MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, October 03, 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 : 20,608: 2,060 3,692 1,280 17,028 15,396 20,368 20,368: 240 240
Old : 20,608: 2,060 3,692 1,280 17,028 15,396 20,368 20,368: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -2,436: 620 -728 -420 -2,612 -1,264 -2,412 -2,412: -24 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 17.9 6.2 82.6 74.7 98.8 98.8: 1.2 1.2
Old : 100.0: 10.0 17.9 6.2 82.6 74.7 98.8 98.8: 1.2 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 : 23: 5 9 3 7 7 14 17:
Old : 23: 5 9 3 7 7 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 58.8 92.0 86.4 57.1 41.6 61.9 54.4
Old : 80.8 58.8 92.0 86.4 57.1 41.6 61.9 54.4
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, October 03, 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 : 6,211: 219 584 537 4,624 4,695 5,380 5,816: 831 395
Old : 6,211: 219 584 537 4,624 4,695 5,380 5,816: 831 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 214: 41 2 -32 203 223 212 193: 2 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 9.4 8.6 74.4 75.6 86.6 93.6: 13.4 6.4
Old : 100.0: 3.5 9.4 8.6 74.4 75.6 86.6 93.6: 13.4 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 : 39: 7 6 10 20 18 32 29:
Old : 39: 7 6 10 20 18 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 49.0 67.1 64.4 55.5 46.2 61.6 58.5
Old : 57.4 49.0 67.1 64.4 55.5 46.2 61.6 58.5
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, October 03, 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 : 27,435: 13,381 8,956 1,285 10,741 12,712 25,407 22,953: 2,028 4,482
Old : 27,435: 13,381 8,956 1,285 10,741 12,712 25,407 22,953: 2,028 4,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 86: -97 267 -88 222 -35 37 144: 49 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 32.6 4.7 39.2 46.3 92.6 83.7: 7.4 16.3
Old : 100.0: 48.8 32.6 4.7 39.2 46.3 92.6 83.7: 7.4 16.3
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 : 74: 18 24 19 21 20 51 51:
Old : 74: 18 24 19 21 20 51 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 : 45.2 32.2 66.9 48.6 45.2 32.2 66.6 47.6
Old : 45.2 32.2 66.9 48.6 45.2 32.2 66.6 47.6
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, October 03, 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 : 6,791: 808 781 483 4,654 5,177 5,945 6,441: 846 350
Old : 6,791: 808 781 483 4,654 5,177 5,945 6,441: 846 350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 171: 30 5 59 114 61 203 125: -32 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 11.5 7.1 68.5 76.2 87.5 94.8: 12.5 5.2
Old : 100.0: 11.9 11.5 7.1 68.5 76.2 87.5 94.8: 12.5 5.2
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 : 39: 6 7 9 21 15 32 26:
Old : 39: 6 7 9 21 15 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 46.3 57.4 65.1 41.4 43.2 54.8 57.7
Old : 41.4 46.3 57.4 65.1 41.4 43.2 54.8 57.7
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, October 03, 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 : 257,477: 91,688 53,053 44,283 103,220 119,763 239,191 217,099: 18,286 40,378
Old : 257,270: 91,688 53,042 44,262 103,220 119,686 239,170 216,990: 18,100 40,280
Other: 207: 20 31 1 0 77 21 109: 186 98
: : :
: : Changes in Commitments from: September 26, 2017 :
: -5,355: 1,847 -11,469 -1,014 -6,021 6,340 -5,188 -6,143: -167 788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 20.6 17.2 40.1 46.5 92.9 84.3: 7.1 15.7
Old : 100.0: 35.6 20.6 17.2 40.1 46.5 93.0 84.3: 7.0 15.7
Other: 100.0: 9.7 15.0 0.5 0.0 37.2 10.1 52.7: 89.9 47.3
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 91 105 121 64 87 238 255:
Old : 326: 91 106 121 64 87 238 255:
Other: 8: 2 2 1 0 3 3 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 13.1 27.5 19.4 16.7 12.7 26.8 18.3
Old : 16.7 13.1 27.5 19.4 16.7 12.7 26.9 18.3
