MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 23,196: 1,000 4,900 2,040 19,772 15,872 22,812 22,812: 384 384
Old : 23,196: 1,000 4,900 2,040 19,772 15,872 22,812 22,812: 384 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,812: -160 -120 -800 -864 -904 -1,824 -1,824: 12 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 21.1 8.8 85.2 68.4 98.3 98.3: 1.7 1.7
Old : 100.0: 4.3 21.1 8.8 85.2 68.4 98.3 98.3: 1.7 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 : 23: 3 9 7 8 7 16 19:
Old : 23: 3 9 7 8 7 16 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 : 80.9 59.6 91.9 85.3 50.4 35.7 52.9 47.8
Old : 80.9 59.6 91.9 85.3 50.4 35.7 52.9 47.8
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 5,615: 200 557 408 4,031 4,221 4,639 5,186: 976 429
Old : 5,615: 200 557 408 4,031 4,221 4,639 5,186: 976 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 261: -37 -11 44 204 159 211 192: 50 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 9.9 7.3 71.8 75.2 82.6 92.4: 17.4 7.6
Old : 100.0: 3.6 9.9 7.3 71.8 75.2 82.6 92.4: 17.4 7.6
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 : 38: 5 7 8 20 19 31 28:
Old : 38: 5 7 8 20 19 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 47.7 64.8 62.4 53.9 44.2 59.1 55.8
Old : 54.1 47.7 64.8 62.4 53.9 44.2 59.1 55.8
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 25,546: 12,201 7,188 1,101 10,172 12,378 23,474 20,667: 2,072 4,879
Old : 25,546: 12,201 7,188 1,101 10,172 12,378 23,474 20,667: 2,072 4,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 1,409: 790 636 170 1,174 312 2,134 1,118: -725 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 28.1 4.3 39.8 48.5 91.9 80.9: 8.1 19.1
Old : 100.0: 47.8 28.1 4.3 39.8 48.5 91.9 80.9: 8.1 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 22 19 13 21 22 50 47:
Old : 74: 22 19 13 21 22 50 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 32.7 67.9 48.1 48.5 32.7 67.8 46.9
Old : 48.5 32.7 67.9 48.1 48.5 32.7 67.8 46.9
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,326: 714 776 413 4,388 4,793 5,515 5,982: 811 344
Old : 6,326: 714 776 413 4,388 4,793 5,515 5,982: 811 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 472: -103 279 73 415 107 385 459: 87 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.3 6.5 69.4 75.8 87.2 94.6: 12.8 5.4
Old : 100.0: 11.3 12.3 6.5 69.4 75.8 87.2 94.6: 12.8 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 : 39: 6 7 8 22 15 32 26:
Old : 39: 6 7 8 22 15 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 47.3 59.0 66.7 43.0 44.6 59.0 62.5
Old : 43.0 47.3 59.0 66.7 43.0 44.6 59.0 62.5
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 249,335: 90,342 61,681 40,886 98,393 105,866 229,621 208,433: 19,714 40,902
Old : 73,139: 46,401 38,989 699 18,201 22,390 65,301 62,078: 7,838 11,061
Other: 176,196: 65,259 44,010 18,869 80,192 83,476 164,320 146,355: 11,876 29,841
: : :
: : Changes in Commitments from: September 5, 2017 :
: 2,485: -3,245 7,333 1,402 3,715 -10,603 1,872 -1,868: 613 4,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 24.7 16.4 39.5 42.5 92.1 83.6: 7.9 16.4
Old : 100.0: 63.4 53.3 1.0 24.9 30.6 89.3 84.9: 10.7 15.1
Other: 100.0: 37.0 25.0 10.7 45.5 47.4 93.3 83.1: 6.7 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 81 117 112 68 84 233 256:
Old : 267: 76 104 15 33 54 117 166:
Other: 293: 88 98 76 56 77 194 209:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 12.8 27.8 19.4 16.9 12.5 27.0 18.5
Old : 18.8 17.0 31.5 27.4 18.8 17.0 31.4 27.4
Other: 23.5 14.0 35.1 21.1 23.5 12.8 35.1 19.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 319,502: 134,143 46,307 36,740 124,489 188,929 295,372 271,976: 24,130 47,526
