MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, January 30, 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 : 19,624: 2,560 3,860 760 16,024 14,724 19,344 19,344: 280 280
Old : 19,624: 2,560 3,860 760 16,024 14,724 19,344 19,344: 280 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 0: 0 -120 120 -120 -40 0 -40: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 19.7 3.9 81.7 75.0 98.6 98.6: 1.4 1.4
Old : 100.0: 13.0 19.7 3.9 81.7 75.0 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 : 22: 2 10 4 6 8 12 19:
Old : 22: 2 10 4 6 8 12 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 : 89.0 60.6 96.2 83.1 70.1 41.0 70.1 59.0
Old : 89.0 60.6 96.2 83.1 70.1 41.0 70.1 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 30, 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 : 7,208: 553 1,938 162 5,466 4,142 6,181 6,242: 1,027 966
Old : 7,208: 553 1,938 162 5,466 4,142 6,181 6,242: 1,027 966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 350: -32 115 7 407 270 382 392: -32 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 26.9 2.2 75.8 57.5 85.8 86.6: 14.2 13.4
Old : 100.0: 7.7 26.9 2.2 75.8 57.5 85.8 86.6: 14.2 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 14 5 15 18 22 32:
Old : 42: 2 14 5 15 18 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 : 52.1 36.8 71.5 52.2 51.2 36.7 69.8 51.0
Old : 52.1 36.8 71.5 52.2 51.2 36.7 69.8 51.0
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 30, 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 : 26,375: 12,882 10,446 670 10,630 9,883 24,182 20,999: 2,193 5,376
Old : 26,375: 12,882 10,446 670 10,630 9,883 24,182 20,999: 2,193 5,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 511: 309 311 -38 282 47 553 320: -42 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 39.6 2.5 40.3 37.5 91.7 79.6: 8.3 20.4
Old : 100.0: 48.8 39.6 2.5 40.3 37.5 91.7 79.6: 8.3 20.4
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: 19 23 18 22 20 50 52:
Old : 72: 19 23 18 22 20 50 52:
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 : 49.9 36.1 69.0 53.5 49.4 35.9 68.5 53.2
Old : 49.9 36.1 69.0 53.5 49.4 35.9 68.5 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, January 30, 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 : 7,947: 921 2,308 233 6,123 4,650 7,277 7,191: 670 756
Old : 7,947: 921 2,308 233 6,123 4,650 7,277 7,191: 670 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 329: 11 187 -35 323 189 299 341: 30 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 29.0 2.9 77.0 58.5 91.6 90.5: 8.4 9.5
Old : 100.0: 11.6 29.0 2.9 77.0 58.5 91.6 90.5: 8.4 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 : 44: 3 12 6 22 17 31 29:
Old : 44: 3 12 6 22 17 31 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 : 47.8 33.0 70.4 56.4 47.0 32.0 69.7 52.1
Old : 47.8 33.0 70.4 56.4 47.0 32.0 69.7 52.1
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 30, 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 : 242,241: 87,217 37,805 39,898 92,227 122,671 219,342 200,374: 22,899 41,867
Old : 233,983: 85,327 38,958 37,360 90,332 117,283 213,019 193,601: 20,964 40,382
Other: 8,258: 4,086 1,043 342 1,895 5,388 6,323 6,773: 1,935 1,485
: : :
: : Changes in Commitments from: January 23, 2018 :
: -5,072: -6,937 -2,792 2,855 -1,485 -4,049 -5,567 -3,986: 495 -1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 15.6 16.5 38.1 50.6 90.5 82.7: 9.5 17.3
Old : 100.0: 36.5 16.6 16.0 38.6 50.1 91.0 82.7: 9.0 17.3
Other: 100.0: 49.5 12.6 4.1 22.9 65.2 76.6 82.0: 23.4 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 111 69 102 56 93 222 227:
Old : 301: 105 80 102 47 92 212 226:
Other: 79: 22 15 5 19 30 42 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 15.6 27.4 23.2 15.6 15.4 27.0 22.3
Old : 16.6 15.6 28.0 22.9 16.4 15.3 27.9 22.0
Other: 26.1 35.0 43.7 48.8 26.1 35.0 41.5 48.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 30, 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 : 364,909: 138,020 43,977 53,844 146,851 219,380 338,715 317,201: 26,194 47,708
Old : 364,909: 138,020 43,977 53,844 146,851 219,380 338,715 317,201: 26,194 47,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 8,148: 5,647 3,064 -1,441 3,099 5,867 7,305 7,490: 843 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 12.1 14.8 40.2 60.1 92.8 86.9: 7.2 13.1
Old : 100.0: 37.8 12.1 14.8 40.2 60.1 92.8 86.9: 7.2 13.1
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 : 430: 137 88 123 102 156 305 324:
Old : 430: 137 88 123 102 156 305 324:
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 : 17.5 18.7 28.9 27.1 17.2 18.7 28.6 26.2
Old : 17.5 18.7 28.9 27.1 17.2 18.7 28.6 26.2
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 30, 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 : 7,184: 4,203 1,912 469 893 3,821 5,565 6,202: 1,619 982
Old : 7,184: 4,203 1,912 469 893 3,821 5,565 6,202: 1,619 982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1: -245 -95 96 -17 -15 -166 -14: 167 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 26.6 6.5 12.4 53.2 77.5 86.3: 22.5 13.7
Old : 100.0: 58.5 26.6 6.5 12.4 53.2 77.5 86.3: 22.5 13.7
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: 35 13 8 14 24 55 41:
Old : 78: 35 13 8 14 24 55 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 37.8 37.5 53.9 26.8 37.4 37.1 53.4
Old : 26.8 37.8 37.5 53.9 26.8 37.4 37.1 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 30, 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 : 54,301: 24,216 13,388 8,716 14,184 15,295 47,116 37,399: 7,185 16,902
Old : 54,301: 24,216 13,388 8,716 14,184 15,295 47,116 37,399: 7,185 16,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 610: 768 -445 -428 619 1,545 959 672: -349 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 24.7 16.1 26.1 28.2 86.8 68.9: 13.2 31.1
Old : 100.0: 44.6 24.7 16.1 26.1 28.2 86.8 68.9: 13.2 31.1
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 : 205: 49 55 61 39 68 133 155:
Old : 205: 49 55 61 39 68 133 155:
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 : 20.9 16.8 31.8 23.9 20.9 12.5 30.1 18.0
Old : 20.9 16.8 31.8 23.9 20.9 12.5 30.1 18.0
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 30, 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 : 4,183: 258 3,132 47 2,852 715 3,157 3,894: 1,026 289
Old : 4,183: 258 3,132 47 2,852 715 3,157 3,894: 1,026 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 122: -22 24 -13 169 137 134 148: -12 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 74.9 1.1 68.2 17.1 75.5 93.1: 24.5 6.9
Old : 100.0: 6.2 74.9 1.1 68.2 17.1 75.5 93.1: 24.5 6.9
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 : 23: 4 6 3 13 5 19 12:
Old : 23: 4 6 3 13 5 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 76.3 63.1 91.2 45.7 76.0 62.8 90.3
Old : 45.7 76.3 63.1 91.2 45.7 76.0 62.8 90.3
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 30, 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 : 30,314: 2,005 15,271 581 27,103 12,741 29,689 28,593: 625 1,721
Old : 30,314: 2,005 15,271 581 27,103 12,741 29,689 28,593: 625 1,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 995: 184 379 -42 831 517 973 854: 22 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 50.4 1.9 89.4 42.0 97.9 94.3: 2.1 5.7
Old : 100.0: 6.6 50.4 1.9 89.4 42.0 97.9 94.3: 2.1 5.7
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 : 67: 11 21 12 20 27 40 51:
Old : 67: 11 21 12 20 27 40 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 : 67.5 44.2 85.4 66.6 66.1 44.1 83.3 66.1
Old : 67.5 44.2 85.4 66.6 66.1 44.1 83.3 66.1
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 30, 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 : 58,940: 28,076 4,407 0 28,446 53,519 56,522 57,926: 2,418 1,014
Old : 58,940: 28,076 4,407 0 28,446 53,519 56,522 57,926: 2,418 1,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -3,623: -5,004 -2,533 0 1,215 -946 -3,789 -3,479: 166 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 7.5 0.0 48.3 90.8 95.9 98.3: 4.1 1.7
Old : 100.0: 47.6 7.5 0.0 48.3 90.8 95.9 98.3: 4.1 1.7
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 : 31: 16 4 0 4 8 20 12:
Old : 31: 16 4 0 4 8 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.5 76.7 90.9 93.1 86.5 76.3 90.9 92.8
Old : 86.5 76.7 90.9 93.1 86.5 76.3 90.9 92.8
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 30, 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 : 176,871: 75,296 41,831 2,936 56,192 113,618 134,424 158,385: 42,447 18,486
Old : 176,871: 75,296 41,831 2,936 56,192 113,618 134,424 158,385: 42,447 18,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 8,022: 5,850 -5,058 -823 2,326 13,158 7,353 7,277: 669 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 23.7 1.7 31.8 64.2 76.0 89.5: 24.0 10.5
Old : 100.0: 42.6 23.7 1.7 31.8 64.2 76.0 89.5: 24.0 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 : 101: 38 24 15 27 23 75 52:
Old : 101: 38 24 15 27 23 75 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 51.1 39.3 64.0 27.1 51.1 38.0 63.9
Old : 27.4 51.1 39.3 64.0 27.1 51.1 38.0 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 30, 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 : 72,587: 16,673 37,000 1,233 42,343 20,056 60,249 58,289: 12,338 14,298
Old : 72,587: 16,673 37,000 1,233 42,343 20,056 60,249 58,289: 12,338 14,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 820: 2,428 640 338 -3,748 2,714 -982 3,692: 1,802 -2,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 51.0 1.7 58.3 27.6 83.0 80.3: 17.0 19.7
Old : 100.0: 23.0 51.0 1.7 58.3 27.6 83.0 80.3: 17.0 19.7
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 : 49: 12 17 7 11 13 26 34:
Old : 49: 12 17 7 11 13 26 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 37.2 67.9 53.3 54.6 37.2 67.9 53.1
Old : 54.6 37.2 67.9 53.3 54.6 37.2 67.9 53.1
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 30, 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 : 188,829: 110,923 30,878 1,280 69,758 153,364 181,961 185,522: 6,868 3,307
Old : 188,829: 110,923 30,878 1,280 69,758 153,364 181,961 185,522: 6,868 3,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 9,846: 12,959 -5,931 -236 -2,523 16,007 10,200 9,840: -354 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 16.4 0.7 36.9 81.2 96.4 98.2: 3.6 1.8
Old : 100.0: 58.7 16.4 0.7 36.9 81.2 96.4 98.2: 3.6 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 : 146: 80 35 9 14 21 96 63:
Old : 146: 80 35 9 14 21 96 63:
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 : 52.0 63.3 64.1 79.2 52.0 63.3 64.1 79.2
Old : 52.0 63.3 64.1 79.2 52.0 63.3 64.1 79.2
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 30, 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 : 235,080: 95,667 63,926 4,515 90,898 141,541 191,080 209,982: 44,000 25,098
Old : 235,080: 95,667 63,926 4,515 90,898 141,541 191,080 209,982: 44,000 25,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -1,352: -3,702 -2,398 1,581 -2,357 -125 -4,478 -942: 3,126 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 27.2 1.9 38.7 60.2 81.3 89.3: 18.7 10.7
