MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, December 26, 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 : 20,592: 3,520 3,780 320 16,512 16,252 20,352 20,352: 240 240
Old : 20,592: 3,520 3,780 320 16,512 16,252 20,352 20,352: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 60: 120 -100 120 -180 40 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 18.4 1.6 80.2 78.9 98.8 98.8: 1.2 1.2
Old : 100.0: 17.1 18.4 1.6 80.2 78.9 98.8 98.8: 1.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 12 3 8 8 14 22:
Old : 27: 4 12 3 8 8 14 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.5 62.3 94.8 88.9 70.9 42.9 73.5 64.7
Old : 86.5 62.3 94.8 88.9 70.9 42.9 73.5 64.7
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 - Futures Only, December 26, 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 : 5,543: 431 1,359 250 3,891 3,096 4,572 4,705: 971 838
Old : 5,543: 431 1,359 250 3,891 3,096 4,572 4,705: 971 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 412: 78 210 -35 323 160 366 335: 46 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 24.5 4.5 70.2 55.9 82.5 84.9: 17.5 15.1
Old : 100.0: 7.8 24.5 4.5 70.2 55.9 82.5 84.9: 17.5 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 13 8 15 19 25 33:
Old : 39: 3 13 8 15 19 25 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 : 51.4 29.4 70.9 45.4 50.6 27.8 66.8 41.5
Old : 51.4 29.4 70.9 45.4 50.6 27.8 66.8 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 26, 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 : 26,775: 13,060 9,728 745 10,655 11,928 24,460 22,401: 2,315 4,374
Old : 26,775: 13,060 9,728 745 10,655 11,928 24,460 22,401: 2,315 4,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 62: -543 439 122 786 -507 365 54: -303 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 36.3 2.8 39.8 44.5 91.4 83.7: 8.6 16.3
Old : 100.0: 48.8 36.3 2.8 39.8 44.5 91.4 83.7: 8.6 16.3
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 : 78: 19 25 15 21 24 51 53:
Old : 78: 19 25 15 21 24 51 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 : 45.9 35.3 66.3 53.8 45.5 35.0 65.7 52.8
Old : 45.9 35.3 66.3 53.8 45.5 35.0 65.7 52.8
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 - Futures Only, December 26, 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 : 7,557: 912 1,852 542 5,357 4,544 6,811 6,938: 746 619
Old : 7,557: 912 1,852 542 5,357 4,544 6,811 6,938: 746 619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 64: -118 14 101 51 -117 34 -2: 30 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 24.5 7.2 70.9 60.1 90.1 91.8: 9.9 8.2
Old : 100.0: 12.1 24.5 7.2 70.9 60.1 90.1 91.8: 9.9 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 : 41: 5 8 9 20 17 32 28:
Old : 41: 5 8 9 20 17 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 37.0 64.3 60.5 44.5 34.3 63.2 55.3
Old : 45.4 37.0 64.3 60.5 44.5 34.3 63.2 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 26, 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 : 231,633: 86,530 41,506 32,263 96,866 119,264 215,659 193,033: 15,974 38,600
Old : 228,820: 86,495 42,350 30,806 96,430 117,758 213,731 190,914: 15,089 37,906
Other: 2,813: 1,319 440 173 436 1,506 1,928 2,119: 885 694
: : :
: : Changes in Commitments from: December 19, 2017 :
: 4,607: -1,213 -1,948 1,820 2,222 3,817 2,829 3,689: 1,778 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 17.9 13.9 41.8 51.5 93.1 83.3: 6.9 16.7
Old : 100.0: 37.8 18.5 13.5 42.1 51.5 93.4 83.4: 6.6 16.6
Other: 100.0: 46.9 15.6 6.2 15.5 53.5 68.5 75.3: 31.5 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 82 82 96 55 87 198 223:
Old : 284: 83 87 94 51 87 192 223:
Other: 55: 16 14 2 8 21 24 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 : 19.2 11.8 31.5 19.0 17.5 11.7 29.5 18.6
