MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 23,736: 2,120 4,912 1,400 19,976 17,184 23,496 23,496: 240 240
Old : 23,736: 2,120 4,912 1,400 19,976 17,184 23,496 23,496: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 592: -460 120 200 852 272 592 592: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 20.7 5.9 84.2 72.4 99.0 99.0: 1.0 1.0
Old : 100.0: 8.9 20.7 5.9 84.2 72.4 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 9 3 7 7 13 17:
Old : 22: 4 9 3 7 7 13 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 : 84.7 58.1 94.3 83.0 65.4 38.0 67.2 56.8
Old : 84.7 58.1 94.3 83.0 65.4 38.0 67.2 56.8
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, October 17, 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 : 7,551: 282 1,208 1,247 5,336 4,592 6,865 7,047: 685 504
Old : 7,551: 282 1,208 1,247 5,336 4,592 6,865 7,047: 685 504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 110: 20 26 26 66 9 113 61: -2 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 16.0 16.5 70.7 60.8 90.9 93.3: 9.1 6.7
Old : 100.0: 3.7 16.0 16.5 70.7 60.8 90.9 93.3: 9.1 6.7
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: 6 9 11 23 20 35 34:
Old : 40: 6 9 11 23 20 35 34:
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 : 41.8 38.0 58.5 53.3 40.3 36.0 47.8 45.0
Old : 41.8 38.0 58.5 53.3 40.3 36.0 47.8 45.0
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, October 17, 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 : 42,130: 12,562 5,469 12,021 13,915 15,828 38,499 33,318: 3,631 8,812
Old : 42,130: 12,562 5,469 12,021 13,915 15,828 38,499 33,318: 3,631 8,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 574: 158 350 351 -245 211 264 912: 310 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 13.0 28.5 33.0 37.6 91.4 79.1: 8.6 20.9
Old : 100.0: 29.8 13.0 28.5 33.0 37.6 91.4 79.1: 8.6 20.9
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 : 86: 21 22 30 33 32 69 69:
Old : 86: 21 22 30 33 32 69 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 25.1 44.7 41.1 25.3 19.7 37.4 27.9
Old : 27.3 25.1 44.7 41.1 25.3 19.7 37.4 27.9
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, October 17, 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 : 10,750: 800 403 2,658 6,212 7,156 9,670 10,216: 1,080 534
Old : 10,750: 800 403 2,658 6,212 7,156 9,670 10,216: 1,080 534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 808: -27 121 305 470 397 748 823: 60 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 3.7 24.7 57.8 66.6 90.0 95.0: 10.0 5.0
Old : 100.0: 7.4 3.7 24.7 57.8 66.6 90.0 95.0: 10.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 6 8 27 21 37 31:
Old : 40: 6 6 8 27 21 37 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 40.8 54.4 62.7 24.4 32.8 35.4 40.9
Old : 35.7 40.8 54.4 62.7 24.4 32.8 35.4 40.9
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, October 17, 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 : 4,715: 217 476 1,630 2,285 1,053 4,133 3,160: 582 1,555
Old : 4,715: 217 476 1,630 2,285 1,053 4,133 3,160: 582 1,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 10.1 34.6 48.5 22.3 87.7 67.0: 12.3 33.0
Old : 100.0: 4.6 10.1 34.6 48.5 22.3 87.7 67.0: 12.3 33.0
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 4 8 8 7 16 15:
Old : 20: 4 4 8 8 7 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 42.3 75.6 60.6 43.9 24.8 50.0 30.9
Old : 55.5 42.3 75.6 60.6 43.9 24.8 50.0 30.9
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, October 17, 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 : 294,124: 94,332 34,458 77,188 101,121 134,790 272,641 246,437: 21,482 47,687
Old : 293,591: 94,317 34,535 76,972 101,078 134,506 272,367 246,013: 21,224 47,578
Other: 533: 122 30 110 43 284 275 424: 258 109
: : :
: : Changes in Commitments from: October 10, 2017 :