Old : 100.0: 40.7 27.2 1.9 38.7 60.2 81.3 89.3: 18.7 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 53 23 15 28 33 87 65:
Old : 127: 53 23 15 28 33 87 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 49.1 37.4 59.0 27.3 48.1 37.0 57.9
Old : 27.3 49.1 37.4 59.0 27.3 48.1 37.0 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 30, 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 : 260,237: 47,828 162,524 3,046 177,727 67,523 228,601 233,093: 31,636 27,144
Old : 260,237: 47,828 162,524 3,046 177,727 67,523 228,601 233,093: 31,636 27,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 19,101: 10,568 2,394 108 3,222 19,651 13,898 22,153: 5,203 -3,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 62.5 1.2 68.3 25.9 87.8 89.6: 12.2 10.4
Old : 100.0: 18.4 62.5 1.2 68.3 25.9 87.8 89.6: 12.2 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 36 37 16 35 33 79 78:
Old : 123: 36 37 16 35 33 79 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 : 47.8 43.7 57.1 56.7 47.5 43.7 56.5 56.6
Old : 47.8 43.7 57.1 56.7 47.5 43.7 56.5 56.6
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 30, 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 : 603,460: 258,022 109,280 16,504 239,494 430,681 514,020 556,465: 89,440 46,995
Old : 603,460: 258,022 109,280 16,504 239,494 430,681 514,020 556,465: 89,440 46,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -5,223: -4,153 -8,178 1,781 3,194 1,591 822 -4,806: -6,045 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 18.1 2.7 39.7 71.4 85.2 92.2: 14.8 7.8
Old : 100.0: 42.8 18.1 2.7 39.7 71.4 85.2 92.2: 14.8 7.8
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 : 270: 123 48 44 75 60 206 144:
Old : 270: 123 48 44 75 60 206 144:
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 47.5 31.4 64.4 21.0 47.3 30.9 63.9
Old : 21.4 47.5 31.4 64.4 21.0 47.3 30.9 63.9
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 30, 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 : 37,989: 14,541 6,390 32 9,608 27,571 24,181 33,993: 13,808 3,996
Old : 37,989: 14,541 6,390 32 9,608 27,571 24,181 33,993: 13,808 3,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -186: -39 528 -5 -526 -32 -570 491: 384 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 16.8 0.1 25.3 72.6 63.7 89.5: 36.3 10.5
Old : 100.0: 38.3 16.8 0.1 25.3 72.6 63.7 89.5: 36.3 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 : 28: 9 5 2 11 10 21 16:
Old : 28: 9 5 2 11 10 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 75.4 44.5 84.9 32.8 73.4 42.4 82.0
Old : 34.6 75.4 44.5 84.9 32.8 73.4 42.4 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders - Futures Only, January 30, 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 : 29,104: 12,668 10,504 381 7,071 15,081 20,120 25,966: 8,984 3,138
Old : 29,104: 12,668 10,504 381 7,071 15,081 20,120 25,966: 8,984 3,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 371: 710 1,667 -20 -27 -602 663 1,045: -292 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 36.1 1.3 24.3 51.8 69.1 89.2: 30.9 10.8
Old : 100.0: 43.5 36.1 1.3 24.3 51.8 69.1 89.2: 30.9 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 : 22: 6 6 4 9 8 17 16:
Old : 22: 6 6 4 9 8 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 69.9 57.6 82.4 42.0 67.3 55.8 79.1
Old : 42.2 69.9 57.6 82.4 42.0 67.3 55.8 79.1
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, January 30, 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 : 36,701: 19,226 9,298 6 15,685 26,438 34,917 35,742: 1,784 959
Old : 36,701: 19,226 9,298 6 15,685 26,438 34,917 35,742: 1,784 959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 6,096: 74 -283 -115 6,134 6,097 6,093 5,699: 3 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 25.3 0.0 42.7 72.0 95.1 97.4: 4.9 2.6
