MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 23,452: 3,600 4,892 800 18,812 17,460 23,212 23,152: 240 300
Old : 23,452: 3,600 4,892 800 18,812 17,460 23,212 23,152: 240 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 652: 200 60 0 452 532 652 592: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 20.9 3.4 80.2 74.4 99.0 98.7: 1.0 1.3
Old : 100.0: 15.4 20.9 3.4 80.2 74.4 99.0 98.7: 1.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 12 3 8 6 14 20:
Old : 26: 4 12 3 8 6 14 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 : 82.8 58.9 93.1 86.4 69.1 40.5 71.7 62.5
Old : 82.8 58.9 93.1 86.4 69.1 40.5 71.7 62.5
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 28, 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 : 8,975: 446 1,505 1,641 5,977 4,911 8,064 8,057: 911 918
Old : 8,975: 446 1,505 1,641 5,977 4,911 8,064 8,057: 911 918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 302: 53 112 41 229 89 322 242: -20 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 16.8 18.3 66.6 54.7 89.8 89.8: 10.2 10.2
Old : 100.0: 5.0 16.8 18.3 66.6 54.7 89.8 89.8: 10.2 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 : 40: 5 11 11 22 18 35 32:
Old : 40: 5 11 11 22 18 35 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 : 36.0 32.4 54.9 55.2 35.3 31.4 46.7 43.7
Old : 36.0 32.4 54.9 55.2 35.3 31.4 46.7 43.7
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 28, 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 : 55,990: 15,386 4,088 18,063 17,385 21,773 50,833 43,924: 5,157 12,066
Old : 55,990: 15,386 4,088 18,063 17,385 21,773 50,833 43,924: 5,157 12,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 2,572: 24 -304 1,383 887 1,043 2,294 2,122: 278 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 7.3 32.3 31.0 38.9 90.8 78.4: 9.2 21.6
Old : 100.0: 27.5 7.3 32.3 31.0 38.9 90.8 78.4: 9.2 21.6
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 : 91: 26 22 33 35 32 74 74:
Old : 91: 26 22 33 35 32 74 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 : 28.2 24.4 43.2 40.5 23.0 16.3 34.4 23.2
Old : 28.2 24.4 43.2 40.5 23.0 16.3 34.4 23.2
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 28, 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 : 12,528: 1,353 330 2,763 7,367 8,594 11,483 11,687: 1,045 840
Old : 12,528: 1,353 330 2,763 7,367 8,594 11,483 11,687: 1,045 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -67: -54 17 -52 29 -108 -77 -144: 10 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 2.6 22.1 58.8 68.6 91.7 93.3: 8.3 6.7
Old : 100.0: 10.8 2.6 22.1 58.8 68.6 91.7 93.3: 8.3 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: 8 6 9 24 21 37 31:
Old : 40: 8 6 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 : 33.2 43.6 53.7 61.8 25.9 33.3 37.1 41.8
Old : 33.2 43.6 53.7 61.8 25.9 33.3 37.1 41.8
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 28, 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 : 4,756: 113 568 2,057 2,013 979 4,184 3,604: 573 1,152
Old : 4,756: 113 568 2,057 2,013 979 4,184 3,604: 573 1,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -4: 6 -15 6 4 22 16 13: -20 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 11.9 43.3 42.3 20.6 88.0 75.8: 12.0 24.2
Old : 100.0: 2.4 11.9 43.3 42.3 20.6 88.0 75.8: 12.0 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 6 8 9 6 18 14:
Old : 20: 3 6 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 : 52.4 46.5 72.3 65.9 35.3 25.0 42.5 30.6
Old : 52.4 46.5 72.3 65.9 35.3 25.0 42.5 30.6
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 28, 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 : 302,651: 96,387 29,161 80,780 104,742 145,149 281,909 255,090: 20,742 47,560
Old : 300,520: 96,332 29,619 79,711 104,413 143,991 280,456 253,321: 20,065 47,200
Other: 2,130: 752 239 372 329 1,158 1,453 1,770: 677 360
: : :
: : Changes in Commitments from: November 21, 2017 :
