MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 25,008: 1,160 5,020 2,840 20,636 16,776 24,636 24,636: 372 372
Old : 25,008: 1,160 5,020 2,840 20,636 16,776 24,636 24,636: 372 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -2,180: -40 -484 -40 -2,100 -1,656 -2,180 -2,180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 20.1 11.4 82.5 67.1 98.5 98.5: 1.5 1.5
Old : 100.0: 4.6 20.1 11.4 82.5 67.1 98.5 98.5: 1.5 1.5
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 : 24: 3 10 6 8 7 16 19:
Old : 24: 3 10 6 8 7 16 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 : 81.3 62.2 92.0 86.1 46.6 33.7 49.9 44.7
Old : 81.3 62.2 92.0 86.1 46.6 33.7 49.9 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, September 05, 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 : 7,450: 475 1,054 1,085 4,846 4,929 6,406 7,068: 1,045 382
Old : 7,450: 475 1,054 1,085 4,846 4,929 6,406 7,068: 1,045 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -988: -133 -218 -182 -514 -658 -830 -1,058: -158 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 14.2 14.6 65.0 66.2 86.0 94.9: 14.0 5.1
Old : 100.0: 6.4 14.2 14.6 65.0 66.2 86.0 94.9: 14.0 5.1
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 : 41: 6 9 9 24 20 37 31:
Old : 41: 6 9 9 24 20 37 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 : 41.2 39.6 56.1 56.7 40.6 36.2 44.7 45.5
Old : 41.2 39.6 56.1 56.7 40.6 36.2 44.7 45.5
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, September 05, 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 : 43,557: 12,446 4,009 12,180 14,354 17,656 38,980 33,845: 4,577 9,711
Old : 43,557: 12,446 4,009 12,180 14,354 17,656 38,980 33,845: 4,577 9,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -5,048: -1,911 -780 -1,493 -1,454 -2,376 -4,858 -4,649: -190 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 9.2 28.0 33.0 40.5 89.5 77.7: 10.5 22.3
Old : 100.0: 28.6 9.2 28.0 33.0 40.5 89.5 77.7: 10.5 22.3
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 : 84: 24 19 27 32 34 67 69:
Old : 84: 24 19 27 32 34 67 69:
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 24.3 45.3 38.9 27.8 20.4 38.9 27.5
Old : 29.1 24.3 45.3 38.9 27.8 20.4 38.9 27.5
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, September 05, 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 : 8,925: 869 369 1,771 5,366 6,403 8,005 8,542: 920 383
Old : 8,925: 869 369 1,771 5,366 6,403 8,005 8,542: 920 383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -1,310: -30 -138 -318 -817 -824 -1,165 -1,280: -144 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 4.1 19.8 60.1 71.7 89.7 95.7: 10.3 4.3
Old : 100.0: 9.7 4.1 19.8 60.1 71.7 89.7 95.7: 10.3 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 : 42: 8 7 10 26 17 39 29:
Old : 42: 8 7 10 26 17 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 : 32.1 40.6 52.0 61.3 28.5 39.0 41.5 48.7
Old : 32.1 40.6 52.0 61.3 28.5 39.0 41.5 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 303,998: 92,565 33,457 89,356 100,077 137,907 281,998 260,721: 22,000 43,277
Old : 120,946: 55,052 37,078 29,937 26,929 40,663 111,918 107,678: 9,028 13,268
Other: 183,052: 61,431 20,297 35,502 73,148 97,244 170,081 153,043: 12,971 30,009
: : :
: : Changes in Commitments from: August 29, 2017 :
: -8,949: -5,618 -427 -1,163 -1,609 -4,393 -8,389 -5,983: -560 -2,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.0 29.4 32.9 45.4 92.8 85.8: 7.2 14.2
Old : 100.0: 45.5 30.7 24.8 22.3 33.6 92.5 89.0: 7.5 11.0
Other: 100.0: 33.6 11.1 19.4 40.0 53.1 92.9 83.6: 7.1 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 94 107 139 84 87 276 252:
Old : 297: 93 101 79 63 76 206 208:
Other: 272: 96 68 86 70 80 217 191:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 15.6 24.2 21.4 14.3 15.6 22.7 21.0
Old : 13.1 18.9 23.4 28.2 13.1 17.8 23.4 25.5
