MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 24,216: 760 5,120 2,520 20,552 16,192 23,832 23,832: 384 384
Old : 24,216: 760 5,120 2,520 20,552 16,192 23,832 23,832: 384 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 1,020: -240 220 480 780 320 1,020 1,020: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 21.1 10.4 84.9 66.9 98.4 98.4: 1.6 1.6
Old : 100.0: 3.1 21.1 10.4 84.9 66.9 98.4 98.4: 1.6 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 : 23: 2 10 8 8 7 17 19:
Old : 23: 2 10 8 8 7 17 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 : 80.1 54.5 90.7 81.7 51.7 36.4 53.1 48.1
Old : 80.1 54.5 90.7 81.7 51.7 36.4 53.1 48.1
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 19, 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 : 7,994: 461 1,141 1,272 5,283 5,122 7,016 7,534: 978 460
Old : 7,994: 461 1,141 1,272 5,283 5,122 7,016 7,534: 978 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 271: 15 69 125 250 82 390 275: -119 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 14.3 15.9 66.1 64.1 87.8 94.2: 12.2 5.8
Old : 100.0: 5.8 14.3 15.9 66.1 64.1 87.8 94.2: 12.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 6 10 25 21 37 33:
Old : 42: 8 6 10 25 21 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 42.2 56.7 57.8 41.1 39.1 46.4 48.2
Old : 41.4 42.2 56.7 57.8 41.1 39.1 46.4 48.2
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 19, 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 : 50,168: 13,370 3,676 15,798 17,202 19,665 46,370 39,139: 3,798 11,029
Old : 50,168: 13,370 3,676 15,798 17,202 19,665 46,370 39,139: 3,798 11,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 3,010: 246 -119 1,610 1,077 1,033 2,932 2,524: 78 487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 7.3 31.5 34.3 39.2 92.4 78.0: 7.6 22.0
Old : 100.0: 26.7 7.3 31.5 34.3 39.2 92.4 78.0: 7.6 22.0
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 : 88: 21 21 28 36 34 70 70:
Old : 88: 21 21 28 36 34 70 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 22.8 44.6 37.7 26.0 18.1 37.4 23.9
Old : 28.1 22.8 44.6 37.7 26.0 18.1 37.4 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 10,344: 905 377 2,230 6,139 7,323 9,274 9,930: 1,071 414
Old : 10,344: 905 377 2,230 6,139 7,323 9,274 9,930: 1,071 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 333: 48 -58 50 200 357 298 350: 34 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.6 21.6 59.3 70.8 89.6 96.0: 10.4 4.0
Old : 100.0: 8.7 3.6 21.6 59.3 70.8 89.6 96.0: 10.4 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 : 40: 7 6 9 26 19 37 30:
Old : 40: 7 6 9 26 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 : 35.5 41.0 54.2 61.7 28.7 37.6 40.6 46.6
Old : 35.5 41.0 54.2 61.7 28.7 37.6 40.6 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,852: 226 261 1,613 2,556 1,440 4,394 3,314: 458 1,538
Old : 4,852: 226 261 1,613 2,556 1,440 4,394 3,314: 458 1,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.4 33.2 52.7 29.7 90.6 68.3: 9.4 31.7
Old : 100.0: 4.7 5.4 33.2 52.7 29.7 90.6 68.3: 9.4 31.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 4 8 8 7 16 16:
Old : 20: 5 4 8 8 7 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 : 58.1 43.1 79.1 61.0 49.2 29.3 54.6 33.4
Old : 58.1 43.1 79.1 61.0 49.2 29.3 54.6 33.4
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 19, 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 : 332,493: 91,008 44,161 105,612 113,567 135,013 310,188 284,786: 22,305 47,707
Old : 94,036: 38,833 20,947 32,204 14,793 29,711 85,831 82,862: 8,206 11,174
Other: 238,457: 71,119 42,157 54,465 98,774 105,302 224,357 201,924: 14,100 36,533
: : :
: : Changes in Commitments from: September 12, 2017 :
