MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 21,060: 3,280 4,240 800 16,740 15,780 20,820 20,820: 240 240
Old : 21,060: 3,280 4,240 800 16,740 15,780 20,820 20,820: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -2,392: -320 -652 0 -2,072 -1,680 -2,392 -2,332: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 20.1 3.8 79.5 74.9 98.9 98.9: 1.1 1.1
Old : 100.0: 15.6 20.1 3.8 79.5 74.9 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 : 25: 4 11 3 8 6 14 19:
Old : 25: 4 11 3 8 6 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.9 59.8 93.3 87.3 68.2 41.6 70.8 63.0
Old : 82.9 59.8 93.3 87.3 68.2 41.6 70.8 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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,358: 454 1,435 1,503 4,449 3,586 6,406 6,524: 952 834
Old : 7,358: 454 1,435 1,503 4,449 3,586 6,406 6,524: 952 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,618: 8 -70 -138 -1,528 -1,325 -1,658 -1,533: 41 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 19.5 20.4 60.5 48.7 87.1 88.7: 12.9 11.3
Old : 100.0: 6.2 19.5 20.4 60.5 48.7 87.1 88.7: 12.9 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 11 11 21 19 33 33:
Old : 39: 4 11 11 21 19 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 31.9 51.7 50.5 30.8 29.8 42.4 39.0
Old : 32.6 31.9 51.7 50.5 30.8 29.8 42.4 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 50,486: 14,676 3,409 16,178 14,653 18,916 45,507 38,503: 4,979 11,983
Old : 50,486: 14,676 3,409 16,178 14,653 18,916 45,507 38,503: 4,979 11,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -5,504: -710 -679 -1,885 -2,732 -2,857 -5,327 -5,421: -177 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 6.8 32.0 29.0 37.5 90.1 76.3: 9.9 23.7
Old : 100.0: 29.1 6.8 32.0 29.0 37.5 90.1 76.3: 9.9 23.7
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 : 82: 26 16 30 31 31 66 68:
Old : 82: 26 16 30 31 31 66 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 24.9 44.1 41.2 22.8 16.2 34.0 22.4
Old : 28.2 24.9 44.1 41.2 22.8 16.2 34.0 22.4
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, December 05, 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 : 11,627: 1,201 323 2,609 6,888 7,953 10,698 10,885: 929 742
Old : 11,627: 1,201 323 2,609 6,888 7,953 10,698 10,885: 929 742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -900: -151 -7 -154 -479 -641 -784 -802: -116 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.8 22.4 59.2 68.4 92.0 93.6: 8.0 6.4
Old : 100.0: 10.3 2.8 22.4 59.2 68.4 92.0 93.6: 8.0 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 : 42: 9 5 10 24 22 38 33:
Old : 42: 9 5 10 24 22 38 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 39.9 55.3 60.3 28.2 30.9 39.1 41.3
Old : 33.8 39.9 55.3 60.3 28.2 30.9 39.1 41.3
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, December 05, 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 : 4,029: 127 256 1,904 1,478 793 3,509 2,953: 520 1,075
Old : 4,029: 127 256 1,904 1,478 793 3,509 2,953: 520 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -728: 14 -311 -153 -536 -186 -675 -651: -53 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 6.4 47.3 36.7 19.7 87.1 73.3: 12.9 26.7
Old : 100.0: 3.2 6.4 47.3 36.7 19.7 87.1 73.3: 12.9 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 4 8 8 6 17 14:
Old : 20: 5 4 8 8 6 17 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 : 56.6 43.7 75.9 63.9 32.8 20.0 37.6 24.9
Old : 56.6 43.7 75.9 63.9 32.8 20.0 37.6 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 306,338: 100,748 30,155 81,011 104,302 147,150 286,061 258,316: 20,277 48,022
Old : 303,921: 100,733 30,658 79,745 103,967 145,853 284,444 256,256: 19,477 47,665
Other: 2,417: 849 331 432 335 1,298 1,617 2,060: 800 357
: : :
: : Changes in Commitments from: November 28, 2017 :
: 3,687: 4,361 994 231 -439 2,001 4,152 3,226: -465 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 9.8 26.4 34.0 48.0 93.4 84.3: 6.6 15.7
Old : 100.0: 33.1 10.1 26.2 34.2 48.0 93.6 84.3: 6.4 15.7
