MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,464: 2,800 3,380 280 14,144 13,564 17,224 17,224: 240 240
Old : 17,464: 2,800 3,380 280 14,144 13,564 17,224 17,224: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -3,128: -720 -400 -40 -2,368 -2,688 -3,128 -3,128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 19.4 1.6 81.0 77.7 98.6 98.6: 1.4 1.4
Old : 100.0: 16.0 19.4 1.6 81.0 77.7 98.6 98.6: 1.4 1.4
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 : 24: 4 10 2 7 8 13 19:
Old : 24: 4 10 2 7 8 13 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 : 87.2 63.0 94.8 88.1 69.6 43.8 71.6 62.3
Old : 87.2 63.0 94.8 88.1 69.6 43.8 71.6 62.3
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,720: 474 1,367 262 4,241 3,269 4,977 4,898: 743 822
Old : 5,720: 474 1,367 262 4,241 3,269 4,977 4,898: 743 822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 177: 43 8 12 350 173 405 193: -228 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 23.9 4.6 74.1 57.2 87.0 85.6: 13.0 14.4
Old : 100.0: 8.3 23.9 4.6 74.1 57.2 87.0 85.6: 13.0 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 : 41: 3 13 8 17 19 27 33:
Old : 41: 3 13 8 17 19 27 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 : 50.1 30.7 70.2 46.4 49.3 28.4 67.4 42.0
Old : 50.1 30.7 70.2 46.4 49.3 28.4 67.4 42.0
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 - Futures Only, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,846: 12,881 9,649 791 10,955 11,932 24,627 22,372: 2,219 4,474
Old : 26,846: 12,881 9,649 791 10,955 11,932 24,627 22,372: 2,219 4,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 71: -179 -79 46 300 4 167 -29: -96 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 35.9 2.9 40.8 44.4 91.7 83.3: 8.3 16.7
Old : 100.0: 48.0 35.9 2.9 40.8 44.4 91.7 83.3: 8.3 16.7
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 : 78: 19 25 16 21 24 52 53:
Old : 78: 19 25 16 21 24 52 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 : 46.8 34.3 67.1 52.9 46.4 34.0 66.4 52.0
Old : 46.8 34.3 67.1 52.9 46.4 34.0 66.4 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,595: 920 1,839 544 5,378 4,595 6,842 6,978: 753 617
Old : 7,595: 920 1,839 544 5,378 4,595 6,842 6,978: 753 617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 38: 8 -13 2 21 51 31 40: 7 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 24.2 7.2 70.8 60.5 90.1 91.9: 9.9 8.1
Old : 100.0: 12.1 24.2 7.2 70.8 60.5 90.1 91.9: 9.9 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 8 9 20 18 32 29:
Old : 42: 5 8 9 20 18 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 37.4 65.0 59.7 44.9 34.6 63.3 55.3
Old : 45.8 37.4 65.0 59.7 44.9 34.6 63.3 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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 242,732: 88,805 40,437 36,402 98,688 125,866 223,895 202,705: 18,837 40,027
Old : 239,093: 88,847 41,501 34,679 97,838 123,736 221,364 199,916: 17,729 39,177
Other: 3,639: 1,524 502 157 850 2,130 2,531 2,789: 1,108 850
: : :
: : Changes in Commitments from: December 26, 2017 :
: 11,099: 2,275 -1,069 4,139 1,822 6,602 8,236 9,672: 2,863 1,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 16.7 15.0 40.7 51.9 92.2 83.5: 7.8 16.5
Old : 100.0: 37.2 17.4 14.5 40.9 51.8 92.6 83.6: 7.4 16.4
Other: 100.0: 41.9 13.8 4.3 23.4 58.5 69.6 76.6: 30.4 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 94 76 98 56 85 209 217:
Old : 285: 93 81 96 50 85 201 217:
Other: 61: 16 14 2 13 23 29 39:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 11.6 30.7 18.7 16.6 11.5 28.3 18.4