: 16,898: -539 2,020 9,461 8,871 6,141 17,793 17,623: -896 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 13.3 31.8 34.2 40.6 93.3 85.7: 6.7 14.3
Old : 100.0: 41.3 22.3 34.2 15.7 31.6 91.3 88.1: 8.7 11.9
Other: 100.0: 29.8 17.7 22.8 41.4 44.2 94.1 84.7: 5.9 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 103 115 159 86 93 292 283:
Old : 260: 87 77 67 48 80 173 188:
Other: 324: 95 109 128 76 86 256 251:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 11.8 21.5 18.0 12.5 11.0 20.1 15.5
Old : 15.0 17.4 25.9 27.7 15.0 16.1 25.0 23.2
Other: 17.4 12.6 28.8 19.2 17.4 11.0 28.1 16.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 383,525: 134,536 24,023 87,013 132,963 212,209 354,512 323,245: 29,013 60,280
Old : 383,525: 134,536 24,023 87,013 132,963 212,209 354,512 323,245: 29,013 60,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 7,378: 1,534 -4,482 5,030 -88 6,049 6,476 6,597: 902 781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 6.3 22.7 34.7 55.3 92.4 84.3: 7.6 15.7
Old : 100.0: 35.1 6.3 22.7 34.7 55.3 92.4 84.3: 7.6 15.7
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 : 394: 132 69 148 127 162 326 325:
Old : 394: 132 69 148 127 162 326 325:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 16.9 24.9 24.2 14.8 16.1 24.7 23.0
Old : 14.8 16.9 24.9 24.2 14.8 16.1 24.7 23.0
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 19, 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 : 5,860: 2,641 1,328 710 795 2,915 4,146 4,953: 1,715 908
Old : 5,860: 2,641 1,328 710 795 2,915 4,146 4,953: 1,715 908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 168: 32 -33 82 15 -55 129 -6: 39 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 22.7 12.1 13.6 49.7 70.7 84.5: 29.3 15.5
Old : 100.0: 45.1 22.7 12.1 13.6 49.7 70.7 84.5: 29.3 15.5
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 : 65: 26 10 12 18 23 53 38:
Old : 65: 26 10 12 18 23 53 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 40.9 34.4 58.1 23.2 40.5 31.9 55.4
Old : 23.7 40.9 34.4 58.1 23.2 40.5 31.9 55.4
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 19, 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 : 64,749: 26,970 9,011 17,333 12,476 17,211 56,779 43,555: 7,970 21,193
Old : 64,749: 26,970 9,011 17,333 12,476 17,211 56,779 43,555: 7,970 21,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 3,017: 3,022 1,925 577 -283 318 3,315 2,820: -298 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 13.9 26.8 19.3 26.6 87.7 67.3: 12.3 32.7
Old : 100.0: 41.7 13.9 26.8 19.3 26.6 87.7 67.3: 12.3 32.7
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 : 229: 72 53 72 54 79 168 173:
Old : 229: 72 53 72 54 79 168 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 12.0 26.9 19.1 17.8 9.2 25.2 14.4
Old : 18.1 12.0 26.9 19.1 17.8 9.2 25.2 14.4
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 19, 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 : 30,180: 940 12,424 5,017 23,349 11,082 29,306 28,522: 873 1,657
Old : 30,180: 940 12,424 5,017 23,349 11,082 29,306 28,522: 873 1,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 2,878: -88 456 917 2,152 1,332 2,981 2,704: -103 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 41.2 16.6 77.4 36.7 97.1 94.5: 2.9 5.5
Old : 100.0: 3.1 41.2 16.6 77.4 36.7 97.1 94.5: 2.9 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 7 16 13 30 25 47 44:
Old : 59: 7 16 13 30 25 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 40.5 64.3 59.7 42.0 39.8 56.8 56.1
Old : 46.2 40.5 64.3 59.7 42.0 39.8 56.8 56.1
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 19, 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 : 39,905: 15,957 5,412 0 21,840 33,009 37,797 38,421: 2,108 1,484