Other: 100.0: 35.1 13.7 17.9 13.9 53.7 66.9 85.2: 33.1 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 106 84 123 84 101 263 250:
Old : 317: 104 88 123 84 101 263 250:
Other: 49: 15 11 12 7 19 28 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 12.2 25.2 19.4 14.4 10.9 23.2 17.4
Old : 15.2 12.0 25.4 19.2 14.5 10.8 23.4 17.4
Other: 26.4 42.8 41.1 59.3 23.5 32.5 32.6 45.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 405,396: 157,669 17,847 76,125 141,936 251,201 375,730 345,173: 29,666 60,223
Old : 405,396: 157,669 17,847 76,125 141,936 251,201 375,730 345,173: 29,666 60,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -32,657: -4,993 1,699 -24,249 -2,447 -7,505 -31,690 -30,055: -967 -2,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 4.4 18.8 35.0 62.0 92.7 85.1: 7.3 14.9
Old : 100.0: 38.9 4.4 18.8 35.0 62.0 92.7 85.1: 7.3 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 : 432: 145 71 130 124 178 337 334:
Old : 432: 145 71 130 124 178 337 334:
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 : 16.0 18.3 25.9 25.5 16.0 17.9 25.6 25.0
Old : 16.0 18.3 25.9 25.5 16.0 17.9 25.6 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 7,153: 3,397 1,378 1,017 1,017 3,654 5,430 6,049: 1,723 1,104
Old : 7,153: 3,397 1,378 1,017 1,017 3,654 5,430 6,049: 1,723 1,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -71: -1 -28 -92 -4 141 -97 21: 26 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 19.3 14.2 14.2 51.1 75.9 84.6: 24.1 15.4
Old : 100.0: 47.5 19.3 14.2 14.2 51.1 75.9 84.6: 24.1 15.4
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 : 79: 32 14 12 18 29 59 48:
Old : 79: 32 14 12 18 29 59 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 30.9 38.3 47.6 25.5 30.8 36.0 44.4
Old : 27.1 30.9 38.3 47.6 25.5 30.8 36.0 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 66,641: 28,200 11,231 16,036 13,750 17,500 57,986 44,767: 8,655 21,874
Old : 66,641: 28,200 11,231 16,036 13,750 17,500 57,986 44,767: 8,655 21,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 2,551: -264 955 292 1,837 413 1,865 1,660: 687 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 16.9 24.1 20.6 26.3 87.0 67.2: 13.0 32.8
Old : 100.0: 42.3 16.9 24.1 20.6 26.3 87.0 67.2: 13.0 32.8
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 : 234: 68 53 72 58 83 169 182:
Old : 234: 68 53 72 58 83 169 182:
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 : 16.0 13.4 26.4 19.9 14.6 11.4 24.2 15.7
Old : 16.0 13.4 26.4 19.9 14.6 11.4 24.2 15.7
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 4,463: 270 2,654 353 2,714 1,042 3,337 4,050: 1,126 413
Old : 4,463: 270 2,654 353 2,714 1,042 3,337 4,050: 1,126 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -673: -102 -280 -78 -218 -211 -398 -569: -275 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 59.5 7.9 60.8 23.4 74.8 90.7: 25.2 9.3
Old : 100.0: 6.1 59.5 7.9 60.8 23.4 74.8 90.7: 25.2 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 : 22: 2 7 4 13 9 19 16:
Old : 22: 2 7 4 13 9 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 : 42.9 60.9 59.2 81.0 39.7 60.0 54.5 73.5
Old : 42.9 60.9 59.2 81.0 39.7 60.0 54.5 73.5
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, December 05, 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 : 39,446: 1,167 11,882 7,139 30,182 16,350 38,488 35,372: 958 4,074
Old : 39,446: 1,167 11,882 7,139 30,182 16,350 38,488 35,372: 958 4,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -2,010: -93 -1,188 -158 -1,822 -423 -2,073 -1,768: 62 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 30.1 18.1 76.5 41.4 97.6 89.7: 2.4 10.3
Old : 100.0: 3.0 30.1 18.1 76.5 41.4 97.6 89.7: 2.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 7 27 19 27 32 51 61:
Old : 76: 7 27 19 27 32 51 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 : 55.0 29.7 75.2 48.9 50.3 27.1 63.5 41.4
Old : 55.0 29.7 75.2 48.9 50.3 27.1 63.5 41.4
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, December 05, 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 : 51,380: 23,941 6,959 76 25,992 43,191 50,009 50,226: 1,371 1,154