Old : 319,502: 134,143 46,307 36,740 124,489 188,929 295,372 271,976: 24,130 47,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 4,369: 3,473 -1,202 4,369 -4,901 -3,001 2,941 166: 1,428 4,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 14.5 11.5 39.0 59.1 92.4 85.1: 7.6 14.9
Old : 100.0: 42.0 14.5 11.5 39.0 59.1 92.4 85.1: 7.6 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 106 73 109 87 142 256 282:
Old : 364: 106 73 109 87 142 256 282:
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 : 17.7 19.7 29.7 28.2 17.7 19.1 29.7 27.0
Old : 17.7 19.7 29.7 28.2 17.7 19.1 29.7 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,405: 2,577 1,495 425 761 2,792 3,763 4,712: 1,642 693
Old : 5,405: 2,577 1,495 425 761 2,792 3,763 4,712: 1,642 693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 597: 404 49 51 44 516 499 616: 98 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 27.7 7.9 14.1 51.7 69.6 87.2: 30.4 12.8
Old : 100.0: 47.7 27.7 7.9 14.1 51.7 69.6 87.2: 30.4 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 : 62: 25 12 7 10 21 40 36:
Old : 62: 25 12 7 10 21 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 42.7 37.5 59.6 24.3 42.2 35.3 57.4
Old : 24.5 42.7 37.5 59.6 24.3 42.2 35.3 57.4
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 51,499: 23,019 9,369 8,900 12,106 15,387 44,025 33,656: 7,474 17,843
Old : 51,499: 23,019 9,369 8,900 12,106 15,387 44,025 33,656: 7,474 17,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 1,153: 694 12 612 -729 -92 577 532: 576 621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 18.2 17.3 23.5 29.9 85.5 65.4: 14.5 34.6
Old : 100.0: 44.7 18.2 17.3 23.5 29.9 85.5 65.4: 14.5 34.6
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 : 194: 58 49 55 40 64 134 140:
Old : 194: 58 49 55 40 64 134 140:
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 : 23.2 14.5 34.1 22.7 22.6 10.8 31.6 16.6
Old : 23.2 14.5 34.1 22.7 22.6 10.8 31.6 16.6
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 3,707: 207 3,005 14 2,568 440 2,789 3,459: 918 248
Old : 3,707: 207 3,005 14 2,568 440 2,789 3,459: 918 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 314: 20 275 -6 203 13 217 282: 97 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 81.1 0.4 69.3 11.9 75.2 93.3: 24.8 6.7
Old : 100.0: 5.6 81.1 0.4 69.3 11.9 75.2 93.3: 24.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 7 2 10 6 14 13:
Old : 20: 2 7 2 10 6 14 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 : 56.4 77.8 71.4 88.7 56.4 77.8 70.2 85.7
Old : 56.4 77.8 71.4 88.7 56.4 77.8 70.2 85.7
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 19,683: 2,608 11,075 295 16,086 7,494 18,989 18,864: 694 819
Old : 19,683: 2,608 11,075 295 16,086 7,494 18,989 18,864: 694 819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 1,309: 425 718 -50 937 617 1,312 1,285: -3 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 56.3 1.5 81.7 38.1 96.5 95.8: 3.5 4.2
Old : 100.0: 13.3 56.3 1.5 81.7 38.1 96.5 95.8: 3.5 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 15 9 5 21 17 38 29:
Old : 54: 15 9 5 21 17 38 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 : 52.5 59.3 71.6 83.3 52.4 59.3 70.3 83.1
Old : 52.5 59.3 71.6 83.3 52.4 59.3 70.3 83.1
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 48,708: 12,919 7,687 0 33,469 39,202 46,388 46,889: 2,320 1,819
Old : 48,708: 12,919 7,687 0 33,469 39,202 46,388 46,889: 2,320 1,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 8,636: 7,080 2,334 -143 1,112 5,908 8,049 8,099: 587 537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 15.8 0.0 68.7 80.5 95.2 96.3: 4.8 3.7
Old : 100.0: 26.5 15.8 0.0 68.7 80.5 95.2 96.3: 4.8 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 : 35: 13 8 0 10 9 23 17:
Old : 35: 13 8 0 10 9 23 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 : 71.0 74.3 85.2 91.6 65.6 60.9 74.5 77.9
Old : 71.0 74.3 85.2 91.6 65.6 60.9 74.5 77.9
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 227,931: 91,645 41,146 11,179 78,318 152,389 181,142 204,714: 46,789 23,217
Old : 227,931: 91,645 41,146 11,179 78,318 152,389 181,142 204,714: 46,789 23,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 24,578: -3,087 58 7,491 15,997 18,718 20,401 26,267: 4,177 -1,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 18.1 4.9 34.4 66.9 79.5 89.8: 20.5 10.2
Old : 100.0: 40.2 18.1 4.9 34.4 66.9 79.5 89.8: 20.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 47 22 21 24 28 81 63:
Old : 109: 47 22 21 24 28 81 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 : 26.4 50.3 39.9 63.0 24.2 50.1 36.9 62.5
Old : 26.4 50.3 39.9 63.0 24.2 50.1 36.9 62.5
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 44,076: 13,556 14,870 2,251 16,870 11,662 32,677 28,783: 11,399 15,293
Old : 44,076: 13,556 14,870 2,251 16,870 11,662 32,677 28,783: 11,399 15,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 2,057: 1,664 807 680 202 701 2,546 2,188: -489 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 33.7 5.1 38.3 26.5 74.1 65.3: 25.9 34.7
Old : 100.0: 30.8 33.7 5.1 38.3 26.5 74.1 65.3: 25.9 34.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 14 13 9 7 9 25 27:
Old : 40: 14 13 9 7 9 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 28.0 55.6 42.7 44.1 27.9 55.1 42.6
Old : 44.1 28.0 55.6 42.7 44.1 27.9 55.1 42.6
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 258,092: 143,188 26,190 31,406 74,411 197,529 249,005 255,125: 9,087 2,967
Old : 258,092: 143,188 26,190 31,406 74,411 197,529 249,005 255,125: 9,087 2,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 17,387: 2,137 -1,249 20,473 -5,399 -1,640 17,211 17,584: 176 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 10.1 12.2 28.8 76.5 96.5 98.9: 3.5 1.1
Old : 100.0: 55.5 10.1 12.2 28.8 76.5 96.5 98.9: 3.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 80 37 17 20 23 108 72:
Old : 158: 80 37 17 20 23 108 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 60.9 47.4 73.5 30.1 60.8 45.7 70.7
Old : 30.3 60.9 47.4 73.5 30.1 60.8 45.7 70.7
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 273,720: 68,938 115,023 23,068 148,804 104,335 240,810 242,426: 32,910 31,294
Old : 273,720: 68,938 115,023 23,068 148,804 104,335 240,810 242,426: 32,910 31,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 54,672: 14,484 7,642 11,787 23,953 31,729 50,224 51,158: 4,448 3,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 42.0 8.4 54.4 38.1 88.0 88.6: 12.0 11.4
Old : 100.0: 25.2 42.0 8.4 54.4 38.1 88.0 88.6: 12.0 11.4
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 : 127: 37 36 28 30 39 84 89:
Old : 127: 37 36 28 30 39 84 89:
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 : 41.9 33.9 52.7 50.7 37.0 29.1 44.5 40.8
Old : 41.9 33.9 52.7 50.7 37.0 29.1 44.5 40.8
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 200,444: 40,642 97,939 8,902 127,392 59,890 176,936 166,731: 23,508 33,713
Old : 200,444: 40,642 97,939 8,902 127,392 59,890 176,936 166,731: 23,508 33,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -12,756: -6,643 -22,291 4,841 -9,045 1,685 -10,847 -15,765: -1,909 3,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 48.9 4.4 63.6 29.9 88.3 83.2: 11.7 16.8
Old : 100.0: 20.3 48.9 4.4 63.6 29.9 88.3 83.2: 11.7 16.8
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 : 108: 31 30 21 33 30 75 71:
Old : 108: 31 30 21 33 30 75 71:
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 42.4 52.0 54.0 40.3 41.7 50.9 52.4
Old : 40.7 42.4 52.0 54.0 40.3 41.7 50.9 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 487,425: 191,102 105,044 31,985 175,600 291,785 398,687 428,814: 88,738 58,611
Old : 487,425: 191,102 105,044 31,985 175,600 291,785 398,687 428,814: 88,738 58,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 22,437: -3,874 6,377 12,207 4,377 -106 12,710 18,478: 9,727 3,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 21.6 6.6 36.0 59.9 81.8 88.0: 18.2 12.0
Old : 100.0: 39.2 21.6 6.6 36.0 59.9 81.8 88.0: 18.2 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 : 245: 87 63 54 61 64 178 155:
Old : 245: 87 63 54 61 64 178 155:
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 : 24.0 35.7 34.5 47.9 23.6 34.3 33.4 45.8
Old : 24.0 35.7 34.5 47.9 23.6 34.3 33.4 45.8
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 36,520: 13,669 1,731 1,001 8,297 29,283 22,967 32,015: 13,553 4,505
Old : 36,520: 13,669 1,731 1,001 8,297 29,283 22,967 32,015: 13,553 4,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 4.7 2.7 22.7 80.2 62.9 87.7: 37.1 12.3
Old : 100.0: 37.4 4.7 2.7 22.7 80.2 62.9 87.7: 37.1 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 3 3 9 6 19 11:
Old : 22: 9 3 3 9 6 19 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 : 33.4 80.0 47.3 86.5 33.1 77.4 46.2 79.8
Old : 33.4 80.0 47.3 86.5 33.1 77.4 46.2 79.8
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 23,569: 10,445 2,356 646 4,827 18,198 15,918 21,200: 7,651 2,369
Old : 23,569: 10,445 2,356 646 4,827 18,198 15,918 21,200: 7,651 2,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 1,664: -362 251 600 995 655 1,233 1,506: 431 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 10.0 2.7 20.5 77.2 67.5 89.9: 32.5 10.1
Old : 100.0: 44.3 10.0 2.7 20.5 77.2 67.5 89.9: 32.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 2 3 8 8 15 13:
Old : 20: 7 2 3 8 8 15 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 : 41.9 65.8 56.4 85.5 40.8 60.7 53.0 79.0
Old : 41.9 65.8 56.4 85.5 40.8 60.7 53.0 79.0
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 30,536: 21,259 9,896 688 6,562 19,574 28,509 30,158: 2,027 378
Old : 30,536: 21,259 9,896 688 6,562 19,574 28,509 30,158: 2,027 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 2,289: 1,390 1,776 578 174 -2 2,142 2,352: 147 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 32.4 2.3 21.5 64.1 93.4 98.8: 6.6 1.2
Old : 100.0: 69.6 32.4 2.3 21.5 64.1 93.4 98.8: 6.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 12 2 6 7 20 20:
Old : 36: 13 12 2 6 7 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 77.7 84.3 89.3 75.2 76.1 82.6 87.7
Old : 76.4 77.7 84.3 89.3 75.2 76.1 82.6 87.7
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 49,256: 25,150 12,800 1,357 17,154 31,698 43,661 45,855: 5,595 3,401
Old : 49,256: 25,150 12,800 1,357 17,154 31,698 43,661 45,855: 5,595 3,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 3,162: -1,623 750 -244 4,622 2,642 2,755 3,148: 407 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 26.0 2.8 34.8 64.4 88.6 93.1: 11.4 6.9
Old : 100.0: 51.1 26.0 2.8 34.8 64.4 88.6 93.1: 11.4 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 : 75: 39 16 8 16 9 59 31:
Old : 75: 39 16 8 16 9 59 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 51.8 47.7 77.1 25.9 51.5 36.4 64.8
Old : 29.2 51.8 47.7 77.1 25.9 51.5 36.4 64.8
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 39,391: 22,562 10,216 4,084 11,655 24,277 38,301 38,577: 1,090 814
Old : 39,391: 22,562 10,216 4,084 11,655 24,277 38,301 38,577: 1,090 814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 11,064: 4,149 3,361 3,738 3,160 3,947 11,047 11,046: 17 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 25.9 10.4 29.6 61.6 97.2 97.9: 2.8 2.1