Old : 19.4 11.8 31.9 18.9 17.7 11.8 29.9 18.6
Other: 34.7 30.3 49.7 46.2 28.5 29.7 40.6 41.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 26, 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 : 331,898: 125,209 30,474 41,632 139,636 215,549 306,477 287,655: 25,421 44,243
Old : 331,898: 125,209 30,474 41,632 139,636 215,549 306,477 287,655: 25,421 44,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -2,759: -6,230 2,557 2,601 1,068 -7,095 -2,561 -1,937: -198 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 9.2 12.5 42.1 64.9 92.3 86.7: 7.7 13.3
Old : 100.0: 37.7 9.2 12.5 42.1 64.9 92.3 86.7: 7.7 13.3
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 : 388: 124 73 103 86 147 261 290:
Old : 388: 124 73 103 86 147 261 290:
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 : 19.5 20.7 31.2 29.3 19.5 20.6 31.2 28.5
Old : 19.5 20.7 31.2 29.3 19.5 20.6 31.2 28.5
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 - Futures Only, December 26, 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 : 6,198: 3,703 2,156 137 879 2,972 4,719 5,265: 1,479 933
Old : 6,198: 3,703 2,156 137 879 2,972 4,719 5,265: 1,479 933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -24: 135 150 -165 106 130 76 115: -100 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 34.8 2.2 14.2 48.0 76.1 84.9: 23.9 15.1
Old : 100.0: 59.7 34.8 2.2 14.2 48.0 76.1 84.9: 23.9 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 34 15 8 13 22 53 40:
Old : 75: 34 15 8 13 22 53 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 38.0 38.4 57.3 28.1 37.9 37.8 55.7
Old : 28.1 38.0 38.4 57.3 28.1 37.9 37.8 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, December 26, 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 : 52,650: 21,986 13,511 9,557 12,510 13,010 44,053 36,078: 8,597 16,572
Old : 52,650: 21,986 13,511 9,557 12,510 13,010 44,053 36,078: 8,597 16,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -1,507: -1,537 -78 -520 172 -925 -1,885 -1,523: 378 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 25.7 18.2 23.8 24.7 83.7 68.5: 16.3 31.5
Old : 100.0: 41.8 25.7 18.2 23.8 24.7 83.7 68.5: 16.3 31.5
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 : 225: 50 62 64 51 65 152 161:
Old : 225: 50 62 64 51 65 152 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 16.4 28.7 23.7 18.3 14.5 28.0 19.2
Old : 18.3 16.4 28.7 23.7 18.3 14.5 28.0 19.2
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 - Futures Only, December 26, 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 : 4,023: 214 2,998 42 2,607 673 2,863 3,713: 1,160 310
Old : 4,023: 214 2,998 42 2,607 673 2,863 3,713: 1,160 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 83: 0 132 4 75 34 79 170: 4 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 74.5 1.0 64.8 16.7 71.2 92.3: 28.8 7.7
Old : 100.0: 5.3 74.5 1.0 64.8 16.7 71.2 92.3: 28.8 7.7
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: 3 5 2 11 5 15 11:
Old : 20: 3 5 2 11 5 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 75.6 62.0 90.3 47.6 75.6 59.6 88.0
Old : 47.6 75.6 62.0 90.3 47.6 75.6 59.6 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 28,423: 1,529 14,657 723 25,568 11,627 27,820 27,007: 603 1,416
Old : 28,423: 1,529 14,657 723 25,568 11,627 27,820 27,007: 603 1,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 576: 69 243 36 483 272 588 551: -12 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 51.6 2.5 90.0 40.9 97.9 95.0: 2.1 5.0
Old : 100.0: 5.4 51.6 2.5 90.0 40.9 97.9 95.0: 2.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 11 19 11 19 22 38 44:
Old : 65: 11 19 11 19 22 38 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 45.4 86.2 69.4 68.1 45.4 86.2 68.7