Other: 10.1 51.7 10.1 52.7 9.7 51.7 9.7 52.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 03, 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 : 333,751: 144,570 37,487 35,954 127,745 212,514 308,269 285,955: 25,482 47,796
Old : 333,751: 144,570 37,487 35,954 127,745 212,514 308,269 285,955: 25,482 47,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -4,220: 2,618 -6,029 -4,901 -1,374 7,439 -3,657 -3,491: -563 -729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 11.2 10.8 38.3 63.7 92.4 85.7: 7.6 14.3
Old : 100.0: 43.3 11.2 10.8 38.3 63.7 92.4 85.7: 7.6 14.3
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 : 390: 125 71 109 93 164 267 308:
Old : 390: 125 71 109 93 164 267 308:
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 : 17.1 20.2 28.5 28.4 17.1 19.8 28.2 28.0
Old : 17.1 20.2 28.5 28.4 17.1 19.8 28.2 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,673: 3,172 1,605 224 621 2,883 4,017 4,712: 1,656 961
Old : 5,673: 3,172 1,605 224 621 2,883 4,017 4,712: 1,656 961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -107: 309 77 -263 -215 -58 -169 -244: 62 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 28.3 3.9 10.9 50.8 70.8 83.1: 29.2 16.9
Old : 100.0: 55.9 28.3 3.9 10.9 50.8 70.8 83.1: 29.2 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 31 11 6 16 18 51 31:
Old : 68: 31 11 6 16 18 51 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 : 26.7 43.2 36.3 59.0 26.7 42.7 36.2 58.3
Old : 26.7 43.2 36.3 59.0 26.7 42.7 36.2 58.3
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, October 03, 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 : 59,557: 28,243 13,131 10,542 13,814 17,963 52,599 41,636: 6,958 17,921
Old : 59,557: 28,243 13,131 10,542 13,814 17,963 52,599 41,636: 6,958 17,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -208: -216 -394 -1,160 1,159 1,645 -217 91: 9 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 22.0 17.7 23.2 30.2 88.3 69.9: 11.7 30.1
Old : 100.0: 47.4 22.0 17.7 23.2 30.2 88.3 69.9: 11.7 30.1
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 : 220: 69 55 54 40 71 141 160:
Old : 220: 69 55 54 40 71 141 160:
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 : 20.6 13.6 31.5 22.6 18.6 11.1 28.1 17.3
Old : 20.6 13.6 31.5 22.6 18.6 11.1 28.1 17.3
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, October 03, 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 : 20,893: 2,060 11,178 714 17,611 8,037 20,385 19,929: 508 964
Old : 20,893: 2,060 11,178 714 17,611 8,037 20,385 19,929: 508 964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 297: -139 -18 169 327 173 357 324: -60 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 53.5 3.4 84.3 38.5 97.6 95.4: 2.4 4.6
Old : 100.0: 9.9 53.5 3.4 84.3 38.5 97.6 95.4: 2.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 13 10 7 22 17 39 30:
Old : 54: 13 10 7 22 17 39 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 57.6 73.7 82.2 55.7 57.6 72.5 82.0
Old : 55.7 57.6 73.7 82.2 55.7 57.6 72.5 82.0
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, October 03, 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 : 46,079: 21,203 7,486 0 22,789 36,984 43,992 44,470: 2,087 1,609
Old : 46,079: 21,203 7,486 0 22,789 36,984 43,992 44,470: 2,087 1,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 4,583: 4,523 2,206 0 216 2,125 4,739 4,331: -156 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 16.2 0.0 49.5 80.3 95.5 96.5: 4.5 3.5
Old : 100.0: 46.0 16.2 0.0 49.5 80.3 95.5 96.5: 4.5 3.5
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 : 32: 16 5 0 5 8 21 13:
Old : 32: 16 5 0 5 8 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.6 71.6 90.2 92.0 86.6 71.6 90.2 91.5
Old : 86.6 71.6 90.2 92.0 86.6 71.6 90.2 91.5
