MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 23,196: 1,000 4,900 2,040 19,772 15,872 22,812 22,812: 384 384
Old : 23,196: 1,000 4,900 2,040 19,772 15,872 22,812 22,812: 384 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,812: -160 -120 -800 -864 -904 -1,824 -1,824: 12 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 21.1 8.8 85.2 68.4 98.3 98.3: 1.7 1.7
Old : 100.0: 4.3 21.1 8.8 85.2 68.4 98.3 98.3: 1.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 9 7 8 7 16 19:
Old : 23: 3 9 7 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 : 80.9 59.6 91.9 85.3 50.4 35.7 52.9 47.8
Old : 80.9 59.6 91.9 85.3 50.4 35.7 52.9 47.8
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 12, 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 : 7,723: 446 1,072 1,147 5,033 5,040 6,626 7,259: 1,097 465
Old : 7,723: 446 1,072 1,147 5,033 5,040 6,626 7,259: 1,097 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 273: -28 18 62 187 111 220 190: 53 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 13.9 14.9 65.2 65.3 85.8 94.0: 14.2 6.0
Old : 100.0: 5.8 13.9 14.9 65.2 65.3 85.8 94.0: 14.2 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 8 9 25 21 37 32:
Old : 41: 6 8 9 25 21 37 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 : 41.7 39.8 57.2 56.0 41.5 37.0 45.5 46.0
Old : 41.7 39.8 57.2 56.0 41.5 37.0 45.5 46.0
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, September 12, 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 : 47,157: 13,125 3,796 14,188 16,125 18,632 43,438 36,615: 3,719 10,542
Old : 47,157: 13,125 3,796 14,188 16,125 18,632 43,438 36,615: 3,719 10,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 3,601: 679 -214 2,009 1,771 975 4,459 2,770: -858 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 8.0 30.1 34.2 39.5 92.1 77.6: 7.9 22.4
Old : 100.0: 27.8 8.0 30.1 34.2 39.5 92.1 77.6: 7.9 22.4
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 : 89: 26 18 29 36 35 72 72:
Old : 89: 26 18 29 36 35 72 72:
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 23.1 45.0 38.3 26.6 19.0 38.0 25.0
Old : 28.3 23.1 45.0 38.3 26.6 19.0 38.0 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 10,012: 856 435 2,180 5,939 6,966 8,975 9,580: 1,036 431
Old : 10,012: 856 435 2,180 5,939 6,966 8,975 9,580: 1,036 431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 1,087: -12 66 409 573 563 970 1,038: 117 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 4.3 21.8 59.3 69.6 89.6 95.7: 10.4 4.3
Old : 100.0: 8.6 4.3 21.8 59.3 69.6 89.6 95.7: 10.4 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 : 40: 8 6 9 25 19 37 30:
Old : 40: 8 6 9 25 19 37 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 : 35.0 40.7 54.2 61.2 29.0 36.8 41.2 46.3
Old : 35.0 40.7 54.2 61.2 29.0 36.8 41.2 46.3
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 12, 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 : 315,595: 91,547 42,140 96,152 104,695 128,872 292,394 267,164: 23,201 48,432
Old : 106,701: 45,488 29,403 32,031 19,891 31,304 97,411 92,737: 9,290 13,964
Other: 208,894: 65,602 32,281 44,578 84,804 97,568 194,984 174,426: 13,911 34,468
: : :
: : Changes in Commitments from: September 5, 2017 :
: 11,597: -1,017 8,683 6,795 4,618 -9,035 10,396 6,443: 1,201 5,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 13.4 30.5 33.2 40.8 92.6 84.7: 7.4 15.3
Old : 100.0: 42.6 27.6 30.0 18.6 29.3 91.3 86.9: 8.7 13.1
Other: 100.0: 31.4 15.5 21.3 40.6 46.7 93.3 83.5: 6.7 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 98 115 145 87 90 282 273:
Old : 294: 94 97 71 60 78 191 211:
Other: 306: 101 92 106 78 83 245 224:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 12.2 22.1 17.8 13.3 11.4 21.3 16.1
Old : 13.0 16.7 22.8 24.6 12.9 15.2 21.6 21.9
Other: 19.8 12.5 29.6 18.8 19.8 11.0 29.6 17.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 376,148: 133,002 28,506 81,982 133,052 206,160 348,036 316,648: 28,112 59,499