: -2,140: -1,807 -850 -706 405 -463 -2,108 -2,019: -32 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 9.6 26.7 34.6 48.0 93.1 84.3: 6.9 15.7
Old : 100.0: 32.1 9.9 26.5 34.7 47.9 93.3 84.3: 6.7 15.7
Other: 100.0: 35.3 11.2 17.5 15.4 54.4 68.2 83.1: 31.8 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 110 75 132 80 97 267 249:
Old : 315: 110 77 132 80 97 267 249:
Other: 46: 15 9 11 7 17 28 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 12.5 24.9 19.6 14.3 11.2 23.4 17.8
Old : 14.9 12.3 25.0 19.5 14.4 11.2 23.6 17.8
Other: 29.1 42.3 45.2 60.4 25.0 31.8 33.2 45.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 438,052: 162,662 16,148 100,374 144,383 258,706 407,420 375,228: 30,633 62,824
Old : 438,052: 162,662 16,148 100,374 144,383 258,706 407,420 375,228: 30,633 62,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -1,437: -2,055 326 -4,311 4,050 3,167 -2,316 -818: 879 -619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 3.7 22.9 33.0 59.1 93.0 85.7: 7.0 14.3
Old : 100.0: 37.1 3.7 22.9 33.0 59.1 93.0 85.7: 7.0 14.3
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 : 453: 155 71 152 133 186 367 355:
Old : 453: 155 71 152 133 186 367 355:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 17.7 23.9 24.6 14.8 17.2 23.5 23.7
Old : 14.8 17.7 23.9 24.6 14.8 17.2 23.5 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 28, 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 : 7,224: 3,398 1,406 1,109 1,021 3,513 5,528 6,028: 1,697 1,196
Old : 7,224: 3,398 1,406 1,109 1,021 3,513 5,528 6,028: 1,697 1,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -392: -364 -116 -23 -46 -311 -433 -451: 40 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 19.5 15.3 14.1 48.6 76.5 83.4: 23.5 16.6
Old : 100.0: 47.0 19.5 15.3 14.1 48.6 76.5 83.4: 23.5 16.6
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 : 78: 32 16 13 15 26 59 45:
Old : 78: 32 16 13 15 26 59 45:
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 31.5 38.0 48.3 25.0 31.3 35.0 45.3
Old : 26.3 31.5 38.0 48.3 25.0 31.3 35.0 45.3
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, November 28, 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 : 64,089: 28,463 10,276 15,744 11,914 17,087 56,121 43,107: 7,968 20,982
Old : 64,089: 28,463 10,276 15,744 11,914 17,087 56,121 43,107: 7,968 20,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -255: -66 -719 -392 351 794 -106 -316: -149 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 16.0 24.6 18.6 26.7 87.6 67.3: 12.4 32.7
Old : 100.0: 44.4 16.0 24.6 18.6 26.7 87.6 67.3: 12.4 32.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 73 44 70 55 84 169 175:
Old : 232: 73 44 70 55 84 169 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 14.0 25.9 20.8 14.4 11.7 24.3 16.1
Old : 15.0 14.0 25.9 20.8 14.4 11.7 24.3 16.1
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 28, 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 : 5,136: 372 2,935 431 2,932 1,253 3,735 4,618: 1,401 518
Old : 5,136: 372 2,935 431 2,932 1,253 3,735 4,618: 1,401 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 74: 42 101 -2 312 -18 353 81: -279 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 57.1 8.4 57.1 24.4 72.7 89.9: 27.3 10.1
Old : 100.0: 7.3 57.1 8.4 57.1 24.4 72.7 89.9: 27.3 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 5 5 12 8 19 16:
Old : 22: 5 5 5 12 8 19 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 : 42.0 58.5 57.1 79.6 36.6 57.7 50.0 70.5
Old : 42.0 58.5 57.1 79.6 36.6 57.7 50.0 70.5
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 28, 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 : 41,456: 1,260 13,070 7,297 32,004 16,773 40,561 37,140: 895 4,316
Old : 41,456: 1,260 13,070 7,297 32,004 16,773 40,561 37,140: 895 4,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 1,719: 30 438 367 1,299 899 1,696 1,703: 24 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 31.5 17.6 77.2 40.5 97.8 89.6: 2.2 10.4
