7 53.7 61.7 65.5 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 :21,526,976: 1,045,293 2,253,803 8,870,795 10,897,018 9,237,666 20,813,106 20,362,263: 713,870 1,164,712
Old :21,526,976: 1,045,293 2,253,803 8,870,795 10,897,018 9,237,666 20,813,106 20,362,263: 713,870 1,164,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 115,486: -19,796 -161,616 193,774 -77,995 111,186 95,982 143,344: 19,504 -27,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 10.5 41.2 50.6 42.9 96.7 94.6: 3.3 5.4
Old : 100.0: 4.9 10.5 41.2 50.6 42.9 96.7 94.6: 3.3 5.4
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 : 357: 54 135 148 133 156 290 345:
Old : 357: 54 135 148 133 156 290 345:
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 19.3 42.2 32.0 20.3 8.6 23.3 12.3
Old : 28.8 19.3 42.2 32.0 20.3 8.6 23.3 12.3
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 22, 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 : 870,726: 117,073 92,092 130,849 528,981 545,989 776,903 768,930: 93,823 101,796
Old : 870,726: 117,073 92,092 130,849 528,981 545,989 776,903 768,930: 93,823 101,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 7,186: 2,416 2,350 -1,338 11,289 12,769 12,367 13,781: -5,182 -6,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.6 15.0 60.8 62.7 89.2 88.3: 10.8 11.7
Old : 100.0: 13.4 10.6 15.0 60.8 62.7 89.2 88.3: 10.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 707: 170 187 199 255 268 533 546:
Old : 707: 170 187 199 255 268 533 546:
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 : 14.3 12.4 23.4 20.9 11.2 11.2 17.6 16.4
Old : 14.3 12.4 23.4 20.9 11.2 11.2 17.6 16.4
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 22, 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 : 107,226: 4,698 8,504 17,543 48,802 58,847 71,043 84,894: 36,183 22,331
Old : 107,226: 4,698 8,504 17,543 48,802 58,847 71,043 84,894: 36,183 22,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -2,204: 853 98 -2,416 6,143 -352 4,580 -2,670: -6,783 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 7.9 16.4 45.5 54.9 66.3 79.2: 33.7 20.8
Old : 100.0: 4.4 7.9 16.4 45.5 54.9 66.3 79.2: 33.7 20.8
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 : 69: 14 15 25 29 29 57 55:
Old : 69: 14 15 25 29 29 57 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 : 18.4 24.7 28.9 40.2 10.3 19.3 17.3 29.8
Old : 18.4 24.7 28.9 40.2 10.3 19.3 17.3 29.8
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 22, 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 : 3,817,503: 587,210 443,272 541,197 2,400,895 2,435,712 3,529,301 3,420,181: 288,202 397,322
Old : 3,817,503: 587,210 443,272 541,197 2,400,895 2,435,712 3,529,301 3,420,181: 288,202 397,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 46,947: 16,214 19,652 -3,003 25,727 65,605 38,938 82,254: 8,010 -35,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 11.6 14.2 62.9 63.8 92.5 89.6: 7.5 10.4
Old : 100.0: 15.4 11.6 14.2 62.9 63.8 92.5 89.6: 7.5 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 : 692: 165 183 189 249 263 517 532:
Old : 692: 165 183 189 249 263 517 532:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 13.0 25.2 20.8 12.8 11.9 19.7 17.5
Old : 15.9 13.0 25.2 20.8 12.8 11.9 19.7 17.5
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 22, 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 : 29,396: 11,441 0 0 14,619 28,501 26,060 28,501: 3,336 895
Old : 29,396: 11,441 0 0 14,619 28,501 26,060 28,501: 3,336 895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -341: -484 -370 0 198 70 -286 -300: -55 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 0.0 0.0 49.7 97.0 88.7 97.0: 11.3 3.0
Old : 100.0: 38.9 0.0 0.0 49.7 97.0 88.7 97.0: 11.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 0 0 8 7 15 7:
Old : 21: 7 0 0 8 7 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 : 59.1 77.3 75.4 97.0 59.1 77.3 75.4 95.4
Old : 59.1 77.3 75.4 97.0 59.1 77.3 75.4 95.4
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 22, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 23,032: 243 2,299 0 20,888 19,683 21,131 21,982: 1,901 1,050
Old : 23,032: 243 2,299 0 20,888 19,683 21,131 21,982: 1,901 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 708: -20 280 0 689 444 669 724: 39 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 10.0 0.0 90.7 85.5 91.7 95.4: 8.3 4.6
Old : 100.0: 1.1 10.0 0.0 90.7 85.5 91.7 95.4: 8.3 4.6
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 : 22: 1 2 0 14 6 15 8:
Old : 22: 1 2 0 14 6 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 : 51.3 87.8 79.1 95.4 51.3 87.8 79.1 94.2
Old : 51.3 87.8 79.1 95.4 51.3 87.8 79.1 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 88,723: 23,072 1,844 1,037 53,118 81,458 77,227 84,339: 11,496 4,384
Old : 88,723: 23,072 1,844 1,037 53,118 81,458 77,227 84,339: 11,496 4,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -1,973: -898 -279 262 -638 -2,111 -1,274 -2,128: -699 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 2.1 1.2 59.9 91.8 87.0 95.1: 13.0 4.9
Old : 100.0: 26.0 2.1 1.2 59.9 91.8 87.0 95.1: 13.0 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 16 4 6 40 39 57 48:
Old : 82: 16 4 6 40 39 57 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 44.5 53.4 65.2 37.8 44.4 51.7 65.2