Old : 51,380: 23,941 6,959 76 25,992 43,191 50,009 50,226: 1,371 1,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 2,368: 1,700 1,161 -19 814 1,157 2,495 2,299: -127 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 13.5 0.1 50.6 84.1 97.3 97.8: 2.7 2.2
Old : 100.0: 46.6 13.5 0.1 50.6 84.1 97.3 97.8: 2.7 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 : 30: 15 4 2 7 8 23 13:
Old : 30: 15 4 2 7 8 23 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 : 88.7 67.5 92.5 93.2 88.5 66.6 91.6 91.1
Old : 88.7 67.5 92.5 93.2 88.5 66.6 91.6 91.1
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, December 05, 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 : 171,861: 64,756 22,060 17,604 50,568 106,691 132,928 146,354: 38,932 25,506
Old : 171,861: 64,756 22,060 17,604 50,568 106,691 132,928 146,354: 38,932 25,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 1,497: -1,372 1,690 -203 3,987 -2,367 2,411 -881: -914 2,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 12.8 10.2 29.4 62.1 77.3 85.2: 22.7 14.8
Old : 100.0: 37.7 12.8 10.2 29.4 62.1 77.3 85.2: 22.7 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 38 20 24 21 26 72 58:
Old : 92: 38 20 24 21 26 72 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 : 19.0 44.3 31.7 55.9 18.3 43.9 29.5 53.9
Old : 19.0 44.3 31.7 55.9 18.3 43.9 29.5 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 83,556: 17,891 47,387 3,146 56,174 10,311 77,211 60,845: 6,344 22,711
Old : 83,556: 17,891 47,387 3,146 56,174 10,311 77,211 60,845: 6,344 22,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 1,518: 310 -121 548 445 1,919 1,303 2,345: 215 -827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 56.7 3.8 67.2 12.3 92.4 72.8: 7.6 27.2
Old : 100.0: 21.4 56.7 3.8 67.2 12.3 92.4 72.8: 7.6 27.2
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 : 49: 10 20 5 12 12 26 33:
Old : 49: 10 20 5 12 12 26 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 36.3 73.2 48.4 58.8 35.7 72.7 46.4
Old : 59.4 36.3 73.2 48.4 58.8 35.7 72.7 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 180,137: 120,899 24,416 2,299 49,314 149,808 172,513 176,523: 7,624 3,614
Old : 180,137: 120,899 24,416 2,299 49,314 149,808 172,513 176,523: 7,624 3,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 7,865: 8,044 1,061 325 -1,288 5,928 7,081 7,314: 784 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 13.6 1.3 27.4 83.2 95.8 98.0: 4.2 2.0
Old : 100.0: 67.1 13.6 1.3 27.4 83.2 95.8 98.0: 4.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 63 44 10 17 23 83 74:
Old : 141: 63 44 10 17 23 83 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 : 46.9 68.0 62.1 78.9 46.9 67.9 62.1 78.8
Old : 46.9 68.0 62.1 78.9 46.9 67.9 62.1 78.8
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, December 05, 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 : 264,176: 84,319 75,135 54,983 87,201 105,795 226,503 235,914: 37,672 28,262
Old : 264,176: 84,319 75,135 54,983 87,201 105,795 226,503 235,914: 37,672 28,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 32,344: 18,214 16,547 12,331 -2,462 1,019 28,084 29,897: 4,260 2,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 28.4 20.8 33.0 40.0 85.7 89.3: 14.3 10.7
Old : 100.0: 31.9 28.4 20.8 33.0 40.0 85.7 89.3: 14.3 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 47 31 33 29 44 96 90:
Old : 132: 47 31 33 29 44 96 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 : 23.5 25.1 34.7 39.6 19.1 23.4 25.3 32.2
Old : 23.5 25.1 34.7 39.6 19.1 23.4 25.3 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 280,291: 30,484 148,740 33,847 195,589 59,506 259,920 242,093: 20,371 38,198
Old : 280,291: 30,484 148,740 33,847 195,589 59,506 259,920 242,093: 20,371 38,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -7,154: -3,126 -1,773 2,100 -5,363 -3,965 -6,389 -3,637: -765 -3,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 53.1 12.1 69.8 21.2 92.7 86.4: 7.3 13.6
