MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, October 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 23,736: 2,120 4,912 1,400 19,976 17,184 23,496 23,496: 240 240
Old : 23,736: 2,120 4,912 1,400 19,976 17,184 23,496 23,496: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 592: -460 120 200 852 272 592 592: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 20.7 5.9 84.2 72.4 99.0 99.0: 1.0 1.0
Old : 100.0: 8.9 20.7 5.9 84.2 72.4 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 9 3 7 7 13 17:
Old : 22: 4 9 3 7 7 13 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 : 84.7 58.1 94.3 83.0 65.4 38.0 67.2 56.8
Old : 84.7 58.1 94.3 83.0 65.4 38.0 67.2 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 5,240: 120 653 405 4,141 3,752 4,666 4,810: 574 430
Old : 5,240: 120 653 405 4,141 3,752 4,666 4,810: 574 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 40: 8 20 -21 68 -8 55 -9: -15 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 12.5 7.7 79.0 71.6 89.0 91.8: 11.0 8.2
Old : 100.0: 2.3 12.5 7.7 79.0 71.6 89.0 91.8: 11.0 8.2
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 : 38: 4 9 10 17 20 28 32:
Old : 38: 4 9 10 17 20 28 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 : 59.5 43.6 73.0 59.0 57.2 41.9 65.4 54.3
Old : 59.5 43.6 73.0 59.0 57.2 41.9 65.4 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 17, 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 : 23,193: 11,070 8,164 911 9,015 10,124 20,996 19,199: 2,197 3,994
Old : 23,193: 11,070 8,164 911 9,015 10,124 20,996 19,199: 2,197 3,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 513: 180 773 54 -18 -12 216 815: 297 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 35.2 3.9 38.9 43.7 90.5 82.8: 9.5 17.2
Old : 100.0: 47.7 35.2 3.9 38.9 43.7 90.5 82.8: 9.5 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 : 70: 17 23 16 19 18 46 47:
Old : 70: 17 23 16 19 18 46 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 : 43.6 30.8 65.6 48.9 43.6 30.4 65.1 47.7
Old : 43.6 30.8 65.6 48.9 43.6 30.4 65.1 47.7
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, October 17, 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 : 6,175: 826 931 413 4,162 4,384 5,401 5,728: 774 447
Old : 6,175: 826 931 413 4,162 4,384 5,401 5,728: 774 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 336: 100 43 81 165 249 346 373: -10 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 15.1 6.7 67.4 71.0 87.5 92.8: 12.5 7.2
Old : 100.0: 13.4 15.1 6.7 67.4 71.0 87.5 92.8: 12.5 7.2
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: 5 7 7 22 16 31 26:
Old : 39: 5 7 7 22 16 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 44.8 59.6 65.4 43.0 43.7 55.6 59.0
Old : 43.0 44.8 59.6 65.4 43.0 43.7 55.6 59.0
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 17, 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 : 249,055: 94,724 50,428 38,952 96,196 117,656 229,872 207,036: 19,183 42,019
Old : 248,707: 94,692 50,389 38,894 96,196 117,514 229,782 206,797: 18,925 41,910
Other: 348: 89 96 1 0 142 90 239: 258 109
: : :
: : Changes in Commitments from: October 10, 2017 :
: -2,467: 1,608 -697 -2,189 -1,960 -745 -2,541 -3,631: 74 1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 20.2 15.6 38.6 47.2 92.3 83.1: 7.7 16.9
Old : 100.0: 38.1 20.3 15.6 38.7 47.2 92.4 83.1: 7.6 16.9
Other: 100.0: 25.6 27.6 0.3 0.0 40.8 25.9 68.7: 74.1 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 96 101 120 61 80 233 245:
Old : 319: 95 102 120 61 80 233 245:
Other: 14: 5 4 1 0 4 6 9:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 13.3 29.0 19.4 17.8 13.2 28.4 18.9
Old : 17.8 13.3 29.0 19.4 17.8 13.2 28.4 18.8