Old : 100.0: 57.3 25.9 10.4 29.6 61.6 97.2 97.9: 2.8 2.1
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 : 34: 14 9 4 7 8 22 21:
Old : 34: 14 9 4 7 8 22 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 : 72.4 74.4 85.6 89.2 52.4 51.1 59.4 61.1
Old : 72.4 74.4 85.6 89.2 52.4 51.1 59.4 61.1
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :14,309,769: 1,045,365 2,528,568 3,153,055 9,419,806 7,566,093 13,618,226 13,247,716: 691,543 1,062,053
Old :14,309,769: 1,045,365 2,528,568 3,153,055 9,419,806 7,566,093 13,618,226 13,247,716: 691,543 1,062,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 180,119: 3,624 -78,836 103,026 97,700 189,170 204,350 213,360: -24,231 -33,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 17.7 22.0 65.8 52.9 95.2 92.6: 4.8 7.4
Old : 100.0: 7.3 17.7 22.0 65.8 52.9 95.2 92.6: 4.8 7.4
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 : 342: 54 124 123 125 149 263 324:
Old : 342: 54 124 123 125 149 263 324:
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 : 35.8 17.9 46.0 28.7 30.9 13.2 35.6 18.5
Old : 35.8 17.9 46.0 28.7 30.9 13.2 35.6 18.5
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 810,813: 121,974 90,204 34,732 572,774 594,147 729,480 719,083: 81,333 91,730
Old : 810,813: 121,974 90,204 34,732 572,774 594,147 729,480 719,083: 81,333 91,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 75,320: 9,862 5,648 292 56,499 57,115 66,654 63,055: 8,666 12,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 11.1 4.3 70.6 73.3 90.0 88.7: 10.0 11.3
Old : 100.0: 15.0 11.1 4.3 70.6 73.3 90.0 88.7: 10.0 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 618: 125 151 94 250 256 426 451:
Old : 618: 125 151 94 250 256 426 451:
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 : 17.0 13.7 26.6 21.8 13.1 12.5 20.2 18.4
Old : 17.0 13.7 26.6 21.8 13.1 12.5 20.2 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 72,189: 3,195 9,034 807 45,746 46,592 49,748 56,433: 22,441 15,756
Old : 72,189: 3,195 9,034 807 45,746 46,592 49,748 56,433: 22,441 15,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 2,181: -52 1,759 805 1,515 94 2,268 2,658: -87 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 12.5 1.1 63.4 64.5 68.9 78.2: 31.1 21.8
Old : 100.0: 4.4 12.5 1.1 63.4 64.5 68.9 78.2: 31.1 21.8
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 : 55: 4 11 3 27 25 34 36:
Old : 55: 4 11 3 27 25 34 36:
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 31.8 44.8 49.4 22.7 30.2 37.8 44.5
Old : 29.4 31.8 44.8 49.4 22.7 30.2 37.8 44.5
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 34,099: 219 1,187 0 30,117 30,844 30,336 32,031: 3,763 2,068
Old : 34,099: 219 1,187 0 30,117 30,844 30,336 32,031: 3,763 2,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 3.5 0.0 88.3 90.5 89.0 93.9: 11.0 6.1
Old : 100.0: 0.6 3.5 0.0 88.3 90.5 89.0 93.9: 11.0 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 : 20: 1 1 0 15 10 16 11:
Old : 20: 1 1 0 15 10 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 : 63.4 75.6 79.9 90.5 27.2 34.1 33.2 39.4
Old : 63.4 75.6 79.9 90.5 27.2 34.1 33.2 39.4
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,693,118: 604,623 416,578 158,897 2,635,138 2,737,774 3,398,658 3,313,249: 294,460 379,869
Old : 3,693,118: 604,623 416,578 158,897 2,635,138 2,737,774 3,398,658 3,313,249: 294,460 379,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 365,695: 40,424 10,296 6,584 274,921 285,104 321,929 301,984: 43,766 63,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 11.3 4.3 71.4 74.1 92.0 89.7: 8.0 10.3