Old : 68.1 45.4 86.2 69.4 68.1 45.4 86.2 68.7
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 - Futures Only, December 26, 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 : 57,016: 29,367 5,841 0 25,863 50,127 55,230 55,968: 1,786 1,048
Old : 57,016: 29,367 5,841 0 25,863 50,127 55,230 55,968: 1,786 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 2,776: 2,449 1,149 -44 239 1,746 2,644 2,851: 132 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 10.2 0.0 45.4 87.9 96.9 98.2: 3.1 1.8
Old : 100.0: 51.5 10.2 0.0 45.4 87.9 96.9 98.2: 3.1 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 : 33: 17 5 0 5 8 22 13:
Old : 33: 17 5 0 5 8 22 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 : 87.5 75.7 91.4 91.9 87.5 75.3 91.4 91.5
Old : 87.5 75.7 91.4 91.9 87.5 75.3 91.4 91.5
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 - Futures Only, December 26, 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 : 116,559: 42,372 25,026 4,764 35,963 66,442 83,099 96,232: 33,460 20,327
Old : 116,559: 42,372 25,026 4,764 35,963 66,442 83,099 96,232: 33,460 20,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -38,463: -26,079 2,476 -236 -13,369 -38,461 -39,684 -36,221: 1,221 -2,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 21.5 4.1 30.9 57.0 71.3 82.6: 28.7 17.4
Old : 100.0: 36.4 21.5 4.1 30.9 57.0 71.3 82.6: 28.7 17.4
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 : 84: 32 20 16 20 22 59 51:
Old : 84: 32 20 16 20 22 59 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 48.3 36.4 58.9 23.0 47.5 34.9 58.0
Old : 24.0 48.3 36.4 58.9 23.0 47.5 34.9 58.0
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 - Futures Only, December 26, 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 : 81,655: 31,959 45,861 150 43,002 13,033 75,111 59,044: 6,544 22,611
Old : 81,655: 31,959 45,861 150 43,002 13,033 75,111 59,044: 6,544 22,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 2,783: 2,084 -1,409 -107 505 3,846 2,482 2,330: 301 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 56.2 0.2 52.7 16.0 92.0 72.3: 8.0 27.7
Old : 100.0: 39.1 56.2 0.2 52.7 16.0 92.0 72.3: 8.0 27.7
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 : 51: 11 20 2 10 11 22 32:
Old : 51: 11 20 2 10 11 22 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 : 63.2 38.5 76.9 48.9 63.2 38.5 76.8 48.9
Old : 63.2 38.5 76.9 48.9 63.2 38.5 76.8 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, December 26, 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 : 184,543: 87,576 51,192 1,417 90,358 127,571 179,351 180,180: 5,192 4,363
Old : 184,543: 87,576 51,192 1,417 90,358 127,571 179,351 180,180: 5,192 4,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 2,618: -14,697 2,813 708 16,309 -1,485 2,320 2,036: 298 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 27.7 0.8 49.0 69.1 97.2 97.6: 2.8 2.4
Old : 100.0: 47.5 27.7 0.8 49.0 69.1 97.2 97.6: 2.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 42 52 9 15 18 62 75:
Old : 125: 42 52 9 15 18 62 75:
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 : 60.4 61.9 74.3 77.6 60.4 61.9 74.3 77.3
Old : 60.4 61.9 74.3 77.6 60.4 61.9 74.3 77.3
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 - Futures Only, December 26, 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 : 190,393: 76,354 63,678 5,541 75,633 97,500 157,528 166,719: 32,865 23,674
Old : 190,393: 76,354 63,678 5,541 75,633 97,500 157,528 166,719: 32,865 23,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 6,610: -755 6,957 -1,138 6,611 1,646 4,718 7,465: 1,892 -855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 33.4 2.9 39.7 51.2 82.7 87.6: 17.3 12.4
Old : 100.0: 40.1 33.4 2.9 39.7 51.2 82.7 87.6: 17.3 12.4