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, October 03, 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 : 177,263: 97,204 22,076 2,893 35,298 132,354 135,395 157,323: 41,868 19,940
Old : 177,263: 97,204 22,076 2,893 35,298 132,354 135,395 157,323: 41,868 19,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -4,650: -5,484 -6,007 457 1,811 2,037 -3,216 -3,513: -1,434 -1,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 12.5 1.6 19.9 74.7 76.4 88.8: 23.6 11.2
Old : 100.0: 54.8 12.5 1.6 19.9 74.7 76.4 88.8: 23.6 11.2
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 : 101: 50 15 15 19 26 74 51:
Old : 101: 50 15 15 19 26 74 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 : 27.7 59.7 38.3 71.1 27.6 59.7 38.0 70.8
Old : 27.7 59.7 38.3 71.1 27.6 59.7 38.0 70.8
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, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 44,571: 17,614 20,907 1,253 17,459 5,938 36,326 28,098: 8,245 16,473
Old : 44,571: 17,614 20,907 1,253 17,459 5,938 36,326 28,098: 8,245 16,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 4,806: 2,688 4,119 -19 3,686 -171 6,355 3,929: -1,549 877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 46.9 2.8 39.2 13.3 81.5 63.0: 18.5 37.0
Old : 100.0: 39.5 46.9 2.8 39.2 13.3 81.5 63.0: 18.5 37.0
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 : 38: 12 15 6 6 6 22 23:
Old : 38: 12 15 6 6 6 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 33.3 65.4 45.5 50.7 33.3 65.4 44.5
Old : 50.7 33.3 65.4 45.5 50.7 33.3 65.4 44.5
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, October 03, 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 : 204,344: 117,452 28,336 2,842 75,702 170,572 195,996 201,750: 8,348 2,594
Old : 204,344: 117,452 28,336 2,842 75,702 170,572 195,996 201,750: 8,348 2,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -15,582: -17,169 -22,558 1,134 529 6,294 -15,506 -15,130: -76 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 13.9 1.4 37.0 83.5 95.9 98.7: 4.1 1.3
Old : 100.0: 57.5 13.9 1.4 37.0 83.5 95.9 98.7: 4.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 74 38 8 20 19 98 61:
Old : 146: 74 38 8 20 19 98 61:
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 : 41.7 67.8 59.4 80.7 41.7 67.7 59.4 80.6
Old : 41.7 67.8 59.4 80.7 41.7 67.7 59.4 80.6
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, October 03, 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 : 174,867: 80,325 60,376 9,846 47,590 78,951 137,761 149,173: 37,106 25,694
Old : 174,867: 80,325 60,376 9,846 47,590 78,951 137,761 149,173: 37,106 25,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -20,642: 180 -14,715 -4,029 -18,588 -2,036 -22,437 -20,780: 1,795 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 34.5 5.6 27.2 45.1 78.8 85.3: 21.2 14.7
Old : 100.0: 45.9 34.5 5.6 27.2 45.1 78.8 85.3: 21.2 14.7
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 : 121: 45 27 21 24 37 83 71:
Old : 121: 45 27 21 24 37 83 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 32.2 37.1 43.5 25.9 32.0 36.5 41.8
Old : 26.2 32.2 37.1 43.5 25.9 32.0 36.5 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 03, 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 : 246,889: 58,770 143,413 10,988 160,230 53,797 229,988 208,198: 16,901 38,691
Old : 246,889: 58,770 143,413 10,988 160,230 53,797 229,988 208,198: 16,901 38,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 39,792: 15,807 29,103 4,394 19,748 3,750 39,949 37,247: -157 2,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 58.1 4.5 64.9 21.8 93.2 84.3: 6.8 15.7
Old : 100.0: 23.8 58.1 4.5 64.9 21.8 93.2 84.3: 6.8 15.7
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 : 121: 24 46 16 32 33 64 87:
Old : 121: 24 46 16 32 33 64 87:
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 40.4 58.5 50.2 42.5 40.1 55.9 49.9