Old : 376,148: 133,002 28,506 81,982 133,052 206,160 348,036 316,648: 28,112 59,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 3,320: 2,529 -1,526 4,849 -4,900 -3,669 2,478 -346: 842 3,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 7.6 21.8 35.4 54.8 92.5 84.2: 7.5 15.8
Old : 100.0: 35.4 7.6 21.8 35.4 54.8 92.5 84.2: 7.5 15.8
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 : 384: 126 66 139 125 155 317 312:
Old : 384: 126 66 139 125 155 317 312:
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 : 15.0 17.0 25.3 24.3 15.0 15.9 25.1 22.7
Old : 15.0 17.0 25.3 24.3 15.0 15.9 25.1 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 5,693: 2,609 1,362 628 780 2,970 4,017 4,959: 1,676 734
Old : 5,693: 2,609 1,362 628 780 2,970 4,017 4,959: 1,676 734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 661: 409 15 98 49 553 557 667: 104 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 23.9 11.0 13.7 52.2 70.6 87.1: 29.4 12.9
Old : 100.0: 45.8 23.9 11.0 13.7 52.2 70.6 87.1: 29.4 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 : 65: 28 10 11 14 23 48 39:
Old : 65: 28 10 11 14 23 48 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 40.5 35.6 57.3 23.0 40.0 33.5 55.3
Old : 23.2 40.5 35.6 57.3 23.0 40.0 33.5 55.3
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 12, 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 : 61,732: 23,948 7,085 16,756 12,759 16,893 53,464 40,735: 8,268 20,997
Old : 61,732: 23,948 7,085 16,756 12,759 16,893 53,464 40,735: 8,268 20,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 1,100: 981 -76 739 -1,052 52 669 716: 431 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 11.5 27.1 20.7 27.4 86.6 66.0: 13.4 34.0
Old : 100.0: 38.8 11.5 27.1 20.7 27.4 86.6 66.0: 13.4 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 : 214: 72 46 67 53 76 159 160:
Old : 214: 72 46 67 53 76 159 160:
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 12.1 28.5 19.0 18.9 9.0 26.4 13.9
Old : 19.4 12.1 28.5 19.0 18.9 9.0 26.4 13.9
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, September 12, 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 : 4,284: 301 2,888 254 2,583 883 3,138 4,025: 1,146 258
Old : 4,284: 301 2,888 254 2,583 883 3,138 4,025: 1,146 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 521: 92 216 67 194 212 354 496: 168 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 67.4 5.9 60.3 20.6 73.3 94.0: 26.7 6.0
Old : 100.0: 7.0 67.4 5.9 60.3 20.6 73.3 94.0: 26.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 5 4 11 8 16 16:
Old : 20: 4 5 4 11 8 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 67.3 64.8 84.0 43.6 67.3 54.8 77.1
Old : 48.8 67.3 64.8 84.0 43.6 67.3 54.8 77.1
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 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 27,302: 1,029 11,968 4,100 21,197 9,750 26,325 25,818: 976 1,484
Old : 27,302: 1,029 11,968 4,100 21,197 9,750 26,325 25,818: 976 1,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 1,103: 247 797 -50 821 64 1,018 811: 85 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 43.8 15.0 77.6 35.7 96.4 94.6: 3.6 5.4
Old : 100.0: 3.8 43.8 15.0 77.6 35.7 96.4 94.6: 3.6 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 : 60: 14 13 13 27 23 47 43:
Old : 60: 14 13 13 27 23 47 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 43.0 65.0 61.4 45.8 42.4 61.5 59.8
Old : 47.0 43.0 65.0 61.4 45.8 42.4 61.5 59.8
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 12, 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 : 48,708: 12,919 7,687 0 33,469 39,202 46,388 46,889: 2,320 1,819
Old : 48,708: 12,919 7,687 0 33,469 39,202 46,388 46,889: 2,320 1,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 8,636: 7,080 2,334 -143 1,112 5,908 8,049 8,099: 587 537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 15.8 0.0 68.7 80.5 95.2 96.3: 4.8 3.7
Old : 100.0: 26.5 15.8 0.0 68.7 80.5 95.2 96.3: 4.8 3.7