Old : 100.0: 3.0 31.5 17.6 77.2 40.5 97.8 89.6: 2.2 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 : 75: 8 24 18 27 32 50 59:
Old : 75: 8 24 18 27 32 50 59:
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 : 55.2 30.9 75.1 50.7 51.2 28.8 63.9 43.8
Old : 55.2 30.9 75.1 50.7 51.2 28.8 63.9 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 49,012: 22,241 5,798 95 25,178 42,034 47,514 47,927: 1,498 1,085
Old : 49,012: 22,241 5,798 95 25,178 42,034 47,514 47,927: 1,498 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 6,109: 6,307 4,197 51 309 2,042 6,667 6,290: -558 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 11.8 0.2 51.4 85.8 96.9 97.8: 3.1 2.2
Old : 100.0: 45.4 11.8 0.2 51.4 85.8 96.9 97.8: 3.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 13 4 2 7 8 21 13:
Old : 28: 13 4 2 7 8 21 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 : 89.7 69.6 93.0 93.0 89.7 69.0 93.0 92.3
Old : 89.7 69.6 93.0 93.0 89.7 69.0 93.0 92.3
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 28, 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 : 170,364: 66,128 20,370 17,807 46,582 109,058 130,517 147,235: 39,847 23,129
Old : 170,364: 66,128 20,370 17,807 46,582 109,058 130,517 147,235: 39,847 23,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 2,051: 1,738 57 -551 1,063 2,031 2,250 1,537: -199 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 12.0 10.5 27.3 64.0 76.6 86.4: 23.4 13.6
Old : 100.0: 38.8 12.0 10.5 27.3 64.0 76.6 86.4: 23.4 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 : 95: 42 17 22 24 28 72 61:
Old : 95: 42 17 22 24 28 72 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 : 21.1 45.1 31.7 56.5 20.9 44.9 28.7 54.2
Old : 21.1 45.1 31.7 56.5 20.9 44.9 28.7 54.2
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 28, 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 : 82,037: 17,581 47,509 2,598 55,730 8,392 75,909 58,499: 6,129 23,538
Old : 82,037: 17,581 47,509 2,598 55,730 8,392 75,909 58,499: 6,129 23,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -5,453: -3,240 -3,757 -1,454 -681 697 -5,376 -4,514: -77 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 57.9 3.2 67.9 10.2 92.5 71.3: 7.5 28.7
Old : 100.0: 21.4 57.9 3.2 67.9 10.2 92.5 71.3: 7.5 28.7
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 : 53: 12 23 4 11 10 26 34:
Old : 53: 12 23 4 11 10 26 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 : 60.7 36.1 72.5 46.6 60.0 34.8 71.8 44.2
Old : 60.7 36.1 72.5 46.6 60.0 34.8 71.8 44.2
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 28, 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 : 172,271: 112,855 23,355 1,974 50,602 143,880 165,431 169,209: 6,840 3,063
Old : 172,271: 112,855 23,355 1,974 50,602 143,880 165,431 169,209: 6,840 3,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -8,442: 2,836 -6,358 -855 -10,984 -532 -9,003 -7,745: 561 -698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 13.6 1.1 29.4 83.5 96.0 98.2: 4.0 1.8
Old : 100.0: 65.5 13.6 1.1 29.4 83.5 96.0 98.2: 4.0 1.8
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 : 141: 63 40 12 19 25 85 74:
Old : 141: 63 40 12 19 25 85 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 : 45.9 69.8 60.8 80.7 45.9 69.5 60.8 80.4
Old : 45.9 69.8 60.8 80.7 45.9 69.5 60.8 80.4
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 28, 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 : 231,832: 66,105 58,589 42,652 89,663 104,776 198,420 206,017: 33,412 25,815
Old : 231,832: 66,105 58,589 42,652 89,663 104,776 198,420 206,017: 33,412 25,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 13,472: 9,441 4,488 4,218 304 5,385 13,963 14,090: -491 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 25.3 18.4 38.7 45.2 85.6 88.9: 14.4 11.1
