MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 22,800: 3,400 4,832 800 18,360 16,928 22,560 22,560: 240 240
Old : 22,800: 3,400 4,832 800 18,360 16,928 22,560 22,560: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 280: 360 520 -80 0 -160 280 280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 21.2 3.5 80.5 74.2 98.9 98.9: 1.1 1.1
Old : 100.0: 14.9 21.2 3.5 80.5 74.2 98.9 98.9: 1.1 1.1
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 : 23: 4 10 3 7 6 13 18:
Old : 23: 4 10 3 7 6 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.5 58.2 95.0 86.5 70.2 40.3 71.9 63.0
Old : 84.5 58.2 95.0 86.5 70.2 40.3 71.9 63.0
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, November 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 8,673: 394 1,392 1,601 5,748 4,822 7,742 7,816: 932 858
Old : 8,673: 394 1,392 1,601 5,748 4,822 7,742 7,816: 932 858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 257: 138 -4 115 -17 75 236 186: 21 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 16.1 18.5 66.3 55.6 89.3 90.1: 10.7 9.9
Old : 100.0: 4.5 16.1 18.5 66.3 55.6 89.3 90.1: 10.7 9.9
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 : 39: 7 9 11 21 18 34 32:
Old : 39: 7 9 11 21 18 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 31.8 56.7 54.8 36.8 31.3 47.1 43.5
Old : 37.8 31.8 56.7 54.8 36.8 31.3 47.1 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 53,418: 15,362 4,392 16,680 16,497 20,730 48,539 41,802: 4,879 11,616
Old : 53,418: 15,362 4,392 16,680 16,497 20,730 48,539 41,802: 4,879 11,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 5,271: 1,320 -394 1,792 1,778 3,343 4,890 4,741: 382 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 8.2 31.2 30.9 38.8 90.9 78.3: 9.1 21.7
Old : 100.0: 28.8 8.2 31.2 30.9 38.8 90.9 78.3: 9.1 21.7
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 : 89: 29 17 33 35 33 73 74:
Old : 89: 29 17 33 35 33 73 74:
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 23.8 43.3 40.3 23.0 16.7 34.5 24.0
Old : 28.1 23.8 43.3 40.3 23.0 16.7 34.5 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 12,595: 1,407 313 2,816 7,338 8,702 11,560 11,831: 1,035 764
Old : 12,595: 1,407 313 2,816 7,338 8,702 11,560 11,831: 1,035 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 663: 65 70 99 488 492 652 661: 12 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 2.5 22.4 58.3 69.1 91.8 93.9: 8.2 6.1
Old : 100.0: 11.2 2.5 22.4 58.3 69.1 91.8 93.9: 8.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 9 5 9 24 21 37 31:
Old : 40: 9 5 9 24 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 : 33.5 42.8 54.4 61.9 26.2 33.2 37.3 42.1
Old : 33.5 42.8 54.4 61.9 26.2 33.2 37.3 42.1
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, November 21, 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 : 4,761: 107 583 2,051 2,009 958 4,167 3,591: 593 1,169
Old : 4,761: 107 583 2,051 2,009 958 4,167 3,591: 593 1,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 224: -3 -19 163 13 40 173 184: 52 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 12.2 43.1 42.2 20.1 87.5 75.4: 12.5 24.6
Old : 100.0: 2.2 12.2 43.1 42.2 20.1 87.5 75.4: 12.5 24.6
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 : 20: 2 7 8 9 6 18 14:
Old : 20: 2 7 8 9 6 18 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 : 52.3 46.7 72.0 65.7 35.2 24.4 42.4 30.3
Old : 52.3 46.7 72.0 65.7 35.2 24.4 42.4 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 304,790: 98,194 30,011 81,487 104,336 145,612 284,017 257,109: 20,774 47,681
Old : 303,052: 98,038 30,326 80,797 104,063 144,499 282,898 255,622: 20,154 47,431
Other: 1,738: 594 124 251 273 1,113 1,118 1,488: 620 250
: : :
: : Changes in Commitments from: November 14, 2017 :
: -20,913: -11,424 -3,166 -6,926 -1,946 -8,088 -20,296 -18,181: -617 -2,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 9.8 26.7 34.2 47.8 93.2 84.4: 6.8 15.6