Other: 25.3 50.6 25.9 68.4 25.3 50.6 25.6 68.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 17, 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 : 330,237: 146,918 33,885 32,835 126,457 213,741 306,210 280,461: 24,027 49,776
Old : 330,237: 146,918 33,885 32,835 126,457 213,741 306,210 280,461: 24,027 49,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 326: 1,367 417 490 760 248 2,617 1,155: -2,291 -829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 10.3 9.9 38.3 64.7 92.7 84.9: 7.3 15.1
Old : 100.0: 44.5 10.3 9.9 38.3 64.7 92.7 84.9: 7.3 15.1
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 : 389: 117 74 102 92 161 261 306:
Old : 389: 117 74 102 92 161 261 306:
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 : 17.8 20.5 29.1 28.8 17.8 20.0 28.9 28.3
Old : 17.8 20.5 29.1 28.8 17.8 20.0 28.9 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, October 17, 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 : 6,763: 3,536 1,936 340 1,138 3,419 5,014 5,695: 1,749 1,068
Old : 6,763: 3,536 1,936 340 1,138 3,419 5,014 5,695: 1,749 1,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 601: 251 198 115 262 195 628 508: -27 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 28.6 5.0 16.8 50.6 74.1 84.2: 25.9 15.8
Old : 100.0: 52.3 28.6 5.0 16.8 50.6 74.1 84.2: 25.9 15.8
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 : 80: 37 13 7 18 19 61 36:
Old : 80: 37 13 7 18 19 61 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 41.6 32.9 56.3 21.8 41.2 31.7 53.6
Old : 21.8 41.6 32.9 56.3 21.8 41.2 31.7 53.6
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 17, 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 : 60,746: 30,845 14,125 10,531 12,510 16,947 53,886 41,603: 6,860 19,143
Old : 60,746: 30,845 14,125 10,531 12,510 16,947 53,886 41,603: 6,860 19,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,414: 954 312 757 219 46 1,930 1,115: -516 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 23.3 17.3 20.6 27.9 88.7 68.5: 11.3 31.5
Old : 100.0: 50.8 23.3 17.3 20.6 27.9 88.7 68.5: 11.3 31.5
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 : 230: 70 62 61 44 71 154 166:
Old : 230: 70 62 61 44 71 154 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 14.0 29.2 22.8 17.7 10.9 28.4 17.4
Old : 17.7 14.0 29.2 22.8 17.7 10.9 28.4 17.4
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 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 19,782: 1,361 9,932 523 17,407 8,001 19,291 18,456: 491 1,326
Old : 19,782: 1,361 9,932 523 17,407 8,001 19,291 18,456: 491 1,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,521: -43 618 30 1,498 743 1,485 1,391: 36 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 50.2 2.6 88.0 40.4 97.5 93.3: 2.5 6.7
Old : 100.0: 6.9 50.2 2.6 88.0 40.4 97.5 93.3: 2.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 12 11 8 21 16 37 31:
Old : 53: 12 11 8 21 16 37 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 53.4 78.8 75.3 61.8 53.3 78.3 75.1
Old : 61.8 53.4 78.8 75.3 61.8 53.3 78.3 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, October 17, 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 : 50,736: 24,823 10,534 0 23,511 38,764 48,334 49,298: 2,402 1,438
Old : 50,736: 24,823 10,534 0 23,511 38,764 48,334 49,298: 2,402 1,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 3,276: 2,818 2,423 0 168 724 2,986 3,147: 290 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 20.8 0.0 46.3 76.4 95.3 97.2: 4.7 2.8
Old : 100.0: 48.9 20.8 0.0 46.3 76.4 95.3 97.2: 4.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 18 6 0 5 8 23 14:
Old : 35: 18 6 0 5 8 23 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 : 86.0 70.1 89.7 92.1 86.0 70.1 89.7 91.6
Old : 86.0 70.1 89.7 92.1 86.0 70.1 89.7 91.6
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 17, 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 : 174,347: 94,507 19,421 3,026 35,726 131,461 133,259 153,908: 41,088 20,439