Other: 23.4 15.7 33.0 22.6 23.4 15.7 33.0 22.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 372,828: 130,473 30,032 77,133 137,952 209,829 345,558 316,994: 27,270 55,834
Old : 372,828: 130,473 30,032 77,133 137,952 209,829 345,558 316,994: 27,270 55,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -4,342: -2,789 -117 -314 -439 -4,366 -3,542 -4,797: -800 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 8.1 20.7 37.0 56.3 92.7 85.0: 7.3 15.0
Old : 100.0: 35.0 8.1 20.7 37.0 56.3 92.7 85.0: 7.3 15.0
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 : 390: 130 62 142 133 157 324 318:
Old : 390: 130 62 142 133 157 324 318:
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 17.1 25.8 24.3 15.2 16.2 25.7 22.9
Old : 15.2 17.1 25.8 24.3 15.2 16.2 25.7 22.9
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, September 05, 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 : 5,032: 2,199 1,346 530 731 2,417 3,460 4,292: 1,571 739
Old : 5,032: 2,199 1,346 530 731 2,417 3,460 4,292: 1,571 739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 490: 397 256 -31 -137 300 229 524: 261 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 26.8 10.5 14.5 48.0 68.8 85.3: 31.2 14.7
Old : 100.0: 43.7 26.8 10.5 14.5 48.0 68.8 85.3: 31.2 14.7
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 : 59: 23 11 11 14 21 44 37:
Old : 59: 23 11 11 14 21 44 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 38.8 35.2 54.1 22.7 38.2 34.4 52.4
Old : 22.7 38.8 35.2 54.1 22.7 38.2 34.4 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 60,632: 22,967 7,161 16,017 13,811 16,841 52,795 40,019: 7,837 20,613
Old : 60,632: 22,967 7,161 16,017 13,811 16,841 52,795 40,019: 7,837 20,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -9,398: -204 452 -8,166 -364 -225 -8,734 -7,939: -664 -1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 11.8 26.4 22.8 27.8 87.1 66.0: 12.9 34.0
Old : 100.0: 37.9 11.8 26.4 22.8 27.8 87.1 66.0: 12.9 34.0
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 : 200: 64 42 66 54 76 152 156:
Old : 200: 64 42 66 54 76 152 156:
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 : 20.7 11.8 31.1 18.7 19.8 9.0 29.1 14.0
Old : 20.7 11.8 31.1 18.7 19.8 9.0 29.1 14.0
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 3,762: 209 2,672 187 2,389 671 2,784 3,530: 978 233
Old : 3,762: 209 2,672 187 2,389 671 2,784 3,530: 978 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -531: -126 -413 -26 -241 -59 -393 -498: -137 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 71.0 5.0 63.5 17.8 74.0 93.8: 26.0 6.2
Old : 100.0: 5.5 71.0 5.0 63.5 17.8 74.0 93.8: 26.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 5 4 10 8 15 16:
Old : 20: 4 5 4 10 8 15 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 : 52.7 70.6 67.7 83.7 48.0 70.6 60.1 79.4
Old : 52.7 70.6 67.7 83.7 48.0 70.6 60.1 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 26,199: 782 11,171 4,150 20,375 9,686 25,307 25,007: 892 1,192
Old : 26,199: 782 11,171 4,150 20,375 9,686 25,307 25,007: 892 1,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -2,537: 59 -1,369 -439 -2,162 -758 -2,543 -2,566: 5 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 42.6 15.8 77.8 37.0 96.6 95.4: 3.4 4.6
Old : 100.0: 3.0 42.6 15.8 77.8 37.0 96.6 95.4: 3.4 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 : 57: 11 13 13 27 23 46 41:
Old : 57: 11 13 13 27 23 46 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 : 46.7 42.1 64.6 60.8 45.4 41.5 60.9 57.5
Old : 46.7 42.1 64.6 60.8 45.4 41.5 60.9 57.5
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, September 05, 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 : 40,072: 5,839 5,353 143 32,357 33,294 38,339 38,790: 1,733 1,282
Old : 40,072: 5,839 5,353 143 32,357 33,294 38,339 38,790: 1,733 1,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 6,902: 1,978 1,449 30 4,745 5,556 6,753 7,035: 149 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 13.4 0.4 80.7 83.1 95.7 96.8: 4.3 3.2