Old : 43.9 40.4 58.5 50.2 42.5 40.1 55.9 49.9
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, October 03, 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 : 438,663: 187,053 96,220 20,643 157,203 266,511 364,899 383,374: 73,764 55,289
Old : 438,663: 187,053 96,220 20,643 157,203 266,511 364,899 383,374: 73,764 55,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 9,552: 3,374 708 3,421 4,611 5,303 11,406 9,432: -1,854 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 21.9 4.7 35.8 60.8 83.2 87.4: 16.8 12.6
Old : 100.0: 42.6 21.9 4.7 35.8 60.8 83.2 87.4: 16.8 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 : 243: 96 56 40 58 64 169 146:
Old : 243: 96 56 40 58 64 169 146:
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 : 24.2 34.9 34.8 47.9 23.7 34.9 34.0 47.7
Old : 24.2 34.9 34.8 47.9 23.7 34.9 34.0 47.7
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, October 03, 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 : 33,901: 10,905 2,697 1,004 9,162 26,739 21,071 30,440: 12,830 3,461
Old : 33,901: 10,905 2,697 1,004 9,162 26,739 21,071 30,440: 12,830 3,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -334: 642 -152 172 -67 29 747 49: -1,081 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 8.0 3.0 27.0 78.9 62.2 89.8: 37.8 10.2
Old : 100.0: 32.2 8.0 3.0 27.0 78.9 62.2 89.8: 37.8 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 4 4 9 5 20 11:
Old : 23: 9 4 4 9 5 20 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 : 32.0 82.8 45.8 88.5 30.5 80.0 43.0 82.5
Old : 32.0 82.8 45.8 88.5 30.5 80.0 43.0 82.5
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, October 03, 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 : 37,056: 24,838 7,146 286 10,034 29,004 35,158 36,436: 1,898 620
Old : 37,056: 24,838 7,146 286 10,034 29,004 35,158 36,436: 1,898 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -6,248: 1,079 -5,234 -93 -6,915 -859 -5,929 -6,186: -319 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 19.3 0.8 27.1 78.3 94.9 98.3: 5.1 1.7
Old : 100.0: 67.0 19.3 0.8 27.1 78.3 94.9 98.3: 5.1 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 11 1 6 6 21 17:
Old : 36: 14 11 1 6 6 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 80.5 86.4 92.6 75.4 80.5 86.2 91.4
Old : 75.4 80.5 86.4 92.6 75.4 80.5 86.2 91.4
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, October 03, 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 : 34,175: 20,928 12,810 272 7,575 17,246 28,775 30,328: 5,400 3,847
Old : 34,175: 20,928 12,810 272 7,575 17,246 28,775 30,328: 5,400 3,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -1,739: -1,441 -1,506 -14 76 -41 -1,379 -1,561: -360 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 37.5 0.8 22.2 50.5 84.2 88.7: 15.8 11.3
Old : 100.0: 61.2 37.5 0.8 22.2 50.5 84.2 88.7: 15.8 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 33 21 4 9 10 42 35:
Old : 70: 33 21 4 9 10 42 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 : 37.9 51.8 52.8 70.3 37.9 51.8 51.8 67.2
Old : 37.9 51.8 52.8 70.3 37.9 51.8 51.8 67.2
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, October 03, 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 : 19,529: 13,674 4,465 0 4,807 14,480 18,481 18,945: 1,048 584
Old : 19,529: 13,674 4,465 0 4,807 14,480 18,481 18,945: 1,048 584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -132: -2,339 -192 0 1,960 22 -379 -170: 247 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 22.9 0.0 24.6 74.1 94.6 97.0: 5.4 3.0
Old : 100.0: 70.0 22.9 0.0 24.6 74.1 94.6 97.0: 5.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 13 7 0 5 5 18 12:
Old : 28: 13 7 0 5 5 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 85.9 80.4 94.2 50.3 83.2 76.7 89.5
Old : 50.3 85.9 80.4 94.2 50.3 83.2 76.7 89.5