: -23,316: 4,057 2,860 -23,447 -3,721 -3,063 -23,110 -23,650: -206 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 11.7 26.2 34.4 45.8 92.7 83.8: 7.3 16.2
Old : 100.0: 32.1 11.8 26.2 34.4 45.8 92.8 83.8: 7.2 16.2
Other: 100.0: 22.9 5.6 20.6 8.0 53.3 51.6 79.5: 48.4 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 97 110 143 81 87 275 259:
Old : 329: 97 110 143 81 87 275 259:
Other: 15: 8 1 4 1 5 10 10:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 12.6 24.5 18.8 15.1 12.1 24.0 17.3
Old : 15.1 12.6 24.6 18.8 15.1 12.1 24.1 17.3
Other: 42.8 59.2 51.2 78.8 21.8 45.4 22.9 50.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 373,987: 147,730 17,861 67,262 132,420 229,248 347,412 314,372: 26,575 59,616
Old : 373,987: 147,730 17,861 67,262 132,420 229,248 347,412 314,372: 26,575 59,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,235: 721 -1,237 1,808 912 1,423 3,441 1,995: -2,206 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 4.8 18.0 35.4 61.3 92.9 84.1: 7.1 15.9
Old : 100.0: 39.5 4.8 18.0 35.4 61.3 92.9 84.1: 7.1 15.9
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 : 404: 130 70 135 125 173 323 326:
Old : 404: 130 70 135 125 173 323 326:
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 : 15.7 18.5 25.7 26.0 15.7 17.8 25.5 25.2
Old : 15.7 18.5 25.7 26.0 15.7 17.8 25.5 25.2
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, October 17, 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 : 7,316: 3,512 1,572 826 1,196 3,810 5,533 6,207: 1,783 1,109
Old : 7,316: 3,512 1,572 826 1,196 3,810 5,533 6,207: 1,783 1,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 723: 239 136 234 284 292 757 662: -34 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 21.5 11.3 16.3 52.1 75.6 84.8: 24.4 15.2
Old : 100.0: 48.0 21.5 11.3 16.3 52.1 75.6 84.8: 24.4 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 : 81: 38 14 12 18 24 64 43:
Old : 81: 38 14 12 18 24 64 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 : 20.2 38.4 31.2 52.3 20.2 38.1 29.3 50.3
Old : 20.2 38.4 31.2 52.3 20.2 38.1 29.3 50.3
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, October 17, 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 : 70,406: 31,319 11,282 18,176 13,288 18,650 62,783 48,108: 7,623 22,298
Old : 70,406: 31,319 11,282 18,176 13,288 18,650 62,783 48,108: 7,623 22,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,399: 741 781 631 450 -157 1,822 1,254: -423 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 16.0 25.8 18.9 26.5 89.2 68.3: 10.8 31.7
Old : 100.0: 44.5 16.0 25.8 18.9 26.5 89.2 68.3: 10.8 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 : 247: 80 59 76 59 85 185 186:
Old : 247: 80 59 76 59 85 185 186:
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 : 15.2 12.1 25.2 19.7 15.2 9.4 24.5 15.0
Old : 15.2 12.1 25.2 19.7 15.2 9.4 24.5 15.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 28,457: 905 9,775 4,428 22,449 11,683 27,782 25,887: 675 2,571
Old : 28,457: 905 9,775 4,428 22,449 11,683 27,782 25,887: 675 2,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 2,263: 52 544 196 1,957 756 2,205 1,497: 58 766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 34.3 15.6 78.9 41.1 97.6 91.0: 2.4 9.0
Old : 100.0: 3.2 34.3 15.6 78.9 41.1 97.6 91.0: 2.4 9.0
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 : 60: 11 15 15 28 24 47 46:
Old : 60: 11 15 15 28 24 47 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 40.1 71.8 59.7 46.0 37.1 59.7 52.6
Old : 53.3 40.1 71.8 59.7 46.0 37.1 59.7 52.6
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, October 17, 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 : 50,736: 24,823 10,534 0 23,511 38,764 48,334 49,298: 2,402 1,438
Old : 50,736: 24,823 10,534 0 23,511 38,764 48,334 49,298: 2,402 1,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 3,276: 2,818 2,423 0 168 724 2,986 3,147: 290 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 20.8 0.0 46.3 76.4 95.3 97.2: 4.7 2.8