Old : 100.0: 32.4 10.0 26.7 34.3 47.7 93.3 84.3: 6.7 15.7
Other: 100.0: 34.2 7.1 14.4 15.7 64.0 64.3 85.6: 35.7 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 118 74 131 84 99 270 257:
Old : 323: 117 77 131 84 99 270 257:
Other: 42: 16 4 10 6 18 25 30:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 12.7 24.1 19.7 13.9 11.2 23.0 17.7
Old : 14.3 12.5 24.3 19.7 14.0 11.2 23.2 17.7
Other: 29.4 44.9 45.2 62.3 25.4 34.7 34.8 48.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 439,490: 164,717 15,822 104,685 140,333 255,539 409,736 376,046: 29,754 63,444
Old : 439,490: 164,717 15,822 104,685 140,333 255,539 409,736 376,046: 29,754 63,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -4,723: -11,795 -1,869 1,977 3,502 -2,198 -6,316 -2,090: 1,593 -2,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 3.6 23.8 31.9 58.1 93.2 85.6: 6.8 14.4
Old : 100.0: 37.5 3.6 23.8 31.9 58.1 93.2 85.6: 6.8 14.4
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 : 453: 159 74 156 130 183 367 357:
Old : 453: 159 74 156 130 183 367 357:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 17.6 23.9 24.7 14.7 17.1 23.6 23.7
Old : 14.7 17.6 23.9 24.7 14.7 17.1 23.6 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 7,617: 3,762 1,523 1,132 1,066 3,824 5,960 6,479: 1,657 1,138
Old : 7,617: 3,762 1,523 1,132 1,066 3,824 5,960 6,479: 1,657 1,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 63: -185 -37 126 172 38 114 127: -51 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 20.0 14.9 14.0 50.2 78.3 85.1: 21.7 14.9
Old : 100.0: 49.4 20.0 14.9 14.0 50.2 78.3 85.1: 21.7 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 35 16 13 17 30 62 51:
Old : 86: 35 16 13 17 30 62 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 29.7 35.9 46.1 23.6 29.5 33.3 43.7
Old : 24.7 29.7 35.9 46.1 23.6 29.5 33.3 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 64,344: 28,530 10,995 16,136 11,562 16,293 56,227 43,423: 8,117 20,921
Old : 64,344: 28,530 10,995 16,136 11,562 16,293 56,227 43,423: 8,117 20,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -7,606: -4,481 -1,708 -2,024 -1,103 -1,902 -7,608 -5,634: 2 -1,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 17.1 25.1 18.0 25.3 87.4 67.5: 12.6 32.5
Old : 100.0: 44.3 17.1 25.1 18.0 25.3 87.4 67.5: 12.6 32.5
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 : 238: 72 50 69 55 86 168 180:
Old : 238: 72 50 69 55 86 168 180:
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 : 14.5 13.9 25.3 20.5 14.5 11.5 24.2 15.9
Old : 14.5 13.9 25.3 20.5 14.5 11.5 24.2 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 5,062: 330 2,834 432 2,620 1,271 3,383 4,538: 1,679 525
Old : 5,062: 330 2,834 432 2,620 1,271 3,383 4,538: 1,679 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 606: 137 244 91 255 212 483 547: 123 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 56.0 8.5 51.8 25.1 66.8 89.6: 33.2 10.4
Old : 100.0: 6.5 56.0 8.5 51.8 25.1 66.8 89.6: 33.2 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 6 5 11 8 18 16:
Old : 21: 4 6 5 11 8 18 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 : 42.7 56.8 55.1 78.1 36.4 56.1 45.5 69.9
Old : 42.7 56.8 55.1 78.1 36.4 56.1 45.5 69.9
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, November 21, 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 : 39,737: 1,230 12,632 6,930 30,705 15,875 38,865 35,437: 872 4,300
Old : 39,737: 1,230 12,632 6,930 30,705 15,875 38,865 35,437: 872 4,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 3,776: 192 1,596 451 3,163 1,438 3,805 3,485: -29 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 31.8 17.4 77.3 39.9 97.8 89.2: 2.2 10.8
Old : 100.0: 3.1 31.8 17.4 77.3 39.9 97.8 89.2: 2.2 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 9 23 18 27 31 50 58:
Old : 73: 9 23 18 27 31 50 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 : 55.5 31.0 75.3 50.7 51.1 28.4 63.9 43.9
Old : 55.5 31.0 75.3 50.7 51.1 28.4 63.9 43.9