Old : 100.0: 14.6 13.4 0.4 80.7 83.1 95.7 96.8: 4.3 3.2
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 : 36: 13 8 1 10 8 24 16:
Old : 36: 13 8 1 10 8 24 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 : 70.7 74.2 86.7 92.5 64.1 61.5 75.3 79.5
Old : 70.7 74.2 86.7 92.5 64.1 61.5 75.3 79.5
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, September 05, 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 : 242,858: 91,121 36,284 24,578 82,957 154,248 198,655 215,110: 44,203 27,749
Old : 242,858: 91,121 36,284 24,578 82,957 154,248 198,655 215,110: 44,203 27,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 16,949: 5,889 5,728 4,308 5,292 7,554 15,489 17,590: 1,460 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 14.9 10.1 34.2 63.5 81.8 88.6: 18.2 11.4
Old : 100.0: 37.5 14.9 10.1 34.2 63.5 81.8 88.6: 18.2 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 51 19 26 31 28 92 63:
Old : 108: 51 19 26 31 28 92 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 48.2 37.7 61.7 22.8 47.1 34.0 58.8
Old : 24.1 48.2 37.7 61.7 22.8 47.1 34.0 58.8
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, September 05, 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 : 43,414: 11,892 13,705 2,155 16,957 11,556 31,004 27,416: 12,410 15,998
Old : 43,414: 11,892 13,705 2,155 16,957 11,556 31,004 27,416: 12,410 15,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -40: -1,317 -961 -222 2,371 397 832 -786: -873 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 31.6 5.0 39.1 26.6 71.4 63.1: 28.6 36.9
Old : 100.0: 27.4 31.6 5.0 39.1 26.6 71.4 63.1: 28.6 36.9
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 : 37: 12 11 7 7 11 23 25:
Old : 37: 12 11 7 7 11 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 28.7 55.0 42.4 43.5 28.6 53.5 42.4
Old : 44.9 28.7 55.0 42.4 43.5 28.6 53.5 42.4
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, September 05, 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 : 240,917: 141,051 27,343 11,052 79,898 199,319 232,002 237,714: 8,916 3,203
Old : 240,917: 141,051 27,343 11,052 79,898 199,319 232,002 237,714: 8,916 3,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -5,823: 5,502 -11,107 3,901 -15,543 1,802 -6,140 -5,404: 317 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 11.3 4.6 33.2 82.7 96.3 98.7: 3.7 1.3
Old : 100.0: 58.5 11.3 4.6 33.2 82.7 96.3 98.7: 3.7 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 : 165: 82 40 16 21 25 115 73:
Old : 165: 82 40 16 21 25 115 73:
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 : 33.3 65.0 49.3 76.7 33.3 65.0 49.3 75.8
Old : 33.3 65.0 49.3 76.7 33.3 65.0 49.3 75.8
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, September 05, 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 : 264,133: 54,008 108,473 37,795 142,417 87,942 234,220 234,210: 29,913 29,923
Old : 264,133: 54,008 108,473 37,795 142,417 87,942 234,220 234,210: 29,913 29,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -1,569: -4,182 -543 2,331 -926 -1,572 -2,777 217: 1,208 -1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 41.1 14.3 53.9 33.3 88.7 88.7: 11.3 11.3
Old : 100.0: 20.4 41.1 14.3 53.9 33.3 88.7 88.7: 11.3 11.3
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 : 123: 34 38 31 29 41 79 94:
Old : 123: 34 38 31 29 41 79 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 : 41.1 33.2 52.0 45.0 38.3 32.5 45.5 41.7
Old : 41.1 33.2 52.0 45.0 38.3 32.5 45.5 41.7
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, September 05, 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 : 257,898: 45,966 122,311 30,767 153,614 71,460 230,347 224,538: 27,551 33,360
