MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, August 29, 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 : 27,188: 1,200 5,504 2,880 22,736 18,432 26,816 26,816: 372 372
Old : 27,188: 1,200 5,504 2,880 22,736 18,432 26,816 26,816: 372 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 420: 400 332 120 140 208 660 660: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 20.2 10.6 83.6 67.8 98.6 98.6: 1.4 1.4
Old : 100.0: 4.4 20.2 10.6 83.6 67.8 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: 3 10 6 8 7 16 19:
Old : 24: 3 10 6 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 : 82.1 62.5 92.1 86.6 49.4 36.6 53.6 48.7
Old : 82.1 62.5 92.1 86.6 49.4 36.6 53.6 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 29, 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 : 6,046: 244 626 442 4,305 4,706 4,991 5,774: 1,055 272
Old : 6,046: 244 626 442 4,305 4,706 4,991 5,774: 1,055 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 200: -84 2 32 187 154 135 188: 65 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 10.4 7.3 71.2 77.8 82.6 95.5: 17.4 4.5
Old : 100.0: 4.0 10.4 7.3 71.2 77.8 82.6 95.5: 17.4 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 8 11 21 20 34 32:
Old : 42: 6 8 11 21 20 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 48.2 62.5 63.0 50.7 44.9 56.4 57.4
Old : 52.7 48.2 62.5 63.0 50.7 44.9 56.4 57.4
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 29, 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 : 27,208: 13,619 7,116 1,136 9,376 14,271 24,131 22,523: 3,077 4,685
Old : 27,208: 13,619 7,116 1,136 9,376 14,271 24,131 22,523: 3,077 4,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 683: 742 198 177 44 115 963 490: -280 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 26.2 4.2 34.5 52.5 88.7 82.8: 11.3 17.2
Old : 100.0: 50.1 26.2 4.2 34.5 52.5 88.7 82.8: 11.3 17.2
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 : 78: 19 24 20 21 26 54 56:
Old : 78: 19 24 20 21 26 54 56:
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 : 47.9 33.7 68.6 47.5 47.7 33.7 68.3 46.7
Old : 47.9 33.7 68.6 47.5 47.7 33.7 68.3 46.7
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 29, 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 : 6,605: 975 542 400 4,413 5,325 5,788 6,267: 817 338
Old : 6,605: 975 542 400 4,413 5,325 5,788 6,267: 817 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 372: 130 97 94 173 204 397 395: -25 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 8.2 6.1 66.8 80.6 87.6 94.9: 12.4 5.1
Old : 100.0: 14.8 8.2 6.1 66.8 80.6 87.6 94.9: 12.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 6 9 25 17 36 28:
Old : 42: 7 6 9 25 17 36 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 : 36.9 50.2 55.1 68.6 36.9 46.7 54.2 63.9
Old : 36.9 50.2 55.1 68.6 36.9 46.7 54.2 63.9
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 29, 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 : 249,394: 97,173 53,292 37,998 95,229 119,541 230,400 210,831: 18,994 38,563
Old : 103,938: 62,199 53,987 2,730 31,308 35,025 96,237 91,742: 7,701 12,196
Other: 145,456: 58,990 23,321 11,252 63,921 84,516 134,163 119,089: 11,293 26,367
: : :
: : Changes in Commitments from: August 22, 2017 :
: -4,779: -7,648 1,987 4,615 -522 -11,003 -3,555 -4,401: -1,224 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 21.4 15.2 38.2 47.9 92.4 84.5: 7.6 15.5
Old : 100.0: 59.8 51.9 2.6 30.1 33.7 92.6 88.3: 7.4 11.7
Other: 100.0: 40.6 16.0 7.7 43.9 58.1 92.2 81.9: 7.8 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 85 111 101 72 78 230 238:
Old : 285: 78 116 18 31 62 116 189:
Other: 249: 83 66 53 61 70 174 166:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 17.0 29.0 23.7 18.4 17.0 28.5 23.5
Old : 16.4 18.3 29.7 27.7 16.4 18.3 29.3 27.7
