MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, August 15, 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 : 26,270: 960 4,812 2,880 22,070 18,218 25,910 25,910: 360 360
Old : 26,270: 960 4,812 2,880 22,070 18,218 25,910 25,910: 360 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 400: 320 0 0 80 400 400 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 18.3 11.0 84.0 69.3 98.6 98.6: 1.4 1.4
Old : 100.0: 3.7 18.3 11.0 84.0 69.3 98.6 98.6: 1.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 9 6 8 7 17 18:
Old : 24: 4 9 6 8 7 17 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 : 82.7 65.9 93.6 87.7 47.5 34.8 49.5 43.8
Old : 82.7 65.9 93.6 87.7 47.5 34.8 49.5 43.8
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, August 15, 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 : 5,373: 430 690 322 3,701 4,092 4,453 5,104: 920 269
Old : 5,373: 430 690 322 3,701 4,092 4,453 5,104: 920 269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 309: 19 -45 38 213 343 270 336: 39 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 12.8 6.0 68.9 76.2 82.9 95.0: 17.1 5.0
Old : 100.0: 8.0 12.8 6.0 68.9 76.2 82.9 95.0: 17.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 6 11 20 19 35 31:
Old : 42: 10 6 11 20 19 35 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 : 51.6 49.9 61.7 65.2 51.1 45.7 58.1 59.3
Old : 51.6 49.9 61.7 65.2 51.1 45.7 58.1 59.3
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,500: 13,090 7,332 900 9,186 13,666 23,176 21,898: 3,324 4,602
Old : 26,500: 13,090 7,332 900 9,186 13,666 23,176 21,898: 3,324 4,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 411: 284 -204 95 -66 486 313 377: 98 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 27.7 3.4 34.7 51.6 87.5 82.6: 12.5 17.4
Old : 100.0: 49.4 27.7 3.4 34.7 51.6 87.5 82.6: 12.5 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 21 21 16 20 24 50 52:
Old : 76: 21 21 16 20 24 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 : 47.7 33.9 68.4 48.2 47.5 33.7 68.2 47.4
Old : 47.7 33.9 68.4 48.2 47.5 33.7 68.2 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, August 15, 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 : 6,022: 877 355 248 4,103 5,048 5,228 5,651: 794 371
Old : 6,022: 877 355 248 4,103 5,048 5,228 5,651: 794 371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 493: 167 0 4 230 564 401 568: 92 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 5.9 4.1 68.1 83.8 86.8 93.8: 13.2 6.2
Old : 100.0: 14.6 5.9 4.1 68.1 83.8 86.8 93.8: 13.2 6.2
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 : 40: 7 5 8 24 16 34 26:
Old : 40: 7 5 8 24 16 34 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 : 39.9 50.8 56.1 70.2 39.9 47.7 55.3 66.4
Old : 39.9 50.8 56.1 70.2 39.9 47.7 55.3 66.4
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, August 15, 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 : 276,055: 117,237 57,479 38,874 97,396 138,213 253,507 234,566: 22,548 41,489
Old : 133,152: 78,316 56,794 4,527 39,325 55,215 122,168 116,536: 10,984 16,616
Other: 142,903: 61,536 23,300 11,732 58,071 82,998 131,339 118,030: 11,564 24,873
: : :
: : Changes in Commitments from: August 8, 2017 :
: 12,019: 9,925 6,164 -1,271 1,809 5,656 10,463 10,549: 1,556 1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 20.8 14.1 35.3 50.1 91.8 85.0: 8.2 15.0
Old : 100.0: 58.8 42.7 3.4 29.5 41.5 91.8 87.5: 8.2 12.5
Other: 100.0: 43.1 16.3 8.2 40.6 58.1 91.9 82.6: 8.1 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 133 86 119 72 89 282 238:
Old : 314: 113 103 53 30 76 174 201:
Other: 254: 88 62 51 62 75 182 164:
:----------------------------------------------------------------------------------------------------
: 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 16.8 26.5 23.2 17.1 16.8 26.0 22.9