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 : 35: 13 8 0 10 9 23 17:
Old : 35: 13 8 0 10 9 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 74.3 85.2 91.6 65.6 60.9 74.5 77.9
Old : 71.0 74.3 85.2 91.6 65.6 60.9 74.5 77.9
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 12, 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 : 259,577: 90,556 38,876 25,858 94,862 169,747 211,275 234,482: 48,301 25,095
Old : 259,577: 90,556 38,876 25,858 94,862 169,747 211,275 234,482: 48,301 25,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 16,718: -565 2,592 1,280 11,905 15,500 12,620 19,372: 4,098 -2,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 15.0 10.0 36.5 65.4 81.4 90.3: 18.6 9.7
Old : 100.0: 34.9 15.0 10.0 36.5 65.4 81.4 90.3: 18.6 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 49 23 28 30 29 93 68:
Old : 113: 49 23 28 30 29 93 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 46.2 37.1 58.0 22.0 44.9 32.2 55.4
Old : 25.2 46.2 37.1 58.0 22.0 44.9 32.2 55.4
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 12, 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 : 45,012: 13,573 14,525 2,811 16,998 12,048 33,382 29,385: 11,630 15,627
Old : 45,012: 13,573 14,525 2,811 16,998 12,048 33,382 29,385: 11,630 15,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 1,598: 1,681 821 655 41 493 2,377 1,969: -780 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 32.3 6.2 37.8 26.8 74.2 65.3: 25.8 34.7
Old : 100.0: 30.2 32.3 6.2 37.8 26.8 74.2 65.3: 25.8 34.7
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 : 40: 15 12 9 7 10 25 28:
Old : 40: 15 12 9 7 10 25 28:
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 : 43.5 27.4 54.7 41.8 42.6 27.3 53.4 41.7
Old : 43.5 27.4 54.7 41.8 42.6 27.3 53.4 41.7
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, September 12, 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 : 258,293: 143,188 26,057 31,540 74,474 197,700 249,202 255,297: 9,091 2,996
Old : 258,293: 143,188 26,057 31,540 74,474 197,700 249,202 255,297: 9,091 2,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 17,376: 2,137 -1,286 20,488 -5,424 -1,619 17,201 17,583: 175 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 10.1 12.2 28.8 76.5 96.5 98.8: 3.5 1.2
Old : 100.0: 55.4 10.1 12.2 28.8 76.5 96.5 98.8: 3.5 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 : 158: 80 37 18 21 24 110 73:
Old : 158: 80 37 18 21 24 110 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 : 30.2 60.8 47.3 73.5 30.1 60.8 45.7 70.7
Old : 30.2 60.8 47.3 73.5 30.1 60.8 45.7 70.7
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 12, 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 : 319,559: 70,888 118,871 46,988 167,921 120,211 285,796 286,069: 33,763 33,490
Old : 319,559: 70,888 118,871 46,988 167,921 120,211 285,796 286,069: 33,763 33,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 55,426: 16,880 10,398 9,193 25,503 32,268 51,576 51,859: 3,850 3,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 37.2 14.7 52.5 37.6 89.4 89.5: 10.6 10.5
Old : 100.0: 22.2 37.2 14.7 52.5 37.6 89.4 89.5: 10.6 10.5
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 : 131: 37 38 35 33 44 91 99:
Old : 131: 37 38 35 33 44 91 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 29.0 48.5 43.8 31.3 24.9 37.7 35.3
Old : 36.5 29.0 48.5 43.8 31.3 24.9 37.7 35.3
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, September 12, 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 : 239,910: 36,951 95,820 34,337 142,971 73,963 214,259 204,119: 25,651 35,791
Old : 239,910: 36,951 95,820 34,337 142,971 73,963 214,259 204,119: 25,651 35,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -17,988: -9,015 -26,490 3,569 -10,643 2,502 -16,088 -20,419: -1,900 2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 39.9 14.3 59.6 30.8 89.3 85.1: 10.7 14.9
Old : 100.0: 15.4 39.9 14.3 59.6 30.8 89.3 85.1: 10.7 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 31 31 26 34 34 79 78:
Old : 110: 31 31 26 34 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 : 37.7 35.8 50.1 45.9 34.5 34.6 43.7 43.5
Old : 37.7 35.8 50.1 45.9 34.5 34.6 43.7 43.5
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 12, 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 : 566,805: 191,652 99,932 73,525 207,534 326,261 472,712 499,718: 94,093 67,087
Old : 566,805: 191,652 99,932 73,525 207,534 326,261 472,712 499,718: 94,093 67,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -5,802: 121 8,837 -6,806 -6,879 -9,234 -13,564 -7,202: 7,762 1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 17.6 13.0 36.6 57.6 83.4 88.2: 16.6 11.8
Old : 100.0: 33.8 17.6 13.0 36.6 57.6 83.4 88.2: 16.6 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 92 69 72 67 71 199 176:
Old : 261: 92 69 72 67 71 199 176:
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 : 20.6 32.6 31.5 43.7 20.3 30.5 29.5 40.4
Old : 20.6 32.6 31.5 43.7 20.3 30.5 29.5 40.4
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, September 12, 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 : 36,520: 13,669 1,731 1,001 8,297 29,283 22,967 32,015: 13,553 4,505
Old : 36,520: 13,669 1,731 1,001 8,297 29,283 22,967 32,015: 13,553 4,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 4.7 2.7 22.7 80.2 62.9 87.7: 37.1 12.3
Old : 100.0: 37.4 4.7 2.7 22.7 80.2 62.9 87.7: 37.1 12.3
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 : 22: 9 3 3 9 6 19 11:
Old : 22: 9 3 3 9 6 19 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 : 33.4 80.0 47.3 86.5 33.1 77.4 46.2 79.8
Old : 33.4 80.0 47.3 86.5 33.1 77.4 46.2 79.8
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 12, 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 : 23,569: 10,445 2,356 646 4,827 18,198 15,918 21,200: 7,651 2,369
Old : 23,569: 10,445 2,356 646 4,827 18,198 15,918 21,200: 7,651 2,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 1,664: -362 251 600 995 655 1,233 1,506: 431 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 10.0 2.7 20.5 77.2 67.5 89.9: 32.5 10.1
Old : 100.0: 44.3 10.0 2.7 20.5 77.2 67.5 89.9: 32.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 2 3 8 8 15 13:
Old : 20: 7 2 3 8 8 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 65.8 56.4 85.5 40.8 60.7 53.0 79.0
Old : 41.9 65.8 56.4 85.5 40.8 60.7 53.0 79.0
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 12, 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 : 30,536: 21,259 9,896 688 6,562 19,574 28,509 30,158: 2,027 378
Old : 30,536: 21,259 9,896 688 6,562 19,574 28,509 30,158: 2,027 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 2,289: 1,390 1,776 578 174 -2 2,142 2,352: 147 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 32.4 2.3 21.5 64.1 93.4 98.8: 6.6 1.2
Old : 100.0: 69.6 32.4 2.3 21.5 64.1 93.4 98.8: 6.6 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 : 36: 13 12 2 6 7 20 20:
Old : 36: 13 12 2 6 7 20 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 : 76.4 77.7 84.3 89.3 75.2 76.1 82.6 87.7
Old : 76.4 77.7 84.3 89.3 75.2 76.1 82.6 87.7
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, September 12, 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 : 49,256: 25,150 12,800 1,357 17,154 31,698 43,661 45,855: 5,595 3,401
Old : 49,256: 25,150 12,800 1,357 17,154 31,698 43,661 45,855: 5,595 3,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 3,162: -1,623 750 -244 4,622 2,642 2,755 3,148: 407 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 26.0 2.8 34.8 64.4 88.6 93.1: 11.4 6.9
Old : 100.0: 51.1 26.0 2.8 34.8 64.4 88.6 93.1: 11.4 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 : 75: 39 16 8 16 9 59 31:
Old : 75: 39 16 8 16 9 59 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 : 29.2 51.8 47.7 77.1 25.9 51.5 36.4 64.8
Old : 29.2 51.8 47.7 77.1 25.9 51.5 36.4 64.8
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 12, 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 : 39,391: 22,562 10,216 4,084 11,655 24,277 38,301 38,577: 1,090 814