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 : 119: 44 22 16 26 37 77 68:
Old : 119: 44 22 16 26 37 77 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 : 33.0 40.1 41.3 54.0 32.5 39.6 40.8 52.7
Old : 33.0 40.1 41.3 54.0 32.5 39.6 40.8 52.7
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 - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 232,428: 44,269 160,355 3,519 165,875 33,387 213,663 197,261: 18,765 35,167
Old : 232,428: 44,269 160,355 3,519 165,875 33,387 213,663 197,261: 18,765 35,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 9,004: 7,395 9,108 258 -853 3,262 6,800 12,628: 2,204 -3,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 69.0 1.5 71.4 14.4 91.9 84.9: 8.1 15.1
Old : 100.0: 19.0 69.0 1.5 71.4 14.4 91.9 84.9: 8.1 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 21 42 13 32 32 62 78:
Old : 110: 21 42 13 32 32 62 78:
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 40.7 66.2 51.8 54.5 40.3 65.3 51.4
Old : 55.0 40.7 66.2 51.8 54.5 40.3 65.3 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, December 26, 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 : 497,744: 208,913 116,765 17,294 186,931 318,343 413,138 452,402: 84,606 45,342
Old : 497,744: 208,913 116,765 17,294 186,931 318,343 413,138 452,402: 84,606 45,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 12,122: 10,515 4,591 -575 -3,590 8,061 6,350 12,077: 5,772 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 23.5 3.5 37.6 64.0 83.0 90.9: 17.0 9.1
Old : 100.0: 42.0 23.5 3.5 37.6 64.0 83.0 90.9: 17.0 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 : 250: 107 50 39 66 57 183 136:
Old : 250: 107 50 39 66 57 183 136:
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 : 22.5 41.9 30.5 57.3 21.9 41.8 29.5 56.0
Old : 22.5 41.9 30.5 57.3 21.9 41.8 29.5 56.0
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 - Futures Only, December 26, 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 : 37,853: 15,340 5,502 867 8,928 28,333 25,135 34,702: 12,718 3,151
Old : 37,853: 15,340 5,502 867 8,928 28,333 25,135 34,702: 12,718 3,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 78: -57 241 12 -127 39 -172 292: 250 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 14.5 2.3 23.6 74.9 66.4 91.7: 33.6 8.3
Old : 100.0: 40.5 14.5 2.3 23.6 74.9 66.4 91.7: 33.6 8.3
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 : 31: 11 7 6 10 9 25 18:
Old : 31: 11 7 6 10 9 25 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 : 35.0 76.8 44.9 86.0 33.4 74.7 43.3 83.1
Old : 35.0 76.8 44.9 86.0 33.4 74.7 43.3 83.1
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 - Futures Only, December 26, 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 : 21,306: 6,089 8,644 304 12,724 10,966 19,117 19,914: 2,189 1,392
Old : 21,306: 6,089 8,644 304 12,724 10,966 19,117 19,914: 2,189 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 1,164: -931 -1,328 34 1,441 1,925 544 631: 620 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 40.6 1.4 59.7 51.5 89.7 93.5: 10.3 6.5
Old : 100.0: 28.6 40.6 1.4 59.7 51.5 89.7 93.5: 10.3 6.5
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 : 40: 15 13 5 8 7 28 20:
Old : 40: 15 13 5 8 7 28 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 : 55.9 60.9 72.2 78.5 44.2 43.2 52.4 54.4
Old : 55.9 60.9 72.2 78.5 44.2 43.2 52.4 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, December 26, 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 : 47,219: 18,140 35,726 324 26,015 6,394 44,479 42,444: 2,740 4,775
Old : 47,219: 18,140 35,726 324 26,015 6,394 44,479 42,444: 2,740 4,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -1,166: -1,316 -349 -131 101 -781 -1,346 -1,261: 180 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 75.7 0.7 55.1 13.5 94.2 89.9: 5.8 10.1