Old : 100.0: 48.9 20.8 0.0 46.3 76.4 95.3 97.2: 4.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 18 6 0 5 8 23 14:
Old : 35: 18 6 0 5 8 23 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.0 70.1 89.7 92.1 86.0 70.1 89.7 91.6
Old : 86.0 70.1 89.7 92.1 86.0 70.1 89.7 91.6
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, October 17, 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 : 199,369: 94,772 17,404 16,601 45,107 143,605 156,480 177,610: 42,889 21,759
Old : 199,369: 94,772 17,404 16,601 45,107 143,605 156,480 177,610: 42,889 21,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 786: -2,084 -1,612 2,177 2,376 1,574 2,469 2,139: -1,683 -1,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 8.7 8.3 22.6 72.0 78.5 89.1: 21.5 10.9
Old : 100.0: 47.5 8.7 8.3 22.6 72.0 78.5 89.1: 21.5 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 46 15 23 27 29 82 58:
Old : 102: 46 15 23 27 29 82 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 52.9 34.3 63.7 24.7 52.4 33.7 62.6
Old : 25.2 52.9 34.3 63.7 24.7 52.4 33.7 62.6
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, October 17, 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 : 57,586: 23,013 28,220 1,719 25,008 7,447 49,740 37,386: 7,846 20,200
Old : 57,586: 23,013 28,220 1,719 25,008 7,447 49,740 37,386: 7,846 20,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 7,440: 4,767 5,980 -73 3,796 1,285 8,490 7,192: -1,050 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 49.0 3.0 43.4 12.9 86.4 64.9: 13.6 35.1
Old : 100.0: 40.0 49.0 3.0 43.4 12.9 86.4 64.9: 13.6 35.1
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 : 42: 13 15 3 6 10 19 28:
Old : 42: 13 15 3 6 10 19 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 : 53.3 34.8 68.1 45.4 53.3 34.8 67.1 45.4
Old : 53.3 34.8 68.1 45.4 53.3 34.8 67.1 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 190,225: 99,810 28,828 1,904 82,072 155,642 183,785 186,375: 6,439 3,850
Old : 190,225: 99,810 28,828 1,904 82,072 155,642 183,785 186,375: 6,439 3,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,280: -3,046 8,683 -347 5,494 -7,119 2,101 1,217: -821 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 15.2 1.0 43.1 81.8 96.6 98.0: 3.4 2.0
Old : 100.0: 52.5 15.2 1.0 43.1 81.8 96.6 98.0: 3.4 2.0
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 : 154: 66 49 9 22 23 92 77:
Old : 154: 66 49 9 22 23 92 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 64.9 58.9 78.4 44.8 64.5 58.9 78.0
Old : 44.8 64.9 58.9 78.4 44.8 64.5 58.9 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 239,897: 66,580 64,030 43,561 95,650 101,877 205,790 209,468: 34,107 30,429
Old : 239,897: 66,580 64,030 43,561 95,650 101,877 205,790 209,468: 34,107 30,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 6,780: -8,139 2,159 1,927 13,665 2,514 7,453 6,600: -673 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 26.7 18.2 39.9 42.5 85.8 87.3: 14.2 12.7
Old : 100.0: 27.8 26.7 18.2 39.9 42.5 85.8 87.3: 14.2 12.7
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 : 122: 40 27 30 33 45 87 88:
Old : 122: 40 27 30 33 45 87 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 : 26.3 24.3 39.7 36.3 25.0 22.7 33.3 31.2
Old : 26.3 24.3 39.7 36.3 25.0 22.7 33.3 31.2
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, October 17, 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 : 294,815: 50,747 156,217 32,636 193,403 65,937 276,785 254,791: 18,030 40,025
Old : 294,815: 50,747 156,217 32,636 193,403 65,937 276,785 254,791: 18,030 40,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,452: 2,498 3,131 -56 1,330 1,016 3,772 4,091: -2,320 -2,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 53.0 11.1 65.6 22.4 93.9 86.4: 6.1 13.6