Other: 26.8 18.1 38.7 26.4 26.8 18.1 37.7 26.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 29, 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 : 316,265: 133,339 46,927 30,994 128,796 195,399 293,129 273,320: 23,136 42,945
Old : 316,265: 133,339 46,927 30,994 128,796 195,399 293,129 273,320: 23,136 42,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 2,704: 883 7,451 1,187 943 -6,912 3,013 1,726: -309 978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 14.8 9.8 40.7 61.8 92.7 86.4: 7.3 13.6
Old : 100.0: 42.2 14.8 9.8 40.7 61.8 92.7 86.4: 7.3 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 : 389: 108 85 118 95 151 275 302:
Old : 389: 108 85 118 95 151 275 302:
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 20.5 30.2 28.8 17.5 20.2 30.1 28.1
Old : 17.5 20.5 30.2 28.8 17.5 20.2 30.1 28.1
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 29, 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 : 4,194: 1,782 1,232 286 836 1,937 2,904 3,455: 1,290 739
Old : 4,194: 1,782 1,232 286 836 1,937 2,904 3,455: 1,290 739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -11: 13 -23 53 -33 51 33 81: -44 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 29.4 6.8 19.9 46.2 69.2 82.4: 30.8 17.6
Old : 100.0: 42.5 29.4 6.8 19.9 46.2 69.2 82.4: 30.8 17.6
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 : 50: 15 10 6 14 21 33 34:
Old : 50: 15 10 6 14 21 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 41.1 41.7 55.2 28.8 40.1 41.7 53.1
Old : 28.8 41.1 41.7 55.2 28.8 40.1 41.7 53.1
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 29, 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 : 53,200: 23,514 10,663 9,582 12,825 15,222 45,921 35,467: 7,279 17,733
Old : 53,200: 23,514 10,663 9,582 12,825 15,222 45,921 35,467: 7,279 17,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -1,429: 525 -327 -996 -574 -261 -1,045 -1,584: -384 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 20.0 18.0 24.1 28.6 86.3 66.7: 13.7 33.3
Old : 100.0: 44.2 20.0 18.0 24.1 28.6 86.3 66.7: 13.7 33.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 67 37 66 44 70 143 149:
Old : 196: 67 37 66 44 70 143 149:
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 14.0 33.6 22.3 23.0 12.4 33.1 18.8
Old : 23.3 14.0 33.6 22.3 23.0 12.4 33.1 18.8
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, August 29, 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 : 3,839: 286 3,134 42 2,583 423 2,911 3,599: 928 240
Old : 3,839: 286 3,134 42 2,583 423 2,911 3,599: 928 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 61: 17 78 4 10 7 31 89: 30 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 81.6 1.1 67.3 11.0 75.8 93.7: 24.2 6.3
Old : 100.0: 7.4 81.6 1.1 67.3 11.0 75.8 93.7: 24.2 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 : 21: 3 7 3 11 6 16 14:
Old : 21: 3 7 3 11 6 16 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 : 54.5 79.9 70.7 89.1 53.6 79.9 69.6 86.3
Old : 54.5 79.9 70.7 89.1 53.6 79.9 69.6 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, August 29, 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 : 20,413: 2,160 11,679 567 16,994 7,403 19,721 19,649: 692 764
Old : 20,413: 2,160 11,679 567 16,994 7,403 19,721 19,649: 692 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 712: 353 180 -89 450 476 714 567: -2 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 57.2 2.8 83.3 36.3 96.6 96.3: 3.4 3.7
Old : 100.0: 10.6 57.2 2.8 83.3 36.3 96.6 96.3: 3.4 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 : 55: 15 10 7 22 18 39 33:
Old : 55: 15 10 7 22 18 39 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 : 52.3 58.9 71.5 81.1 52.1 58.9 69.7 80.8
Old : 52.3 58.9 71.5 81.1 52.1 58.9 69.7 80.8