Old : 100.0: 38.4 75.7 0.7 55.1 13.5 94.2 89.9: 5.8 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 : 74: 21 36 5 11 6 35 44:
Old : 74: 21 36 5 11 6 35 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 34.7 74.2 57.7 60.0 34.7 74.2 57.7
Old : 60.0 34.7 74.2 57.7 60.0 34.7 74.2 57.7
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 - Futures Only, December 26, 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 : 12,599: 11,147 2,280 282 0 9,148 11,429 11,710: 1,170 889
Old : 12,599: 11,147 2,280 282 0 9,148 11,429 11,710: 1,170 889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -494: -632 -2,037 8 -20 1,431 -644 -598: 150 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 18.1 2.2 0.0 72.6 90.7 92.9: 9.3 7.1
Old : 100.0: 88.5 18.1 2.2 0.0 72.6 90.7 92.9: 9.3 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 5 1 0 7 9 13:
Old : 21: 9 5 1 0 7 9 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 : 82.3 71.6 89.8 85.9 82.3 71.6 88.0 85.5
Old : 82.3 71.6 89.8 85.9 82.3 71.6 88.0 85.5
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 - Futures Only, December 26, 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 :12,604,380: 953,334 3,391,889 2,178,084 8,982,950 5,739,618 12,114,368 11,309,591: 490,012 1,294,789
Old :12,604,380: 953,334 3,391,889 2,178,084 8,982,950 5,739,618 12,114,368 11,309,591: 490,012 1,294,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 10,920: -4,556 10,969 -57,186 104,589 52,426 42,847 6,209: -31,927 4,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 26.9 17.3 71.3 45.5 96.1 89.7: 3.9 10.3
Old : 100.0: 7.6 26.9 17.3 71.3 45.5 96.1 89.7: 3.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 33 114 109 110 126 223 284:
Old : 291: 33 114 109 110 126 223 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 19.2 52.4 29.0 36.9 18.5 44.9 24.3
Old : 40.5 19.2 52.4 29.0 36.9 18.5 44.9 24.3
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 - Futures Only, December 26, 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 : 663,937: 111,036 87,855 20,057 454,791 483,242 585,884 591,154: 78,053 72,783
Old : 663,937: 111,036 87,855 20,057 454,791 483,242 585,884 591,154: 78,053 72,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 22,546: 4,736 -282 -257 16,529 21,532 21,008 20,993: 1,538 1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 13.2 3.0 68.5 72.8 88.2 89.0: 11.8 11.0
Old : 100.0: 16.7 13.2 3.0 68.5 72.8 88.2 89.0: 11.8 11.0
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 : 596: 141 123 72 226 236 403 395:
Old : 596: 141 123 72 226 236 403 395:
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 : 14.1 13.7 24.0 22.2 13.0 13.3 20.7 20.8
Old : 14.1 13.7 24.0 22.2 13.0 13.3 20.7 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, December 26, 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 : 51,675: 4,418 2,176 6 29,259 32,408 33,683 34,590: 17,992 17,085
Old : 51,675: 4,418 2,176 6 29,259 32,408 33,683 34,590: 17,992 17,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 7,930: 1,254 544 6 7,675 4,363 8,935 4,913: -1,005 3,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 4.2 0.0 56.6 62.7 65.2 66.9: 34.8 33.1
Old : 100.0: 8.5 4.2 0.0 56.6 62.7 65.2 66.9: 34.8 33.1
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 : 43: 12 3 1 16 16 29 19:
Old : 43: 12 3 1 16 16 29 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 : 40.1 34.2 55.6 54.4 37.7 33.6 49.2 49.8
Old : 40.1 34.2 55.6 54.4 37.7 33.6 49.2 49.8
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 - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,061,310: 540,420 435,723 92,927 2,127,658 2,254,168 2,761,005 2,782,818: 300,305 278,492