Old : 39,391: 22,562 10,216 4,084 11,655 24,277 38,301 38,577: 1,090 814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 11,064: 4,149 3,361 3,738 3,160 3,947 11,047 11,046: 17 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 25.9 10.4 29.6 61.6 97.2 97.9: 2.8 2.1
Old : 100.0: 57.3 25.9 10.4 29.6 61.6 97.2 97.9: 2.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 14 9 4 7 8 22 21:
Old : 34: 14 9 4 7 8 22 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 : 72.4 74.4 85.6 89.2 52.4 51.1 59.4 61.1
Old : 72.4 74.4 85.6 89.2 52.4 51.1 59.4 61.1
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 12, 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 :23,301,004: 1,188,759 2,297,711 9,910,244 11,485,036 9,990,777 22,584,039 22,198,733: 716,965 1,102,271
Old :23,301,004: 1,188,759 2,297,711 9,910,244 11,485,036 9,990,777 22,584,039 22,198,733: 716,965 1,102,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 527,601: -14,934 -96,801 379,659 191,271 281,079 555,996 563,937: -28,395 -36,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 9.9 42.5 49.3 42.9 96.9 95.3: 3.1 4.7
Old : 100.0: 5.1 9.9 42.5 49.3 42.9 96.9 95.3: 3.1 4.7
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 : 377: 58 149 157 137 158 307 361:
Old : 377: 58 149 157 137 158 307 361:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 19.4 41.8 31.6 19.2 8.6 22.1 12.0
Old : 28.7 19.4 41.8 31.6 19.2 8.6 22.1 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 12, 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 : 1,001,505: 121,235 90,257 145,872 636,041 652,494 903,148 888,623: 98,357 112,882
Old : 1,001,505: 121,235 90,257 145,872 636,041 652,494 903,148 888,623: 98,357 112,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 105,622: 8,138 4,030 19,013 68,933 68,112 96,085 91,155: 9,537 14,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 9.0 14.6 63.5 65.2 90.2 88.7: 9.8 11.3
Old : 100.0: 12.1 9.0 14.6 63.5 65.2 90.2 88.7: 9.8 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 : 705: 171 185 208 271 274 556 553:
Old : 705: 171 185 208 271 274 556 553:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 11.9 23.2 20.6 10.6 10.2 16.4 14.9
Old : 14.1 11.9 23.2 20.6 10.6 10.2 16.4 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 129,578: 4,791 9,935 25,247 68,137 68,728 98,174 103,911: 31,404 25,668
Old : 129,578: 4,791 9,935 25,247 68,137 68,728 98,174 103,911: 31,404 25,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 18,145: 93 1,717 8,476 8,923 6,947 17,492 17,139: 653 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 7.7 19.5 52.6 53.0 75.8 80.2: 24.2 19.8
Old : 100.0: 3.7 7.7 19.5 52.6 53.0 75.8 80.2: 24.2 19.8
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 : 76: 12 21 25 34 33 65 60:
Old : 76: 12 21 25 34 33 65 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 : 21.4 23.0 34.3 39.1 13.6 16.8 21.7 25.8
Old : 21.4 23.0 34.3 39.1 13.6 16.8 21.7 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 Consumer Stapl :
: : :
All : 34,099: 219 1,187 0 30,117 30,844 30,336 32,031: 3,763 2,068
Old : 34,099: 219 1,187 0 30,117 30,844 30,336 32,031: 3,763 2,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 3.5 0.0 88.3 90.5 89.0 93.9: 11.0 6.1
Old : 100.0: 0.6 3.5 0.0 88.3 90.5 89.0 93.9: 11.0 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 15 10 16 11:
Old : 20: 1 1 0 15 10 16 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 : 63.4 75.6 79.9 90.5 27.2 34.1 33.2 39.4
Old : 63.4 75.6 79.9 90.5 27.2 34.1 33.2 39.4
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 12, 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 : 4,359,634: 610,576 429,965 574,770 2,839,521 2,918,828 4,024,867 3,923,563: 334,767 436,071
Old : 4,359,634: 610,576 429,965 574,770 2,839,521 2,918,828 4,024,867 3,923,563: 334,767 436,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 437,387: 48,775 20,115 44,136 300,052 305,829 392,964 370,080: 44,422 67,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 9.9 13.2 65.1 67.0 92.3 90.0: 7.7 10.0