Old : 100.0: 16.4 11.3 4.3 71.4 74.1 92.0 89.7: 8.0 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 611: 126 148 93 240 250 413 445:
Old : 611: 126 148 93 240 250 413 445:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 13.6 28.4 22.4 14.4 12.5 22.1 19.1
Old : 18.0 13.6 28.4 22.4 14.4 12.5 22.1 19.1
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 33,212: 9,811 0 0 19,970 32,500 29,781 32,500: 3,431 712
Old : 33,212: 9,811 0 0 19,970 32,500 29,781 32,500: 3,431 712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 4,173: -682 0 0 4,992 4,162 4,310 4,162: -137 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 0.0 0.0 60.1 97.9 89.7 97.9: 10.3 2.1
Old : 100.0: 29.5 0.0 0.0 60.1 97.9 89.7 97.9: 10.3 2.1
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 : 20: 5 0 0 9 10 14 10:
Old : 20: 5 0 0 9 10 14 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 : 58.0 77.6 78.1 96.0 53.5 67.3 68.1 80.2
Old : 58.0 77.6 78.1 96.0 53.5 67.3 68.1 80.2
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 40,129: 293 280 0 33,175 35,232 33,468 35,512: 6,661 4,617
Old : 40,129: 293 280 0 33,175 35,232 33,468 35,512: 6,661 4,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 16,651: 54 0 0 12,126 12,982 12,180 12,982: 4,471 3,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.7 0.0 82.7 87.8 83.4 88.5: 16.6 11.5
Old : 100.0: 0.7 0.7 0.0 82.7 87.8 83.4 88.5: 16.6 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 : 21: 1 1 0 15 12 16 13:
Old : 21: 1 1 0 15 12 16 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 : 54.1 69.9 73.7 83.7 32.6 53.5 47.4 57.5
Old : 54.1 69.9 73.7 83.7 32.6 53.5 47.4 57.5
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 90,709: 22,405 1,751 1,321 53,902 81,963 77,628 85,035: 13,081 5,674
Old : 90,709: 22,405 1,751 1,321 53,902 81,963 77,628 85,035: 13,081 5,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 5,106: 159 411 273 2,928 3,291 3,360 3,975: 1,746 1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 1.9 1.5 59.4 90.4 85.6 93.7: 14.4 6.3
Old : 100.0: 24.7 1.9 1.5 59.4 90.4 85.6 93.7: 14.4 6.3
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 : 77: 13 4 6 41 41 56 51:
Old : 77: 13 4 6 41 41 56 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 : 36.6 46.0 50.8 66.2 36.3 42.7 49.8 62.7
Old : 36.6 46.0 50.8 66.2 36.3 42.7 49.8 62.7
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 71,552: 21,870 12,354 1,982 40,814 48,503 64,666 62,839: 6,887 8,713
Old : 71,552: 21,870 12,354 1,982 40,814 48,503 64,666 62,839: 6,887 8,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 15,262: 705 16 934 13,168 13,947 14,807 14,896: 455 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 17.3 2.8 57.0 67.8 90.4 87.8: 9.6 12.2
Old : 100.0: 30.6 17.3 2.8 57.0 67.8 90.4 87.8: 9.6 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 70 71 34 77 98 164 187:
Old : 275: 70 71 34 77 98 164 187:
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 : 28.9 27.3 42.4 37.6 21.8 18.8 31.6 27.5
Old : 28.9 27.3 42.4 37.6 21.8 18.8 31.6 27.5
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 357,762: 109,352 61,770 9,908 204,069 242,517 323,329 314,195: 34,433 43,567
Old : 357,762: 109,352 61,770 9,908 204,069 242,517 323,329 314,195: 34,433 43,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 76,309: 3,525 78 4,671 65,838 69,733 74,034 74,482: 2,275 1,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 17.3 2.8 57.0 67.8 90.4 87.8: 9.6 12.2
Old : 100.0: 30.6 17.3 2.8 57.0 67.8 90.4 87.8: 9.6 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 70 71 34 77 98 164 187:
Old : 275: 70 71 34 77 98 164 187:
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 : 28.9 27.3 42.4 37.6 21.8 18.8 31.6 27.5