Old : 39,905: 15,957 5,412 0 21,840 33,009 37,797 38,421: 2,108 1,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -8,803: 3,038 -2,275 0 -11,629 -6,193 -8,591 -8,468: -212 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 13.6 0.0 54.7 82.7 94.7 96.3: 5.3 3.7
Old : 100.0: 40.0 13.6 0.0 54.7 82.7 94.7 96.3: 5.3 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 : 31: 15 5 0 5 8 20 13:
Old : 31: 15 5 0 5 8 20 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 : 84.0 76.8 88.9 92.0 84.0 76.8 88.9 92.0
Old : 84.0 76.8 88.9 92.0 84.0 76.8 88.9 92.0
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 19, 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 : 329,843: 99,881 39,083 18,384 164,241 246,347 282,506 303,814: 47,337 26,029
Old : 329,843: 99,881 39,083 18,384 164,241 246,347 282,506 303,814: 47,337 26,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 70,267: 9,325 206 -7,474 69,379 76,599 71,231 69,332: -964 934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 11.8 5.6 49.8 74.7 85.6 92.1: 14.4 7.9
Old : 100.0: 30.3 11.8 5.6 49.8 74.7 85.6 92.1: 14.4 7.9
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 : 109: 54 16 23 31 30 93 61:
Old : 109: 54 16 23 31 30 93 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 52.5 49.9 68.0 18.2 37.4 26.7 46.9
Old : 37.4 52.5 49.9 68.0 18.2 37.4 26.7 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 36,458: 13,494 14,723 1,535 10,329 5,775 25,358 22,033: 11,100 14,425
Old : 36,458: 13,494 14,723 1,535 10,329 5,775 25,358 22,033: 11,100 14,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -8,554: -79 197 -1,276 -6,669 -6,273 -8,024 -7,352: -530 -1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 40.4 4.2 28.3 15.8 69.6 60.4: 30.4 39.6
Old : 100.0: 37.0 40.4 4.2 28.3 15.8 69.6 60.4: 30.4 39.6
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 : 34: 14 12 5 3 6 19 21:
Old : 34: 14 12 5 3 6 19 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 : 42.4 32.8 54.6 43.4 42.4 32.7 54.5 42.8
Old : 42.4 32.8 54.6 43.4 42.4 32.7 54.5 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 218,588: 136,338 59,250 1,538 71,704 154,955 209,580 215,743: 9,008 2,845
Old : 218,588: 136,338 59,250 1,538 71,704 154,955 209,580 215,743: 9,008 2,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -39,705: -6,850 33,193 -30,002 -2,770 -42,745 -39,622 -39,554: -83 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 27.1 0.7 32.8 70.9 95.9 98.7: 4.1 1.3
Old : 100.0: 62.4 27.1 0.7 32.8 70.9 95.9 98.7: 4.1 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 : 154: 79 39 11 18 23 105 65:
Old : 154: 79 39 11 18 23 105 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 54.6 56.9 74.2 38.3 54.5 56.9 74.1
Old : 38.3 54.6 56.9 74.2 38.3 54.5 56.9 74.1
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 19, 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 : 268,560: 75,490 86,730 50,485 108,374 100,048 234,349 237,264: 34,211 31,296
Old : 268,560: 75,490 86,730 50,485 108,374 100,048 234,349 237,264: 34,211 31,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -50,999: 4,602 -32,140 3,497 -59,547 -20,162 -51,447 -48,805: 448 -2,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 32.3 18.8 40.4 37.3 87.3 88.3: 12.7 11.7
Old : 100.0: 28.1 32.3 18.8 40.4 37.3 87.3 88.3: 12.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 40 36 30 35 42 95 88:
Old : 132: 40 36 30 35 42 95 88:
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 : 25.0 24.4 38.7 38.7 24.7 22.6 33.8 32.3
Old : 25.0 24.4 38.7 38.7 24.7 22.6 33.8 32.3
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 19, 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 : 232,574: 37,067 89,924 35,650 139,890 71,617 212,607 197,190: 19,968 35,384