Old : 38.2 44.5 53.4 65.2 37.8 44.4 51.7 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 61,335: 20,843 12,877 2,649 30,667 37,187 54,159 52,713: 7,175 8,622
Old : 61,335: 20,843 12,877 2,649 30,667 37,187 54,159 52,713: 7,175 8,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -2,539: -980 505 -544 -1,351 -1,728 -2,876 -1,768: 336 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 21.0 4.3 50.0 60.6 88.3 85.9: 11.7 14.1
Old : 100.0: 34.0 21.0 4.3 50.0 60.6 88.3 85.9: 11.7 14.1
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 : 285: 73 86 36 70 91 161 195:
Old : 285: 73 86 36 70 91 161 195:
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 : 27.8 19.8 42.6 29.6 26.3 19.1 40.6 28.9
Old : 27.8 19.8 42.6 29.6 26.3 19.1 40.6 28.9
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 22, 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 : 306,673: 104,217 64,384 13,244 153,337 185,936 270,797 263,564: 35,876 43,109
Old : 306,673: 104,217 64,384 13,244 153,337 185,936 270,797 263,564: 35,876 43,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -12,696: -4,902 2,523 -2,722 -6,754 -8,640 -14,378 -8,839: 1,681 -3,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 21.0 4.3 50.0 60.6 88.3 85.9: 11.7 14.1
Old : 100.0: 34.0 21.0 4.3 50.0 60.6 88.3 85.9: 11.7 14.1
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 : 285: 73 86 36 70 91 161 195:
Old : 285: 73 86 36 70 91 161 195:
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 : 27.8 19.8 42.6 29.6 26.3 19.1 40.6 28.9
Old : 27.8 19.8 42.6 29.6 26.3 19.1 40.6 28.9
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 22, 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 : 172,439: 89,974 29,253 15,734 29,611 105,748 135,319 150,734: 37,120 21,705
Old : 172,439: 89,974 29,253 15,734 29,611 105,748 135,319 150,734: 37,120 21,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -2,688: -2,338 -1,090 -1,402 2,480 -1,772 -1,261 -4,264: -1,427 1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 17.0 9.1 17.2 61.3 78.5 87.4: 21.5 12.6
Old : 100.0: 52.2 17.0 9.1 17.2 61.3 78.5 87.4: 21.5 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 : 103: 43 24 20 29 27 84 59:
Old : 103: 43 24 20 29 27 84 59:
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 : 20.3 45.5 31.8 59.2 20.3 42.0 31.8 54.1
Old : 20.3 45.5 31.8 59.2 20.3 42.0 31.8 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 18,159: 1,871 3,582 341 13,936 11,823 16,148 15,746: 2,011 2,413
Old : 18,159: 1,871 3,582 341 13,936 11,823 16,148 15,746: 2,011 2,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 2,954: -325 -2,020 -60 2,864 4,766 2,479 2,686: 475 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 19.7 1.9 76.7 65.1 88.9 86.7: 11.1 13.3
Old : 100.0: 10.3 19.7 1.9 76.7 65.1 88.9 86.7: 11.1 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 6 2 11 10 17 16:
Old : 27: 4 6 2 11 10 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 : 51.3 54.6 71.5 74.4 49.5 53.3 66.4 68.1
Old : 51.3 54.6 71.5 74.4 49.5 53.3 66.4 68.1
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 22, 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 : 34,424: 12,966 5,939 103 14,878 26,093 27,947 32,135: 6,477 2,289
Old : 34,424: 12,966 5,939 103 14,878 26,093 27,947 32,135: 6,477 2,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 136: 397 222 90 182 -268 669 44: -533 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 17.3 0.3 43.2 75.8 81.2 93.4: 18.8 6.6
Old : 100.0: 37.7 17.3 0.3 43.2 75.8 81.2 93.4: 18.8 6.6
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 : 48: 17 7 2 18 12 36 20:
Old : 48: 17 7 2 18 12 36 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 : 31.8 81.9 44.0 88.6 31.8 81.9 44.0 88.3
Old : 31.8 81.9 44.0 88.6 31.8 81.9 44.0 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 57,444: 20,419 6,719 2,193 24,926 22,629 47,538 31,541: 9,906 25,903
Old : 57,444: 20,419 6,719 2,193 24,926 22,629 47,538 31,541: 9,906 25,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 3,600: 2,130 29 87 1,505 1,481 3,722 1,597: -122 2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 11.7 3.8 43.4 39.4 82.8 54.9: 17.2 45.1
Old : 100.0: 35.5 11.7 3.8 43.4 39.4 82.8 54.9: 17.2 45.1
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 : 80: 26 15 4 30 20 57 38:
Old : 80: 26 15 4 30 20 57 38:
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 : 19.4 26.4 33.1 34.6 18.8 25.7 31.3 32.7
Old : 19.4 26.4 33.1 34.6 18.8 25.7 31.3 32.7
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 22, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 99,088: 6,288 12,573 28,112 64,666 58,403 99,066 99,088: 22 0
Old : 99,088: 6,288 12,573 28,112 64,666 58,403 99,066 99,088: 22 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 2,350: 130 -650 1,040 1,180 1,960 2,350 2,350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 12.7 28.4 65.3 58.9 100.0 100.0: 0.0 0.0
Old : 100.0: 6.3 12.7 28.4 65.3 58.9 100.0 100.0: 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 : 23: 3 2 2 12 14 17 16:
Old : 23: 3 2 2 12 14 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 : 85.4 82.2 96.7 94.2 34.2 28.1 35.3 33.5
Old : 85.4 82.2 96.7 94.2 34.2 28.1 35.3 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 25, 2017