Old : 100.0: 52.4 25.3 0.0 42.7 72.0 95.1 97.4: 4.9 2.6
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 : 35: 15 9 2 7 8 23 18:
Old : 35: 15 9 2 7 8 23 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 : 66.9 82.7 86.1 91.1 56.2 61.6 65.9 67.8
Old : 66.9 82.7 86.1 91.1 56.2 61.6 65.9 67.8
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 30, 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 : 55,783: 29,667 26,197 200 21,254 26,259 51,121 52,656: 4,662 3,127
Old : 55,783: 29,667 26,197 200 21,254 26,259 51,121 52,656: 4,662 3,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,409: 5,047 111 -1,394 -1,596 4,653 2,057 3,370: 352 -961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 47.0 0.4 38.1 47.1 91.6 94.4: 8.4 5.6
Old : 100.0: 53.2 47.0 0.4 38.1 47.1 91.6 94.4: 8.4 5.6
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 : 87: 45 20 5 7 16 54 40:
Old : 87: 45 20 5 7 16 54 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 : 49.6 49.1 62.8 69.1 49.6 49.1 62.8 68.9
Old : 49.6 49.1 62.8 69.1 49.6 49.1 62.8 68.9
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 30, 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 : 14,392: 11,348 2,602 1,477 203 9,429 13,028 13,508: 1,364 884
Old : 14,392: 11,348 2,602 1,477 203 9,429 13,028 13,508: 1,364 884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,100: 94 -58 1,038 0 116 1,132 1,096: -32 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 18.1 10.3 1.4 65.5 90.5 93.9: 9.5 6.1
Old : 100.0: 78.8 18.1 10.3 1.4 65.5 90.5 93.9: 9.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 13 5 2 1 7 14 14:
Old : 26: 13 5 2 1 7 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 67.2 84.0 87.5 63.4 66.2 73.7 80.0
Old : 72.2 67.2 84.0 87.5 63.4 66.2 73.7 80.0
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 30, 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 :14,981,533: 792,333 3,717,236 3,138,333 10,507,939 6,720,387 14,438,605 13,575,956: 542,928 1,405,577
Old :14,981,533: 792,333 3,717,236 3,138,333 10,507,939 6,720,387 14,438,605 13,575,956: 542,928 1,405,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 433,862: 62,658 147,642 109,016 285,429 215,883 457,103 472,541: -23,241 -38,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 24.8 20.9 70.1 44.9 96.4 90.6: 3.6 9.4
Old : 100.0: 5.3 24.8 20.9 70.1 44.9 96.4 90.6: 3.6 9.4
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 : 299: 38 116 113 114 130 233 291:
Old : 299: 38 116 113 114 130 233 291:
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 : 39.0 20.5 50.1 29.9 35.7 17.4 41.9 22.6
Old : 39.0 20.5 50.1 29.9 35.7 17.4 41.9 22.6
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 30, 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 : 755,004: 125,846 87,550 33,423 502,709 559,161 661,978 680,135: 93,026 74,869
Old : 755,004: 125,846 87,550 33,423 502,709 559,161 661,978 680,135: 93,026 74,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,807: 3,079 -5,237 -3,578 -10,551 8,191 -11,051 -624: 12,858 2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 11.6 4.4 66.6 74.1 87.7 90.1: 12.3 9.9
Old : 100.0: 16.7 11.6 4.4 66.6 74.1 87.7 90.1: 12.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 631: 171 118 86 242 243 449 414:
Old : 631: 171 118 86 242 243 449 414:
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 : 14.4 16.5 22.5 26.5 13.3 16.1 19.5 24.5
Old : 14.4 16.5 22.5 26.5 13.3 16.1 19.5 24.5
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 30, 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 : 75,811: 7,145 3,418 1,000 37,782 58,616 45,927 63,034: 29,884 12,777