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, October 03, 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 :12,731,755: 897,584 2,706,852 2,433,414 8,817,691 6,458,374 12,148,689 11,598,640: 583,066 1,133,115
Old :12,731,755: 897,584 2,706,852 2,433,414 8,817,691 6,458,374 12,148,689 11,598,640: 583,066 1,133,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 60,178: 19,669 134,661 -40,785 145,879 -60,793 124,763 33,083: -64,585 27,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 21.3 19.1 69.3 50.7 95.4 91.1: 4.6 8.9
Old : 100.0: 7.0 21.3 19.1 69.3 50.7 95.4 91.1: 4.6 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 39 121 111 111 133 231 294:
Old : 306: 39 121 111 111 133 231 294:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 19.4 48.5 29.3 31.7 15.9 38.5 21.1
Old : 37.2 19.4 48.5 29.3 31.7 15.9 38.5 21.1
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, October 03, 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 : 650,232: 113,544 93,617 22,264 435,865 448,731 571,672 564,612: 78,560 85,621
Old : 650,232: 113,544 93,617 22,264 435,865 448,731 571,672 564,612: 78,560 85,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -7,520: -6,796 -1,697 4,453 -10,167 -15,562 -12,510 -12,806: 4,990 5,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 14.4 3.4 67.0 69.0 87.9 86.8: 12.1 13.2
Old : 100.0: 17.5 14.4 3.4 67.0 69.0 87.9 86.8: 12.1 13.2
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 : 608: 136 141 72 225 236 390 420:
Old : 608: 136 141 72 225 236 390 420:
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 : 18.2 15.5 28.7 22.4 16.4 14.9 25.3 21.7
Old : 18.2 15.5 28.7 22.4 16.4 14.9 25.3 21.7
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, October 03, 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 : 47,574: 4,908 5,284 0 24,011 24,516 28,919 29,800: 18,655 17,774
Old : 47,574: 4,908 5,284 0 24,011 24,516 28,919 29,800: 18,655 17,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,869: 961 2,419 0 737 -2,125 1,698 294: 171 1,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.1 0.0 50.5 51.5 60.8 62.6: 39.2 37.4
Old : 100.0: 10.3 11.1 0.0 50.5 51.5 60.8 62.6: 39.2 37.4
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 : 46: 11 6 0 19 14 30 20:
Old : 46: 11 6 0 19 14 30 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 : 33.9 40.8 46.3 55.9 33.3 39.2 45.7 54.3
Old : 33.9 40.8 46.3 55.9 33.3 39.2 45.7 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders - Futures Only, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 20,357: 0 268 0 18,484 19,407 18,484 19,675: 1,873 682
Old : 20,357: 0 268 0 18,484 19,407 18,484 19,675: 1,873 682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 90.8 95.3 90.8 96.6: 9.2 3.4
Old : 100.0: 0.0 1.3 0.0 90.8 95.3 90.8 96.6: 9.2 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 : 20: 0 1 0 11 10 11 11:
Old : 20: 0 1 0 11 10 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 83.9 87.6 93.5 73.0 82.9 87.6 91.3
Old : 73.0 83.9 87.6 93.5 73.0 82.9 87.6 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, October 03, 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 : 3,013,291: 562,263 460,750 92,234 2,059,269 2,121,074 2,713,766 2,674,058: 299,525 339,233
Old : 3,013,291: 562,263 460,750 92,234 2,059,269 2,121,074 2,713,766 2,674,058: 299,525 339,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -46,943: -21,738 -3,533 5,218 -54,520 -67,186 -71,040 -65,501: 24,097 18,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 15.3 3.1 68.3 70.4 90.1 88.7: 9.9 11.3
Old : 100.0: 18.7 15.3 3.1 68.3 70.4 90.1 88.7: 9.9 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 602: 134 141 69 217 231 377 415:
Old : 602: 134 141 69 217 231 377 415:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 15.7 30.8 23.0 17.7 15.2 27.3 22.5