Old : 19.2 11.7 31.2 18.6 16.8 11.6 28.7 18.4
Other: 27.7 33.3 44.9 47.5 25.2 33.3 39.9 45.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 339,523: 125,585 32,124 47,269 141,088 216,569 313,942 295,962: 25,581 43,561
Old : 339,523: 125,585 32,124 47,269 141,088 216,569 313,942 295,962: 25,581 43,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 7,625: 376 1,650 5,637 1,452 1,020 7,465 8,307: 160 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 9.5 13.9 41.6 63.8 92.5 87.2: 7.5 12.8
Old : 100.0: 37.0 9.5 13.9 41.6 63.8 92.5 87.2: 7.5 12.8
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 : 405: 127 78 117 94 155 282 311:
Old : 405: 127 78 117 94 155 282 311:
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 : 19.1 20.6 30.7 28.9 19.1 20.6 30.7 28.2
Old : 19.1 20.6 30.7 28.9 19.1 20.6 30.7 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,053: 3,741 1,979 150 720 2,969 4,611 5,098: 1,442 955
Old : 6,053: 3,741 1,979 150 720 2,969 4,611 5,098: 1,442 955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -145: 38 -177 13 -159 -3 -108 -167: -37 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 32.7 2.5 11.9 49.1 76.2 84.2: 23.8 15.8
Old : 100.0: 61.8 32.7 2.5 11.9 49.1 76.2 84.2: 23.8 15.8
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 : 71: 31 15 8 12 21 50 38:
Old : 71: 31 15 8 12 21 50 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 38.6 40.1 54.2 29.9 38.5 40.1 53.4
Old : 29.9 38.6 40.1 54.2 29.9 38.5 40.1 53.4
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 - Futures Only, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,748: 21,971 13,112 9,410 12,655 12,852 44,036 35,374: 7,712 16,374
Old : 51,748: 21,971 13,112 9,410 12,655 12,852 44,036 35,374: 7,712 16,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -902: -15 -399 -147 145 -158 -17 -704: -885 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 25.3 18.2 24.5 24.8 85.1 68.4: 14.9 31.6
Old : 100.0: 42.5 25.3 18.2 24.5 24.8 85.1 68.4: 14.9 31.6
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 : 218: 52 57 68 49 64 150 162:
Old : 218: 52 57 68 49 64 150 162:
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 15.9 30.5 22.7 20.0 13.7 30.2 18.4
Old : 20.0 15.9 30.5 22.7 20.0 13.7 30.2 18.4
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,117: 340 3,073 41 2,651 653 3,032 3,767: 1,085 350
Old : 4,117: 340 3,073 41 2,651 653 3,032 3,767: 1,085 350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 94: 126 75 -1 44 -20 169 54: -75 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 74.6 1.0 64.4 15.9 73.6 91.5: 26.4 8.5
Old : 100.0: 8.3 74.6 1.0 64.4 15.9 73.6 91.5: 26.4 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 5 2 11 5 16 11:
Old : 21: 4 5 2 11 5 16 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 : 46.6 74.9 62.9 89.6 46.6 74.9 60.5 87.3
Old : 46.6 74.9 62.9 89.6 46.6 74.9 60.5 87.3
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,680: 1,579 14,591 710 25,784 11,837 28,073 27,138: 607 1,542
Old : 28,680: 1,579 14,591 710 25,784 11,837 28,073 27,138: 607 1,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 257: 50 -66 -13 216 210 253 131: 4 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 50.9 2.5 89.9 41.3 97.9 94.6: 2.1 5.4
Old : 100.0: 5.5 50.9 2.5 89.9 41.3 97.9 94.6: 2.1 5.4
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 : 63: 11 17 11 19 23 38 43:
Old : 63: 11 17 11 19 23 38 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 45.8 86.1 69.8 68.0 45.8 86.1 69.1