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, November 21, 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 : 42,903: 15,934 1,601 44 24,869 39,992 40,847 41,637: 2,056 1,266
Old : 42,903: 15,934 1,601 44 24,869 39,992 40,847 41,637: 2,056 1,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -4,121: -4,664 -3,211 0 310 -956 -4,354 -4,167: 233 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 3.7 0.1 58.0 93.2 95.2 97.0: 4.8 3.0
Old : 100.0: 37.1 3.7 0.1 58.0 93.2 95.2 97.0: 4.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 14 3 1 7 8 21 12:
Old : 28: 14 3 1 7 8 21 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 : 86.5 76.5 90.2 94.9 86.5 75.9 90.2 94.2
Old : 86.5 76.5 90.2 94.9 86.5 75.9 90.2 94.2
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, November 21, 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 : 168,313: 64,390 20,313 18,358 45,519 107,027 128,267 145,698: 40,046 22,615
Old : 168,313: 64,390 20,313 18,358 45,519 107,027 128,267 145,698: 40,046 22,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 824: -3,607 -1,177 1,232 -752 3,282 -3,127 3,337: 3,951 -2,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 12.1 10.9 27.0 63.6 76.2 86.6: 23.8 13.4
Old : 100.0: 38.3 12.1 10.9 27.0 63.6 76.2 86.6: 23.8 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 : 98: 43 18 24 23 30 74 64:
Old : 98: 43 18 24 23 30 74 64:
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 43.9 31.6 55.4 20.6 43.5 28.6 53.2
Old : 20.8 43.9 31.6 55.4 20.6 43.5 28.6 53.2
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, November 21, 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 : 87,490: 20,821 51,266 4,052 56,411 7,695 81,284 63,014: 6,206 24,477
Old : 87,490: 20,821 51,266 4,052 56,411 7,695 81,284 63,014: 6,206 24,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,595: 1,351 3,256 -5 818 101 2,164 3,352: -569 -1,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 58.6 4.6 64.5 8.8 92.9 72.0: 7.1 28.0
Old : 100.0: 23.8 58.6 4.6 64.5 8.8 92.9 72.0: 7.1 28.0
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 : 53: 12 23 5 12 10 28 34:
Old : 53: 12 23 5 12 10 28 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 : 57.6 34.8 72.6 47.0 57.2 34.1 71.5 44.9
Old : 57.6 34.8 72.6 47.0 57.2 34.1 71.5 44.9
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, November 21, 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 : 180,714: 110,020 29,713 2,828 61,587 144,412 174,435 176,953: 6,279 3,760
Old : 180,714: 110,020 29,713 2,828 61,587 144,412 174,435 176,953: 6,279 3,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 928: 16,709 -1,218 -46 -16,327 3,007 336 1,743: 592 -814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 16.4 1.6 34.1 79.9 96.5 97.9: 3.5 2.1
Old : 100.0: 60.9 16.4 1.6 34.1 79.9 96.5 97.9: 3.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 59 46 14 17 27 80 83:
Old : 143: 59 46 14 17 27 80 83:
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 : 42.2 66.1 58.6 78.0 42.2 65.8 58.4 77.7
Old : 42.2 66.1 58.6 78.0 42.2 65.8 58.4 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 218,360: 56,664 54,101 38,434 89,359 99,392 184,456 191,927: 33,904 26,433
Old : 218,360: 56,664 54,101 38,434 89,359 99,392 184,456 191,927: 33,904 26,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -1,561: 4,522 -489 -164 -6,514 310 -2,156 -343: 595 -1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 24.8 17.6 40.9 45.5 84.5 87.9: 15.5 12.1
Old : 100.0: 25.9 24.8 17.6 40.9 45.5 84.5 87.9: 15.5 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 37 26 29 29 44 83 84:
Old : 117: 37 26 29 29 44 83 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 26.6 42.6 38.9 28.6 25.7 36.1 35.0
Old : 30.6 26.6 42.6 38.9 28.6 25.7 36.1 35.0
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, November 21, 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 : 299,247: 40,334 168,135 27,690 212,353 60,227 280,376 256,051: 18,871 43,196