Old : 14.6 17.3 25.6 27.1 14.6 16.9 25.5 26.6
Other: 24.9 17.6 35.2 25.9 24.9 17.4 34.6 25.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 15, 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 : 310,042: 133,366 39,740 27,578 123,965 200,414 284,909 267,732: 25,133 42,310
Old : 310,042: 133,366 39,740 27,578 123,965 200,414 284,909 267,732: 25,133 42,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -16,312: -9,711 2,078 -2,331 -3,147 -12,858 -15,189 -13,111: -1,123 -3,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 12.8 8.9 40.0 64.6 91.9 86.4: 8.1 13.6
Old : 100.0: 43.0 12.8 8.9 40.0 64.6 91.9 86.4: 8.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 118 76 113 91 141 267 290:
Old : 380: 118 76 113 91 141 267 290:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 23.3 30.3 31.9 17.9 23.3 30.3 31.3
Old : 17.9 23.3 30.3 31.9 17.9 23.3 30.3 31.3
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, August 15, 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 : 4,378: 1,818 1,260 303 853 2,002 2,974 3,565: 1,404 813
Old : 4,378: 1,818 1,260 303 853 2,002 2,974 3,565: 1,404 813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -369: -240 -12 -80 -69 -171 -389 -263: 20 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 28.8 6.9 19.5 45.7 67.9 81.4: 32.1 18.6
Old : 100.0: 41.5 28.8 6.9 19.5 45.7 67.9 81.4: 32.1 18.6
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 : 53: 16 12 8 15 20 36 37:
Old : 53: 16 12 8 15 20 36 37:
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 : 30.9 38.4 42.9 52.9 30.9 37.5 42.8 49.5
Old : 30.9 38.4 42.9 52.9 30.9 37.5 42.8 49.5
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, August 15, 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 : 56,650: 23,393 10,469 11,024 13,820 16,222 48,237 37,715: 8,413 18,935
Old : 56,650: 23,393 10,469 11,024 13,820 16,222 48,237 37,715: 8,413 18,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -4,361: -1,990 -959 295 -2,340 -2,278 -4,035 -2,942: -326 -1,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 18.5 19.5 24.4 28.6 85.1 66.6: 14.9 33.4
Old : 100.0: 41.3 18.5 19.5 24.4 28.6 85.1 66.6: 14.9 33.4
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 : 204: 59 43 65 44 76 144 158:
Old : 204: 59 43 65 44 76 144 158:
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 12.5 31.3 19.9 20.5 11.4 29.2 16.6
Old : 20.5 12.5 31.3 19.9 20.5 11.4 29.2 16.6
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, August 15, 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 : 19,474: 1,960 11,555 861 15,958 6,395 18,779 18,811: 695 663
Old : 19,474: 1,960 11,555 861 15,958 6,395 18,779 18,811: 695 663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 481: -140 263 114 494 114 468 491: 13 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 59.3 4.4 81.9 32.8 96.4 96.6: 3.6 3.4
Old : 100.0: 10.1 59.3 4.4 81.9 32.8 96.4 96.6: 3.6 3.4
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 : 52: 14 10 9 21 14 37 31:
Old : 52: 14 10 9 21 14 37 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 : 51.6 60.4 71.6 83.0 51.3 60.4 70.1 82.7
Old : 51.6 60.4 71.6 83.0 51.3 60.4 70.1 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, August 15, 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 : 37,164: 4,842 11,646 0 30,898 24,290 35,740 35,936: 1,424 1,228
Old : 37,164: 4,842 11,646 0 30,898 24,290 35,740 35,936: 1,424 1,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 1,694: 1,665 2,671 -42 127 -940 1,750 1,689: -56 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 31.3 0.0 83.1 65.4 96.2 96.7: 3.8 3.3
Old : 100.0: 13.0 31.3 0.0 83.1 65.4 96.2 96.7: 3.8 3.3
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 : 32: 11 7 0 10 6 21 13:
Old : 32: 11 7 0 10 6 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 75.4 89.4 94.5 76.6 75.2 89.4 94.4