Old : 68.0 45.8 86.1 69.8 68.0 45.8 86.1 69.1
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 59,474: 31,776 5,955 0 25,891 52,476 57,667 58,431: 1,807 1,043
Old : 59,474: 31,776 5,955 0 25,891 52,476 57,667 58,431: 1,807 1,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 2,458: 2,409 114 0 28 2,349 2,437 2,463: 21 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 10.0 0.0 43.5 88.2 97.0 98.2: 3.0 1.8
Old : 100.0: 53.4 10.0 0.0 43.5 88.2 97.0 98.2: 3.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 16 5 0 5 8 21 13:
Old : 32: 16 5 0 5 8 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.0 73.9 92.0 92.0 88.0 73.5 92.0 91.6
Old : 88.0 73.9 92.0 92.0 88.0 73.5 92.0 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 126,829: 49,297 34,558 4,230 37,528 68,410 91,055 107,198: 35,774 19,631
Old : 126,829: 49,297 34,558 4,230 37,528 68,410 91,055 107,198: 35,774 19,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 10,270: 6,925 9,532 -534 1,565 1,968 7,956 10,966: 2,314 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 27.2 3.3 29.6 53.9 71.8 84.5: 28.2 15.5
Old : 100.0: 38.9 27.2 3.3 29.6 53.9 71.8 84.5: 28.2 15.5
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 : 91: 35 22 16 22 22 66 51:
Old : 91: 35 22 16 22 22 66 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 : 21.9 46.0 34.2 58.4 20.6 45.8 32.2 57.4
Old : 21.9 46.0 34.2 58.4 20.6 45.8 32.2 57.4
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 75,662: 24,984 41,216 551 42,192 12,065 67,727 53,832: 7,935 21,830
Old : 75,662: 24,984 41,216 551 42,192 12,065 67,727 53,832: 7,935 21,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -5,993: -6,975 -4,645 401 -810 -968 -7,384 -5,212: 1,391 -781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 54.5 0.7 55.8 15.9 89.5 71.1: 10.5 28.9
Old : 100.0: 33.0 54.5 0.7 55.8 15.9 89.5 71.1: 10.5 28.9
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 : 49: 12 17 4 10 11 24 30:
Old : 49: 12 17 4 10 11 24 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 39.0 73.3 50.7 61.1 39.0 73.3 50.7
Old : 61.1 39.0 73.3 50.7 61.1 39.0 73.3 50.7
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 193,802: 93,804 58,746 1,621 93,659 128,150 189,084 188,517: 4,718 5,285
Old : 193,802: 93,804 58,746 1,621 93,659 128,150 189,084 188,517: 4,718 5,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 9,259: 6,228 7,554 204 3,301 579 9,733 8,337: -474 922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 30.3 0.8 48.3 66.1 97.6 97.3: 2.4 2.7
Old : 100.0: 48.4 30.3 0.8 48.3 66.1 97.6 97.3: 2.4 2.7
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 : 133: 40 60 9 16 18 62 81:
Old : 133: 40 60 9 16 18 62 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 58.9 68.3 74.3 53.3 58.9 68.3 74.3
Old : 53.3 58.9 68.3 74.3 53.3 58.9 68.3 74.3
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 211,627: 93,611 77,376 4,694 74,426 105,193 172,731 187,263: 38,896 24,364
Old : 211,627: 93,611 77,376 4,694 74,426 105,193 172,731 187,263: 38,896 24,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 21,234: 17,257 13,698 -847 -1,207 7,693 15,203 20,544: 6,031 690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 36.6 2.2 35.2 49.7 81.6 88.5: 18.4 11.5
Old : 100.0: 44.2 36.6 2.2 35.2 49.7 81.6 88.5: 18.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 51 23 15 27 37 84 69:
Old : 126: 51 23 15 27 37 84 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 : 29.6 40.9 38.6 53.9 29.0 40.1 37.7 53.0