Old : 174,347: 94,507 19,421 3,026 35,726 131,461 133,259 153,908: 41,088 20,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -1,470: -2,561 -1,255 377 2,650 850 466 -28: -1,936 -1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 11.1 1.7 20.5 75.4 76.4 88.3: 23.6 11.7
Old : 100.0: 54.2 11.1 1.7 20.5 75.4 76.4 88.3: 23.6 11.7
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 : 96: 46 12 16 23 25 73 49:
Old : 96: 46 12 16 23 25 73 49:
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 : 28.5 59.8 38.8 71.2 28.3 59.6 38.6 70.7
Old : 28.5 59.8 38.8 71.2 28.3 59.6 38.6 70.7
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 17, 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 : 55,168: 22,174 27,105 882 24,390 7,105 47,446 35,092: 7,722 20,076
Old : 55,168: 22,174 27,105 882 24,390 7,105 47,446 35,092: 7,722 20,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 6,129: 3,963 4,632 -137 3,315 1,361 7,141 5,856: -1,012 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 49.1 1.6 44.2 12.9 86.0 63.6: 14.0 36.4
Old : 100.0: 40.2 49.1 1.6 44.2 12.9 86.0 63.6: 14.0 36.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 12 16 3 5 9 18 27:
Old : 42: 12 16 3 5 9 18 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 34.1 69.8 44.1 55.6 34.1 69.8 44.1
Old : 55.6 34.1 69.8 44.1 55.6 34.1 69.8 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 17, 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 : 188,907: 98,936 27,869 1,632 81,992 155,590 182,560 185,091: 6,347 3,816
Old : 188,907: 98,936 27,869 1,632 81,992 155,590 182,560 185,091: 6,347 3,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 832: -3,537 8,145 -228 5,445 -7,133 1,680 784: -848 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 14.8 0.9 43.4 82.4 96.6 98.0: 3.4 2.0
Old : 100.0: 52.4 14.8 0.9 43.4 82.4 96.6 98.0: 3.4 2.0
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 : 152: 65 48 9 21 22 91 74:
Old : 152: 65 48 9 21 22 91 74:
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 : 45.1 65.3 59.3 79.0 45.1 64.9 59.3 78.6
Old : 45.1 65.3 59.3 79.0 45.1 64.9 59.3 78.6
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 17, 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 : 186,473: 72,871 67,824 7,634 73,965 82,580 154,470 158,038: 32,003 28,435
Old : 186,473: 72,871 67,824 7,634 73,965 82,580 154,470 158,038: 32,003 28,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 4,903: -6,739 3,722 -933 13,259 1,939 5,587 4,728: -684 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 36.4 4.1 39.7 44.3 82.8 84.8: 17.2 15.2
Old : 100.0: 39.1 36.4 4.1 39.7 44.3 82.8 84.8: 17.2 15.2
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 : 120: 38 28 21 27 40 75 79:
Old : 120: 38 28 21 27 40 75 79:
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 : 33.5 30.2 44.5 41.8 32.1 29.3 42.8 40.5
Old : 33.5 30.2 44.5 41.8 32.1 29.3 42.8 40.5
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 17, 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 : 257,087: 55,010 156,296 11,073 174,720 51,833 240,803 219,202: 16,284 37,885
Old : 257,087: 55,010 156,296 11,073 174,720 51,833 240,803 219,202: 16,284 37,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 2,963: 3,355 3,222 366 1,431 1,890 5,152 5,478: -2,189 -2,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 60.8 4.3 68.0 20.2 93.7 85.3: 6.3 14.7
Old : 100.0: 21.4 60.8 4.3 68.0 20.2 93.7 85.3: 6.3 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 : 123: 26 46 18 33 35 68 91:
Old : 123: 26 46 18 33 35 68 91:
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 : 43.1 42.3 59.9 53.7 40.4 41.9 56.3 52.6
Old : 43.1 42.3 59.9 53.7 40.4 41.9 56.3 52.6