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 29, 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 : 33,170: 3,861 3,904 113 27,612 27,738 31,586 31,755: 1,584 1,415
Old : 33,170: 3,861 3,904 113 27,612 27,738 31,586 31,755: 1,584 1,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -1,673: 650 -2,826 -9 -2,361 903 -1,720 -1,932: 47 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 11.8 0.3 83.2 83.6 95.2 95.7: 4.8 4.3
Old : 100.0: 11.6 11.8 0.3 83.2 83.6 95.2 95.7: 4.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 12 7 1 9 7 22 14:
Old : 33: 12 7 1 9 7 22 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 : 78.2 74.1 86.7 92.8 78.2 74.0 86.7 92.3
Old : 78.2 74.1 86.7 92.8 78.2 74.0 86.7 92.3
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 29, 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 : 191,798: 86,806 33,639 3,747 59,983 128,659 150,536 166,045: 41,262 25,753
Old : 191,798: 86,806 33,639 3,747 59,983 128,659 150,536 166,045: 41,262 25,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 4,838: 5,841 3,773 7 -1,293 1,077 4,555 4,857: 283 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 17.5 2.0 31.3 67.1 78.5 86.6: 21.5 13.4
Old : 100.0: 45.3 17.5 2.0 31.3 67.1 78.5 86.6: 21.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 44 18 17 22 26 73 55:
Old : 99: 44 18 17 22 26 73 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 55.4 41.4 68.8 28.3 55.3 40.9 68.5
Old : 28.4 55.4 41.4 68.8 28.3 55.3 40.9 68.5
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, August 29, 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 : 42,067: 13,209 14,987 1,815 14,268 10,565 29,292 27,367: 12,775 14,700
Old : 42,067: 13,209 14,987 1,815 14,268 10,565 29,292 27,367: 12,775 14,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 1,647: 1,041 832 90 -778 257 353 1,179: 1,294 468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 35.6 4.3 33.9 25.1 69.6 65.1: 30.4 34.9
Old : 100.0: 31.4 35.6 4.3 33.9 25.1 69.6 65.1: 30.4 34.9
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 : 37: 15 10 7 5 8 25 20:
Old : 37: 15 10 7 5 8 25 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 : 39.7 31.8 51.8 46.8 39.7 31.7 51.4 46.8
Old : 39.7 31.8 51.8 46.8 39.7 31.7 51.4 46.8
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 29, 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 : 246,509: 135,549 38,539 7,028 95,338 197,365 237,915 242,932: 8,594 3,577
Old : 246,509: 135,549 38,539 7,028 95,338 197,365 237,915 242,932: 8,594 3,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 2,660: -2,307 -1,699 3,769 1,652 -193 3,114 1,877: -454 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 15.6 2.9 38.7 80.1 96.5 98.5: 3.5 1.5
Old : 100.0: 55.0 15.6 2.9 38.7 80.1 96.5 98.5: 3.5 1.5
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 : 159: 79 38 8 20 25 107 65:
Old : 159: 79 38 8 20 25 107 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 64.5 56.6 76.7 41.3 64.5 56.6 76.2
Old : 41.3 64.5 56.6 76.7 41.3 64.5 56.6 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 29, 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 : 224,031: 60,053 111,608 8,828 128,444 74,303 197,325 194,739: 26,706 29,292
Old : 224,031: 60,053 111,608 8,828 128,444 74,303 197,325 194,739: 26,706 29,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 7,537: -1,431 4,224 1,392 9,887 739 9,848 6,355: -2,311 1,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 49.8 3.9 57.3 33.2 88.1 86.9: 11.9 13.1
Old : 100.0: 26.8 49.8 3.9 57.3 33.2 88.1 86.9: 11.9 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 36 35 22 28 37 74 84:
Old : 121: 36 35 22 28 37 74 84:
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 39.0 57.7 50.7 44.9 38.2 55.6 49.7
Old : 46.8 39.0 57.7 50.7 44.9 38.2 55.6 49.7