Old : 76.6 75.4 89.4 94.5 76.6 75.2 89.4 94.4
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, August 15, 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 : 192,026: 86,455 35,106 5,310 59,593 128,702 151,358 169,118: 40,668 22,908
Old : 192,026: 86,455 35,106 5,310 59,593 128,702 151,358 169,118: 40,668 22,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -13,937: -11,782 -310 327 1,527 -14,349 -9,928 -14,332: -4,009 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 18.3 2.8 31.0 67.0 78.8 88.1: 21.2 11.9
Old : 100.0: 45.0 18.3 2.8 31.0 67.0 78.8 88.1: 21.2 11.9
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 : 103: 44 20 21 24 25 78 57:
Old : 103: 44 20 21 24 25 78 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 55.9 39.5 69.1 26.9 55.7 39.0 69.0
Old : 27.0 55.9 39.5 69.1 26.9 55.7 39.0 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, August 15, 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 : 39,380: 12,556 13,737 1,254 13,965 9,593 27,775 24,584: 11,605 14,796
Old : 39,380: 12,556 13,737 1,254 13,965 9,593 27,775 24,584: 11,605 14,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -3,742: -2,712 -2,933 45 -494 -1,418 -3,161 -4,306: -581 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 34.9 3.2 35.5 24.4 70.5 62.4: 29.5 37.6
Old : 100.0: 31.9 34.9 3.2 35.5 24.4 70.5 62.4: 29.5 37.6
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 : 40: 13 14 7 6 9 23 26:
Old : 40: 13 14 7 6 9 23 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 : 41.5 27.9 53.1 40.0 41.3 27.9 52.7 39.8
Old : 41.5 27.9 53.1 40.0 41.3 27.9 52.7 39.8
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, August 15, 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 : 237,589: 130,900 36,051 3,233 94,885 195,458 229,018 234,742: 8,571 2,847
Old : 237,589: 130,900 36,051 3,233 94,885 195,458 229,018 234,742: 8,571 2,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 18,681: 232 11,820 452 18,822 6,385 19,506 18,657: -825 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 15.2 1.4 39.9 82.3 96.4 98.8: 3.6 1.2
Old : 100.0: 55.1 15.2 1.4 39.9 82.3 96.4 98.8: 3.6 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 : 153: 79 33 5 19 25 102 59:
Old : 153: 79 33 5 19 25 102 59:
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 : 42.5 67.7 57.7 79.8 42.5 67.6 57.7 79.7
Old : 42.5 67.7 57.7 79.8 42.5 67.6 57.7 79.7
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, August 15, 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 : 213,259: 63,810 95,670 7,658 112,181 78,906 183,649 182,234: 29,610 31,025
Old : 213,259: 63,810 95,670 7,658 112,181 78,906 183,649 182,234: 29,610 31,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 5,168: 5,193 11,893 -1,271 3,620 -8,917 7,542 1,705: -2,374 3,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 44.9 3.6 52.6 37.0 86.1 85.5: 13.9 14.5
Old : 100.0: 29.9 44.9 3.6 52.6 37.0 86.1 85.5: 13.9 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 35 28 23 26 38 70 80:
Old : 112: 35 28 23 26 38 70 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 38.2 55.2 52.0 45.0 37.3 53.6 50.7
Old : 46.2 38.2 55.2 52.0 45.0 37.3 53.6 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 15, 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 : 215,090: 43,308 120,800 6,151 145,227 56,054 194,686 183,005: 20,404 32,085
Old : 215,090: 43,308 120,800 6,151 145,227 56,054 194,686 183,005: 20,404 32,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -17,737: 3,498 -14,823 -799 -20,764 232 -18,065 -15,390: 328 -2,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 56.2 2.9 67.5 26.1 90.5 85.1: 9.5 14.9
Old : 100.0: 20.1 56.2 2.9 67.5 26.1 90.5 85.1: 9.5 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 : 114: 32 36 19 30 29 71 75:
Old : 114: 32 36 19 30 29 71 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 46.4 57.0 57.3 46.5 46.4 56.7 57.2