Old : 299,247: 40,334 168,135 27,690 212,353 60,227 280,376 256,051: 18,871 43,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -21,232: -4,565 -16,915 -2,680 -13,499 447 -20,744 -19,148: -488 -2,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 56.2 9.3 71.0 20.1 93.7 85.6: 6.3 14.4
Old : 100.0: 13.5 56.2 9.3 71.0 20.1 93.7 85.6: 6.3 14.4
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 : 129: 18 59 27 36 38 72 107:
Old : 129: 18 59 27 36 38 72 107:
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 : 46.9 33.9 63.5 43.7 41.4 32.7 56.9 41.4
Old : 46.9 33.9 63.5 43.7 41.4 32.7 56.9 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 554,238: 183,707 95,467 75,128 216,126 324,722 474,962 495,317: 79,276 58,921
Old : 554,238: 183,707 95,467 75,128 216,126 324,722 474,962 495,317: 79,276 58,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 52: -9,715 -16,537 5,398 3,440 16,942 -877 5,802: 929 -5,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 17.2 13.6 39.0 58.6 85.7 89.4: 14.3 10.6
Old : 100.0: 33.1 17.2 13.6 39.0 58.6 85.7 89.4: 14.3 10.6
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 : 255: 102 59 63 72 66 193 169:
Old : 255: 102 59 63 72 66 193 169:
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 : 21.0 28.9 30.9 42.5 20.6 28.4 27.8 39.7
Old : 21.0 28.9 30.9 42.5 20.6 28.4 27.8 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 36,717: 12,863 5,358 858 10,588 27,278 24,309 33,494: 12,408 3,223
Old : 36,717: 12,863 5,358 858 10,588 27,278 24,309 33,494: 12,408 3,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,022: 1,379 451 -16 -37 225 1,326 660: -304 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 14.6 2.3 28.8 74.3 66.2 91.2: 33.8 8.8
Old : 100.0: 35.0 14.6 2.3 28.8 74.3 66.2 91.2: 33.8 8.8
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 : 28: 10 7 5 10 6 23 15:
Old : 28: 10 7 5 10 6 23 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 : 32.7 80.3 45.9 87.8 31.7 76.9 43.1 83.8
Old : 32.7 80.3 45.9 87.8 31.7 76.9 43.1 83.8
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, November 21, 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 : 22,772: 13,395 5,201 162 7,599 16,859 21,156 22,222: 1,616 550
Old : 22,772: 13,395 5,201 162 7,599 16,859 21,156 22,222: 1,616 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -1,491: -1,384 49 137 -11 -1,077 -1,258 -891: -233 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 22.8 0.7 33.4 74.0 92.9 97.6: 7.1 2.4
Old : 100.0: 58.8 22.8 0.7 33.4 74.0 92.9 97.6: 7.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 12 4 5 6 20 20:
Old : 35: 13 12 4 5 6 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 81.8 81.6 90.9 63.6 81.6 81.0 90.4
Old : 63.7 81.8 81.6 90.9 63.6 81.6 81.0 90.4
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, November 21, 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 : 59,737: 22,489 35,883 773 33,075 16,825 56,337 53,481: 3,400 6,256
Old : 59,737: 22,489 35,883 773 33,075 16,825 56,337 53,481: 3,400 6,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 6,047: 4,343 5,846 -448 2,005 158 5,900 5,556: 147 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 60.1 1.3 55.4 28.2 94.3 89.5: 5.7 10.5
Old : 100.0: 37.6 60.1 1.3 55.4 28.2 94.3 89.5: 5.7 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 : 90: 24 44 7 16 10 41 60:
Old : 90: 24 44 7 16 10 41 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 36.2 65.9 56.2 47.5 36.2 65.9 56.2
Old : 47.5 36.2 65.9 56.2 47.5 36.2 65.9 56.2
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, November 21, 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 : 22,857: 14,156 3,944 32 7,740 17,409 21,928 21,385: 929 1,472
Old : 22,857: 14,156 3,944 32 7,740 17,409 21,928 21,385: 929 1,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 538: -27 -323 22 378 750 373 449: 165 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 17.3 0.1 33.9 76.2 95.9 93.6: 4.1 6.4