Old : 29.6 40.9 38.6 53.9 29.0 40.1 37.7 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 230,564: 39,592 161,358 4,326 166,322 31,450 210,240 197,134: 20,324 33,430
Old : 230,564: 39,592 161,358 4,326 166,322 31,450 210,240 197,134: 20,324 33,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -1,864: -4,677 1,003 807 447 -1,937 -3,423 -127: 1,559 -1,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 70.0 1.9 72.1 13.6 91.2 85.5: 8.8 14.5
Old : 100.0: 17.2 70.0 1.9 72.1 13.6 91.2 85.5: 8.8 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 31 39 18 33 35 75 82:
Old : 119: 31 39 18 33 35 75 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 43.1 63.2 53.9 52.1 43.1 62.3 53.8
Old : 52.3 43.1 63.2 53.9 52.1 43.1 62.3 53.8
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 542,622: 236,808 108,940 18,239 199,313 365,245 454,360 492,424: 88,262 50,198
Old : 542,622: 236,808 108,940 18,239 199,313 365,245 454,360 492,424: 88,262 50,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 44,878: 27,895 -7,825 945 12,382 46,902 41,222 40,022: 3,656 4,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 20.1 3.4 36.7 67.3 83.7 90.7: 16.3 9.3
Old : 100.0: 43.6 20.1 3.4 36.7 67.3 83.7 90.7: 16.3 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 : 260: 117 48 45 71 57 198 140:
Old : 260: 117 48 45 71 57 198 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 42.4 29.7 58.4 20.3 42.2 29.1 57.7
Old : 20.8 42.4 29.7 58.4 20.3 42.2 29.1 57.7
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 - Futures Only, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 38,916: 16,034 6,323 863 8,900 28,344 25,797 35,530: 13,119 3,386
Old : 38,916: 16,034 6,323 863 8,900 28,344 25,797 35,530: 13,119 3,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 1,063: 694 821 -4 -28 11 662 828: 401 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 16.2 2.2 22.9 72.8 66.3 91.3: 33.7 8.7
Old : 100.0: 41.2 16.2 2.2 22.9 72.8 66.3 91.3: 33.7 8.7
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 : 32: 12 7 5 10 9 25 18:
Old : 32: 12 7 5 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 : 34.0 77.4 43.5 85.8 32.4 75.4 41.9 83.0
Old : 34.0 77.4 43.5 85.8 32.4 75.4 41.9 83.0
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,510: 7,235 7,087 143 10,765 11,355 18,143 18,585: 1,367 925
Old : 19,510: 7,235 7,087 143 10,765 11,355 18,143 18,585: 1,367 925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -1,796: 1,146 -1,557 -161 -1,959 389 -974 -1,329: -822 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 36.3 0.7 55.2 58.2 93.0 95.3: 7.0 4.7
Old : 100.0: 37.1 36.3 0.7 55.2 58.2 93.0 95.3: 7.0 4.7
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 : 37: 15 10 2 6 8 22 19:
Old : 37: 15 10 2 6 8 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 68.1 78.8 81.1 53.8 50.5 64.4 62.5
Old : 60.0 68.1 78.8 81.1 53.8 50.5 64.4 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,141: 15,509 32,494 703 25,888 7,241 42,100 40,438: 3,041 4,703
Old : 45,141: 15,509 32,494 703 25,888 7,241 42,100 40,438: 3,041 4,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -2,078: -2,631 -3,232 379 -127 847 -2,379 -2,006: 301 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 72.0 1.6 57.3 16.0 93.3 89.6: 6.7 10.4
Old : 100.0: 34.4 72.0 1.6 57.3 16.0 93.3 89.6: 6.7 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 21 32 6 11 8 36 43:
Old : 72: 21 32 6 11 8 36 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 30.9 74.9 55.9 61.7 30.9 74.9 55.9