Old : 100.0: 28.5 25.3 18.4 38.7 45.2 85.6 88.9: 14.4 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 : 128: 41 31 30 31 46 90 90:
Old : 128: 41 31 30 31 46 90 90:
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 : 27.5 26.3 39.4 38.7 23.8 25.1 30.8 32.9
Old : 27.5 26.3 39.4 38.7 23.8 25.1 30.8 32.9
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 28, 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 : 287,445: 33,610 150,513 31,746 200,952 63,471 266,309 245,730: 21,136 41,714
Old : 287,445: 33,610 150,513 31,746 200,952 63,471 266,309 245,730: 21,136 41,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -11,803: -6,724 -17,622 4,057 -11,400 3,244 -14,067 -10,321: 2,265 -1,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 52.4 11.0 69.9 22.1 92.6 85.5: 7.4 14.5
Old : 100.0: 11.7 52.4 11.0 69.9 22.1 92.6 85.5: 7.4 14.5
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 : 120: 18 47 26 36 41 72 98:
Old : 120: 18 47 26 36 41 72 98:
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 : 45.8 32.1 61.6 41.5 40.6 31.5 54.9 39.7
Old : 45.8 32.1 61.6 41.5 40.6 31.5 54.9 39.7
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 28, 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 : 596,614: 189,961 105,991 85,611 235,010 349,546 510,583 541,148: 86,031 55,466
Old : 596,614: 189,961 105,991 85,611 235,010 349,546 510,583 541,148: 86,031 55,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 42,376: 6,254 10,524 10,483 18,884 24,824 35,621 45,831: 6,755 -3,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 17.8 14.3 39.4 58.6 85.6 90.7: 14.4 9.3
Old : 100.0: 31.8 17.8 14.3 39.4 58.6 85.6 90.7: 14.4 9.3
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 : 264: 107 60 68 74 67 204 173:
Old : 264: 107 60 68 74 67 204 173:
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 : 19.9 28.6 29.7 42.3 19.1 27.7 25.6 39.7
Old : 19.9 28.6 29.7 42.3 19.1 27.7 25.6 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 28, 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 : 38,688: 15,231 6,502 953 9,768 27,944 25,952 35,399: 12,736 3,289
Old : 38,688: 15,231 6,502 953 9,768 27,944 25,952 35,399: 12,736 3,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 1,971: 2,368 1,144 95 -820 666 1,643 1,905: 328 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 16.8 2.5 25.2 72.2 67.1 91.5: 32.9 8.5
Old : 100.0: 39.4 16.8 2.5 25.2 72.2 67.1 91.5: 32.9 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 11 7 5 10 6 24 15:
Old : 29: 11 7 5 10 6 24 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 : 33.5 80.4 46.1 88.3 32.1 77.0 43.6 84.2
Old : 33.5 80.4 46.1 88.3 32.1 77.0 43.6 84.2
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 28, 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 : 26,277: 9,252 4,952 687 14,743 19,844 24,682 25,483: 1,595 794
Old : 26,277: 9,252 4,952 687 14,743 19,844 24,682 25,483: 1,595 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 3,505: -4,143 -249 525 7,144 2,985 3,526 3,261: -21 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 18.8 2.6 56.1 75.5 93.9 97.0: 6.1 3.0
Old : 100.0: 35.2 18.8 2.6 56.1 75.5 93.9 97.0: 6.1 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 : 36: 17 8 6 7 7 27 18:
Old : 36: 17 8 6 7 7 27 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 : 63.5 73.4 79.0 86.5 45.8 59.6 58.7 68.5
Old : 63.5 73.4 79.0 86.5 45.8 59.6 58.7 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 61,260: 23,960 37,982 1,127 32,751 16,550 57,838 55,659: 3,422 5,601
Old : 61,260: 23,960 37,982 1,127 32,751 16,550 57,838 55,659: 3,422 5,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 1,523: 1,471 2,099 354 -324 -275 1,501 2,178: 22 -655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 62.0 1.8 53.5 27.0 94.4 90.9: 5.6 9.1
Old : 100.0: 39.1 62.0 1.8 53.5 27.0 94.4 90.9: 5.6 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 : 88: 25 40 9 16 10 44 57:
Old : 88: 25 40 9 16 10 44 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 : 48.0 36.0 66.4 55.7 48.0 36.0 66.4 55.7
Old : 48.0 36.0 66.4 55.7 48.0 36.0 66.4 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 21,890: 13,568 3,932 42 7,252 16,784 20,862 20,758: 1,028 1,132
Old : 21,890: 13,568 3,932 42 7,252 16,784 20,862 20,758: 1,028 1,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -967: -588 -12 10 -488 -625 -1,066 -627: 99 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 18.0 0.2 33.1 76.7 95.3 94.8: 4.7 5.2
Old : 100.0: 62.0 18.0 0.2 33.1 76.7 95.3 94.8: 4.7 5.2
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 : 29: 14 8 3 5 5 19 16:
Old : 29: 14 8 3 5 5 19 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 : 62.1 88.9 83.9 92.8 50.7 72.9 66.8 75.7
Old : 62.1 88.9 83.9 92.8 50.7 72.9 66.8 75.7
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 28, 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 :25,186,276: 1,052,446 3,486,949 11,108,410 12,427,800 9,266,233 24,588,657 23,861,592: 597,619 1,324,684
Old :25,186,276: 1,052,446 3,486,949 11,108,410 12,427,800 9,266,233 24,588,657 23,861,592: 597,619 1,324,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -237,296: 46,317 -35,346 -416,686 84,115 149,458 -286,254 -302,574: 48,958 65,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 13.8 44.1 49.3 36.8 97.6 94.7: 2.4 5.3
Old : 100.0: 4.2 13.8 44.1 49.3 36.8 97.6 94.7: 2.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 64 125 148 126 138 282 326:
Old : 337: 64 125 148 126 138 282 326:
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 : 29.2 19.2 42.1 32.3 18.9 9.6 22.9 13.3
Old : 29.2 19.2 42.1 32.3 18.9 9.6 22.9 13.3
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 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,013,247: 123,717 99,327 175,386 601,932 621,717 901,035 896,429: 112,212 116,818
Old : 1,013,247: 123,717 99,327 175,386 601,932 621,717 901,035 896,429: 112,212 116,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 59,913: 5,773 3,959 24,729 25,140 24,465 55,642 53,153: 4,270 6,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 9.8 17.3 59.4 61.4 88.9 88.5: 11.1 11.5
Old : 100.0: 12.2 9.8 17.3 59.4 61.4 88.9 88.5: 11.1 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 726: 179 199 233 250 274 552 583:
Old : 726: 179 199 233 250 274 552 583:
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 : 12.3 15.1 21.2 23.6 7.8 11.5 13.1 16.4
Old : 12.3 15.1 21.2 23.6 7.8 11.5 13.1 16.4
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 28, 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 : 178,343: 13,443 12,896 41,205 89,470 83,591 144,118 137,692: 34,226 40,651
Old : 178,343: 13,443 12,896 41,205 89,470 83,591 144,118 137,692: 34,226 40,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 29,288: 3,905 973 10,292 10,190 14,039 24,387 25,304: 4,900 3,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 7.2 23.1 50.2 46.9 80.8 77.2: 19.2 22.8
Old : 100.0: 7.5 7.2 23.1 50.2 46.9 80.8 77.2: 19.2 22.8
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 : 66: 13 16 25 28 30 56 56:
Old : 66: 13 16 25 28 30 56 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 : 33.1 26.2 48.1 38.8 22.4 13.7 27.8 19.6
Old : 33.1 26.2 48.1 38.8 22.4 13.7 27.8 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, November 28, 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 : 22,239: 0 268 0 20,656 21,297 20,656 21,565: 1,583 674
Old : 22,239: 0 268 0 20,656 21,297 20,656 21,565: 1,583 674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -19: 0 0 0 6 1,341 6 1,341: -25 -1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 92.9 95.8 92.9 97.0: 7.1 3.0
Old : 100.0: 0.0 1.2 0.0 92.9 95.8 92.9 97.0: 7.1 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 : 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 : 69.0 82.6 90.8 92.8 69.0 82.3 90.8 92.2