Old : 257,898: 45,966 122,311 30,767 153,614 71,460 230,347 224,538: 27,551 33,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 8,441: 5,256 9,304 742 -55 -3,164 5,943 6,881: 2,498 1,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 47.4 11.9 59.6 27.7 89.3 87.1: 10.7 12.9
Old : 100.0: 17.8 47.4 11.9 59.6 27.7 89.3 87.1: 10.7 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 : 118: 35 36 19 33 34 79 78:
Old : 118: 35 36 19 33 34 79 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 36.3 50.9 48.1 35.9 35.6 45.6 47.4
Old : 39.0 36.3 50.9 48.1 35.9 35.6 45.6 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 572,607: 191,532 91,095 80,331 214,413 335,495 486,276 506,921: 86,331 65,686
Old : 572,607: 191,532 91,095 80,331 214,413 335,495 486,276 506,921: 86,331 65,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -10,293: 584 -9,074 -2,715 -4,219 3,321 -6,350 -8,469: -3,943 -1,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 15.9 14.0 37.4 58.6 84.9 88.5: 15.1 11.5
Old : 100.0: 33.4 15.9 14.0 37.4 58.6 84.9 88.5: 15.1 11.5
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 : 263: 100 68 71 65 71 198 178:
Old : 263: 100 68 71 65 71 198 178:
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 : 20.4 32.0 32.0 44.2 20.1 30.0 29.1 40.5
Old : 20.4 32.0 32.0 44.2 20.1 30.0 29.1 40.5
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, September 05, 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 : 21,905: 10,807 2,105 46 3,832 17,543 14,685 19,694: 7,220 2,211
Old : 21,905: 10,807 2,105 46 3,832 17,543 14,685 19,694: 7,220 2,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 9.6 0.2 17.5 80.1 67.0 89.9: 33.0 10.1
Old : 100.0: 49.3 9.6 0.2 17.5 80.1 67.0 89.9: 33.0 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 2 1 7 8 15 11:
Old : 21: 8 2 1 7 8 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 65.2 56.1 86.9 42.1 61.5 54.3 82.0
Old : 42.3 65.2 56.1 86.9 42.1 61.5 54.3 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 28,247: 19,869 8,120 110 6,388 19,576 26,367 27,806: 1,880 441
Old : 28,247: 19,869 8,120 110 6,388 19,576 26,367 27,806: 1,880 441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -5,804: 2,735 301 72 -8,621 -5,747 -5,814 -5,374: 10 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 28.7 0.4 22.6 69.3 93.3 98.4: 6.7 1.6
Old : 100.0: 70.3 28.7 0.4 22.6 69.3 93.3 98.4: 6.7 1.6
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 : 35: 12 12 1 5 7 18 19:
Old : 35: 12 12 1 5 7 18 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 : 77.6 77.0 85.9 89.9 77.6 75.7 85.8 88.6
Old : 77.6 77.0 85.9 89.9 77.6 75.7 85.8 88.6
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, September 05, 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 : 46,094: 26,773 12,050 1,601 12,532 29,056 40,906 42,707: 5,188 3,387
Old : 46,094: 26,773 12,050 1,601 12,532 29,056 40,906 42,707: 5,188 3,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 2,362: -2,229 1,852 854 4,169 -611 2,794 2,095: -432 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 26.1 3.5 27.2 63.0 88.7 92.7: 11.3 7.3
Old : 100.0: 58.1 26.1 3.5 27.2 63.0 88.7 92.7: 11.3 7.3
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 : 79: 46 15 9 12 10 61 32:
Old : 79: 46 15 9 12 10 61 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 : 28.6 57.6 43.4 76.8 23.3 57.6 35.8 72.7
Old : 28.6 57.6 43.4 76.8 23.3 57.6 35.8 72.7
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, September 05, 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 : 28,327: 18,413 6,855 346 8,495 20,330 27,254 27,531: 1,073 796
Old : 28,327: 18,413 6,855 346 8,495 20,330 27,254 27,531: 1,073 796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 2,402: 1,686 1,752 319 318 359 2,323 2,430: 79 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 24.2 1.2 30.0 71.8 96.2 97.2: 3.8 2.8
Old : 100.0: 65.0 24.2 1.2 30.0 71.8 96.2 97.2: 3.8 2.8