Old : 75,811: 7,145 3,418 1,000 37,782 58,616 45,927 63,034: 29,884 12,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 6,108: 1,745 -5,293 0 1,554 11,096 3,299 5,803: 2,809 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 4.5 1.3 49.8 77.3 60.6 83.1: 39.4 16.9
Old : 100.0: 9.4 4.5 1.3 49.8 77.3 60.6 83.1: 39.4 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 6 10 1 19 21 26 32:
Old : 53: 6 10 1 19 21 26 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 : 29.4 37.5 41.6 57.1 29.3 37.5 41.0 57.1
Old : 29.4 37.5 41.6 57.1 29.3 37.5 41.0 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders - Futures Only, January 30, 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 Consumer Stapl :
: : :
All : 23,439: 224 0 0 21,169 22,563 21,393 22,563: 2,046 876
Old : 23,439: 224 0 0 21,169 22,563 21,393 22,563: 2,046 876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 141: -15 0 0 173 362 158 362: -17 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 90.3 96.3 91.3 96.3: 8.7 3.7
Old : 100.0: 1.0 0.0 0.0 90.3 96.3 91.3 96.3: 8.7 3.7
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 : 21: 1 0 0 10 12 11 12:
Old : 21: 1 0 0 10 12 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 82.4 88.8 91.8 77.4 82.1 88.8 90.8
Old : 77.4 82.4 88.8 91.8 77.4 82.1 88.8 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, January 30, 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 Energy Index p :
: : :
All : 12,658: 384 230 0 9,907 11,848 10,291 12,078: 2,367 580
Old : 12,658: 384 230 0 9,907 11,848 10,291 12,078: 2,367 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.8 0.0 78.3 93.6 81.3 95.4: 18.7 4.6
Old : 100.0: 3.0 1.8 0.0 78.3 93.6 81.3 95.4: 18.7 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 10 9 11 10:
Old : 20: 1 1 0 10 9 11 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 : 50.2 68.4 73.6 91.3 48.1 68.4 71.3 91.3
Old : 50.2 68.4 73.6 91.3 48.1 68.4 71.3 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 30, 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 : 3,395,965: 620,711 447,867 134,910 2,324,634 2,502,727 3,080,255 3,085,504: 315,710 310,461
Old : 3,395,965: 620,711 447,867 134,910 2,324,634 2,502,727 3,080,255 3,085,504: 315,710 310,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -21,504: -5,994 -12,383 -5,227 -60,527 -14,525 -71,748 -32,135: 50,244 10,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 13.2 4.0 68.5 73.7 90.7 90.9: 9.3 9.1
Old : 100.0: 18.3 13.2 4.0 68.5 73.7 90.7 90.9: 9.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 625: 172 115 83 234 240 438 407:
Old : 625: 172 115 83 234 240 438 407:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 16.1 24.3 26.7 14.7 15.7 21.5 25.1
Old : 16.0 16.1 24.3 26.7 14.7 15.7 21.5 25.1
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 30, 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 : 30,001: 12,594 0 0 13,180 29,587 25,774 29,587: 4,227 414
Old : 30,001: 12,594 0 0 13,180 29,587 25,774 29,587: 4,227 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -108: -650 0 0 -2 -153 -652 -153: 544 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 0.0 0.0 43.9 98.6 85.9 98.6: 14.1 1.4
Old : 100.0: 42.0 0.0 0.0 43.9 98.6 85.9 98.6: 14.1 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: 7 0 0 9 9 16 9:
Old : 24: 7 0 0 9 9 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 80.8 74.4 96.3 58.4 80.8 73.3 96.3
Old : 58.4 80.8 74.4 96.3 58.4 80.8 73.3 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders - Futures Only, January 30, 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 Technology Ind :
: : :
All : 13,478: 3,653 1,194 0 8,539 11,903 12,192 13,097: 1,286 381