Old : 100.0: 10.9 53.1 12.1 69.8 21.2 92.7 86.4: 7.3 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 : 124: 18 54 27 37 37 73 101:
Old : 124: 18 54 27 37 37 73 101:
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 : 45.3 32.2 60.8 41.5 39.5 30.7 53.1 39.2
Old : 45.3 32.2 60.8 41.5 39.5 30.7 53.1 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 600,891: 191,702 104,912 86,158 237,446 354,429 515,306 545,499: 85,585 55,392
Old : 600,891: 191,702 104,912 86,158 237,446 354,429 515,306 545,499: 85,585 55,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 4,277: 1,741 -1,079 547 2,436 4,883 4,724 4,351: -447 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 17.5 14.3 39.5 59.0 85.8 90.8: 14.2 9.2
Old : 100.0: 31.9 17.5 14.3 39.5 59.0 85.8 90.8: 14.2 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 : 261: 107 59 69 68 65 197 172:
Old : 261: 107 59 69 68 65 197 172:
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 : 20.0 29.0 29.8 42.9 19.1 27.2 25.7 39.7
Old : 20.0 29.0 29.8 42.9 19.1 27.2 25.7 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, December 05, 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 : 40,239: 14,873 6,110 1,085 10,751 29,202 26,709 36,397: 13,530 3,842
Old : 40,239: 14,873 6,110 1,085 10,751 29,202 26,709 36,397: 13,530 3,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 1,551: -358 -392 132 983 1,258 757 998: 794 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 15.2 2.7 26.7 72.6 66.4 90.5: 33.6 9.5
Old : 100.0: 37.0 15.2 2.7 26.7 72.6 66.4 90.5: 33.6 9.5
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: 10 7 7 11 6 26 15:
Old : 29: 10 7 7 11 6 26 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 : 32.9 80.4 44.7 87.3 31.5 77.9 43.2 84.1
Old : 32.9 80.4 44.7 87.3 31.5 77.9 43.2 84.1
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, December 05, 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 : 17,280: 5,464 7,257 291 10,120 9,021 15,875 16,569: 1,405 711
Old : 17,280: 5,464 7,257 291 10,120 9,021 15,875 16,569: 1,405 711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -8,997: -3,788 2,305 -396 -4,623 -10,823 -8,807 -8,914: -190 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 42.0 1.7 58.6 52.2 91.9 95.9: 8.1 4.1
Old : 100.0: 31.6 42.0 1.7 58.6 52.2 91.9 95.9: 8.1 4.1
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 : 37: 15 12 3 6 6 23 19:
Old : 37: 15 12 3 6 6 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 67.1 77.2 82.4 51.9 49.9 61.9 64.2
Old : 60.7 67.1 77.2 82.4 51.9 49.9 61.9 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 61,386: 24,228 37,121 1,796 32,042 17,057 58,066 55,974: 3,320 5,412
Old : 61,386: 24,228 37,121 1,796 32,042 17,057 58,066 55,974: 3,320 5,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 126: 268 -861 669 -709 507 228 315: -102 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 60.5 2.9 52.2 27.8 94.6 91.2: 5.4 8.8
Old : 100.0: 39.5 60.5 2.9 52.2 27.8 94.6 91.2: 5.4 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 : 93: 27 42 13 16 12 47 64:
Old : 93: 27 42 13 16 12 47 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 : 48.0 35.1 66.2 55.1 47.4 35.1 65.7 55.1
Old : 48.0 35.1 66.2 55.1 47.4 35.1 65.7 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 22,624: 13,647 3,720 1,099 6,869 16,859 21,615 21,678: 1,009 946
Old : 22,624: 13,647 3,720 1,099 6,869 16,859 21,615 21,678: 1,009 946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 734: 79 -212 1,057 -383 75 753 920: -19 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 16.4 4.9 30.4 74.5 95.5 95.8: 4.5 4.2
Old : 100.0: 60.3 16.4 4.9 30.4 74.5 95.5 95.8: 4.5 4.2
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 : 26: 13 6 4 4 5 17 15:
Old : 26: 13 6 4 4 5 17 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 : 63.3 85.8 86.2 91.3 53.5 69.8 66.9 72.6
Old : 63.3 85.8 86.2 91.3 53.5 69.8 66.9 72.6
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, December 05, 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 :26,872,536: 1,032,433 3,383,948 12,562,258 12,728,170 9,567,155 26,322,861 25,513,361: 549,675 1,359,175