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 29, 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 : 209,890: 43,889 112,413 4,752 138,466 63,262 187,107 180,427: 22,783 29,463
Old : 209,890: 43,889 112,413 4,752 138,466 63,262 187,107 180,427: 22,783 29,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -5,567: -1,273 -6,835 -1,260 -3,982 3,605 -6,515 -4,490: 948 -1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 53.6 2.3 66.0 30.1 89.1 86.0: 10.9 14.0
Old : 100.0: 20.9 53.6 2.3 66.0 30.1 89.1 86.0: 10.9 14.0
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 : 115: 35 33 21 32 30 79 72:
Old : 115: 35 33 21 32 30 79 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 : 43.9 46.4 54.5 59.0 43.8 46.2 54.3 58.6
Old : 43.9 46.4 54.5 59.0 43.8 46.2 54.3 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 29, 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 : 469,307: 194,331 107,812 19,103 173,410 287,170 386,844 414,085: 82,463 55,222
Old : 469,307: 194,331 107,812 19,103 173,410 287,170 386,844 414,085: 82,463 55,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 4,862: -3,487 -2,030 0 3,421 2,655 -66 625: 4,928 4,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 23.0 4.1 37.0 61.2 82.4 88.2: 17.6 11.8
Old : 100.0: 41.4 23.0 4.1 37.0 61.2 82.4 88.2: 17.6 11.8
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 : 252: 100 59 43 64 67 184 150:
Old : 252: 100 59 43 64 67 184 150:
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 : 23.1 37.5 32.7 50.8 22.8 36.6 32.2 49.7
Old : 23.1 37.5 32.7 50.8 22.8 36.6 32.2 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, August 29, 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 : 34,904: 12,715 3,022 1,549 7,167 26,073 21,431 30,644: 13,473 4,260
Old : 34,904: 12,715 3,022 1,549 7,167 26,073 21,431 30,644: 13,473 4,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 171: -727 -311 209 4 159 -514 57: 685 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 8.7 4.4 20.5 74.7 61.4 87.8: 38.6 12.2
Old : 100.0: 36.4 8.7 4.4 20.5 74.7 61.4 87.8: 38.6 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 : 21: 8 4 4 8 4 18 10:
Old : 21: 8 4 4 8 4 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 83.3 46.2 87.5 32.1 80.7 44.6 82.4
Old : 32.4 83.3 46.2 87.5 32.1 80.7 44.6 82.4
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 29, 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 : 34,051: 17,134 7,819 38 15,009 25,323 32,181 33,180: 1,870 871
Old : 34,051: 17,134 7,819 38 15,009 25,323 32,181 33,180: 1,870 871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 9,305: 27 898 13 9,216 7,980 9,256 8,891: 49 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 23.0 0.1 44.1 74.4 94.5 97.4: 5.5 2.6
Old : 100.0: 50.3 23.0 0.1 44.1 74.4 94.5 97.4: 5.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 16 12 1 5 8 22 20:
Old : 39: 16 12 1 5 8 22 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 : 73.5 73.8 86.6 87.6 54.6 49.4 61.5 61.2
Old : 73.5 73.8 86.6 87.6 54.6 49.4 61.5 61.2
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 29, 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 : 43,732: 29,002 10,198 747 8,363 29,667 38,112 40,612: 5,620 3,120
Old : 43,732: 29,002 10,198 747 8,363 29,667 38,112 40,612: 5,620 3,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -358: -588 2,490 -318 1,210 -2,106 304 66: -662 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 23.3 1.7 19.1 67.8 87.1 92.9: 12.9 7.1
Old : 100.0: 66.3 23.3 1.7 19.1 67.8 87.1 92.9: 12.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 48 17 8 11 12 61 35:
Old : 83: 48 17 8 11 12 61 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 56.9 45.4 75.2 27.6 56.9 41.6 71.1
Old : 28.6 56.9 45.4 75.2 27.6 56.9 41.6 71.1