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, October 17, 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 : 446,338: 186,751 96,299 21,066 165,127 276,217 372,944 393,582: 73,394 52,756
Old : 446,338: 186,751 96,299 21,066 165,127 276,217 372,944 393,582: 73,394 52,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -4,410: -9,065 -1,438 -2,472 6,467 1,113 -5,070 -2,797: 660 -1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 21.6 4.7 37.0 61.9 83.6 88.2: 16.4 11.8
Old : 100.0: 41.8 21.6 4.7 37.0 61.9 83.6 88.2: 16.4 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 : 239: 87 60 43 60 63 165 150:
Old : 239: 87 60 43 60 63 165 150:
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 : 24.3 36.2 34.8 49.0 23.8 35.7 33.9 48.4
Old : 24.3 36.2 34.8 49.0 23.8 35.7 33.9 48.4
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 17, 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 : 35,583: 12,285 4,221 812 10,165 26,923 23,262 31,956: 12,321 3,627
Old : 35,583: 12,285 4,221 812 10,165 26,923 23,262 31,956: 12,321 3,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 422: 509 1,567 20 60 -685 589 902: -167 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 11.9 2.3 28.6 75.7 65.4 89.8: 34.6 10.2
Old : 100.0: 34.5 11.9 2.3 28.6 75.7 65.4 89.8: 34.6 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 : 27: 9 6 4 11 6 22 14:
Old : 27: 9 6 4 11 6 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 : 32.5 80.0 45.8 87.7 31.6 77.4 43.7 83.4
Old : 32.5 80.0 45.8 87.7 31.6 77.4 43.7 83.4
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, October 17, 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 : 33,994: 24,866 3,980 301 6,360 29,217 31,527 33,498: 2,467 496
Old : 33,994: 24,866 3,980 301 6,360 29,217 31,527 33,498: 2,467 496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 318: 79 67 15 -277 269 -183 351: 501 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 11.7 0.9 18.7 85.9 92.7 98.5: 7.3 1.5
Old : 100.0: 73.1 11.7 0.9 18.7 85.9 92.7 98.5: 7.3 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 : 38: 16 11 2 5 7 22 19:
Old : 38: 16 11 2 5 7 22 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 : 76.0 83.2 83.1 92.3 76.0 82.1 83.1 91.2
Old : 76.0 83.2 83.1 92.3 76.0 82.1 83.1 91.2
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, October 17, 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 : 33,757: 20,423 13,446 717 8,147 15,703 29,287 29,866: 4,470 3,891
Old : 33,757: 20,423 13,446 717 8,147 15,703 29,287 29,866: 4,470 3,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -2,703: -1,106 -2,354 137 -1,605 -599 -2,574 -2,816: -129 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 39.8 2.1 24.1 46.5 86.8 88.5: 13.2 11.5
Old : 100.0: 60.5 39.8 2.1 24.1 46.5 86.8 88.5: 13.2 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 32 20 6 12 6 45 31:
Old : 68: 32 20 6 12 6 45 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 : 31.7 51.9 49.0 68.5 31.7 51.9 47.6 68.1
Old : 31.7 51.9 49.0 68.5 31.7 51.9 47.6 68.1
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, October 17, 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 : 19,234: 12,998 3,946 0 4,990 14,512 17,988 18,458: 1,246 776
Old : 19,234: 12,998 3,946 0 4,990 14,512 17,988 18,458: 1,246 776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -217: -26 -553 0 42 79 16 -474: -233 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 20.5 0.0 25.9 75.4 93.5 96.0: 6.5 4.0
Old : 100.0: 67.6 20.5 0.0 25.9 75.4 93.5 96.0: 6.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 15 6 0 5 5 20 11:
Old : 29: 15 6 0 5 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 : 48.0 87.2 77.1 94.2 48.0 84.4 73.2 89.1