Old : 19.7 15.7 30.8 23.0 17.7 15.2 27.3 22.5
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, October 03, 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 : 27,969: 12,572 0 0 12,005 27,348 24,577 27,348: 3,392 621
Old : 27,969: 12,572 0 0 12,005 27,348 24,577 27,348: 3,392 621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 790: 363 0 0 -175 825 188 825: 602 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 0.0 0.0 42.9 97.8 87.9 97.8: 12.1 2.2
Old : 100.0: 44.9 0.0 0.0 42.9 97.8 87.9 97.8: 12.1 2.2
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 : 24: 9 0 0 7 9 16 9:
Old : 24: 9 0 0 7 9 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 77.8 76.8 95.3 63.0 77.8 76.8 95.3
Old : 63.0 77.8 76.8 95.3 63.0 77.8 76.8 95.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, October 03, 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 : 23,516: 0 1,188 0 21,933 21,285 21,933 22,473: 1,583 1,043
Old : 23,516: 0 1,188 0 21,933 21,285 21,933 22,473: 1,583 1,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -79: -333 0 0 406 109 73 109: -152 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 0.0 93.3 90.5 93.3 95.6: 6.7 4.4
Old : 100.0: 0.0 5.1 0.0 93.3 90.5 93.3 95.6: 6.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 0 14 10 14 12:
Old : 25: 0 2 0 14 10 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 76.9 78.3 90.8 57.6 76.9 78.3 90.8
Old : 57.6 76.9 78.3 90.8 57.6 76.9 78.3 90.8
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, October 03, 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 : 89,979: 25,312 3,299 678 51,329 82,194 77,319 86,171: 12,660 3,808
Old : 89,979: 25,312 3,299 678 51,329 82,194 77,319 86,171: 12,660 3,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,779: 501 644 -5 1,855 804 2,351 1,443: -572 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.7 0.8 57.0 91.3 85.9 95.8: 14.1 4.2
Old : 100.0: 28.1 3.7 0.8 57.0 91.3 85.9 95.8: 14.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 14 8 6 41 38 56 51:
Old : 86: 14 8 6 41 38 56 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 48.8 53.7 68.9 38.3 48.7 53.2 68.9
Old : 38.3 48.8 53.7 68.9 38.3 48.7 53.2 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, October 03, 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 : 53,966: 19,815 13,978 1,026 26,623 31,719 47,464 46,724: 6,502 7,242
Old : 53,966: 19,815 13,978 1,026 26,623 31,719 47,464 46,724: 6,502 7,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 434: 54 -129 -163 658 794 549 502: -115 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 25.9 1.9 49.3 58.8 88.0 86.6: 12.0 13.4
Old : 100.0: 36.7 25.9 1.9 49.3 58.8 88.0 86.6: 12.0 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 : 280: 66 88 28 64 82 144 184:
Old : 280: 66 88 28 64 82 144 184:
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 : 27.8 17.8 42.3 29.5 27.8 17.6 40.8 29.4
Old : 27.8 17.8 42.3 29.5 27.8 17.6 40.8 29.4
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, October 03, 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 : 269,830: 99,074 69,890 5,132 133,115 158,596 237,321 233,618: 32,509 36,212
Old : 269,830: 99,074 69,890 5,132 133,115 158,596 237,321 233,618: 32,509 36,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,170: 268 -643 -815 3,291 3,968 2,744 2,510: -574 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 25.9 1.9 49.3 58.8 88.0 86.6: 12.0 13.4
Old : 100.0: 36.7 25.9 1.9 49.3 58.8 88.0 86.6: 12.0 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 : 280: 66 88 28 64 82 144 184:
Old : 280: 66 88 28 64 82 144 184:
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 : 27.8 17.8 42.3 29.5 27.8 17.6 40.8 29.4
Old : 27.8 17.8 42.3 29.5 27.8 17.6 40.8 29.4