Old : 100.0: 14.0 9.9 13.2 65.1 67.0 92.3 90.0: 7.7 10.0
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 : 685: 167 176 201 261 267 534 538:
Old : 685: 167 176 201 261 267 534 538:
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 : 15.3 12.1 24.6 20.9 12.2 10.6 18.7 16.2
Old : 15.3 12.1 24.6 20.9 12.2 10.6 18.7 16.2
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 12, 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 : 33,212: 9,811 0 0 19,970 32,500 29,781 32,500: 3,431 712
Old : 33,212: 9,811 0 0 19,970 32,500 29,781 32,500: 3,431 712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 4,173: -682 0 0 4,992 4,162 4,310 4,162: -137 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 0.0 0.0 60.1 97.9 89.7 97.9: 10.3 2.1
Old : 100.0: 29.5 0.0 0.0 60.1 97.9 89.7 97.9: 10.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 0 0 9 10 14 10:
Old : 20: 5 0 0 9 10 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 77.6 78.1 96.0 53.5 67.3 68.1 80.2
Old : 58.0 77.6 78.1 96.0 53.5 67.3 68.1 80.2
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 12, 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 : 40,129: 293 280 0 33,175 35,232 33,468 35,512: 6,661 4,617
Old : 40,129: 293 280 0 33,175 35,232 33,468 35,512: 6,661 4,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 16,651: 54 0 0 12,126 12,982 12,180 12,982: 4,471 3,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.7 0.0 82.7 87.8 83.4 88.5: 16.6 11.5
Old : 100.0: 0.7 0.7 0.0 82.7 87.8 83.4 88.5: 16.6 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 : 21: 1 1 0 15 12 16 13:
Old : 21: 1 1 0 15 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 69.9 73.7 83.7 32.6 53.5 47.4 57.5
Old : 54.1 69.9 73.7 83.7 32.6 53.5 47.4 57.5
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 12, 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 : 90,709: 22,405 1,751 1,321 53,902 81,963 77,628 85,035: 13,081 5,674
Old : 90,709: 22,405 1,751 1,321 53,902 81,963 77,628 85,035: 13,081 5,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 5,106: 159 411 273 2,928 3,291 3,360 3,975: 1,746 1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 1.9 1.5 59.4 90.4 85.6 93.7: 14.4 6.3
Old : 100.0: 24.7 1.9 1.5 59.4 90.4 85.6 93.7: 14.4 6.3
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 : 77: 13 4 6 41 41 56 51:
Old : 77: 13 4 6 41 41 56 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 46.0 50.8 66.2 36.3 42.7 49.8 62.7
Old : 36.6 46.0 50.8 66.2 36.3 42.7 49.8 62.7
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 12, 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 : 74,385: 22,006 12,350 3,388 41,809 49,312 67,203 65,050: 7,181 9,335
Old : 74,385: 22,006 12,350 3,388 41,809 49,312 67,203 65,050: 7,181 9,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 15,076: 393 -186 1,009 13,336 13,828 14,739 14,651: 337 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 16.6 4.6 56.2 66.3 90.3 87.5: 9.7 12.5
Old : 100.0: 29.6 16.6 4.6 56.2 66.3 90.3 87.5: 9.7 12.5
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 : 285: 72 78 44 82 103 180 200:
Old : 285: 72 78 44 82 103 180 200:
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 26.5 40.8 36.4 21.0 17.9 30.4 26.2
Old : 27.8 26.5 40.8 36.4 21.0 17.9 30.4 26.2
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 12, 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 : 371,923: 110,030 61,751 16,939 209,046 246,558 336,016 325,249: 35,907 46,674
Old : 371,923: 110,030 61,751 16,939 209,046 246,558 336,016 325,249: 35,907 46,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 75,378: 1,965 -930 5,046 66,682 69,138 73,694 73,254: 1,684 2,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 16.6 4.6 56.2 66.3 90.3 87.5: 9.7 12.5
Old : 100.0: 29.6 16.6 4.6 56.2 66.3 90.3 87.5: 9.7 12.5