Old : 100.0: 17.2 53.0 11.1 65.6 22.4 93.9 86.4: 6.1 13.6
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 : 123: 25 47 27 34 37 72 99:
Old : 123: 25 47 27 34 37 72 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 : 40.4 37.3 57.6 47.9 36.4 35.9 51.1 45.2
Old : 40.4 37.3 57.6 47.9 36.4 35.9 51.1 45.2
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, October 17, 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 : 522,748: 183,303 92,973 63,803 196,669 307,773 443,775 464,549: 78,974 58,199
Old : 522,748: 183,303 92,973 63,803 196,669 307,773 443,775 464,549: 78,974 58,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -2,032: -9,951 -2,035 -733 7,019 3,113 -3,665 344: 1,633 -2,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 17.8 12.2 37.6 58.9 84.9 88.9: 15.1 11.1
Old : 100.0: 35.1 17.8 12.2 37.6 58.9 84.9 88.9: 15.1 11.1
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 : 254: 97 64 69 67 66 191 173:
Old : 254: 97 64 69 67 66 191 173:
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 : 20.8 31.1 30.9 43.1 20.3 30.6 28.8 41.5
Old : 20.8 31.1 30.9 43.1 20.3 30.6 28.8 41.5
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, October 17, 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 : 35,583: 12,285 4,221 812 10,165 26,923 23,262 31,956: 12,321 3,627
Old : 35,583: 12,285 4,221 812 10,165 26,923 23,262 31,956: 12,321 3,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 422: 509 1,567 20 60 -685 589 902: -167 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 11.9 2.3 28.6 75.7 65.4 89.8: 34.6 10.2
Old : 100.0: 34.5 11.9 2.3 28.6 75.7 65.4 89.8: 34.6 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 : 27: 9 6 4 11 6 22 14:
Old : 27: 9 6 4 11 6 22 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 80.0 45.8 87.7 31.6 77.4 43.7 83.4
Old : 32.5 80.0 45.8 87.7 31.6 77.4 43.7 83.4
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, October 17, 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 : 33,994: 24,866 3,980 301 6,360 29,217 31,527 33,498: 2,467 496
Old : 33,994: 24,866 3,980 301 6,360 29,217 31,527 33,498: 2,467 496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 318: 79 67 15 -277 269 -183 351: 501 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 11.7 0.9 18.7 85.9 92.7 98.5: 7.3 1.5
Old : 100.0: 73.1 11.7 0.9 18.7 85.9 92.7 98.5: 7.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 16 11 2 5 7 22 19:
Old : 38: 16 11 2 5 7 22 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 : 76.0 83.2 83.1 92.3 76.0 82.1 83.1 91.2
Old : 76.0 83.2 83.1 92.3 76.0 82.1 83.1 91.2
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, October 17, 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 : 33,757: 20,423 13,446 717 8,147 15,703 29,287 29,866: 4,470 3,891
Old : 33,757: 20,423 13,446 717 8,147 15,703 29,287 29,866: 4,470 3,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -2,703: -1,106 -2,354 137 -1,605 -599 -2,574 -2,816: -129 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 39.8 2.1 24.1 46.5 86.8 88.5: 13.2 11.5
Old : 100.0: 60.5 39.8 2.1 24.1 46.5 86.8 88.5: 13.2 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 : 68: 32 20 6 12 6 45 31:
Old : 68: 32 20 6 12 6 45 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 : 31.7 51.9 49.0 68.5 31.7 51.9 47.6 68.1
Old : 31.7 51.9 49.0 68.5 31.7 51.9 47.6 68.1
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, October 17, 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 : 19,234: 12,998 3,946 0 4,990 14,512 17,988 18,458: 1,246 776
Old : 19,234: 12,998 3,946 0 4,990 14,512 17,988 18,458: 1,246 776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -217: -26 -553 0 42 79 16 -474: -233 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 20.5 0.0 25.9 75.4 93.5 96.0: 6.5 4.0