Old :26,872,536: 1,032,433 3,383,948 12,562,258 12,728,170 9,567,155 26,322,861 25,513,361: 549,675 1,359,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 1,686,260: -20,013 -103,001 1,453,848 300,370 300,922 1,734,205 1,651,769: -47,945 34,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 12.6 46.7 47.4 35.6 98.0 94.9: 2.0 5.1
Old : 100.0: 3.8 12.6 46.7 47.4 35.6 98.0 94.9: 2.0 5.1
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 : 339: 67 123 148 128 138 283 328:
Old : 339: 67 123 148 128 138 283 328:
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 19.2 42.0 32.7 17.9 8.9 21.7 12.3
Old : 28.2 19.2 42.0 32.7 17.9 8.9 21.7 12.3
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, December 05, 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 : 1,031,362: 128,191 92,248 170,825 619,600 660,466 918,616 923,539: 112,746 107,823
Old : 1,031,362: 128,191 92,248 170,825 619,600 660,466 918,616 923,539: 112,746 107,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 18,115: 4,474 -7,079 -4,561 17,668 38,750 17,581 27,110: 534 -8,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 8.9 16.6 60.1 64.0 89.1 89.5: 10.9 10.5
Old : 100.0: 12.4 8.9 16.6 60.1 64.0 89.1 89.5: 10.9 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 714: 206 158 226 256 282 558 570:
Old : 714: 206 158 226 256 282 558 570:
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 20.9 23.9 7.8 11.4 12.8 16.4
Old : 12.3 15.1 20.9 23.9 7.8 11.4 12.8 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, December 05, 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 : 165,720: 11,923 11,306 31,215 87,655 86,251 130,793 128,772: 34,927 36,947
Old : 165,720: 11,923 11,306 31,215 87,655 86,251 130,793 128,772: 34,927 36,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -12,624: -1,520 -1,590 -9,991 -1,814 2,660 -13,325 -8,920: 701 -3,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 6.8 18.8 52.9 52.0 78.9 77.7: 21.1 22.3
Old : 100.0: 7.2 6.8 18.8 52.9 52.0 78.9 77.7: 21.1 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 15 13 24 26 31 53 56:
Old : 65: 15 13 24 26 31 53 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 : 32.0 22.2 45.8 36.6 24.4 14.7 30.5 21.9
Old : 32.0 22.2 45.8 36.6 24.4 14.7 30.5 21.9
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, December 05, 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 : 22,435: 0 268 0 20,649 21,516 20,649 21,784: 1,786 651
Old : 22,435: 0 268 0 20,649 21,516 20,649 21,784: 1,786 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 196: 0 0 0 -7 219 -7 219: 203 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 92.0 95.9 92.0 97.1: 8.0 2.9
Old : 100.0: 0.0 1.2 0.0 92.0 95.9 92.0 97.1: 8.0 2.9
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 : 22: 0 1 0 12 12 12 13:
Old : 22: 0 1 0 12 12 12 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 : 68.4 81.9 89.0 92.6 68.4 81.5 89.0 92.0
Old : 68.4 81.9 89.0 92.6 68.4 81.5 89.0 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 Energy Index p :
: : :
All : 12,715: 1,748 0 0 9,512 12,266 11,260 12,266: 1,455 449
Old : 12,715: 1,748 0 0 9,512 12,266 11,260 12,266: 1,455 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 0.0 0.0 74.8 96.5 88.6 96.5: 11.4 3.5
Old : 100.0: 13.7 0.0 0.0 74.8 96.5 88.6 96.5: 11.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 0 0 9 9 13 9:
Old : 20: 4 0 0 9 9 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 84.3 80.6 94.6 61.7 84.3 78.7 94.6
Old : 63.6 84.3 80.6 94.6 61.7 84.3 78.7 94.6
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, December 05, 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 : 4,328,213: 649,133 472,501 630,259 2,659,725 2,871,077 3,939,117 3,973,836: 389,096 354,377
Old : 4,328,213: 649,133 472,501 630,259 2,659,725 2,871,077 3,939,117 3,973,836: 389,096 354,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 153,694: 21,375 -36,041 35,745 97,412 180,448 154,532 180,152: -838 -26,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 10.9 14.6 61.5 66.3 91.0 91.8: 9.0 8.2