Old : 48.0 87.2 77.1 94.2 48.0 84.4 73.2 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, October 17, 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 :12,977,507: 948,024 3,170,922 2,447,733 9,062,164 6,264,955 12,457,921 11,883,610: 519,586 1,093,897
Old :12,977,507: 948,024 3,170,922 2,447,733 9,062,164 6,264,955 12,457,921 11,883,610: 519,586 1,093,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 26,394: 34,455 152,754 40,774 3,910 -93,993 79,139 99,535: -52,745 -73,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 24.4 18.9 69.8 48.3 96.0 91.6: 4.0 8.4
Old : 100.0: 7.3 24.4 18.9 69.8 48.3 96.0 91.6: 4.0 8.4
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 : 315: 37 122 112 119 137 239 302:
Old : 315: 37 122 112 119 137 239 302:
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 : 37.5 19.5 48.8 29.0 32.2 16.3 39.3 21.9
Old : 37.5 19.5 48.8 29.0 32.2 16.3 39.3 21.9
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 17, 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 : 669,706: 116,435 83,715 24,168 452,133 477,341 592,736 585,223: 76,970 84,482
Old : 669,706: 116,435 83,715 24,168 452,133 477,341 592,736 585,223: 76,970 84,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 4,149: 682 -4,057 -2,014 4,559 7,967 3,228 1,896: 921 2,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 12.5 3.6 67.5 71.3 88.5 87.4: 11.5 12.6
Old : 100.0: 17.4 12.5 3.6 67.5 71.3 88.5 87.4: 11.5 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 629: 144 149 70 225 238 400 426:
Old : 629: 144 149 70 225 238 400 426:
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 : 15.9 15.7 25.9 23.2 14.0 14.8 22.3 21.5
Old : 15.9 15.7 25.9 23.2 14.0 14.8 22.3 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 17, 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 : 53,399: 4,865 4,529 1,200 28,688 29,578 34,753 35,307: 18,646 18,092
Old : 53,399: 4,865 4,529 1,200 28,688 29,578 34,753 35,307: 18,646 18,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,772: 131 -326 0 1,579 1,944 1,710 1,618: 62 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 8.5 2.2 53.7 55.4 65.1 66.1: 34.9 33.9
Old : 100.0: 9.1 8.5 2.2 53.7 55.4 65.1 66.1: 34.9 33.9
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 : 52: 9 8 1 20 18 30 26:
Old : 52: 9 8 1 20 18 30 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 : 31.1 40.4 47.0 55.3 31.1 40.4 46.4 53.8
Old : 31.1 40.4 47.0 55.3 31.1 40.4 46.4 53.8
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 17, 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 : 21,773: 1,033 268 0 19,142 20,793 20,175 21,061: 1,598 712
Old : 21,773: 1,033 268 0 19,142 20,793 20,175 21,061: 1,598 712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.2 0.0 87.9 95.5 92.7 96.7: 7.3 3.3
Old : 100.0: 4.7 1.2 0.0 87.9 95.5 92.7 96.7: 7.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 11 11 13 12:
Old : 23: 2 1 0 11 11 13 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 : 68.4 82.6 85.8 92.1 68.4 81.6 85.8 90.0
Old : 68.4 82.6 85.8 92.1 68.4 81.6 85.8 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, October 17, 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 : 3,081,534: 572,882 410,962 99,807 2,117,227 2,238,813 2,789,916 2,749,582: 291,618 331,952
Old : 3,081,534: 572,882 410,962 99,807 2,117,227 2,238,813 2,789,916 2,749,582: 291,618 331,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 11,884: 720 -20,691 -8,034 14,902 30,114 7,588 1,389: 4,296 10,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 13.3 3.2 68.7 72.7 90.5 89.2: 9.5 10.8
Old : 100.0: 18.6 13.3 3.2 68.7 72.7 90.5 89.2: 9.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 621: 142 148 66 220 233 390 419:
Old : 621: 142 148 66 220 233 390 419:
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 : 17.3 16.1 28.0 24.2 15.3 15.4 24.2 22.9