Old : 69.0 82.6 90.8 92.8 69.0 82.3 90.8 92.2
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 28, 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 : 4,174,520: 627,758 508,542 594,514 2,562,313 2,690,629 3,784,585 3,793,685: 389,934 380,835
Old : 4,174,520: 627,758 508,542 594,514 2,562,313 2,690,629 3,784,585 3,793,685: 389,934 380,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 153,125: 22,669 28,254 58,860 74,747 52,132 156,275 139,246: -3,151 13,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 12.2 14.2 61.4 64.5 90.7 90.9: 9.3 9.1
Old : 100.0: 15.0 12.2 14.2 61.4 64.5 90.7 90.9: 9.3 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 : 711: 174 194 226 244 270 536 572:
Old : 711: 174 194 226 244 270 536 572:
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 : 11.9 16.9 21.9 24.6 9.4 13.4 15.7 18.9
Old : 11.9 16.9 21.9 24.6 9.4 13.4 15.7 18.9
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 28, 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 : 31,580: 13,886 330 0 14,704 30,904 28,590 31,234: 2,990 346
Old : 31,580: 13,886 330 0 14,704 30,904 28,590 31,234: 2,990 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 1,108: 811 0 0 5 1,351 816 1,351: 292 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 1.0 0.0 46.6 97.9 90.5 98.9: 9.5 1.1
Old : 100.0: 44.0 1.0 0.0 46.6 97.9 90.5 98.9: 9.5 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 : 30: 9 1 0 10 11 19 12:
Old : 30: 9 1 0 10 11 19 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 : 62.9 73.7 77.9 92.7 62.9 73.7 77.9 92.7
Old : 62.9 73.7 77.9 92.7 62.9 73.7 77.9 92.7
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 28, 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 : 22,208: 754 1,188 0 19,535 20,210 20,289 21,398: 1,919 810
Old : 22,208: 754 1,188 0 19,535 20,210 20,289 21,398: 1,919 810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -400: 76 0 0 -431 -345 -355 -345: -45 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 5.3 0.0 88.0 91.0 91.4 96.4: 8.6 3.6
Old : 100.0: 3.4 5.3 0.0 88.0 91.0 91.4 96.4: 8.6 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 : 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 : 59.6 84.1 79.6 91.7 59.6 84.1 79.6 91.7
Old : 59.6 84.1 79.6 91.7 59.6 84.1 79.6 91.7
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 28, 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 : 93,662: 28,460 3,601 680 51,332 86,038 80,472 90,319: 13,190 3,343
Old : 93,662: 28,460 3,601 680 51,332 86,038 80,472 90,319: 13,190 3,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -834: 1,396 50 -121 -1,482 -711 -207 -782: -627 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 3.8 0.7 54.8 91.9 85.9 96.4: 14.1 3.6
Old : 100.0: 30.4 3.8 0.7 54.8 91.9 85.9 96.4: 14.1 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 : 98: 22 7 6 45 41 67 54:
Old : 98: 22 7 6 45 41 67 54:
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 : 35.6 48.1 50.1 66.2 35.6 48.0 49.6 66.1
Old : 35.6 48.1 50.1 66.2 35.6 48.0 49.6 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 62,847: 18,454 16,989 3,987 32,858 33,442 55,298 54,417: 7,549 8,430
Old : 62,847: 18,454 16,989 3,987 32,858 33,442 55,298 54,417: 7,549 8,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 567: -230 1,908 -94 876 -1,211 553 604: 15 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 27.0 6.3 52.3 53.2 88.0 86.6: 12.0 13.4
Old : 100.0: 29.4 27.0 6.3 52.3 53.2 88.0 86.6: 12.0 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 : 296: 82 85 37 76 88 179 190:
Old : 296: 82 85 37 76 88 179 190:
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 15.1 37.8 26.1 21.3 13.9 33.1 24.1
Old : 25.2 15.1 37.8 26.1 21.3 13.9 33.1 24.1
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 28, 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 : 314,236: 92,270 84,945 19,933 164,289 167,209 276,492 272,087: 37,745 42,150