Old : 100.0: 15.0 10.9 14.6 61.5 66.3 91.0 91.8: 9.0 8.2
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 : 699: 198 157 219 252 277 545 558:
Old : 699: 198 157 219 252 277 545 558:
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 : 11.7 16.9 21.3 24.5 8.6 12.9 14.5 18.6
Old : 11.7 16.9 21.3 24.5 8.6 12.9 14.5 18.6
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, December 05, 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 : 32,378: 14,615 271 0 14,130 31,675 28,745 31,946: 3,633 432
Old : 32,378: 14,615 271 0 14,130 31,675 28,745 31,946: 3,633 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 798: 729 -59 0 -574 771 155 712: 643 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 0.8 0.0 43.6 97.8 88.8 98.7: 11.2 1.3
Old : 100.0: 45.1 0.8 0.0 43.6 97.8 88.8 98.7: 11.2 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 : 30: 10 1 0 9 11 19 12:
Old : 30: 10 1 0 9 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 : 60.1 70.1 75.3 90.0 60.1 70.1 75.3 90.0
Old : 60.1 70.1 75.3 90.0 60.1 70.1 75.3 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 21,477: 681 590 0 18,923 19,951 19,604 20,541: 1,873 936
Old : 21,477: 681 590 0 18,923 19,951 19,604 20,541: 1,873 936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -731: -73 -598 0 -612 -259 -685 -857: -46 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.7 0.0 88.1 92.9 91.3 95.6: 8.7 4.4
Old : 100.0: 3.2 2.7 0.0 88.1 92.9 91.3 95.6: 8.7 4.4
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 : 23: 1 2 0 12 10 13 12:
Old : 23: 1 2 0 12 10 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 85.2 79.1 91.9 58.9 85.2 79.1 91.7
Old : 58.9 85.2 79.1 91.9 58.9 85.2 79.1 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, December 05, 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 : 93,041: 28,857 2,647 575 49,577 86,907 79,009 90,129: 14,032 2,912
Old : 93,041: 28,857 2,647 575 49,577 86,907 79,009 90,129: 14,032 2,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -621: 397 -954 -105 -1,755 869 -1,463 -190: 842 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 2.8 0.6 53.3 93.4 84.9 96.9: 15.1 3.1
Old : 100.0: 31.0 2.8 0.6 53.3 93.4 84.9 96.9: 15.1 3.1
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 : 91: 21 5 6 38 42 59 53:
Old : 91: 21 5 6 38 42 59 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 47.8 51.2 65.7 36.7 47.7 51.0 65.6
Old : 36.7 47.8 51.2 65.7 36.7 47.7 51.0 65.6
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, December 05, 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 : 65,409: 20,823 19,399 3,722 32,059 34,310 56,605 57,431: 8,804 7,978
Old : 65,409: 20,823 19,399 3,722 32,059 34,310 56,605 57,431: 8,804 7,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 2,561: 2,369 2,410 -264 -799 868 1,307 3,014: 1,255 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 29.7 5.7 49.0 52.5 86.5 87.8: 13.5 12.2
Old : 100.0: 31.8 29.7 5.7 49.0 52.5 86.5 87.8: 13.5 12.2
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 : 301: 90 82 39 75 92 187 191:
Old : 301: 90 82 39 75 92 187 191:
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 : 23.4 13.6 36.0 23.9 19.8 12.7 31.3 21.7
Old : 23.4 13.6 36.0 23.9 19.8 12.7 31.3 21.7
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, December 05, 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 : 327,043: 104,117 96,994 18,612 160,296 171,548 283,025 287,154: 44,018 39,888
Old : 327,043: 104,117 96,994 18,612 160,296 171,548 283,025 287,154: 44,018 39,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 12,806: 11,846 12,049 -1,320 -3,994 4,339 6,533 15,068: 6,274 -2,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 29.7 5.7 49.0 52.5 86.5 87.8: 13.5 12.2
Old : 100.0: 31.8 29.7 5.7 49.0 52.5 86.5 87.8: 13.5 12.2
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 : 301: 90 82 39 75 92 187 191:
Old : 301: 90 82 39 75 92 187 191:
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 : 23.4 13.6 36.0 23.9 19.8 12.7 31.3 21.7
Old : 23.4 13.6 36.0 23.9 19.8 12.7 31.3 21.7
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, December 05, 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 : 162,177: 81,578 43,964 16,886 38,093 70,502 136,557 131,353: 25,620 30,824
Old : 162,177: 81,578 43,964 16,886 38,093 70,502 136,557 131,353: 25,620 30,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 5,296: 4,917 3,858 2,543 90 -2,223 7,550 4,178: -2,253 1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 27.1 10.4 23.5 43.5 84.2 81.0: 15.8 19.0
Old : 100.0: 50.3 27.1 10.4 23.5 43.5 84.2 81.0: 15.8 19.0
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 : 94: 33 26 21 22 29 63 69:
Old : 94: 33 26 21 22 29 63 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 29.6 44.5 44.2 27.4 29.5 42.1 41.0
Old : 28.4 29.6 44.5 44.2 27.4 29.5 42.1 41.0
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, December 05, 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 : 597,819: 180,681 138,532 15,230 378,524 430,310 574,435 584,072: 23,384 13,747
Old : 597,819: 180,681 138,532 15,230 378,524 430,310 574,435 584,072: 23,384 13,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 24,195: 17,781 -17,034 975 4,836 40,951 23,592 24,892: 602 -698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 23.2 2.5 63.3 72.0 96.1 97.7: 3.9 2.3
Old : 100.0: 30.2 23.2 2.5 63.3 72.0 96.1 97.7: 3.9 2.3
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 : 303: 77 47 29 120 108 210 171:
Old : 303: 77 47 29 120 108 210 171:
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 : 21.6 29.3 32.6 43.7 21.0 29.1 31.4 43.4
Old : 21.6 29.3 32.6 43.7 21.0 29.1 31.4 43.4
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, December 05, 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 : 56,633: 17,347 11,179 7,191 17,770 30,120 42,308 48,490: 14,325 8,143
Old : 56,633: 17,347 11,179 7,191 17,770 30,120 42,308 48,490: 14,325 8,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 14,534: 11 68 7,036 2,279 3,158 9,326 10,262: 5,208 4,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 19.7 12.7 31.4 53.2 74.7 85.6: 25.3 14.4
Old : 100.0: 30.6 19.7 12.7 31.4 53.2 74.7 85.6: 25.3 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 : 49: 17 9 7 16 14 37 27:
Old : 49: 17 9 7 16 14 37 27:
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 : 26.9 53.7 42.6 70.3 25.9 43.9 34.6 56.2
Old : 26.9 53.7 42.6 70.3 25.9 43.9 34.6 56.2
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, December 05, 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 : 82,159: 14,145 22,496 3,785 36,493 28,528 54,423 54,809: 27,736 27,350
Old : 82,159: 14,145 22,496 3,785 36,493 28,528 54,423 54,809: 27,736 27,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 19,415: -1,165 1,477 2,779 1,334 2,278 2,948 6,534: 16,467 12,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 27.4 4.6 44.4 34.7 66.2 66.7: 33.8 33.3
Old : 100.0: 17.2 27.4 4.6 44.4 34.7 66.2 66.7: 33.8 33.3
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 : 90: 25 23 15 32 23 68 50:
Old : 90: 25 23 15 32 23 68 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 19.9 32.7 33.0 21.4 19.9 30.2 31.2
Old : 22.4 19.9 32.7 33.0 21.4 19.9 30.2 31.2
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, December 05, 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 : 99,784: 10,040 5,727 27,144 61,556 66,911 98,740 99,782: 1,044 2
Old : 99,784: 10,040 5,727 27,144 61,556 66,911 98,740 99,782: 1,044 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 720: 20 415 185 -485 120 -280 720: 1,000 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.7 27.2 61.7 67.1 99.0 100.0: 1.0 0.0
Old : 100.0: 10.1 5.7 27.2 61.7 67.1 99.0 100.0: 1.0 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 : 85.3 75.5 93.3 93.4 31.5 24.6 33.7 33.0
Old : 85.3 75.5 93.3 93.4 31.5 24.6 33.7 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2017