Old : 100.0: 67.6 20.5 0.0 25.9 75.4 93.5 96.0: 6.5 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 : 29: 15 6 0 5 5 20 11:
Old : 29: 15 6 0 5 5 20 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 : 48.0 87.2 77.1 94.2 48.0 84.4 73.2 89.1
Old : 48.0 87.2 77.1 94.2 48.0 84.4 73.2 89.1
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, October 17, 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 :23,350,623: 1,070,249 3,019,520 10,356,727 11,366,342 8,818,038 22,793,318 22,194,286: 557,304 1,156,337
Old :23,350,623: 1,070,249 3,019,520 10,356,727 11,366,342 8,818,038 22,793,318 22,194,286: 557,304 1,156,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 427,404: 87,510 112,313 312,628 80,027 69,572 480,166 494,513: -52,762 -67,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 12.9 44.4 48.7 37.8 97.6 95.0: 2.4 5.0
Old : 100.0: 4.6 12.9 44.4 48.7 37.8 97.6 95.0: 2.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 52 135 146 128 147 281 334:
Old : 344: 52 135 146 128 147 281 334:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 20.2 43.5 33.8 18.4 10.1 22.5 13.2
Old : 29.7 20.2 43.5 33.8 18.4 10.1 22.5 13.2
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, October 17, 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 : 912,473: 116,987 88,000 164,055 534,244 552,296 815,286 804,352: 97,187 108,122
Old : 912,473: 116,987 88,000 164,055 534,244 552,296 815,286 804,352: 97,187 108,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 27,065: -395 -2,303 14,087 11,865 12,621 25,558 24,405: 1,507 2,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 9.6 18.0 58.5 60.5 89.3 88.2: 10.7 11.8
Old : 100.0: 12.8 9.6 18.0 58.5 60.5 89.3 88.2: 10.7 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 : 713: 199 171 220 244 269 539 565:
Old : 713: 199 171 220 244 269 539 565:
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 : 13.0 13.0 23.0 22.1 10.3 10.9 16.4 15.8
Old : 13.0 13.0 23.0 22.1 10.3 10.9 16.4 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 150,149: 8,692 7,537 47,795 64,419 66,622 120,906 121,955: 29,243 28,194
Old : 150,149: 8,692 7,537 47,795 64,419 66,622 120,906 121,955: 29,243 28,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 18,803: 506 190 11,725 5,765 6,527 17,997 18,442: 806 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 5.0 31.8 42.9 44.4 80.5 81.2: 19.5 18.8
Old : 100.0: 5.8 5.0 31.8 42.9 44.4 80.5 81.2: 19.5 18.8
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 : 72: 18 15 28 30 32 63 61:
Old : 72: 18 15 28 30 32 63 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 : 27.7 26.1 41.9 40.6 13.0 14.3 19.2 19.6
Old : 27.7 26.1 41.9 40.6 13.0 14.3 19.2 19.6
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, October 17, 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 : 21,773: 1,033 268 0 19,142 20,793 20,175 21,061: 1,598 712
Old : 21,773: 1,033 268 0 19,142 20,793 20,175 21,061: 1,598 712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.2 0.0 87.9 95.5 92.7 96.7: 7.3 3.3
Old : 100.0: 4.7 1.2 0.0 87.9 95.5 92.7 96.7: 7.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 11 11 13 12:
Old : 23: 2 1 0 11 11 13 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 : 68.4 82.6 85.8 92.1 68.4 81.6 85.8 90.0
Old : 68.4 82.6 85.8 92.1 68.4 81.6 85.8 90.0
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, October 17, 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 : 3,811,622: 567,872 428,714 554,903 2,349,123 2,428,369 3,471,899 3,411,986: 339,723 399,637
Old : 3,811,622: 567,872 428,714 554,903 2,349,123 2,428,369 3,471,899 3,411,986: 339,723 399,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 41,309: -1,787 -9,752 9,095 30,500 30,471 37,808 29,814: 3,502 11,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 11.2 14.6 61.6 63.7 91.1 89.5: 8.9 10.5