Old : 13,478: 3,653 1,194 0 8,539 11,903 12,192 13,097: 1,286 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -565: -189 0 0 -641 -104 -830 -104: 265 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 8.9 0.0 63.4 88.3 90.5 97.2: 9.5 2.8
Old : 100.0: 27.1 8.9 0.0 63.4 88.3 90.5 97.2: 9.5 2.8
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 : 23: 4 1 0 10 10 14 11:
Old : 23: 4 1 0 10 10 14 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 : 55.1 51.8 78.8 84.2 45.1 50.2 68.5 78.9
Old : 55.1 51.8 78.8 84.2 45.1 50.2 68.5 78.9
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 30, 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 : 23,699: 0 671 0 22,630 21,859 22,630 22,530: 1,069 1,169
Old : 23,699: 0 671 0 22,630 21,859 22,630 22,530: 1,069 1,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -68: 0 0 0 -64 -294 -64 -294: -4 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.0 95.5 92.2 95.5 95.1: 4.5 4.9
Old : 100.0: 0.0 2.8 0.0 95.5 92.2 95.5 95.1: 4.5 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 11 10 11 12:
Old : 22: 0 2 0 11 10 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 77.5 90.4 90.5 72.1 77.5 90.3 90.5
Old : 72.1 77.5 90.4 90.5 72.1 77.5 90.3 90.5
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 30, 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 : 89,632: 22,453 1,857 1,011 51,833 82,860 75,297 85,728: 14,335 3,904
Old : 89,632: 22,453 1,857 1,011 51,833 82,860 75,297 85,728: 14,335 3,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -153: -54 -127 -172 -1,143 3 -1,369 -296: 1,216 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.1 1.1 57.8 92.4 84.0 95.6: 16.0 4.4
Old : 100.0: 25.1 2.1 1.1 57.8 92.4 84.0 95.6: 16.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 16 4 5 44 32 60 41:
Old : 82: 16 4 5 44 32 60 41:
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 : 34.6 48.1 47.2 66.8 34.6 48.0 46.8 65.7
Old : 34.6 48.1 47.2 66.8 34.6 48.0 46.8 65.7
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 30, 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 : 51,944: 18,711 14,236 1,767 23,897 29,395 44,374 45,398: 7,570 6,547
Old : 51,944: 18,711 14,236 1,767 23,897 29,395 44,374 45,398: 7,570 6,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 751: 1,131 -346 287 -1,207 836 211 777: 540 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 27.4 3.4 46.0 56.6 85.4 87.4: 14.6 12.6
Old : 100.0: 36.0 27.4 3.4 46.0 56.6 85.4 87.4: 14.6 12.6
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 : 279: 80 71 27 72 79 166 163:
Old : 279: 80 71 27 72 79 166 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 14.3 34.7 24.4 23.8 14.3 34.4 24.0
Old : 23.8 14.3 34.7 24.4 23.8 14.3 34.4 24.0
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 30, 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 : 259,722: 93,553 71,182 8,833 119,485 146,974 221,871 226,989: 37,851 32,733
Old : 259,722: 93,553 71,182 8,833 119,485 146,974 221,871 226,989: 37,851 32,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 3,754: 5,655 -1,730 1,437 -6,036 4,179 1,056 3,886: 2,698 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 27.4 3.4 46.0 56.6 85.4 87.4: 14.6 12.6
Old : 100.0: 36.0 27.4 3.4 46.0 56.6 85.4 87.4: 14.6 12.6
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 : 279: 80 71 27 72 79 166 163:
Old : 279: 80 71 27 72 79 166 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 14.3 34.7 24.4 23.8 14.3 34.4 24.0
Old : 23.8 14.3 34.7 24.4 23.8 14.3 34.4 24.0
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 30, 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 : 140,204: 63,496 50,345 1,686 38,325 62,688 103,507 114,719: 36,697 25,485