Old : 232,574: 37,067 89,924 35,650 139,890 71,617 212,607 197,190: 19,968 35,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -7,336: 116 -5,896 1,313 -3,081 -2,346 -1,652 -6,929: -5,684 -407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 38.7 15.3 60.1 30.8 91.4 84.8: 8.6 15.2
Old : 100.0: 15.9 38.7 15.3 60.1 30.8 91.4 84.8: 8.6 15.2
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 : 114: 27 38 26 34 35 74 86:
Old : 114: 27 38 26 34 35 74 86:
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 36.6 49.8 47.0 36.5 35.1 45.2 42.8
Old : 39.0 36.6 49.8 47.0 36.5 35.1 45.2 42.8
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 19, 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 : 514,771: 188,705 122,149 59,821 184,486 272,091 433,013 454,062: 81,758 60,709
Old : 514,771: 188,705 122,149 59,821 184,486 272,091 433,013 454,062: 81,758 60,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -52,034: -2,947 22,217 -13,704 -23,048 -54,170 -39,699 -45,656: -12,335 -6,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 23.7 11.6 35.8 52.9 84.1 88.2: 15.9 11.8
Old : 100.0: 36.7 23.7 11.6 35.8 52.9 84.1 88.2: 15.9 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 : 259: 97 69 65 66 69 193 173:
Old : 259: 97 69 65 66 69 193 173:
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 27.5 33.4 40.7 22.3 27.4 31.1 39.8
Old : 22.7 27.5 33.4 40.7 22.3 27.4 31.1 39.8
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 19, 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 : 33,105: 11,069 1,653 835 9,323 26,676 21,227 29,164: 11,878 3,941
Old : 33,105: 11,069 1,653 835 9,323 26,676 21,227 29,164: 11,878 3,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -3,415: -2,600 -78 -166 1,026 -2,607 -1,740 -2,851: -1,675 -564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 5.0 2.5 28.2 80.6 64.1 88.1: 35.9 11.9
Old : 100.0: 33.4 5.0 2.5 28.2 80.6 64.1 88.1: 35.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 3 3 9 5 19 9:
Old : 21: 8 3 3 9 5 19 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 83.9 47.7 87.9 31.6 81.3 45.5 81.4
Old : 32.9 83.9 47.7 87.9 31.6 81.3 45.5 81.4
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 19, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 31,918: 22,219 11,304 693 6,867 19,418 29,779 31,415: 2,139 503
Old : 31,918: 22,219 11,304 693 6,867 19,418 29,779 31,415: 2,139 503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 1,382: 960 1,408 5 305 -156 1,270 1,257: 112 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 35.4 2.2 21.5 60.8 93.3 98.4: 6.7 1.6
Old : 100.0: 69.6 35.4 2.2 21.5 60.8 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 : 34: 12 11 2 6 7 19 19:
Old : 34: 12 11 2 6 7 19 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 : 77.0 78.9 84.6 90.0 75.9 77.4 83.0 88.5
Old : 77.0 78.9 84.6 90.0 75.9 77.4 83.0 88.5
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 19, 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 : 37,073: 23,248 16,578 151 8,494 17,167 31,893 33,896: 5,180 3,177
Old : 37,073: 23,248 16,578 151 8,494 17,167 31,893 33,896: 5,180 3,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -12,183: -1,902 3,778 -1,206 -8,660 -14,531 -11,768 -11,959: -415 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 44.7 0.4 22.9 46.3 86.0 91.4: 14.0 8.6
Old : 100.0: 62.7 44.7 0.4 22.9 46.3 86.0 91.4: 14.0 8.6
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 : 75: 42 19 4 10 8 52 31:
Old : 75: 42 19 4 10 8 52 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 : 38.0 49.0 52.0 72.3 38.0 49.0 49.6 68.3
Old : 38.0 49.0 52.0 72.3 38.0 49.0 49.6 68.3
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 19, 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 : 19,843: 17,509 4,640 57 1,392 14,476 18,958 19,173: 885 670