Old : 28.9 27.3 42.4 37.6 21.8 18.8 31.6 27.5
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 187,355: 101,713 38,680 13,610 31,939 115,192 147,262 167,482: 40,093 19,873
Old : 187,355: 101,713 38,680 13,610 31,939 115,192 147,262 167,482: 40,093 19,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 19,184: -1,640 231 10,845 9,380 9,444 18,585 20,520: 599 -1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 20.6 7.3 17.0 61.5 78.6 89.4: 21.4 10.6
Old : 100.0: 54.3 20.6 7.3 17.0 61.5 78.6 89.4: 21.4 10.6
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 : 104: 47 18 20 23 27 79 60:
Old : 104: 47 18 20 23 27 79 60:
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 : 21.7 44.8 34.2 58.9 21.7 44.8 33.4 56.4
Old : 21.7 44.8 34.2 58.9 21.7 44.8 33.4 56.4
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 809,537: 69,281 30,963 172,875 542,853 586,414 785,009 790,252: 24,528 19,285
Old : 809,537: 69,281 30,963 172,875 542,853 586,414 785,009 790,252: 24,528 19,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 772,040: 67,153 27,331 171,986 512,195 557,192 751,334 756,509: 20,706 15,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.8 21.4 67.1 72.4 97.0 97.6: 3.0 2.4
Old : 100.0: 8.6 3.8 21.4 67.1 72.4 97.0 97.6: 3.0 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 : 217: 39 27 55 122 118 197 183:
Old : 217: 39 27 55 122 118 197 183:
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 31.1 35.6 13.3 14.7 15.8 18.2
Old : 19.1 20.6 31.1 35.6 13.3 14.7 15.8 18.2
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 34,932: 14,668 8,453 0 14,370 23,119 29,038 31,572: 5,894 3,360
Old : 34,932: 14,668 8,453 0 14,370 23,119 29,038 31,572: 5,894 3,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -9,286: 1,158 2,719 -4,410 -4,944 -6,737 -8,196 -8,428: -1,090 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 24.2 0.0 41.1 66.2 83.1 90.4: 16.9 9.6
Old : 100.0: 42.0 24.2 0.0 41.1 66.2 83.1 90.4: 16.9 9.6
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 : 42: 17 4 0 16 9 33 13:
Old : 42: 17 4 0 16 9 33 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 : 36.1 79.9 50.9 88.6 36.1 79.9 50.9 88.4
Old : 36.1 79.9 50.9 88.6 36.1 79.9 50.9 88.4
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 47,313: 17,848 4,804 1,099 18,458 20,919 37,405 26,822: 9,908 20,491
Old : 47,313: 17,848 4,804 1,099 18,458 20,919 37,405 26,822: 9,908 20,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -17,730: -3,003 -692 -3,093 -8,801 -7,475 -14,897 -11,260: -2,833 -6,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 10.2 2.3 39.0 44.2 79.1 56.7: 20.9 43.3
Old : 100.0: 37.7 10.2 2.3 39.0 44.2 79.1 56.7: 20.9 43.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 22 12 2 23 15 45 29:
Old : 65: 22 12 2 23 15 45 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 : 22.0 34.7 34.5 43.2 21.5 32.3 33.3 38.4
Old : 22.0 34.7 34.5 43.2 21.5 32.3 33.3 38.4
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 106,910: 6,288 11,093 30,872 69,728 64,943 106,888 106,908: 22 2
Old : 106,910: 6,288 11,093 30,872 69,728 64,943 106,888 106,908: 22 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 3,902: 0 -1,620 1,760 2,142 3,760 3,902 3,900: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 10.4 28.9 65.2 60.7 100.0 100.0: 0.0 0.0
Old : 100.0: 5.9 10.4 28.9 65.2 60.7 100.0 100.0: 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 : 23: 3 2 2 12 14 17 16:
Old : 23: 3 2 2 12 14 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 : 85.6 80.6 96.9 94.6 35.9 25.6 36.8 34.1
Old : 85.6 80.6 96.9 94.6 35.9 25.6 36.8 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2017