Old : 100.0: 14.9 11.2 14.6 61.6 63.7 91.1 89.5: 8.9 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 : 694: 194 165 210 237 263 519 550:
Old : 694: 194 165 210 237 263 519 550:
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 : 14.0 13.7 24.8 22.8 12.3 12.4 19.6 18.5
Old : 14.0 13.7 24.8 22.8 12.3 12.4 19.6 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 27,673: 12,117 0 0 12,317 27,131 24,434 27,131: 3,239 542
Old : 27,673: 12,117 0 0 12,317 27,131 24,434 27,131: 3,239 542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -69: 149 0 0 -125 67 24 67: -93 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 0.0 0.0 44.5 98.0 88.3 98.0: 11.7 2.0
Old : 100.0: 43.8 0.0 0.0 44.5 98.0 88.3 98.0: 11.7 2.0
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 : 24: 8 0 0 8 9 16 9:
Old : 24: 8 0 0 8 9 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 77.9 78.1 95.7 63.5 77.9 78.1 95.0
Old : 63.5 77.9 78.1 95.7 63.5 77.9 78.1 95.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 22,523: 0 1,188 0 20,859 20,299 20,859 21,487: 1,664 1,036
Old : 22,523: 0 1,188 0 20,859 20,299 20,859 21,487: 1,664 1,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -82: 0 0 0 -349 -62 -349 -62: 267 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 0.0 92.6 90.1 92.6 95.4: 7.4 4.6
Old : 100.0: 0.0 5.3 0.0 92.6 90.1 92.6 95.4: 7.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 0 14 10 14 12:
Old : 25: 0 2 0 14 10 14 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 : 55.4 79.1 77.4 90.4 55.4 79.1 77.4 90.4
Old : 55.4 79.1 77.4 90.4 55.4 79.1 77.4 90.4
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, October 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 92,419: 26,521 2,230 636 52,155 86,311 79,312 89,177: 13,107 3,242
Old : 92,419: 26,521 2,230 636 52,155 86,311 79,312 89,177: 13,107 3,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -70: 488 -1,187 -7 -580 1,287 -99 93: 29 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 2.4 0.7 56.4 93.4 85.8 96.5: 14.2 3.5
Old : 100.0: 28.7 2.4 0.7 56.4 93.4 85.8 96.5: 14.2 3.5
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 : 89: 18 4 6 42 40 60 50:
Old : 89: 18 4 6 42 40 60 50:
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 : 38.1 48.3 52.8 67.9 38.1 48.3 52.4 67.8
Old : 38.1 48.3 52.8 67.9 38.1 48.3 52.4 67.8
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, October 17, 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 : 58,897: 21,682 15,496 2,596 27,551 31,928 51,829 50,020: 7,067 8,877
Old : 58,897: 21,682 15,496 2,596 27,551 31,928 51,829 50,020: 7,067 8,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -529: -314 -238 196 -393 -964 -511 -1,007: -18 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 26.3 4.4 46.8 54.2 88.0 84.9: 12.0 15.1
Old : 100.0: 36.8 26.3 4.4 46.8 54.2 88.0 84.9: 12.0 15.1
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 : 293: 76 95 41 68 84 166 198:
Old : 293: 76 95 41 68 84 166 198:
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 : 26.6 17.4 40.1 28.4 24.3 17.1 37.7 27.3
Old : 26.6 17.4 40.1 28.4 24.3 17.1 37.7 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 294,483: 108,412 77,482 12,978 137,756 159,639 259,146 250,099: 35,336 44,383
Old : 294,483: 108,412 77,482 12,978 137,756 159,639 259,146 250,099: 35,336 44,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -2,646: -1,568 -1,191 978 -1,967 -4,820 -2,556 -5,034: -90 2,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 26.3 4.4 46.8 54.2 88.0 84.9: 12.0 15.1
Old : 100.0: 36.8 26.3 4.4 46.8 54.2 88.0 84.9: 12.0 15.1
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 : 293: 76 95 41 68 84 166 198:
Old : 293: 76 95 41 68 84 166 198:
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 : 26.6 17.4 40.1 28.4 24.3 17.1 37.7 27.3