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 : 32: 14 8 3 6 7 21 18:
Old : 32: 14 8 3 6 7 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 81.1 83.4 91.6 57.8 61.9 67.8 72.1
Old : 67.3 81.1 83.4 91.6 57.8 61.9 67.8 72.1
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, September 05, 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 :22,773,403: 1,203,693 2,394,512 9,530,585 11,293,765 9,709,698 22,028,043 21,634,796: 745,360 1,138,607
Old :22,773,403: 1,203,693 2,394,512 9,530,585 11,293,765 9,709,698 22,028,043 21,634,796: 745,360 1,138,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 769,082: 123,374 132,925 411,396 202,055 232,419 736,825 776,741: 32,256 -7,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 10.5 41.8 49.6 42.6 96.7 95.0: 3.3 5.0
Old : 100.0: 5.3 10.5 41.8 49.6 42.6 96.7 95.0: 3.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 57 147 155 137 157 306 357:
Old : 374: 57 147 155 137 157 306 357:
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 19.0 41.7 31.1 19.6 8.4 22.6 12.0
Old : 28.8 19.0 41.7 31.1 19.6 8.4 22.6 12.0
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, September 05, 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 : 895,883: 113,097 86,227 126,859 567,108 584,382 807,063 797,468: 88,820 98,415
Old : 895,883: 113,097 86,227 126,859 567,108 584,382 807,063 797,468: 88,820 98,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 6,967: -10,424 -580 -2,416 24,449 16,944 11,608 13,948: -4,641 -6,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 9.6 14.2 63.3 65.2 90.1 89.0: 9.9 11.0
Old : 100.0: 12.6 9.6 14.2 63.3 65.2 90.1 89.0: 9.9 11.0
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 : 699: 167 180 194 259 275 528 547:
Old : 699: 167 180 194 259 275 528 547:
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 : 14.6 13.1 23.4 21.9 11.7 11.2 17.8 16.8
Old : 14.6 13.1 23.4 21.9 11.7 11.2 17.8 16.8
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, September 05, 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 : 111,433: 4,698 8,218 16,771 59,214 61,782 80,682 86,771: 30,751 24,662
Old : 111,433: 4,698 8,218 16,771 59,214 61,782 80,682 86,771: 30,751 24,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 1,862: 705 316 1,436 6,991 -1,757 9,132 -4: -7,270 1,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 7.4 15.1 53.1 55.4 72.4 77.9: 27.6 22.1
Old : 100.0: 4.2 7.4 15.1 53.1 55.4 72.4 77.9: 27.6 22.1
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 : 75: 12 19 23 31 33 60 58:
Old : 75: 12 19 23 31 33 60 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 : 20.2 22.8 31.8 38.8 12.9 19.5 21.5 28.0
Old : 20.2 22.8 31.8 38.8 12.9 19.5 21.5 28.0
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, September 05, 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 : 3,922,247: 561,801 409,850 530,634 2,539,468 2,613,000 3,631,903 3,553,483: 290,344 368,764
Old : 3,922,247: 561,801 409,850 530,634 2,539,468 2,613,000 3,631,903 3,553,483: 290,344 368,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 25,528: -55,048 -3,883 -19,861 87,292 93,502 12,383 69,758: 13,145 -44,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 10.4 13.5 64.7 66.6 92.6 90.6: 7.4 9.4
Old : 100.0: 14.3 10.4 13.5 64.7 66.6 92.6 90.6: 7.4 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 680: 161 175 187 251 267 510 531:
Old : 680: 161 175 187 251 267 510 531:
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 : 16.3 13.8 24.9 22.3 13.4 12.2 20.1 18.2
Old : 16.3 13.8 24.9 22.3 13.4 12.2 20.1 18.2
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, September 05, 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 : 29,039: 10,493 0 0 14,978 28,338 25,471 28,338: 3,568 701
Old : 29,039: 10,493 0 0 14,978 28,338 25,471 28,338: 3,568 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -512: -746 0 0 366 -358 -380 -358: -132 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 0.0 0.0 51.6 97.6 87.7 97.6: 12.3 2.4