Old : 61.7 30.9 74.9 55.9 61.7 30.9 74.9 55.9
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,328: 11,699 2,945 282 0 9,079 11,981 12,306: 1,347 1,022
Old : 13,328: 11,699 2,945 282 0 9,079 11,981 12,306: 1,347 1,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 729: 552 665 0 0 -69 552 596: 177 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 22.1 2.1 0.0 68.1 89.9 92.3: 10.1 7.7
Old : 100.0: 87.8 22.1 2.1 0.0 68.1 89.9 92.3: 10.1 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 : 25: 13 5 1 0 7 13 13:
Old : 25: 13 5 1 0 7 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 67.5 85.3 85.4 74.8 67.5 83.9 85.4
Old : 74.8 67.5 85.3 85.4 74.8 67.5 83.9 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 :12,745,082: 896,163 3,523,820 2,218,077 9,146,675 5,734,528 12,260,915 11,476,425: 484,167 1,268,657
Old :12,745,082: 896,163 3,523,820 2,218,077 9,146,675 5,734,528 12,260,915 11,476,425: 484,167 1,268,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 140,702: -57,171 131,931 39,993 163,725 -5,090 146,547 166,834: -5,845 -26,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 27.6 17.4 71.8 45.0 96.2 90.0: 3.8 10.0
Old : 100.0: 7.0 27.6 17.4 71.8 45.0 96.2 90.0: 3.8 10.0
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 : 298: 44 108 114 113 125 231 290:
Old : 298: 44 108 114 113 125 231 290:
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 : 40.7 19.2 52.6 28.8 37.1 18.4 45.2 24.4
Old : 40.7 19.2 52.6 28.8 37.1 18.4 45.2 24.4
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 662,131: 106,861 73,129 23,147 452,314 494,015 582,322 590,290: 79,809 71,841
Old : 662,131: 106,861 73,129 23,147 452,314 494,015 582,322 590,290: 79,809 71,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -1,806: -4,175 -14,726 3,089 -2,476 10,773 -3,562 -863: 1,756 -943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.0 3.5 68.3 74.6 87.9 89.2: 12.1 10.8
Old : 100.0: 16.1 11.0 3.5 68.3 74.6 87.9 89.2: 12.1 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 587: 141 117 73 222 241 395 399:
Old : 587: 141 117 73 222 241 395 399:
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 : 15.6 14.4 25.1 23.2 14.5 13.0 22.1 20.8
Old : 15.6 14.4 25.1 23.2 14.5 13.0 22.1 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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,912: 2,878 3,666 0 30,558 30,976 33,436 34,642: 18,476 17,270
Old : 51,912: 2,878 3,666 0 30,558 30,976 33,436 34,642: 18,476 17,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 237: -1,540 1,490 -6 1,299 -1,432 -247 52: 484 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 7.1 0.0 58.9 59.7 64.4 66.7: 35.6 33.3
Old : 100.0: 5.5 7.1 0.0 58.9 59.7 64.4 66.7: 35.6 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 : 42: 6 8 0 18 14 24 22:
Old : 42: 6 8 0 18 14 24 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 : 37.3 36.2 53.4 53.6 34.9 36.2 49.8 53.5
Old : 37.3 36.2 53.4 53.6 34.9 36.2 49.8 53.5
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,051,095: 529,045 356,444 106,603 2,108,782 2,315,194 2,744,430 2,778,241: 306,665 272,854
Old : 3,051,095: 529,045 356,444 106,603 2,108,782 2,315,194 2,744,430 2,778,241: 306,665 272,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -10,215: -11,375 -79,279 13,676 -18,876 61,026 -16,575 -4,577: 6,360 -5,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 11.7 3.5 69.1 75.9 89.9 91.1: 10.1 8.9