Old : 46.8 46.4 57.0 57.3 46.5 46.4 56.7 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 15, 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 : 462,148: 190,336 111,069 21,762 174,177 278,546 386,275 411,377: 75,873 50,771
Old : 462,148: 190,336 111,069 21,762 174,177 278,546 386,275 411,377: 75,873 50,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 996: -10,895 3,523 -847 16,344 -1,077 4,602 1,599: -3,606 -603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 24.0 4.7 37.7 60.3 83.6 89.0: 16.4 11.0
Old : 100.0: 41.2 24.0 4.7 37.7 60.3 83.6 89.0: 16.4 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 97 65 49 62 66 183 157:
Old : 255: 97 65 49 62 66 183 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 36.0 32.8 49.2 22.1 35.2 32.3 48.3
Old : 22.5 36.0 32.8 49.2 22.1 35.2 32.3 48.3
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, August 15, 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 : 23,356: 11,711 5,754 1,298 3,026 13,832 16,035 20,884: 7,321 2,472
Old : 23,356: 11,711 5,754 1,298 3,026 13,832 16,035 20,884: 7,321 2,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -1,004: -958 1,703 497 -13 -3,059 -474 -859: -530 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 24.6 5.6 13.0 59.2 68.7 89.4: 31.3 10.6
Old : 100.0: 50.1 24.6 5.6 13.0 59.2 68.7 89.4: 31.3 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 : 21: 8 3 2 6 7 15 11:
Old : 21: 8 3 2 6 7 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 69.4 57.7 84.2 41.2 67.4 54.0 80.1
Old : 44.8 69.4 57.7 84.2 41.2 67.4 54.0 80.1
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, August 15, 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 : 25,648: 18,071 7,257 0 5,793 17,949 23,864 25,206: 1,784 442
Old : 25,648: 18,071 7,257 0 5,793 17,949 23,864 25,206: 1,784 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -1,470: -1,308 -483 0 42 -909 -1,266 -1,392: -204 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 28.3 0.0 22.6 70.0 93.0 98.3: 7.0 1.7
Old : 100.0: 70.5 28.3 0.0 22.6 70.0 93.0 98.3: 7.0 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 : 38: 14 13 0 4 8 18 21:
Old : 38: 14 13 0 4 8 18 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 : 77.6 70.7 86.3 83.9 77.6 70.7 86.3 83.9
Old : 77.6 70.7 86.3 83.9 77.6 70.7 86.3 83.9
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, August 15, 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 : 48,413: 33,509 8,670 672 7,975 35,560 42,156 44,902: 6,257 3,511
Old : 48,413: 33,509 8,670 672 7,975 35,560 42,156 44,902: 6,257 3,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -4,738: -6,732 1,914 -34 2,027 -6,280 -4,739 -4,400: 1 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 17.9 1.4 16.5 73.5 87.1 92.7: 12.9 7.3
Old : 100.0: 69.2 17.9 1.4 16.5 73.5 87.1 92.7: 12.9 7.3
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: 48 17 5 11 12 60 33:
Old : 84: 48 17 5 11 12 60 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 54.1 46.2 74.0 29.2 54.1 43.9 70.4
Old : 29.2 54.1 46.2 74.0 29.2 54.1 43.9 70.4
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, August 15, 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 : 19,819: 11,346 1,874 1,282 6,163 15,871 18,791 19,027: 1,028 792
Old : 19,819: 11,346 1,874 1,282 6,163 15,871 18,791 19,027: 1,028 792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -1,768: 12 -1,554 -29 -1,810 -195 -1,827 -1,778: 59 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 9.5 6.5 31.1 80.1 94.8 96.0: 5.2 4.0
Old : 100.0: 57.2 9.5 6.5 31.1 80.1 94.8 96.0: 5.2 4.0
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 : 30: 15 7 2 6 5 21 14:
Old : 30: 15 7 2 6 5 21 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 : 60.2 82.0 77.3 91.8 47.9 63.1 60.5 70.5