Old : 100.0: 36.1 0.0 0.0 51.6 97.6 87.7 97.6: 12.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 0 0 8 8 14 8:
Old : 21: 6 0 0 8 8 14 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 78.7 76.1 97.6 61.2 78.7 76.1 96.0
Old : 61.2 78.7 76.1 97.6 61.2 78.7 76.1 96.0
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, September 05, 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 : 23,478: 239 280 0 21,049 22,250 21,288 22,530: 2,190 948
Old : 23,478: 239 280 0 21,049 22,250 21,288 22,530: 2,190 948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 463: 0 -2,019 0 639 2,626 639 607: -176 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.2 0.0 89.7 94.8 90.7 96.0: 9.3 4.0
Old : 100.0: 1.0 1.2 0.0 89.7 94.8 90.7 96.0: 9.3 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 : 20: 1 1 0 12 7 13 8:
Old : 20: 1 1 0 12 7 13 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 : 53.2 88.6 80.8 96.0 53.2 88.6 80.8 94.8
Old : 53.2 88.6 80.8 96.0 53.2 88.6 80.8 94.8
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, September 05, 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 : 85,603: 22,246 1,340 1,048 50,974 78,672 74,268 81,060: 11,335 4,543
Old : 85,603: 22,246 1,340 1,048 50,974 78,672 74,268 81,060: 11,335 4,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -1,758: -598 -688 -110 -439 -1,126 -1,147 -1,924: -611 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 1.6 1.2 59.5 91.9 86.8 94.7: 13.2 5.3
Old : 100.0: 26.0 1.6 1.2 59.5 91.9 86.8 94.7: 13.2 5.3
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 : 74: 12 3 4 36 39 48 46:
Old : 74: 12 3 4 36 39 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 45.6 55.7 67.2 40.1 45.5 54.4 67.1
Old : 40.4 45.6 55.7 67.2 40.1 45.5 54.4 67.1
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, September 05, 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 : 59,309: 21,613 12,536 2,379 28,473 35,484 52,464 50,399: 6,845 8,910
Old : 59,309: 21,613 12,536 2,379 28,473 35,484 52,464 50,399: 6,845 8,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -1,423: 187 -382 305 -1,773 -1,452 -1,282 -1,529: -142 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 21.1 4.0 48.0 59.8 88.5 85.0: 11.5 15.0
Old : 100.0: 36.4 21.1 4.0 48.0 59.8 88.5 85.0: 11.5 15.0
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 : 286: 74 78 39 74 97 167 195:
Old : 286: 74 78 39 74 97 167 195:
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 : 25.7 19.7 39.3 29.9 24.6 19.3 37.7 29.3
Old : 25.7 19.7 39.3 29.9 24.6 19.3 37.7 29.3
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, September 05, 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 : 296,545: 108,065 62,681 11,893 142,364 177,420 262,322 251,995: 34,223 44,550
Old : 296,545: 108,065 62,681 11,893 142,364 177,420 262,322 251,995: 34,223 44,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -7,117: 934 -1,911 1,524 -8,867 -7,258 -6,409 -7,645: -709 528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 21.1 4.0 48.0 59.8 88.5 85.0: 11.5 15.0
Old : 100.0: 36.4 21.1 4.0 48.0 59.8 88.5 85.0: 11.5 15.0
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 : 286: 74 78 39 74 97 167 195:
Old : 286: 74 78 39 74 97 167 195:
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 : 25.7 19.7 39.3 29.9 24.6 19.3 37.7 29.3
Old : 25.7 19.7 39.3 29.9 24.6 19.3 37.7 29.3
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, September 05, 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 : 191,849: 101,258 37,188 15,729 34,049 115,623 151,036 168,540: 40,812 23,309
Old : 191,849: 101,258 37,188 15,729 34,049 115,623 151,036 168,540: 40,812 23,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 9,471: 2,112 4,213 549 3,337 4,226 5,998 8,988: 3,472 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 19.4 8.2 17.7 60.3 78.7 87.9: 21.3 12.1