Old : 19,843: 17,509 4,640 57 1,392 14,476 18,958 19,173: 885 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -19,548: -5,053 -5,576 -4,027 -10,263 -9,801 -19,343 -19,404: -205 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 23.4 0.3 7.0 73.0 95.5 96.6: 4.5 3.4
Old : 100.0: 88.2 23.4 0.3 7.0 73.0 95.5 96.6: 4.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 16 7 1 3 5 19 13:
Old : 29: 16 7 1 3 5 19 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 : 69.8 84.9 84.3 93.7 68.1 82.3 80.1 89.0
Old : 69.8 84.9 84.3 93.7 68.1 82.3 80.1 89.0
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 19, 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 :20,892,878: 1,099,423 2,387,163 8,611,954 10,495,382 8,752,174 20,206,760 19,751,291: 686,118 1,141,587
Old :20,892,878: 1,099,423 2,387,163 8,611,954 10,495,382 8,752,174 20,206,760 19,751,291: 686,118 1,141,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
:-2,408,126: -89,336 89,452 -1,298,290 -989,654 -1,238,603 -2,377,280 -2,447,441: -30,847 39,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 11.4 41.2 50.2 41.9 96.7 94.5: 3.3 5.5
Old : 100.0: 5.3 11.4 41.2 50.2 41.9 96.7 94.5: 3.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 61 130 144 127 145 282 332:
Old : 346: 61 130 144 127 145 282 332:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 20.1 42.3 32.8 19.3 9.8 22.6 12.8
Old : 29.5 20.1 42.3 32.8 19.3 9.8 22.6 12.8
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 19, 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 : 822,197: 114,320 94,636 114,161 507,293 515,046 735,774 723,844: 86,423 98,354
Old : 822,197: 114,320 94,636 114,161 507,293 515,046 735,774 723,844: 86,423 98,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -179,308: -6,914 4,380 -31,711 -128,748 -137,448 -167,373 -164,780: -11,934 -14,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 11.5 13.9 61.7 62.6 89.5 88.0: 10.5 12.0
Old : 100.0: 13.9 11.5 13.9 61.7 62.6 89.5 88.0: 10.5 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 692: 159 182 188 254 268 517 534:
Old : 692: 159 182 188 254 268 517 534:
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 13.0 25.9 21.3 14.5 12.3 22.3 17.6
Old : 16.3 13.0 25.9 21.3 14.5 12.3 22.3 17.6
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 19, 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 : 93,715: 5,653 5,646 22,277 38,161 40,792 66,090 68,715: 27,625 25,000
Old : 93,715: 5,653 5,646 22,277 38,161 40,792 66,090 68,715: 27,625 25,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -35,863: 862 -4,289 -2,970 -29,976 -27,936 -32,084 -35,196: -3,778 -667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 6.0 23.8 40.7 43.5 70.5 73.3: 29.5 26.7
Old : 100.0: 6.0 6.0 23.8 40.7 43.5 70.5 73.3: 29.5 26.7
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 : 64: 15 16 25 26 26 56 52:
Old : 64: 15 16 25 26 26 56 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 28.8 38.1 44.0 17.7 21.3 23.9 28.0
Old : 24.0 28.8 38.1 44.0 17.7 21.3 23.9 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 19, 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 : 3,642,408: 555,356 456,970 447,402 2,345,663 2,371,270 3,348,421 3,275,643: 293,988 366,766
Old : 3,642,408: 555,356 456,970 447,402 2,345,663 2,371,270 3,348,421 3,275,643: 293,988 366,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -717,226: -55,221 27,006 -127,368 -493,858 -547,558 -676,446 -647,921: -40,779 -69,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 12.5 12.3 64.4 65.1 91.9 89.9: 8.1 10.1
Old : 100.0: 15.2 12.5 12.3 64.4 65.1 91.9 89.9: 8.1 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 : 673: 154 175 178 248 262 498 519:
Old : 673: 154 175 178 248 262 498 519:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 13.5 28.5 21.9 16.3 13.2 25.2 19.4
Old : 18.4 13.5 28.5 21.9 16.3 13.2 25.2 19.4
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 19, 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 : 25,916: 11,291 0 0 11,655 25,256 22,946 25,256: 2,970 660
Old : 25,916: 11,291 0 0 11,655 25,256 22,946 25,256: 2,970 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -7,296: 1,480 0 0 -8,315 -7,244 -6,835 -7,244: -461 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 0.0 0.0 45.0 97.5 88.5 97.5: 11.5 2.5
Old : 100.0: 43.6 0.0 0.0 45.0 97.5 88.5 97.5: 11.5 2.5
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: 7 0 0 6 9 13 9:
Old : 21: 7 0 0 6 9 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 80.3 80.4 95.4 63.4 80.3 80.4 94.8
Old : 63.4 80.3 80.4 95.4 63.4 80.3 80.4 94.8
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 19, 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 : 23,373: 678 774 0 20,385 21,705 21,063 22,479: 2,310 894
Old : 23,373: 678 774 0 20,385 21,705 21,063 22,479: 2,310 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -16,756: 385 494 0 -12,790 -13,527 -12,405 -13,033: -4,351 -3,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 3.3 0.0 87.2 92.9 90.1 96.2: 9.9 3.8
Old : 100.0: 2.9 3.3 0.0 87.2 92.9 90.1 96.2: 9.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 0 13 8 14 10:
Old : 22: 1 2 0 13 8 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 : 57.5 82.4 77.3 93.8 57.5 82.4 75.7 93.3
Old : 57.5 82.4 77.3 93.8 57.5 82.4 75.7 93.3
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 19, 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 : 85,415: 23,261 2,670 495 49,194 78,079 72,950 81,244: 12,465 4,171
Old : 85,415: 23,261 2,670 495 49,194 78,079 72,950 81,244: 12,465 4,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -5,294: 856 919 -826 -4,708 -3,884 -4,678 -3,791: -616 -1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 3.1 0.6 57.6 91.4 85.4 95.1: 14.6 4.9
Old : 100.0: 27.2 3.1 0.6 57.6 91.4 85.4 95.1: 14.6 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 14 6 5 37 38 52 48:
Old : 79: 14 6 5 37 38 52 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 50.1 53.0 71.2 37.6 50.0 52.3 71.2
Old : 37.9 50.1 53.0 71.2 37.6 50.0 52.3 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 54,703: 20,925 12,983 1,920 25,341 32,322 48,185 47,225: 6,518 7,478
Old : 54,703: 20,925 12,983 1,920 25,341 32,322 48,185 47,225: 6,518 7,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -19,682: -1,081 633 -1,468 -16,469 -16,990 -19,018 -17,825: -664 -1,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 23.7 3.5 46.3 59.1 88.1 86.3: 11.9 13.7
Old : 100.0: 38.3 23.7 3.5 46.3 59.1 88.1 86.3: 11.9 13.7
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 : 283: 76 77 37 72 90 166 186:
Old : 283: 76 77 37 72 90 166 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 19.4 40.5 30.6 27.8 19.3 39.8 30.5
Old : 27.8 19.4 40.5 30.6 27.8 19.3 39.8 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 273,513: 104,624 64,917 9,598 126,703 161,608 240,925 236,123: 32,589 37,391
Old : 273,513: 104,624 64,917 9,598 126,703 161,608 240,925 236,123: 32,589 37,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -98,410: -5,407 3,165 -7,341 -82,343 -84,951 -95,091 -89,127: -3,318 -9,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 23.7 3.5 46.3 59.1 88.1 86.3: 11.9 13.7
Old : 100.0: 38.3 23.7 3.5 46.3 59.1 88.1 86.3: 11.9 13.7
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 : 283: 76 77 37 72 90 166 186:
Old : 283: 76 77 37 72 90 166 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 19.4 40.5 30.6 27.8 19.3 39.8 30.5