Old : 17.3 16.1 28.0 24.2 15.3 15.4 24.2 22.9
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 17, 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 : 27,673: 12,117 0 0 12,317 27,131 24,434 27,131: 3,239 542
Old : 27,673: 12,117 0 0 12,317 27,131 24,434 27,131: 3,239 542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -69: 149 0 0 -125 67 24 67: -93 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 0.0 0.0 44.5 98.0 88.3 98.0: 11.7 2.0
Old : 100.0: 43.8 0.0 0.0 44.5 98.0 88.3 98.0: 11.7 2.0
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: 8 0 0 8 9 16 9:
Old : 24: 8 0 0 8 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 : 63.5 77.9 78.1 95.7 63.5 77.9 78.1 95.0
Old : 63.5 77.9 78.1 95.7 63.5 77.9 78.1 95.0
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 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 22,523: 0 1,188 0 20,859 20,299 20,859 21,487: 1,664 1,036
Old : 22,523: 0 1,188 0 20,859 20,299 20,859 21,487: 1,664 1,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -82: 0 0 0 -349 -62 -349 -62: 267 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 0.0 92.6 90.1 92.6 95.4: 7.4 4.6
Old : 100.0: 0.0 5.3 0.0 92.6 90.1 92.6 95.4: 7.4 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 : 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 : 55.4 79.1 77.4 90.4 55.4 79.1 77.4 90.4
Old : 55.4 79.1 77.4 90.4 55.4 79.1 77.4 90.4
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 17, 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 : 92,419: 26,521 2,230 636 52,155 86,311 79,312 89,177: 13,107 3,242
Old : 92,419: 26,521 2,230 636 52,155 86,311 79,312 89,177: 13,107 3,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -70: 488 -1,187 -7 -580 1,287 -99 93: 29 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 2.4 0.7 56.4 93.4 85.8 96.5: 14.2 3.5
Old : 100.0: 28.7 2.4 0.7 56.4 93.4 85.8 96.5: 14.2 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 : 89: 18 4 6 42 40 60 50:
Old : 89: 18 4 6 42 40 60 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 48.3 52.8 67.9 38.1 48.3 52.4 67.8
Old : 38.1 48.3 52.8 67.9 38.1 48.3 52.4 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, October 17, 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 : 55,697: 21,540 15,753 862 26,630 31,034 49,031 47,649: 6,666 8,048
Old : 55,697: 21,540 15,753 862 26,630 31,034 49,031 47,649: 6,666 8,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -730: -219 5 -31 -490 -1,047 -740 -1,073: 11 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 28.3 1.5 47.8 55.7 88.0 85.5: 12.0 14.5
Old : 100.0: 38.7 28.3 1.5 47.8 55.7 88.0 85.5: 12.0 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 68 93 27 62 80 145 185:
Old : 281: 68 93 27 62 80 145 185:
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 : 28.1 18.4 42.4 29.4 25.7 18.1 39.9 28.9
Old : 28.1 18.4 42.4 29.4 25.7 18.1 39.9 28.9
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 17, 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 : 278,487: 107,701 78,765 4,308 133,148 155,172 245,157 238,245: 33,330 40,242
Old : 278,487: 107,701 78,765 4,308 133,148 155,172 245,157 238,245: 33,330 40,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -3,649: -1,095 25 -155 -2,452 -5,233 -3,702 -5,363: 53 1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 28.3 1.5 47.8 55.7 88.0 85.5: 12.0 14.5
Old : 100.0: 38.7 28.3 1.5 47.8 55.7 88.0 85.5: 12.0 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 68 93 27 62 80 145 185:
Old : 281: 68 93 27 62 80 145 185:
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 : 28.1 18.4 42.4 29.4 25.7 18.1 39.9 28.9
Old : 28.1 18.4 42.4 29.4 25.7 18.1 39.9 28.9