Old : 100.0: 17.3 11.7 3.5 69.1 75.9 89.9 91.1: 10.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 583: 140 116 71 215 239 386 395:
Old : 583: 140 116 71 215 239 386 395:
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 : 16.9 14.8 26.7 24.2 15.7 14.0 24.0 23.0
Old : 16.9 14.8 26.7 24.2 15.7 14.0 24.0 23.0
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,126: 14,872 0 0 15,628 33,691 30,500 33,691: 3,626 435
Old : 34,126: 14,872 0 0 15,628 33,691 30,500 33,691: 3,626 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -1,356: -194 0 0 -1,412 48 -1,606 48: 250 -1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 0.0 0.0 45.8 98.7 89.4 98.7: 10.6 1.3
Old : 100.0: 43.6 0.0 0.0 45.8 98.7 89.4 98.7: 10.6 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 : 27: 9 0 0 9 10 18 10:
Old : 27: 9 0 0 9 10 18 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 : 58.5 82.1 75.4 96.0 58.5 82.1 75.4 95.3
Old : 58.5 82.1 75.4 96.0 58.5 82.1 75.4 95.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,067: 0 981 0 22,652 23,494 22,652 24,475: 2,415 592
Old : 25,067: 0 981 0 22,652 23,494 22,652 24,475: 2,415 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.0 90.4 93.7 90.4 97.6: 9.6 2.4
Old : 100.0: 0.0 3.9 0.0 90.4 93.7 90.4 97.6: 9.6 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 : 21: 0 3 0 11 8 11 11:
Old : 21: 0 3 0 11 8 11 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 : 68.8 88.5 85.7 94.6 68.8 88.5 85.7 94.5
Old : 68.8 88.5 85.7 94.6 68.8 88.5 85.7 94.5
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 92,476: 24,944 3,299 390 52,145 84,840 77,479 88,529: 14,997 3,947
Old : 92,476: 24,944 3,299 390 52,145 84,840 77,479 88,529: 14,997 3,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 783: -427 -13 -41 -404 -255 -872 -309: 1,655 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.6 0.4 56.4 91.7 83.8 95.7: 16.2 4.3
Old : 100.0: 27.0 3.6 0.4 56.4 91.7 83.8 95.7: 16.2 4.3
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 : 83: 17 6 4 42 34 59 44:
Old : 83: 17 6 4 42 34 59 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 : 35.8 46.4 49.9 66.0 35.8 46.3 49.6 65.9
Old : 35.8 46.4 49.9 66.0 35.8 46.3 49.6 65.9
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,389: 19,674 16,102 1,555 27,264 31,102 48,493 48,760: 6,896 6,629
Old : 55,389: 19,674 16,102 1,555 27,264 31,102 48,493 48,760: 6,896 6,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -2,150: 1,548 -1,449 11 -3,170 -1,274 -1,610 -2,712: -540 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 29.1 2.8 49.2 56.2 87.6 88.0: 12.4 12.0
Old : 100.0: 35.5 29.1 2.8 49.2 56.2 87.6 88.0: 12.4 12.0
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 : 274: 75 76 24 70 80 155 170:
Old : 274: 75 76 24 70 80 155 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 23.0 42.0 34.0 29.4 23.0 40.9 34.0
Old : 29.5 23.0 42.0 34.0 29.4 23.0 40.9 34.0
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 276,944: 98,370 80,510 7,776 136,320 155,512 242,466 243,798: 34,478 33,146
Old : 276,944: 98,370 80,510 7,776 136,320 155,512 242,466 243,798: 34,478 33,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -10,751: 7,742 -7,247 57 -15,851 -6,368 -8,052 -13,558: -2,699 2,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 29.1 2.8 49.2 56.2 87.6 88.0: 12.4 12.0
Old : 100.0: 35.5 29.1 2.8 49.2 56.2 87.6 88.0: 12.4 12.0
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 : 274: 75 76 24 70 80 155 170:
Old : 274: 75 76 24 70 80 155 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 23.0 42.0 34.0 29.4 23.0 40.9 34.0