Old : 27.8 19.4 40.5 30.6 27.8 19.3 39.8 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 178,354: 102,302 29,701 13,176 27,067 114,010 142,545 156,886: 35,808 21,468
Old : 178,354: 102,302 29,701 13,176 27,067 114,010 142,545 156,886: 35,808 21,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -27,838: 1,803 -7,065 -11,525 -12,908 -9,664 -22,630 -28,254: -5,208 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 16.7 7.4 15.2 63.9 79.9 88.0: 20.1 12.0
Old : 100.0: 57.4 16.7 7.4 15.2 63.9 79.9 88.0: 20.1 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 39 21 18 24 29 74 57:
Old : 97: 39 21 18 24 29 74 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 45.7 37.2 58.8 25.2 44.8 37.2 57.5
Old : 25.2 45.7 37.2 58.8 25.2 44.8 37.2 57.5
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 19, 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 : 528,167: 136,963 176,660 9,197 364,132 330,634 510,293 516,491: 17,874 11,676
Old : 528,167: 136,963 176,660 9,197 364,132 330,634 510,293 516,491: 17,874 11,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -284,669: 67,682 143,702 -164,266 -181,367 -256,478 -277,950 -277,042: -6,719 -7,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 33.4 1.7 68.9 62.6 96.6 97.8: 3.4 2.2
Old : 100.0: 25.9 33.4 1.7 68.9 62.6 96.6 97.8: 3.4 2.2
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 : 260: 59 46 22 91 99 161 156:
Old : 260: 59 46 22 91 99 161 156:
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 : 23.3 26.6 35.7 42.2 19.6 26.4 31.0 41.6
Old : 23.3 26.6 35.7 42.2 19.6 26.4 31.0 41.6
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 19, 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 : 36,752: 15,338 9,204 233 13,507 23,514 29,078 32,951: 7,674 3,801
Old : 36,752: 15,338 9,204 233 13,507 23,514 29,078 32,951: 7,674 3,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 1,820: 670 751 233 -863 395 40 1,379: 1,780 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 25.0 0.6 36.8 64.0 79.1 89.7: 20.9 10.3
Old : 100.0: 41.7 25.0 0.6 36.8 64.0 79.1 89.7: 20.9 10.3
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 : 39: 18 3 1 13 9 32 12:
Old : 39: 18 3 1 13 9 32 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 75.8 47.9 87.9 33.9 75.8 47.9 87.0
Old : 33.9 75.8 47.9 87.9 33.9 75.8 47.9 87.0
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 19, 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 : 50,756: 18,584 8,686 1,179 21,856 22,072 41,619 31,937: 9,137 18,819
Old : 50,756: 18,584 8,686 1,179 21,856 22,072 41,619 31,937: 9,137 18,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 3,443: 736 3,882 80 3,398 1,153 4,214 5,115: -771 -1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 17.1 2.3 43.1 43.5 82.0 62.9: 18.0 37.1
Old : 100.0: 36.6 17.1 2.3 43.1 43.5 82.0 62.9: 18.0 37.1
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 : 77: 24 17 2 25 19 49 38:
Old : 77: 24 17 2 25 19 49 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 32.3 33.8 40.0 21.3 29.9 33.2 36.6
Old : 21.5 32.3 33.8 40.0 21.3 29.9 33.2 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 109,110: 6,288 10,533 32,072 70,736 66,503 109,096 109,108: 14 2
Old : 109,110: 6,288 10,533 32,072 70,736 66,503 109,096 109,108: 14 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 2,200: 0 -560 1,200 1,008 1,560 2,208 2,200: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 9.7 29.4 64.8 61.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.8 9.7 29.4 64.8 61.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 86.2 80.7 97.0 94.7 35.3 24.8 36.2 33.5
Old : 86.2 80.7 97.0 94.7 35.3 24.8 36.2 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2017