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 17, 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 : 134,145: 85,763 23,963 2,577 11,903 86,204 100,243 112,744: 33,902 21,401
Old : 134,145: 85,763 23,963 2,577 11,903 86,204 100,243 112,744: 33,902 21,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -6,709: -7,939 -557 25 -455 -5,551 -8,369 -6,083: 1,660 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 17.9 1.9 8.9 64.3 74.7 84.0: 25.3 16.0
Old : 100.0: 63.9 17.9 1.9 8.9 64.3 74.7 84.0: 25.3 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 44 16 12 17 20 63 46:
Old : 89: 44 16 12 17 20 63 46:
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 : 23.7 49.9 35.2 64.5 23.7 49.5 35.2 64.0
Old : 23.7 49.9 35.2 64.5 23.7 49.5 35.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, October 17, 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 : 558,340: 173,967 147,703 9,589 354,182 387,266 537,738 544,558: 20,602 13,782
Old : 558,340: 173,967 147,703 9,589 354,182 387,266 537,738 544,558: 20,602 13,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 11,509: 1,114 -9,054 685 7,532 19,560 9,331 11,191: 2,178 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 26.5 1.7 63.4 69.4 96.3 97.5: 3.7 2.5
Old : 100.0: 31.2 26.5 1.7 63.4 69.4 96.3 97.5: 3.7 2.5
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 : 291: 80 36 17 99 115 184 163:
Old : 291: 80 36 17 99 115 184 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 27.8 34.2 42.1 21.8 27.8 32.6 42.0
Old : 23.4 27.8 34.2 42.1 21.8 27.8 32.6 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 17, 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 : 40,402: 15,871 11,299 863 15,788 22,823 32,522 34,985: 7,880 5,417
Old : 40,402: 15,871 11,299 863 15,788 22,823 32,522 34,985: 7,880 5,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,630: -1,018 -641 830 634 1,123 446 1,312: 1,184 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 28.0 2.1 39.1 56.5 80.5 86.6: 19.5 13.4
Old : 100.0: 39.3 28.0 2.1 39.1 56.5 80.5 86.6: 19.5 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 : 51: 18 10 3 16 13 35 25:
Old : 51: 18 10 3 16 13 35 25:
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 : 32.9 61.8 47.9 72.5 32.0 61.8 46.9 72.5
Old : 32.9 61.8 47.9 72.5 32.0 61.8 46.9 72.5
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 17, 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 : 55,898: 21,165 14,018 1,136 24,590 21,686 46,891 36,840: 9,007 19,058
Old : 55,898: 21,165 14,018 1,136 24,590 21,686 46,891 36,840: 9,007 19,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 6,405: 3,913 3,682 -15 3,463 -1,771 7,361 1,896: -956 4,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 25.1 2.0 44.0 38.8 83.9 65.9: 16.1 34.1
Old : 100.0: 37.9 25.1 2.0 44.0 38.8 83.9 65.9: 16.1 34.1
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 : 82: 27 15 6 28 22 58 40:
Old : 82: 27 15 6 28 22 58 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 : 18.0 24.8 31.8 38.3 18.0 22.6 30.2 34.3
Old : 18.0 24.8 31.8 38.3 18.0 22.6 30.2 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, October 17, 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 : 111,146: 9,170 9,852 31,299 70,653 69,993 111,122 111,144: 24 2
Old : 111,146: 9,170 9,852 31,299 70,653 69,993 111,122 111,144: 24 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -161: 8 -2,261 490 -659 1,610 -161 -161: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 8.9 28.2 63.6 63.0 100.0 100.0: 0.0 0.0
Old : 100.0: 8.3 8.9 28.2 63.6 63.0 100.0 100.0: 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 : 25: 4 2 2 13 15 19 17:
Old : 25: 4 2 2 13 15 19 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 : 86.4 78.1 95.2 93.4 35.9 25.7 38.1 35.4
Old : 86.4 78.1 95.2 93.4 35.9 25.7 38.1 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2017