Old : 100.0: 61.9 17.3 0.1 33.9 76.2 95.9 93.6: 4.1 6.4
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: 13 7 1 5 6 18 14:
Old : 29: 13 7 1 5 6 18 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 : 61.7 85.8 86.7 90.4 52.8 70.5 70.6 74.4
Old : 61.7 85.8 86.7 90.4 52.8 70.5 70.6 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 :25,423,572: 1,006,130 3,522,295 11,525,096 12,343,684 9,116,774 24,874,911 24,164,166: 548,662 1,259,406
Old :25,423,572: 1,006,130 3,522,295 11,525,096 12,343,684 9,116,774 24,874,911 24,164,166: 548,662 1,259,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,338,447: 49,843 136,814 758,770 542,666 440,419 1,351,279 1,336,003: -12,832 2,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 13.9 45.3 48.6 35.9 97.8 95.0: 2.2 5.0
Old : 100.0: 4.0 13.9 45.3 48.6 35.9 97.8 95.0: 2.2 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 : 343: 65 125 145 128 144 280 334:
Old : 343: 65 125 145 128 144 280 334:
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 : 29.1 19.1 42.5 32.4 18.8 9.0 23.1 12.7
Old : 29.1 19.1 42.5 32.4 18.8 9.0 23.1 12.7
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, November 21, 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 : 953,335: 117,944 95,368 150,656 576,793 597,251 845,393 843,276: 107,942 110,059
Old : 953,335: 117,944 95,368 150,656 576,793 597,251 845,393 843,276: 107,942 110,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 713: -5,164 1,717 -9,362 9,779 5,106 -4,746 -2,539: 5,460 3,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 10.0 15.8 60.5 62.6 88.7 88.5: 11.3 11.5
Old : 100.0: 12.4 10.0 15.8 60.5 62.6 88.7 88.5: 11.3 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 : 709: 188 172 218 254 275 544 563:
Old : 709: 188 172 218 254 275 544 563:
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 : 11.6 15.2 21.1 23.4 8.3 12.1 13.4 17.2
Old : 11.6 15.2 21.1 23.4 8.3 12.1 13.4 17.2
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, November 21, 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 : 149,056: 9,538 11,922 30,913 79,280 69,552 119,731 112,388: 29,325 36,668
Old : 149,056: 9,538 11,922 30,913 79,280 69,552 119,731 112,388: 29,325 36,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,430: -1,044 1,284 -1,344 572 -3,174 -1,816 -3,233: 3,246 4,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 8.0 20.7 53.2 46.7 80.3 75.4: 19.7 24.6
Old : 100.0: 6.4 8.0 20.7 53.2 46.7 80.3 75.4: 19.7 24.6
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 : 67: 12 17 24 29 31 57 56:
Old : 67: 12 17 24 29 31 57 56:
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 : 32.8 24.0 45.8 36.9 23.8 15.9 30.0 22.1
Old : 32.8 24.0 45.8 36.9 23.8 15.9 30.0 22.1
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, November 21, 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 : 22,258: 0 268 0 20,650 19,956 20,650 20,224: 1,608 2,034
Old : 22,258: 0 268 0 20,650 19,956 20,650 20,224: 1,608 2,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,346: 0 0 0 1,235 -40 1,235 -40: 111 1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 92.8 89.7 92.8 90.9: 7.2 9.1
Old : 100.0: 0.0 1.2 0.0 92.8 89.7 92.8 90.9: 7.2 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 11 11 11 12:
Old : 21: 0 1 0 11 11 11 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 : 69.1 76.7 90.9 86.7 69.1 76.5 90.9 86.3
Old : 69.1 76.7 90.9 86.7 69.1 76.5 90.9 86.3
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, November 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,021,395: 605,089 480,287 535,655 2,487,566 2,638,497 3,628,310 3,654,439: 393,085 366,956
Old : 4,021,395: 605,089 480,287 535,655 2,487,566 2,638,497 3,628,310 3,654,439: 393,085 366,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -3,583: -14,499 8,262 -46,191 46,037 41,397 -14,653 3,469: 11,070 -7,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 11.9 13.3 61.9 65.6 90.2 90.9: 9.8 9.1