Old : 314,236: 92,270 84,945 19,933 164,289 167,209 276,492 272,087: 37,745 42,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 2,836: -1,149 9,541 -469 4,381 -6,054 2,763 3,018: 73 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 27.0 6.3 52.3 53.2 88.0 86.6: 12.0 13.4
Old : 100.0: 29.4 27.0 6.3 52.3 53.2 88.0 86.6: 12.0 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 : 296: 82 85 37 76 88 179 190:
Old : 296: 82 85 37 76 88 179 190:
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 15.1 37.8 26.1 21.3 13.9 33.1 24.1
Old : 25.2 15.1 37.8 26.1 21.3 13.9 33.1 24.1
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 28, 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 : 156,881: 76,661 40,106 14,344 38,003 72,725 129,008 127,175: 27,873 29,706
Old : 156,881: 76,661 40,106 14,344 38,003 72,725 129,008 127,175: 27,873 29,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 2,145: -1,107 -202 1,290 2,391 298 2,574 1,386: -429 759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 25.6 9.1 24.2 46.4 82.2 81.1: 17.8 18.9
Old : 100.0: 48.9 25.6 9.1 24.2 46.4 82.2 81.1: 17.8 18.9
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 : 92: 33 25 21 24 26 65 64:
Old : 92: 33 25 21 24 26 65 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 : 24.0 31.8 41.7 45.0 23.1 31.4 39.5 41.9
Old : 24.0 31.8 41.7 45.0 23.1 31.4 39.5 41.9
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 28, 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 : 573,625: 162,900 155,566 14,255 373,688 389,359 550,843 559,180: 22,782 14,444
Old : 573,625: 162,900 155,566 14,255 373,688 389,359 550,843 559,180: 22,782 14,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 14,582: 13,693 2,597 1,173 -1,830 10,347 13,036 14,117: 1,546 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 27.1 2.5 65.1 67.9 96.0 97.5: 4.0 2.5
Old : 100.0: 28.4 27.1 2.5 65.1 67.9 96.0 97.5: 4.0 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 : 307: 71 53 28 117 109 203 176:
Old : 307: 71 53 28 117 109 203 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 28.8 32.1 41.0 20.1 28.6 30.8 40.7
Old : 21.2 28.8 32.1 41.0 20.1 28.6 30.8 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 42,099: 17,336 11,111 155 15,491 26,962 32,982 38,228: 9,117 3,871
Old : 42,099: 17,336 11,111 155 15,491 26,962 32,982 38,228: 9,117 3,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -233: -397 -546 3 259 221 -135 -322: -98 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 26.4 0.4 36.8 64.0 78.3 90.8: 21.7 9.2
Old : 100.0: 41.2 26.4 0.4 36.8 64.0 78.3 90.8: 21.7 9.2
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 : 51: 18 8 4 17 15 36 26:
Old : 51: 18 8 4 17 15 36 26:
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 : 34.5 59.2 47.6 74.8 34.5 59.2 47.6 74.8
Old : 34.5 59.2 47.6 74.8 34.5 59.2 47.6 74.8
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 28, 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 : 62,744: 15,310 21,019 1,006 35,159 26,250 51,475 48,275: 11,269 14,469
Old : 62,744: 15,310 21,019 1,006 35,159 26,250 51,475 48,275: 11,269 14,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 1,118: -1,326 -1,350 134 1,132 -828 -60 -2,044: 1,178 3,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 33.5 1.6 56.0 41.8 82.0 76.9: 18.0 23.1
Old : 100.0: 24.4 33.5 1.6 56.0 41.8 82.0 76.9: 18.0 23.1
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 : 88: 23 20 9 32 22 60 46:
Old : 88: 23 20 9 32 22 60 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 : 29.7 25.1 41.3 39.6 28.8 25.1 39.9 39.6
Old : 29.7 25.1 41.3 39.6 28.8 25.1 39.9 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 21, 2017 :
: 0: 0 0 0 0 0 0 0: 0 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 75.3 94.3 93.3 32.9 24.4 35.2 32.9
Old : 85.2 75.3 94.3 93.3 32.9 24.4 35.2 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2017