Old : 60.2 82.0 77.3 91.8 47.9 63.1 60.5 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 15, 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 :13,489,005: 908,513 2,577,874 2,790,387 9,119,595 6,964,885 12,818,495 12,333,146: 670,510 1,155,859
Old :13,489,005: 908,513 2,577,874 2,790,387 9,119,595 6,964,885 12,818,495 12,333,146: 670,510 1,155,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -10,840: -68,232 20,526 66,816 -45,785 -95,721 -47,201 -8,379: 36,361 -2,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 19.1 20.7 67.6 51.6 95.0 91.4: 5.0 8.6
Old : 100.0: 6.7 19.1 20.7 67.6 51.6 95.0 91.4: 5.0 8.6
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 : 323: 55 109 117 119 145 246 309:
Old : 323: 55 109 117 119 145 246 309:
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 18.3 47.9 27.5 31.9 13.2 36.5 18.8
Old : 36.6 18.3 47.9 27.5 31.9 13.2 36.5 18.8
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, August 15, 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 : 695,177: 114,947 86,819 33,682 462,872 484,157 611,501 604,657: 83,676 90,520
Old : 695,177: 114,947 86,819 33,682 462,872 484,157 611,501 604,657: 83,676 90,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 13,464: 5,973 -6,893 1,693 1,764 16,042 9,429 10,841: 4,034 2,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 12.5 4.8 66.6 69.6 88.0 87.0: 12.0 13.0
Old : 100.0: 16.5 12.5 4.8 66.6 69.6 88.0 87.0: 12.0 13.0
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 : 626: 142 146 76 226 243 404 429:
Old : 626: 142 146 76 226 243 404 429:
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 15.7 27.2 22.2 14.5 14.6 23.0 21.1
Old : 17.5 15.7 27.2 22.2 14.5 14.6 23.0 21.1
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, August 15, 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 : 62,053: 3,129 5,041 0 23,849 41,711 26,978 46,752: 35,075 15,301
Old : 62,053: 3,129 5,041 0 23,849 41,711 26,978 46,752: 35,075 15,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 3,027: -790 990 0 -524 1,301 -1,314 2,291: 4,341 736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 8.1 0.0 38.4 67.2 43.5 75.3: 56.5 24.7
Old : 100.0: 5.0 8.1 0.0 38.4 67.2 43.5 75.3: 56.5 24.7
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 : 48: 3 9 0 17 23 20 32:
Old : 48: 3 9 0 17 23 20 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 : 18.3 33.1 30.0 50.6 17.8 33.1 27.6 50.0
Old : 18.3 33.1 30.0 50.6 17.8 33.1 27.6 50.0
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, August 15, 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 : 3,165,620: 573,473 423,273 154,024 2,195,117 2,212,230 2,922,614 2,789,527: 243,006 376,093
Old : 3,165,620: 573,473 423,273 154,024 2,195,117 2,212,230 2,922,614 2,789,527: 243,006 376,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 52,183: 34,467 -38,761 7,809 11,441 73,704 53,717 42,752: -1,534 9,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 13.4 4.9 69.3 69.9 92.3 88.1: 7.7 11.9
Old : 100.0: 18.1 13.4 4.9 69.3 69.9 92.3 88.1: 7.7 11.9
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 : 622: 144 144 75 223 238 401 423:
Old : 622: 144 144 75 223 238 401 423:
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 : 18.8 16.0 29.2 22.6 15.5 14.7 24.6 21.3
Old : 18.8 16.0 29.2 22.6 15.5 14.7 24.6 21.3
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, August 15, 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 : 29,737: 11,925 370 0 14,421 28,431 26,346 28,801: 3,391 936
Old : 29,737: 11,925 370 0 14,421 28,431 26,346 28,801: 3,391 936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -461: -247 -163 0 -12 -463 -259 -626: -202 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 1.2 0.0 48.5 95.6 88.6 96.9: 11.4 3.1
Old : 100.0: 40.1 1.2 0.0 48.5 95.6 88.6 96.9: 11.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 1 0 8 7 16 8:
Old : 23: 8 1 0 8 7 16 8:
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 : 57.9 76.3 74.2 96.9 57.9 76.3 74.2 95.4
Old : 57.9 76.3 74.2 96.9 57.9 76.3 74.2 95.4
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, August 15, 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 : 22,324: 263 2,019 0 20,199 19,239 20,462 21,258: 1,862 1,066
Old : 22,324: 263 2,019 0 20,199 19,239 20,462 21,258: 1,862 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -404: -373 0 0 54 -523 -319 -523: -85 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 9.0 0.0 90.5 86.2 91.7 95.2: 8.3 4.8
Old : 100.0: 1.2 9.0 0.0 90.5 86.2 91.7 95.2: 8.3 4.8
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 : 21: 1 1 0 14 6 15 7:
Old : 21: 1 1 0 14 6 15 7:
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 : 52.8 88.6 78.0 95.2 52.8 88.6 78.0 94.0
Old : 52.8 88.6 78.0 95.2 52.8 88.6 78.0 94.0
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, August 15, 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 : 90,696: 23,970 2,123 775 53,756 83,569 78,501 86,467: 12,195 4,229
Old : 90,696: 23,970 2,123 775 53,756 83,569 78,501 86,467: 12,195 4,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -1,854: 253 -517 -368 -697 -1,214 -812 -2,099: -1,042 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 2.3 0.9 59.3 92.1 86.6 95.3: 13.4 4.7
Old : 100.0: 26.4 2.3 0.9 59.3 92.1 86.6 95.3: 13.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 16 5 6 39 40 56 50:
Old : 83: 16 5 6 39 40 56 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 44.5 53.5 64.9 38.8 44.4 52.2 64.8
Old : 39.1 44.5 53.5 64.9 38.8 44.4 52.2 64.8
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, August 15, 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 : 60,505: 21,637 12,205 1,547 30,824 37,926 54,008 51,678: 6,497 8,828
Old : 60,505: 21,637 12,205 1,547 30,824 37,926 54,008 51,678: 6,497 8,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 550: 417 -416 -293 124 429 248 -280: 302 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 20.2 2.6 50.9 62.7 89.3 85.4: 10.7 14.6
Old : 100.0: 35.8 20.2 2.6 50.9 62.7 89.3 85.4: 10.7 14.6
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 : 276: 67 81 26 67 87 148 180:
Old : 276: 67 81 26 67 87 148 180:
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 : 31.3 21.2 47.0 30.8 31.2 21.1 45.5 30.6
Old : 31.3 21.2 47.0 30.8 31.2 21.1 45.5 30.6
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, August 15, 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 : 302,526: 108,186 61,024 7,736 154,120 189,628 270,042 258,388: 32,484 44,138
Old : 302,526: 108,186 61,024 7,736 154,120 189,628 270,042 258,388: 32,484 44,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 2,752: 2,085 -2,079 -1,463 618 2,143 1,240 -1,399: 1,512 4,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 20.2 2.6 50.9 62.7 89.3 85.4: 10.7 14.6
Old : 100.0: 35.8 20.2 2.6 50.9 62.7 89.3 85.4: 10.7 14.6
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 : 276: 67 81 26 67 87 148 180:
Old : 276: 67 81 26 67 87 148 180:
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 : 31.3 21.2 47.0 30.8 31.2 21.1 45.5 30.6
Old : 31.3 21.2 47.0 30.8 31.2 21.1 45.5 30.6
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, August 15, 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 : 149,809: 93,318 33,706 2,674 17,160 94,625 113,152 131,005: 36,657 18,804
Old : 149,809: 93,318 33,706 2,674 17,160 94,625 113,152 131,005: 36,657 18,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -102: 1,241 -361 -436 730 2,720 1,535 1,923: -1,637 -2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 22.5 1.8 11.5 63.2 75.5 87.4: 24.5 12.6
Old : 100.0: 62.3 22.5 1.8 11.5 63.2 75.5 87.4: 24.5 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 : 101: 46 21 15 22 23 74 53:
Old : 101: 46 21 15 22 23 74 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 : 22.9 49.6 35.4 64.1 22.9 49.6 35.3 63.6
Old : 22.9 49.6 35.4 64.1 22.9 49.6 35.3 63.6
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, August 15, 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 : 13,248: 2,292 4,558 1 9,505 6,571 11,798 11,130: 1,450 2,118
Old : 13,248: 2,292 4,558 1 9,505 6,571 11,798 11,130: 1,450 2,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 34.4 0.0 71.7 49.6 89.1 84.0: 10.9 16.0
Old : 100.0: 17.3 34.4 0.0 71.7 49.6 89.1 84.0: 10.9 16.0
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 : 30: 6 8 1 11 8 18 16:
Old : 30: 6 8 1 11 8 18 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 : 51.2 49.4 69.0 69.2 49.5 49.4 67.3 69.2
Old : 51.2 49.4 69.0 69.2 49.5 49.4 67.3 69.2
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, August 15, 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 : 34,288: 12,569 5,717 13 14,696 26,361 27,278 32,091: 7,010 2,197
Old : 34,288: 12,569 5,717 13 14,696 26,361 27,278 32,091: 7,010 2,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -953: -413 53 13 481 -326 81 -260: -1,034 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 16.7 0.0 42.9 76.9 79.6 93.6: 20.4 6.4
Old : 100.0: 36.7 16.7 0.0 42.9 76.9 79.6 93.6: 20.4 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 19 6 1 16 11 35 18:
Old : 47: 19 6 1 16 11 35 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 : 30.7 82.0 43.3 88.6 30.7 82.0 43.3 88.3
Old : 30.7 82.0 43.3 88.6 30.7 82.0 43.3 88.3
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, August 15, 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 : 53,844: 18,289 6,690 2,106 23,421 21,148 43,816 29,944: 10,028 23,900
Old : 53,844: 18,289 6,690 2,106 23,421 21,148 43,816 29,944: 10,028 23,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -1,923: -3,225 -1,844 250 3,285 7,221 310 5,627: -2,233 -7,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 12.4 3.9 43.5 39.3 81.4 55.6: 18.6 44.4
Old : 100.0: 34.0 12.4 3.9 43.5 39.3 81.4 55.6: 18.6 44.4
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 : 74: 22 15 5 26 20 48 40:
Old : 74: 22 15 5 26 20 48 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 : 23.3 25.3 36.4 34.0 22.9 25.0 34.7 32.6
Old : 23.3 25.3 36.4 34.0 22.9 25.0 34.7 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, August 15, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,495: 1,114 6,725 182 13,715 8,376 15,011 15,283: 484 212
Old : 15,495: 1,114 6,725 182 13,715 8,376 15,011 15,283: 484 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 229: -7,357 48 182 7,484 0 309 230: -80 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 43.4 1.2 88.5 54.1 96.9 98.6: 3.1 1.4
Old : 100.0: 7.2 43.4 1.2 88.5 54.1 96.9 98.6: 3.1 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 : 20: 6 5 2 8 1 16 6:
Old : 20: 6 5 2 8 1 16 6:
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 : 80.7 96.3 90.4 98.6 80.7 95.1 90.4 97.5
Old : 80.7 96.3 90.4 98.6 80.7 95.1 90.4 97.5
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, August 15, 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 : 96,738: 6,158 13,223 27,072 63,486 56,443 96,716 96,738: 22 0
Old : 96,738: 6,158 13,223 27,072 63,486 56,443 96,716 96,738: 22 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -850: 0 -1,070 60 -910 160 -850 -850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 13.7 28.0 65.6 58.3 100.0 100.0: 0.0 0.0
Old : 100.0: 6.4 13.7 28.0 65.6 58.3 100.0 100.0: 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 : 22: 3 2 2 11 14 16 16:
Old : 22: 3 2 2 11 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.3 81.7 96.8 94.1 33.6 29.3 36.8 34.9
Old : 85.3 81.7 96.8 94.1 33.6 29.3 36.8 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2017