Old : 100.0: 15.0 11.9 13.3 61.9 65.6 90.2 90.9: 9.8 9.1
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 : 692: 183 168 212 246 268 527 550:
Old : 692: 183 168 212 246 268 527 550:
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 : 12.1 16.7 22.3 24.4 9.8 13.7 16.1 19.4
Old : 12.1 16.7 22.3 24.4 9.8 13.7 16.1 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, November 21, 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 : 30,472: 13,075 330 0 14,699 29,553 27,774 29,883: 2,698 589
Old : 30,472: 13,075 330 0 14,699 29,553 27,774 29,883: 2,698 589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 192: 201 0 0 -57 228 144 228: 48 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 1.1 0.0 48.2 97.0 91.1 98.1: 8.9 1.9
Old : 100.0: 42.9 1.1 0.0 48.2 97.0 91.1 98.1: 8.9 1.9
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 : 29: 9 1 0 10 10 19 11:
Old : 29: 9 1 0 10 10 19 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 74.5 77.9 93.3 62.7 74.5 77.9 93.3
Old : 62.7 74.5 77.9 93.3 62.7 74.5 77.9 93.3
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, November 21, 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 : 22,608: 678 1,188 0 19,966 20,555 20,644 21,743: 1,964 865
Old : 22,608: 678 1,188 0 19,966 20,555 20,644 21,743: 1,964 865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -392: 152 -268 0 -687 -106 -535 -374: 143 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 5.3 0.0 88.3 90.9 91.3 96.2: 8.7 3.8
Old : 100.0: 3.0 5.3 0.0 88.3 90.9 91.3 96.2: 8.7 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 : 24: 1 2 0 12 11 13 13:
Old : 24: 1 2 0 12 11 13 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 : 58.5 82.6 80.3 91.6 58.5 82.6 80.3 91.6
Old : 58.5 82.6 80.3 91.6 58.5 82.6 80.3 91.6
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, November 21, 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 : 94,496: 27,064 3,551 801 52,814 86,749 80,679 91,101: 13,817 3,395
Old : 94,496: 27,064 3,551 801 52,814 86,749 80,679 91,101: 13,817 3,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 934: 66 -31 412 -159 943 319 1,324: 615 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 3.8 0.8 55.9 91.8 85.4 96.4: 14.6 3.6
Old : 100.0: 28.6 3.8 0.8 55.9 91.8 85.4 96.4: 14.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 18 7 6 42 44 60 57:
Old : 94: 18 7 6 42 44 60 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 : 37.7 47.2 51.9 65.3 37.7 47.1 51.4 65.2
Old : 37.7 47.2 51.9 65.3 37.7 47.1 51.4 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 62,280: 18,684 15,081 4,080 31,982 34,653 54,746 53,814: 7,534 8,466
Old : 62,280: 18,684 15,081 4,080 31,982 34,653 54,746 53,814: 7,534 8,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 241: -1,952 154 -41 2,152 268 159 381: 82 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 24.2 6.6 51.4 55.6 87.9 86.4: 12.1 13.6
Old : 100.0: 30.0 24.2 6.6 51.4 55.6 87.9 86.4: 12.1 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 : 293: 83 82 31 77 86 177 182:
Old : 293: 83 82 31 77 86 177 182:
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 : 24.7 16.4 36.9 28.0 20.9 14.3 31.6 25.0
Old : 24.7 16.4 36.9 28.0 20.9 14.3 31.6 25.0
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, November 21, 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 : 311,400: 93,420 75,404 20,401 159,908 173,263 273,729 269,069: 37,672 42,332
Old : 311,400: 93,420 75,404 20,401 159,908 173,263 273,729 269,069: 37,672 42,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,203: -9,760 768 -204 10,758 1,340 793 1,904: 409 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 24.2 6.6 51.4 55.6 87.9 86.4: 12.1 13.6
Old : 100.0: 30.0 24.2 6.6 51.4 55.6 87.9 86.4: 12.1 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 : 293: 83 82 31 77 86 177 182:
Old : 293: 83 82 31 77 86 177 182:
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 : 24.7 16.4 36.9 28.0 20.9 14.3 31.6 25.0
Old : 24.7 16.4 36.9 28.0 20.9 14.3 31.6 25.0
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, November 21, 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 : 154,736: 77,768 40,308 13,053 35,613 72,428 126,434 125,789: 28,302 28,947
Old : 154,736: 77,768 40,308 13,053 35,613 72,428 126,434 125,789: 28,302 28,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 7,105: 4,125 9,653 427 4,094 -4,665 8,646 5,415: -1,541 1,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 26.0 8.4 23.0 46.8 81.7 81.3: 18.3 18.7
Old : 100.0: 50.3 26.0 8.4 23.0 46.8 81.7 81.3: 18.3 18.7
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 : 95: 34 27 24 23 26 67 67:
Old : 95: 34 27 24 23 26 67 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 33.9 40.2 46.0 22.7 33.5 38.3 43.1
Old : 23.5 33.9 40.2 46.0 22.7 33.5 38.3 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 559,043: 149,208 152,969 13,082 375,518 379,013 537,807 545,063: 21,236 13,980
Old : 559,043: 149,208 152,969 13,082 375,518 379,013 537,807 545,063: 21,236 13,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 11,199: -4,460 2,547 -644 16,952 7,507 11,848 9,410: -650 1,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 27.4 2.3 67.2 67.8 96.2 97.5: 3.8 2.5
Old : 100.0: 26.7 27.4 2.3 67.2 67.8 96.2 97.5: 3.8 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 : 310: 70 53 29 118 116 202 184:
Old : 310: 70 53 29 118 116 202 184:
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 : 22.6 28.9 33.7 41.1 21.4 28.9 32.4 41.0
Old : 22.6 28.9 33.7 41.1 21.4 28.9 32.4 41.0
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, November 21, 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 : 42,332: 17,733 11,657 152 15,232 26,741 33,117 38,550: 9,215 3,782
Old : 42,332: 17,733 11,657 152 15,232 26,741 33,117 38,550: 9,215 3,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 893: 591 765 -19 -358 102 214 848: 679 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 27.5 0.4 36.0 63.2 78.2 91.1: 21.8 8.9
Old : 100.0: 41.9 27.5 0.4 36.0 63.2 78.2 91.1: 21.8 8.9
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 : 53: 19 10 3 16 13 36 25:
Old : 53: 19 10 3 16 13 36 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 : 34.1 58.9 47.4 74.3 34.1 58.9 47.4 74.3
Old : 34.1 58.9 47.4 74.3 34.1 58.9 47.4 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 61,626: 16,636 22,369 872 34,027 27,078 51,535 50,319: 10,091 11,307
Old : 61,626: 16,636 22,369 872 34,027 27,078 51,535 50,319: 10,091 11,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 3,024: 2,636 1,195 -316 738 1,625 3,058 2,504: -34 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 36.3 1.4 55.2 43.9 83.6 81.7: 16.4 18.3
Old : 100.0: 27.0 36.3 1.4 55.2 43.9 83.6 81.7: 16.4 18.3
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 : 93: 26 23 5 31 23 61 47:
Old : 93: 26 23 5 31 23 61 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 24.5 42.1 40.5 30.1 24.5 40.8 40.5
Old : 30.7 24.5 42.1 40.5 30.1 24.5 40.8 40.5
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, November 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 99,064: 10,020 5,312 26,959 62,041 66,791 99,020 99,062: 44 2
Old : 99,064: 10,020 5,312 26,959 62,041 66,791 99,020 99,062: 44 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -1,691: -350 40 -690 -671 -1,041 -1,711 -1,691: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.4 27.2 62.6 67.4 100.0 100.0: 0.0 0.0
Old : 100.0: 10.1 5.4 27.2 62.6 67.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 2 2 14 14 22 16:
Old : 28: 6 2 2 14 14 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.2 75.0 94.3 93.3 33.2 24.4 35.5 33.2
Old : 85.2 75.0 94.3 93.3 33.2 24.4 35.5 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 24, 2017