Old : 140,204: 63,496 50,345 1,686 38,325 62,688 103,507 114,719: 36,697 25,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -972: -55 3,473 -1,255 -1,837 -5,574 -3,147 -3,356: 2,175 2,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 35.9 1.2 27.3 44.7 73.8 81.8: 26.2 18.2
Old : 100.0: 45.3 35.9 1.2 27.3 44.7 73.8 81.8: 26.2 18.2
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 : 99: 42 23 14 23 22 71 53:
Old : 99: 42 23 14 23 22 71 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 : 19.9 38.6 31.5 52.8 19.8 37.9 31.1 52.0
Old : 19.9 38.6 31.5 52.8 19.8 37.9 31.1 52.0
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, January 30, 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 : 546,547: 159,026 120,438 8,176 357,409 403,034 524,611 531,648: 21,936 14,899
Old : 546,547: 159,026 120,438 8,176 357,409 403,034 524,611 531,648: 21,936 14,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 114: 6,027 4,237 -283 -6,889 -2,011 -1,145 1,943: 1,259 -1,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 22.0 1.5 65.4 73.7 96.0 97.3: 4.0 2.7
Old : 100.0: 29.1 22.0 1.5 65.4 73.7 96.0 97.3: 4.0 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 : 305: 71 50 22 115 107 191 174:
Old : 305: 71 50 22 115 107 191 174:
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 : 20.5 37.6 32.3 50.4 19.5 37.6 30.8 49.1
Old : 20.5 37.6 32.3 50.4 19.5 37.6 30.8 49.1
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 30, 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 : 50,728: 18,621 18,524 0 22,162 29,141 40,783 47,665: 9,945 3,063
Old : 50,728: 18,621 18,524 0 22,162 29,141 40,783 47,665: 9,945 3,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 764: 304 -225 -300 308 2,746 312 2,221: 452 -1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 36.5 0.0 43.7 57.4 80.4 94.0: 19.6 6.0
Old : 100.0: 36.7 36.5 0.0 43.7 57.4 80.4 94.0: 19.6 6.0
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 : 48: 17 8 0 18 9 35 17:
Old : 48: 17 8 0 18 9 35 17:
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 81.3 54.4 89.1 40.1 81.3 54.4 89.1
Old : 40.1 81.3 54.4 89.1 40.1 81.3 54.4 89.1
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 30, 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 : 68,208: 23,662 11,916 1,746 33,074 23,654 58,482 37,316: 9,726 30,892
Old : 68,208: 23,662 11,916 1,746 33,074 23,654 58,482 37,316: 9,726 30,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,825: 70 -4,204 64 1,189 6,218 1,323 2,078: 502 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 17.5 2.6 48.5 34.7 85.7 54.7: 14.3 45.3
Old : 100.0: 34.7 17.5 2.6 48.5 34.7 85.7 54.7: 14.3 45.3
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 : 84: 25 15 6 30 25 60 41:
Old : 84: 25 15 6 30 25 60 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 21.2 47.5 29.9 33.3 18.6 45.5 27.3
Old : 34.5 21.2 47.5 29.9 33.3 18.6 45.5 27.3
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 30, 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 : 97,143: 17,669 2,610 24,494 54,933 70,039 97,096 97,143: 47 0
Old : 97,143: 17,669 2,610 24,494 54,933 70,039 97,096 97,143: 47 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,245: 2,447 0 23 -228 2,222 2,242 2,245: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 2.7 25.2 56.5 72.1 100.0 100.0: 0.0 0.0
Old : 100.0: 18.2 2.7 25.2 56.5 72.1 100.0 100.0: 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 : 34: 10 1 1 15 16 25 18:
Old : 34: 10 1 1 15 16 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 : 84.7 78.3 94.0 92.4 29.5 27.6 34.4 34.8
Old : 84.7 78.3 94.0 92.4 29.5 27.6 34.4 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2018