Old : 26.6 17.4 40.1 28.4 24.3 17.1 37.7 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 154,651: 82,776 22,829 15,053 21,026 93,871 118,855 131,753: 35,796 22,898
Old : 154,651: 82,776 22,829 15,053 21,026 93,871 118,855 131,753: 35,796 22,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -6,376: -8,141 -1,306 674 -154 -5,327 -7,620 -5,958: 1,244 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 14.8 9.7 13.6 60.7 76.9 85.2: 23.1 14.8
Old : 100.0: 53.5 14.8 9.7 13.6 60.7 76.9 85.2: 23.1 14.8
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 : 91: 44 17 21 22 22 73 53:
Old : 91: 44 17 21 22 22 73 53:
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 : 20.5 43.3 30.9 58.1 20.5 43.0 30.5 55.3
Old : 20.5 43.3 30.9 58.1 20.5 43.0 30.5 55.3
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, October 17, 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 : 564,081: 173,510 148,170 12,887 356,820 389,008 543,216 550,065: 20,865 14,016
Old : 564,081: 173,510 148,170 12,887 356,820 389,008 543,216 550,065: 20,865 14,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 12,033: 657 -9,662 1,598 7,530 19,779 9,784 11,715: 2,248 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 26.3 2.3 63.3 69.0 96.3 97.5: 3.7 2.5
Old : 100.0: 30.8 26.3 2.3 63.3 69.0 96.3 97.5: 3.7 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 : 293: 79 38 21 102 116 189 167:
Old : 293: 79 38 21 102 116 189 167:
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 27.5 33.8 41.7 21.6 27.5 32.3 41.6
Old : 23.2 27.5 33.8 41.7 21.6 27.5 32.3 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, October 17, 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 : 40,402: 15,871 11,299 863 15,788 22,823 32,522 34,985: 7,880 5,417
Old : 40,402: 15,871 11,299 863 15,788 22,823 32,522 34,985: 7,880 5,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,630: -1,018 -641 830 634 1,123 446 1,312: 1,184 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 28.0 2.1 39.1 56.5 80.5 86.6: 19.5 13.4
Old : 100.0: 39.3 28.0 2.1 39.1 56.5 80.5 86.6: 19.5 13.4
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 : 51: 18 10 3 16 13 35 25:
Old : 51: 18 10 3 16 13 35 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 61.8 47.9 72.5 32.0 61.8 46.9 72.5
Old : 32.9 61.8 47.9 72.5 32.0 61.8 46.9 72.5
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, October 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 55,898: 21,165 14,018 1,136 24,590 21,686 46,891 36,840: 9,007 19,058
Old : 55,898: 21,165 14,018 1,136 24,590 21,686 46,891 36,840: 9,007 19,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 6,405: 3,913 3,682 -15 3,463 -1,771 7,361 1,896: -956 4,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 25.1 2.0 44.0 38.8 83.9 65.9: 16.1 34.1
Old : 100.0: 37.9 25.1 2.0 44.0 38.8 83.9 65.9: 16.1 34.1
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 : 82: 27 15 6 28 22 58 40:
Old : 82: 27 15 6 28 22 58 40:
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 : 18.0 24.8 31.8 38.3 18.0 22.6 30.2 34.3
Old : 18.0 24.8 31.8 38.3 18.0 22.6 30.2 34.3
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, October 17, 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 : 111,146: 9,170 9,852 31,299 70,653 69,993 111,122 111,144: 24 2
Old : 111,146: 9,170 9,852 31,299 70,653 69,993 111,122 111,144: 24 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -161: 8 -2,261 490 -659 1,610 -161 -161: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 8.9 28.2 63.6 63.0 100.0 100.0: 0.0 0.0
Old : 100.0: 8.3 8.9 28.2 63.6 63.0 100.0 100.0: 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 : 25: 4 2 2 13 15 19 17:
Old : 25: 4 2 2 13 15 19 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 : 86.4 78.1 95.2 93.4 35.9 25.7 38.1 35.4
Old : 86.4 78.1 95.2 93.4 35.9 25.7 38.1 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2017