Old : 3,061,310: 540,420 435,723 92,927 2,127,658 2,254,168 2,761,005 2,782,818: 300,305 278,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 73,078: 20,789 -748 -4,694 44,269 85,843 60,364 80,401: 12,714 -7,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.2 3.0 69.5 73.6 90.2 90.9: 9.8 9.1
Old : 100.0: 17.7 14.2 3.0 69.5 73.6 90.2 90.9: 9.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 591: 138 123 67 223 232 393 390:
Old : 591: 138 123 67 223 232 393 390:
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 : 15.3 13.8 25.5 23.0 14.1 13.5 22.5 21.8
Old : 15.3 13.8 25.5 23.0 14.1 13.5 22.5 21.8
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 - Futures Only, December 26, 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 : 35,482: 15,066 0 0 17,040 33,643 32,106 33,643: 3,376 1,839
Old : 35,482: 15,066 0 0 17,040 33,643 32,106 33,643: 3,376 1,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 1,134: -6 0 0 1,260 -121 1,254 -121: -120 1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 0.0 0.0 48.0 94.8 90.5 94.8: 9.5 5.2
Old : 100.0: 42.5 0.0 0.0 48.0 94.8 90.5 94.8: 9.5 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 : 28: 10 0 0 9 10 19 10:
Old : 28: 10 0 0 9 10 19 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 78.9 74.2 92.2 56.3 78.9 74.2 91.5
Old : 56.3 78.9 74.2 92.2 56.3 78.9 74.2 91.5
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 - Futures Only, December 26, 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 : 91,693: 25,371 3,312 431 52,549 85,095 78,351 88,838: 13,342 2,855
Old : 91,693: 25,371 3,312 431 52,549 85,095 78,351 88,838: 13,342 2,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -972: -1,910 361 69 907 -1,004 -934 -574: -38 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 3.6 0.5 57.3 92.8 85.4 96.9: 14.6 3.1
Old : 100.0: 27.7 3.6 0.5 57.3 92.8 85.4 96.9: 14.6 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 : 87: 18 5 6 43 37 61 48:
Old : 87: 18 5 6 43 37 61 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 : 35.3 47.1 49.7 65.7 35.3 47.1 49.4 65.6
Old : 35.3 47.1 49.7 65.7 35.3 47.1 49.4 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 - Futures Only, December 26, 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 : 57,539: 18,126 17,551 1,544 30,434 32,376 50,104 51,471: 7,435 6,068
Old : 57,539: 18,126 17,551 1,544 30,434 32,376 50,104 51,471: 7,435 6,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 2,362: 452 686 264 1,067 1,522 1,783 2,471: 579 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 30.5 2.7 52.9 56.3 87.1 89.5: 12.9 10.5
Old : 100.0: 31.5 30.5 2.7 52.9 56.3 87.1 89.5: 12.9 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 : 272: 75 77 20 66 79 148 169:
Old : 272: 75 77 20 66 79 148 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 21.6 42.8 32.0 30.3 21.6 41.8 32.0
Old : 30.3 21.6 42.8 32.0 30.3 21.6 41.8 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, December 26, 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 : 287,695: 90,628 87,757 7,719 152,171 161,880 250,518 257,356: 37,177 30,339
Old : 287,695: 90,628 87,757 7,719 152,171 161,880 250,518 257,356: 37,177 30,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 11,812: 2,258 3,428 1,320 5,337 7,608 8,915 12,356: 2,897 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 30.5 2.7 52.9 56.3 87.1 89.5: 12.9 10.5
Old : 100.0: 31.5 30.5 2.7 52.9 56.3 87.1 89.5: 12.9 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 : 272: 75 77 20 66 79 148 169:
Old : 272: 75 77 20 66 79 148 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 21.6 42.8 32.0 30.3 21.6 41.8 32.0
Old : 30.3 21.6 42.8 32.0 30.3 21.6 41.8 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, December 26, 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 : 110,525: 38,210 51,849 2,823 46,400 31,394 87,433 86,066: 23,092 24,459