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 29, 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 : 25,925: 16,727 5,103 27 8,177 19,971 24,931 25,101: 994 824
Old : 25,925: 16,727 5,103 27 8,177 19,971 24,931 25,101: 994 824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 2,591: 1,673 1,252 -1,337 2,250 2,644 2,586 2,559: 5 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 19.7 0.1 31.5 77.0 96.2 96.8: 3.8 3.2
Old : 100.0: 64.5 19.7 0.1 31.5 77.0 96.2 96.8: 3.8 3.2
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 : 30: 15 7 1 5 6 20 14:
Old : 30: 15 7 1 5 6 20 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 : 66.0 81.3 83.7 92.7 55.6 60.5 67.6 71.5
Old : 66.0 81.3 83.7 92.7 55.6 60.5 67.6 71.5
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 29, 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 :13,707,194: 938,501 2,459,258 2,920,739 9,158,359 7,216,657 13,017,599 12,596,654: 689,595 1,110,540
Old :13,707,194: 938,501 2,459,258 2,920,739 9,158,359 7,216,657 13,017,599 12,596,654: 689,595 1,110,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 269,376: 53,680 56,733 78,673 136,237 151,175 268,590 286,581: 786 -17,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 17.9 21.3 66.8 52.6 95.0 91.9: 5.0 8.1
Old : 100.0: 6.8 17.9 21.3 66.8 52.6 95.0 91.9: 5.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 51 116 118 128 153 262 318:
Old : 338: 51 116 118 128 153 262 318:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 17.8 46.8 28.8 31.6 12.9 35.8 18.6
Old : 36.3 17.8 46.8 28.8 31.6 12.9 35.8 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, August 29, 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 : 731,582: 123,098 87,107 37,454 492,017 518,708 652,570 643,269: 79,013 88,313
Old : 731,582: 123,098 87,107 37,454 492,017 518,708 652,570 643,269: 79,013 88,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 17,924: 7,007 -4,034 -662 12,521 19,502 18,866 14,806: -942 3,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 11.9 5.1 67.3 70.9 89.2 87.9: 10.8 12.1
Old : 100.0: 16.8 11.9 5.1 67.3 70.9 89.2 87.9: 10.8 12.1
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 : 634: 137 149 82 233 254 408 447:
Old : 634: 137 149 82 233 254 408 447:
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 : 17.4 15.7 26.4 22.9 14.1 14.0 21.9 20.3
Old : 17.4 15.7 26.4 22.9 14.1 14.0 21.9 20.3
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 29, 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 : 71,328: 3,049 7,004 0 37,508 48,938 40,557 55,942: 30,771 15,386
Old : 71,328: 3,049 7,004 0 37,508 48,938 40,557 55,942: 30,771 15,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 3,765: -709 -223 -283 3,777 4,598 2,785 4,092: 980 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.8 0.0 52.6 68.6 56.9 78.4: 43.1 21.6
Old : 100.0: 4.3 9.8 0.0 52.6 68.6 56.9 78.4: 43.1 21.6
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: 3 10 0 21 23 24 33:
Old : 53: 3 10 0 21 23 24 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 : 24.5 31.9 37.0 49.4 18.4 30.7 29.6 45.3
Old : 24.5 31.9 37.0 49.4 18.4 30.7 29.6 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, August 29, 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 : 3,301,271: 620,032 420,301 167,485 2,272,546 2,348,851 3,060,063 2,936,637: 241,208 364,634
Old : 3,301,271: 620,032 420,301 167,485 2,272,546 2,348,851 3,060,063 2,936,637: 241,208 364,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 70,797: 34,333 -23,300 2,350 43,722 74,518 80,405 53,568: -9,608 17,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 12.7 5.1 68.8 71.1 92.7 89.0: 7.3 11.0
Old : 100.0: 18.8 12.7 5.1 68.8 71.1 92.7 89.0: 7.3 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 : 628: 139 147 81 225 247 400 439:
Old : 628: 139 147 81 225 247 400 439:
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 28.3 23.0 15.6 14.4 23.5 21.2
Old : 18.8 16.0 28.3 23.0 15.6 14.4 23.5 21.2
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 29, 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 : 29,551: 11,239 0 0 14,612 28,696 25,851 28,696: 3,700 855
Old : 29,551: 11,239 0 0 14,612 28,696 25,851 28,696: 3,700 855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 155: -202 0 0 -7 195 -209 195: 364 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 0.0 0.0 49.4 97.1 87.5 97.1: 12.5 2.9
Old : 100.0: 38.0 0.0 0.0 49.4 97.1 87.5 97.1: 12.5 2.9
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 : 20: 7 0 0 7 7 14 7:
Old : 20: 7 0 0 7 7 14 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 : 60.1 78.0 76.1 97.1 60.1 78.0 76.1 95.5
Old : 60.1 78.0 76.1 97.1 60.1 78.0 76.1 95.5
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 29, 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 : 23,015: 239 2,299 0 20,410 19,624 20,649 21,923: 2,366 1,092
Old : 23,015: 239 2,299 0 20,410 19,624 20,649 21,923: 2,366 1,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -17: -4 0 0 -478 -59 -482 -59: 465 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 10.0 0.0 88.7 85.3 89.7 95.3: 10.3 4.7
Old : 100.0: 1.0 10.0 0.0 88.7 85.3 89.7 95.3: 10.3 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 : 20: 1 2 0 12 6 13 8:
Old : 20: 1 2 0 12 6 13 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 : 51.3 87.9 79.3 95.3 51.3 87.9 79.3 94.0
Old : 51.3 87.9 79.3 95.3 51.3 87.9 79.3 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 29, 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 : 87,361: 22,844 2,028 1,158 51,413 79,798 75,415 82,984: 11,946 4,377
Old : 87,361: 22,844 2,028 1,158 51,413 79,798 75,415 82,984: 11,946 4,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -1,362: -228 184 121 -1,705 -1,660 -1,812 -1,355: 450 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 2.3 1.3 58.9 91.3 86.3 95.0: 13.7 5.0
Old : 100.0: 26.1 2.3 1.3 58.9 91.3 86.3 95.0: 13.7 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 : 78: 14 5 5 37 38 52 47:
Old : 78: 14 5 5 37 38 52 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 : 39.6 45.0 55.5 66.3 39.3 44.9 53.4 66.2
Old : 39.6 45.0 55.5 66.3 39.3 44.9 53.4 66.2
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 29, 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 : 58,179: 21,234 12,802 880 29,443 36,269 51,557 49,951: 6,622 8,228
Old : 58,179: 21,234 12,802 880 29,443 36,269 51,557 49,951: 6,622 8,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -567: 600 -20 -512 -438 -215 -350 -747: -216 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 22.0 1.5 50.6 62.3 88.6 85.9: 11.4 14.1
Old : 100.0: 36.5 22.0 1.5 50.6 62.3 88.6 85.9: 11.4 14.1
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 : 285: 69 80 20 70 92 148 183:
Old : 285: 69 80 20 70 92 148 183:
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 : 27.0 19.2 41.7 29.4 25.4 19.0 40.1 29.1
Old : 27.0 19.2 41.7 29.4 25.4 19.0 40.1 29.1
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 29, 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 : 290,894: 106,171 64,008 4,398 147,217 181,347 257,786 249,753: 33,108 41,141
Old : 290,894: 106,171 64,008 4,398 147,217 181,347 257,786 249,753: 33,108 41,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -2,834: 3,001 -99 -2,562 -2,191 -1,075 -1,752 -3,736: -1,082 902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 22.0 1.5 50.6 62.3 88.6 85.9: 11.4 14.1
Old : 100.0: 36.5 22.0 1.5 50.6 62.3 88.6 85.9: 11.4 14.1
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 : 285: 69 80 20 70 92 148 183:
Old : 285: 69 80 20 70 92 148 183:
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 : 27.0 19.2 41.7 29.4 25.4 19.0 40.1 29.1