Old : 29.5 23.0 42.0 34.0 29.4 23.0 40.9 34.0
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 123,176: 45,175 65,201 3,231 46,978 31,445 95,384 99,877: 27,792 23,299
Old : 123,176: 45,175 65,201 3,231 46,978 31,445 95,384 99,877: 27,792 23,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 12,651: 6,965 13,352 408 578 51 7,951 13,811: 4,700 -1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 52.9 2.6 38.1 25.5 77.4 81.1: 22.6 18.9
Old : 100.0: 36.7 52.9 2.6 38.1 25.5 77.4 81.1: 22.6 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 28 26 14 23 22 56 57:
Old : 90: 28 26 14 23 22 56 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 35.0 44.2 45.3 28.4 34.3 44.2 44.4
Old : 28.4 35.0 44.2 45.3 28.4 34.3 44.2 44.4
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 590,448: 184,597 136,179 8,276 373,614 432,146 566,487 576,601: 23,961 13,847
Old : 590,448: 184,597 136,179 8,276 373,614 432,146 566,487 576,601: 23,961 13,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 607: -1,657 2,863 -380 1,368 -2,301 -669 182: 1,276 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 23.1 1.4 63.3 73.2 95.9 97.7: 4.1 2.3
Old : 100.0: 31.3 23.1 1.4 63.3 73.2 95.9 97.7: 4.1 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 : 301: 78 42 25 120 102 205 162:
Old : 301: 78 42 25 120 102 205 162:
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 35.4 32.6 49.7 20.7 35.4 31.0 49.5
Old : 21.6 35.4 32.6 49.7 20.7 35.4 31.0 49.5
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 40,475: 12,901 12,259 268 18,871 24,364 32,040 36,891: 8,435 3,584
Old : 40,475: 12,901 12,259 268 18,871 24,364 32,040 36,891: 8,435 3,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 1,360: 711 1,577 0 2 -74 713 1,503: 647 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 30.3 0.7 46.6 60.2 79.2 91.1: 20.8 8.9
Old : 100.0: 31.9 30.3 0.7 46.6 60.2 79.2 91.1: 20.8 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 15 9 1 16 12 32 21:
Old : 46: 15 9 1 16 12 32 21:
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 : 36.3 69.8 51.8 80.8 36.3 69.8 51.8 80.4
Old : 36.3 69.8 51.8 80.8 36.3 69.8 51.8 80.4
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,788: 16,514 10,496 659 26,336 16,526 43,509 27,681: 9,279 25,107
Old : 52,788: 16,514 10,496 659 26,336 16,526 43,509 27,681: 9,279 25,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 821: 799 954 76 1,906 -2,275 2,781 -1,245: -1,960 2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 19.9 1.2 49.9 31.3 82.4 52.4: 17.6 47.6
Old : 100.0: 31.3 19.9 1.2 49.9 31.3 82.4 52.4: 17.6 47.6
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 : 75: 27 10 5 27 22 56 35:
Old : 75: 27 10 5 27 22 56 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 : 32.2 20.8 42.5 30.7 30.8 20.7 41.1 30.1
Old : 32.2 20.8 42.5 30.7 30.8 20.7 41.1 30.1
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 92,956: 10,538 2,010 25,271 57,103 65,675 92,912 92,956: 44 0
Old : 92,956: 10,538 2,010 25,271 57,103 65,675 92,912 92,956: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -2,972: -212 0 -1,830 -930 -1,142 -2,972 -2,972: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 2.2 27.2 61.4 70.7 100.0 100.0: 0.0 0.0
Old : 100.0: 11.3 2.2 27.2 61.4 70.7 100.0 100.0: 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 : 85.7 78.9 95.7 93.2 28.2 23.5 31.5 30.9
Old : 85.7 78.9 95.7 93.2 28.2 23.5 31.5 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 5, 2018