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 : 285: 72 78 44 82 103 180 200:
Old : 285: 72 78 44 82 103 180 200:
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 26.5 40.8 36.4 21.0 17.9 30.4 26.2
Old : 27.8 26.5 40.8 36.4 21.0 17.9 30.4 26.2
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 12, 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 : 206,192: 100,499 36,765 24,701 39,975 123,674 165,175 185,140: 41,017 21,052
Old : 206,192: 100,499 36,765 24,701 39,975 123,674 165,175 185,140: 41,017 21,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 14,343: -759 -423 8,972 5,926 8,051 14,139 16,600: 204 -2,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 17.8 12.0 19.4 60.0 80.1 89.8: 19.9 10.2
Old : 100.0: 48.7 17.8 12.0 19.4 60.0 80.1 89.8: 19.9 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 44 22 27 29 29 88 67:
Old : 107: 44 22 27 29 29 88 67:
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 : 19.7 42.1 31.0 55.9 19.7 40.3 30.3 51.3
Old : 19.7 42.1 31.0 55.9 19.7 40.3 30.3 51.3
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 12, 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 : 812,836: 69,281 32,958 173,463 545,499 587,112 788,243 793,533: 24,594 19,303
Old : 812,836: 69,281 32,958 173,463 545,499 587,112 788,243 793,533: 24,594 19,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 772,919: 67,153 28,015 172,116 512,993 557,290 752,262 757,421: 20,657 15,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 4.1 21.3 67.1 72.2 97.0 97.6: 3.0 2.4
Old : 100.0: 8.5 4.1 21.3 67.1 72.2 97.0 97.6: 3.0 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 : 217: 39 27 57 122 118 199 183:
Old : 217: 39 27 57 122 118 199 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 20.5 31.0 35.4 13.3 14.6 15.7 18.2
Old : 19.0 20.5 31.0 35.4 13.3 14.6 15.7 18.2
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 12, 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 : 34,932: 14,668 8,453 0 14,370 23,119 29,038 31,572: 5,894 3,360
Old : 34,932: 14,668 8,453 0 14,370 23,119 29,038 31,572: 5,894 3,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -9,286: 1,158 2,719 -4,410 -4,944 -6,737 -8,196 -8,428: -1,090 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 24.2 0.0 41.1 66.2 83.1 90.4: 16.9 9.6
Old : 100.0: 42.0 24.2 0.0 41.1 66.2 83.1 90.4: 16.9 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 17 4 0 16 9 33 13:
Old : 42: 17 4 0 16 9 33 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 79.9 50.9 88.6 36.1 79.9 50.9 88.4
Old : 36.1 79.9 50.9 88.6 36.1 79.9 50.9 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 47,313: 17,848 4,804 1,099 18,458 20,919 37,405 26,822: 9,908 20,491
Old : 47,313: 17,848 4,804 1,099 18,458 20,919 37,405 26,822: 9,908 20,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -17,730: -3,003 -692 -3,093 -8,801 -7,475 -14,897 -11,260: -2,833 -6,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 10.2 2.3 39.0 44.2 79.1 56.7: 20.9 43.3
Old : 100.0: 37.7 10.2 2.3 39.0 44.2 79.1 56.7: 20.9 43.3
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 : 65: 22 12 2 23 15 45 29:
Old : 65: 22 12 2 23 15 45 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 : 22.0 34.7 34.5 43.2 21.5 32.3 33.3 38.4
Old : 22.0 34.7 34.5 43.2 21.5 32.3 33.3 38.4
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 12, 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 : 106,910: 6,288 11,093 30,872 69,728 64,943 106,888 106,908: 22 2
Old : 106,910: 6,288 11,093 30,872 69,728 64,943 106,888 106,908: 22 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 3,902: 0 -1,620 1,760 2,142 3,760 3,902 3,900: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 10.4 28.9 65.2 60.7 100.0 100.0: 0.0 0.0
Old : 100.0: 5.9 10.4 28.9 65.2 60.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 85.6 80.6 96.9 94.6 35.9 25.6 36.8 34.1
Old : 85.6 80.6 96.9 94.6 35.9 25.6 36.8 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2017