Old : 100.0: 52.8 19.4 8.2 17.7 60.3 78.7 87.9: 21.3 12.1
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 : 99: 45 20 23 27 27 82 60:
Old : 99: 45 20 23 27 27 82 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 : 21.7 46.6 32.9 60.3 21.7 43.6 32.9 56.1
Old : 21.7 46.6 32.9 60.3 21.7 43.6 32.9 56.1
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, September 05, 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 : 39,917: 2,128 4,943 1,347 32,506 29,822 35,981 36,112: 3,936 3,805
Old : 39,917: 2,128 4,943 1,347 32,506 29,822 35,981 36,112: 3,936 3,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 18,979: -18 1,941 578 17,407 15,135 17,967 17,655: 1,012 1,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 12.4 3.4 81.4 74.7 90.1 90.5: 9.9 9.5
Old : 100.0: 5.3 12.4 3.4 81.4 74.7 90.1 90.5: 9.9 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 6 4 15 15 23 21:
Old : 29: 4 6 4 15 15 23 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 : 46.8 56.6 69.4 76.1 23.4 26.6 31.0 34.7
Old : 46.8 56.6 69.4 76.1 23.4 26.6 31.0 34.7
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, September 05, 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 : 44,218: 13,510 5,734 4,410 19,314 29,856 37,234 40,000: 6,984 4,218
Old : 44,218: 13,510 5,734 4,410 19,314 29,856 37,234 40,000: 6,984 4,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 9,677: 1,116 53 4,298 5,340 3,848 10,754 8,199: -1,077 1,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 13.0 10.0 43.7 67.5 84.2 90.5: 15.8 9.5
Old : 100.0: 30.6 13.0 10.0 43.7 67.5 84.2 90.5: 15.8 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 18 5 4 18 10 37 19:
Old : 47: 18 5 4 18 10 37 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 68.6 48.0 82.8 28.3 63.8 37.7 68.7
Old : 30.9 68.6 48.0 82.8 28.3 63.8 37.7 68.7
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, September 05, 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 : 65,043: 20,851 5,496 4,192 27,259 28,394 52,302 38,082: 12,741 26,961
Old : 65,043: 20,851 5,496 4,192 27,259 28,394 52,302 38,082: 12,741 26,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 8,882: 1,661 -508 1,751 4,350 1,637 7,762 2,880: 1,120 6,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 8.4 6.4 41.9 43.7 80.4 58.5: 19.6 41.5
Old : 100.0: 32.1 8.4 6.4 41.9 43.7 80.4 58.5: 19.6 41.5
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 : 74: 24 16 9 24 20 52 41:
Old : 74: 24 16 9 24 20 52 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 : 20.2 29.6 31.7 37.0 18.6 28.7 29.6 35.6
Old : 20.2 29.6 31.7 37.0 18.6 28.7 29.6 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 14,753: 1,191 6,301 0 12,978 8,261 14,169 14,562: 584 191
Old : 14,753: 1,191 6,301 0 12,978 8,261 14,169 14,562: 584 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 42.7 0.0 88.0 56.0 96.0 98.7: 4.0 1.3
Old : 100.0: 8.1 42.7 0.0 88.0 56.0 96.0 98.7: 4.0 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 : 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 : 81.5 96.0 90.6 98.7 81.5 96.0 90.6 98.7
Old : 81.5 96.0 90.6 98.7 81.5 96.0 90.6 98.7
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, September 05, 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 : 103,008: 6,288 12,713 29,112 67,586 61,183 102,986 103,008: 22 0
Old : 103,008: 6,288 12,713 29,112 67,586 61,183 102,986 103,008: 22 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 1,070: 0 -780 780 290 1,070 1,070 1,070: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.3 28.3 65.6 59.4 100.0 100.0: 0.0 0.0
Old : 100.0: 6.1 12.3 28.3 65.6 59.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 85.3 81.9 96.8 94.4 36.5 27.7 37.4 34.6
Old : 85.3 81.9 96.8 94.4 36.5 27.7 37.4 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2017