Old : 110,525: 38,210 51,849 2,823 46,400 31,394 87,433 86,066: 23,092 24,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 5,255: 198 1,177 1,485 57 5,368 1,740 8,030: 3,515 -2,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 46.9 2.6 42.0 28.4 79.1 77.9: 20.9 22.1
Old : 100.0: 34.6 46.9 2.6 42.0 28.4 79.1 77.9: 20.9 22.1
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 : 84: 23 27 10 22 19 48 53:
Old : 84: 23 27 10 22 19 48 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 : 32.3 26.5 48.2 41.7 32.3 25.1 48.2 40.0
Old : 32.3 26.5 48.2 41.7 32.3 25.1 48.2 40.0
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 - Futures Only, December 26, 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 : 589,841: 186,254 133,316 8,656 372,246 434,447 567,156 576,419: 22,685 13,422
Old : 589,841: 186,254 133,316 8,656 372,246 434,447 567,156 576,419: 22,685 13,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 3,687: 691 683 363 3,395 2,086 4,449 3,132: -762 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 22.6 1.5 63.1 73.7 96.2 97.7: 3.8 2.3
Old : 100.0: 31.6 22.6 1.5 63.1 73.7 96.2 97.7: 3.8 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: 83 39 26 120 101 212 157:
Old : 303: 83 39 26 120 101 212 157:
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 : 21.4 34.8 32.8 49.0 20.6 34.8 31.2 48.5
Old : 21.4 34.8 32.8 49.0 20.6 34.8 31.2 48.5
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 - Futures Only, December 26, 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 : 39,115: 12,190 10,682 268 18,869 24,438 31,327 35,388: 7,788 3,727
Old : 39,115: 12,190 10,682 268 18,869 24,438 31,327 35,388: 7,788 3,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 447: -3,839 322 268 4,412 -314 841 276: -394 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 27.3 0.7 48.2 62.5 80.1 90.5: 19.9 9.5
Old : 100.0: 31.2 27.3 0.7 48.2 62.5 80.1 90.5: 19.9 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 : 42: 15 5 1 16 13 32 18:
Old : 42: 15 5 1 16 13 32 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 : 37.4 72.2 52.7 83.6 37.4 72.2 52.7 83.2
Old : 37.4 72.2 52.7 83.6 37.4 72.2 52.7 83.2
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 - Futures Only, December 26, 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 : 51,967: 15,715 9,542 583 24,430 18,801 40,728 28,926: 11,239 23,041
Old : 51,967: 15,715 9,542 583 24,430 18,801 40,728 28,926: 11,239 23,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -784: -663 -749 6 -1,152 274 -1,809 -469: 1,025 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 18.4 1.1 47.0 36.2 78.4 55.7: 21.6 44.3
Old : 100.0: 30.2 18.4 1.1 47.0 36.2 78.4 55.7: 21.6 44.3
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 : 66: 20 11 3 22 23 44 35:
Old : 66: 20 11 3 22 23 44 35:
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 : 34.7 21.6 45.9 31.8 33.5 21.6 44.6 31.2
Old : 34.7 21.6 45.9 31.8 33.5 21.6 44.6 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 - Futures Only, December 26, 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 : 95,928: 10,750 2,010 27,101 58,033 66,817 95,884 95,928: 44 0
Old : 95,928: 10,750 2,010 27,101 58,033 66,817 95,884 95,928: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 2.1 28.3 60.5 69.7 100.0 100.0: 0.0 0.0
Old : 100.0: 11.2 2.1 28.3 60.5 69.7 100.0 100.0: 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 1 1 14 17 20 19:
Old : 28: 6 1 1 14 17 20 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 : 87.1 79.5 95.8 93.4 26.9 22.4 30.1 29.6
Old : 87.1 79.5 95.8 93.4 26.9 22.4 30.1 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2017