Old : 27.0 19.2 41.7 29.4 25.4 19.0 40.1 29.1
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 29, 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 : 159,477: 100,962 34,435 2,340 20,088 101,502 123,390 138,277: 36,087 21,200
Old : 159,477: 100,962 34,435 2,340 20,088 101,502 123,390 138,277: 36,087 21,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 9,885: 9,404 3,361 -514 604 6,146 9,494 8,993: 391 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 21.6 1.5 12.6 63.6 77.4 86.7: 22.6 13.3
Old : 100.0: 63.3 21.6 1.5 12.6 63.6 77.4 86.7: 22.6 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 47 17 15 20 23 71 51:
Old : 96: 47 17 15 20 23 71 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 : 23.3 51.6 36.2 65.8 23.3 51.6 36.2 65.3
Old : 23.3 51.6 36.2 65.8 23.3 51.6 36.2 65.3
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 29, 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 : 18,967: 2,186 2,107 288 13,671 14,129 16,145 16,524: 2,822 2,443
Old : 18,967: 2,186 2,107 288 13,671 14,129 16,145 16,524: 2,822 2,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 2,602: 315 -597 272 1,109 2,859 1,696 2,534: 906 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 11.1 1.5 72.1 74.5 85.1 87.1: 14.9 12.9
Old : 100.0: 11.5 11.1 1.5 72.1 74.5 85.1 87.1: 14.9 12.9
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 : 29: 6 4 4 12 12 20 18:
Old : 29: 6 4 4 12 12 20 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 : 46.4 53.1 62.5 72.3 46.4 52.5 61.4 66.5
Old : 46.4 53.1 62.5 72.3 46.4 52.5 61.4 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, August 29, 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 : 34,541: 12,394 5,681 112 13,974 26,008 26,480 31,801: 8,061 2,740
Old : 34,541: 12,394 5,681 112 13,974 26,008 26,480 31,801: 8,061 2,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 117: -572 -258 9 -904 -85 -1,467 -334: 1,584 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 16.4 0.3 40.5 75.3 76.7 92.1: 23.3 7.9
Old : 100.0: 35.9 16.4 0.3 40.5 75.3 76.7 92.1: 23.3 7.9
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 : 44: 18 5 4 15 9 33 18:
Old : 44: 18 5 4 15 9 33 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 : 31.3 81.7 43.1 88.7 31.3 81.7 43.1 88.4
Old : 31.3 81.7 43.1 88.7 31.3 81.7 43.1 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, August 29, 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 : 56,161: 19,190 6,004 2,441 22,909 26,757 44,540 35,202: 11,621 20,959
Old : 56,161: 19,190 6,004 2,441 22,909 26,757 44,540 35,202: 11,621 20,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -1,283: -1,229 -715 248 -2,017 4,128 -2,998 3,661: 1,715 -4,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 10.7 4.3 40.8 47.6 79.3 62.7: 20.7 37.3
Old : 100.0: 34.2 10.7 4.3 40.8 47.6 79.3 62.7: 20.7 37.3
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 : 73: 25 13 7 22 22 49 40:
Old : 73: 25 13 7 22 22 49 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 : 17.2 33.0 30.8 41.7 15.1 32.1 27.8 39.5
Old : 17.2 33.0 30.8 41.7 15.1 32.1 27.8 39.5
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 29, 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 : 101,938: 6,288 13,493 28,332 67,296 60,113 101,916 101,938: 22 0
Old : 101,938: 6,288 13,493 28,332 67,296 60,113 101,916 101,938: 22 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 2,850: 0 920 220 2,630 1,710 2,850 2,850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.2 27.8 66.0 59.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.2 13.2 27.8 66.0 59.0 100.0 100.0: 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 : 85.4 81.6 96.8 94.4 36.7 28.3 37.6 34.8
Old : 85.4 81.6 96.8 94.4 36.7 28.3 37.6 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 1, 2017