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, October 03, 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 : 147,098: 98,499 26,687 1,706 14,774 96,957 114,979 125,350: 32,119 21,748
Old : 147,098: 98,499 26,687 1,706 14,774 96,957 114,979 125,350: 32,119 21,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -7,014: -5,008 374 -549 -147 -7,229 -5,704 -7,404: -1,310 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 18.1 1.2 10.0 65.9 78.2 85.2: 21.8 14.8
Old : 100.0: 67.0 18.1 1.2 10.0 65.9 78.2 85.2: 21.8 14.8
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 : 92: 47 17 9 14 19 63 43:
Old : 92: 47 17 9 14 19 63 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 51.3 38.3 66.0 24.7 51.1 38.3 65.7
Old : 24.7 51.3 38.3 66.0 24.7 51.1 38.3 65.7
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, October 03, 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 : 538,396: 164,177 166,913 9,476 347,989 349,422 521,642 525,811: 16,754 12,585
Old : 538,396: 164,177 166,913 9,476 347,989 349,422 521,642 525,811: 16,754 12,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -10,008: 12,027 -6,961 -1,118 -17,274 -2,655 -6,365 -10,734: -3,643 726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 31.0 1.8 64.6 64.9 96.9 97.7: 3.1 2.3
Old : 100.0: 30.5 31.0 1.8 64.6 64.9 96.9 97.7: 3.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 65 46 19 95 113 169 169:
Old : 282: 65 46 19 95 113 169 169:
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 : 23.4 28.3 34.7 42.1 21.1 28.3 32.3 42.0
Old : 23.4 28.3 34.7 42.1 21.1 28.3 32.3 42.0
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, October 03, 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 : 37,980: 15,256 12,199 246 15,069 21,687 30,571 34,132: 7,409 3,848
Old : 37,980: 15,256 12,199 246 15,069 21,687 30,571 34,132: 7,409 3,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,178: -355 1,581 85 792 -636 522 1,030: 656 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 32.1 0.6 39.7 57.1 80.5 89.9: 19.5 10.1
Old : 100.0: 40.2 32.1 0.6 39.7 57.1 80.5 89.9: 19.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 15 8 1 16 11 32 19:
Old : 44: 15 8 1 16 11 32 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 : 34.6 68.3 50.0 83.0 34.6 67.7 50.0 82.1
Old : 34.6 68.3 50.0 83.0 34.6 67.7 50.0 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 03, 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 : 51,135: 17,861 7,188 1,226 22,706 27,166 41,793 35,580: 9,342 15,555
Old : 51,135: 17,861 7,188 1,226 22,706 27,166 41,793 35,580: 9,342 15,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -2,493: 486 -1,524 127 -2,549 639 -1,936 -758: -557 -1,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 14.1 2.4 44.4 53.1 81.7 69.6: 18.3 30.4
Old : 100.0: 34.9 14.1 2.4 44.4 53.1 81.7 69.6: 18.3 30.4
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 : 85: 24 16 6 28 26 55 45:
Old : 85: 24 16 6 28 26 55 45:
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 : 20.2 29.6 33.4 41.6 20.2 28.8 32.6 39.0
Old : 20.2 29.6 33.4 41.6 20.2 28.8 32.6 39.0
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, October 03, 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 : 111,107: 9,115 10,493 32,269 69,679 68,343 111,063 111,105: 44 2
Old : 111,107: 9,115 10,493 32,269 69,679 68,343 111,063 111,105: 44 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 780: 2,827 370 -450 -1,627 860 750 780: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.4 29.0 62.7 61.5 100.0 100.0: 0.0 0.0
Old : 100.0: 8.2 9.4 29.0 62.7 61.5 100.0 100.0: 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 : 24: 4 2 2 12 14 18 16:
Old : 24: 4 2 2 12 14 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 : 87.9 81.0 96.6 94.7 35.4 25.9 36.5 33.9
Old : 87.9 81.0 96.6 94.7 35.4 25.9 36.5 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 6, 2017