MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, October 31, 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 : 24,888: 3,000 4,580 1,280 20,368 18,788 24,648 24,648: 240 240
Old : 24,888: 3,000 4,580 1,280 20,368 18,788 24,648 24,648: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 348: 240 -212 0 108 560 348 348: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 18.4 5.1 81.8 75.5 99.0 99.0: 1.0 1.0
Old : 100.0: 12.1 18.4 5.1 81.8 75.5 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 : 85.0 62.7 94.7 85.9 68.3 44.4 70.2 61.5
Old : 85.0 62.7 94.7 85.9 68.3 44.4 70.2 61.5
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 31, 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 : 5,840: 119 587 415 4,678 4,303 5,212 5,305: 628 535
Old : 5,840: 119 587 415 4,678 4,303 5,212 5,305: 628 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 343: 39 -36 -15 286 330 310 279: 33 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 10.1 7.1 80.1 73.7 89.2 90.8: 10.8 9.2
Old : 100.0: 2.0 10.1 7.1 80.1 73.7 89.2 90.8: 10.8 9.2
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 8 10 18 20 29 32:
Old : 39: 5 8 10 18 20 29 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 : 57.8 42.2 73.8 58.0 56.3 39.5 63.6 53.4
Old : 57.8 42.2 73.8 58.0 56.3 39.5 63.6 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 25,012: 11,466 8,954 1,171 9,902 10,517 22,539 20,642: 2,473 4,370
Old : 25,012: 11,466 8,954 1,171 9,902 10,517 22,539 20,642: 2,473 4,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 979: 241 453 193 432 182 866 828: 113 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 35.8 4.7 39.6 42.0 90.1 82.5: 9.9 17.5
Old : 100.0: 45.8 35.8 4.7 39.6 42.0 90.1 82.5: 9.9 17.5
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 : 67: 15 23 18 19 19 47 47:
Old : 67: 15 23 18 19 19 47 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 : 41.8 30.6 64.3 49.7 41.6 29.8 63.7 48.1
Old : 41.8 30.6 64.3 49.7 41.6 29.8 63.7 48.1
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 31, 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 : 7,312: 985 1,104 492 4,953 5,221 6,430 6,817: 882 495
Old : 7,312: 985 1,104 492 4,953 5,221 6,430 6,817: 882 495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 638: -14 254 61 652 284 699 599: -61 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 15.1 6.7 67.7 71.4 87.9 93.2: 12.1 6.8
Old : 100.0: 13.5 15.1 6.7 67.7 71.4 87.9 93.2: 12.1 6.8
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 : 38: 4 7 8 20 15 30 25:
Old : 38: 4 7 8 20 15 30 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 : 42.9 45.5 58.9 68.8 42.9 44.5 54.7 60.6
Old : 42.9 45.5 58.9 68.8 42.9 44.5 54.7 60.6
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 31, 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 : 263,428: 110,333 58,302 34,013 98,491 128,353 242,837 220,668: 20,591 42,760
Old : 262,895: 110,287 58,238 33,956 98,481 128,021 242,724 220,215: 20,171 42,680
Other: 533: 102 120 1 10 332 113 453: 420 80
: : :
: : Changes in Commitments from: October 24, 2017 :
: 11,600: 9,378 3,907 -1,926 2,054 8,575 9,506 10,556: 2,094 1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 22.1 12.9 37.4 48.7 92.2 83.8: 7.8 16.2
Old : 100.0: 42.0 22.2 12.9 37.5 48.7 92.3 83.8: 7.7 16.2
Other: 100.0: 19.1 22.5 0.2 1.9 62.3 21.2 85.0: 78.8 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 103 102 112 58 86 236 247:
Old : 330: 102 102 112 58 86 236 247:
Other: 22: 7 5 1 1 8 9 14:
:----------------------------------------------------------------------------------------------------
: 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 12.9 27.9 19.3 17.0 12.8 27.2 18.9
Old : 17.3 12.9 27.9 19.3 17.1 12.8 27.3 18.9
Other: 19.7 62.3 21.0 81.1 19.7 62.3 21.0 81.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 31, 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 : 354,471: 167,456 39,947 37,813 126,014 226,316 331,283 304,076: 23,188 50,395
Old : 354,471: 167,456 39,947 37,813 126,014 226,316 331,283 304,076: 23,188 50,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 18,527: 14,056 6,175 4,191 901 7,576 19,148 17,942: -621 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 11.3 10.7 35.5 63.8 93.5 85.8: 6.5 14.2
Old : 100.0: 47.2 11.3 10.7 35.5 63.8 93.5 85.8: 6.5 14.2
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 : 406: 143 74 104 80 164 272 305:
Old : 406: 143 74 104 80 164 272 305:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 21.0 27.5 28.8 17.2 20.7 27.4 28.2
Old : 17.2 21.0 27.5 28.8 17.2 20.7 27.4 28.2
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 31, 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 : 6,775: 3,607 1,771 342 885 3,412 4,834 5,525: 1,941 1,250
Old : 6,775: 3,607 1,771 342 885 3,412 4,834 5,525: 1,941 1,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -61: 91 -227 29 -298 11 -178 -187: 117 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 26.1 5.0 13.1 50.4 71.4 81.5: 28.6 18.5
Old : 100.0: 53.2 26.1 5.0 13.1 50.4 71.4 81.5: 28.6 18.5
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 : 78: 35 13 9 14 24 56 42:
Old : 78: 35 13 9 14 24 56 42:
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 : 28.3 37.3 37.8 53.1 28.3 37.0 37.8 52.6
Old : 28.3 37.3 37.8 53.1 28.3 37.0 37.8 52.6
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 31, 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 : 63,489: 32,281 16,633 10,564 12,936 16,602 55,781 43,799: 7,708 19,690
Old : 63,489: 32,281 16,633 10,564 12,936 16,602 55,781 43,799: 7,708 19,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 594: 1,326 2,696 -1,766 280 -913 -160 17: 754 577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 26.2 16.6 20.4 26.1 87.9 69.0: 12.1 31.0
Old : 100.0: 50.8 26.2 16.6 20.4 26.1 87.9 69.0: 12.1 31.0
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 : 240: 73 65 60 43 69 157 169:
Old : 240: 73 65 60 43 69 157 169:
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 : 16.1 14.5 27.3 22.7 16.1 12.3 26.3 18.7
Old : 16.1 14.5 27.3 22.7 16.1 12.3 26.3 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, October 31, 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 : 22,049: 1,112 10,999 599 19,876 9,201 21,587 20,799: 462 1,250
Old : 22,049: 1,112 10,999 599 19,876 9,201 21,587 20,799: 462 1,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,117: -54 544 -43 1,181 782 1,084 1,283: 33 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 49.9 2.7 90.1 41.7 97.9 94.3: 2.1 5.7
Old : 100.0: 5.0 49.9 2.7 90.1 41.7 97.9 94.3: 2.1 5.7
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 : 59: 11 15 11 24 19 42 38:
Old : 59: 11 15 11 24 19 42 38:
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 : 65.9 48.4 82.1 70.7 65.9 48.4 82.1 70.4
Old : 65.9 48.4 82.1 70.7 65.9 48.4 82.1 70.4
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 31, 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 : 53,190: 27,114 11,217 44 23,870 40,522 51,028 51,783: 2,162 1,407
Old : 53,190: 27,114 11,217 44 23,870 40,522 51,028 51,783: 2,162 1,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,773: 1,693 521 44 216 1,196 1,953 1,761: -180 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 21.1 0.1 44.9 76.2 95.9 97.4: 4.1 2.6
Old : 100.0: 51.0 21.1 0.1 44.9 76.2 95.9 97.4: 4.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 18 6 1 5 8 23 15:
Old : 35: 18 6 1 5 8 23 15:
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 : 87.2 67.8 90.3 92.5 87.2 67.8 90.2 92.0
Old : 87.2 67.8 90.3 92.5 87.2 67.8 90.2 92.0
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 31, 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 : 157,542: 84,309 26,470 4,400 32,021 103,799 120,730 134,669: 36,812 22,873
Old : 157,542: 84,309 26,470 4,400 32,021 103,799 120,730 134,669: 36,812 22,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -15,131: -12,252 2,241 1,340 -1,598 -19,508 -12,510 -15,927: -2,621 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 16.8 2.8 20.3 65.9 76.6 85.5: 23.4 14.5
Old : 100.0: 53.5 16.8 2.8 20.3 65.9 76.6 85.5: 23.4 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 : 98: 47 19 18 18 22 69 55:
Old : 98: 47 19 18 18 22 69 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 50.8 37.5 63.6 24.1 50.8 36.8 62.4
Old : 24.4 50.8 37.5 63.6 24.1 50.8 36.8 62.4
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 31, 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 : 74,717: 21,001 41,672 1,257 44,962 7,142 67,220 50,071: 7,497 24,646
Old : 74,717: 21,001 41,672 1,257 44,962 7,142 67,220 50,071: 7,497 24,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 10,825: -1,538 7,536 23 12,817 254 11,302 7,813: -477 3,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 55.8 1.7 60.2 9.6 90.0 67.0: 10.0 33.0
Old : 100.0: 28.1 55.8 1.7 60.2 9.6 90.0 67.0: 10.0 33.0
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 : 48: 9 23 4 7 9 20 32:
Old : 48: 9 23 4 7 9 20 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 31.4 74.5 41.8 57.2 31.3 74.5 41.7
Old : 57.2 31.4 74.5 41.8 57.2 31.3 74.5 41.7
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 31, 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 : 177,306: 87,220 31,974 1,921 81,549 138,823 170,690 172,718: 6,616 4,588
Old : 177,306: 87,220 31,974 1,921 81,549 138,823 170,690 172,718: 6,616 4,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -3,221: -316 139 275 -3,264 -4,128 -3,305 -3,714: 84 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 18.0 1.1 46.0 78.3 96.3 97.4: 3.7 2.6
Old : 100.0: 49.2 18.0 1.1 46.0 78.3 96.3 97.4: 3.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 50 43 8 20 20 73 68:
Old : 130: 50 43 8 20 20 73 68:
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 : 48.8 67.2 63.6 80.2 48.8 66.8 63.6 79.7
Old : 48.8 67.2 63.6 80.2 48.8 66.8 63.6 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, October 31, 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 : 185,123: 65,482 64,237 10,382 78,103 83,879 153,967 158,498: 31,156 26,625
Old : 185,123: 65,482 64,237 10,382 78,103 83,879 153,967 158,498: 31,156 26,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -2,941: -680 -3,410 611 -2,727 67 -2,796 -2,732: -145 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 34.7 5.6 42.2 45.3 83.2 85.6: 16.8 14.4
Old : 100.0: 35.4 34.7 5.6 42.2 45.3 83.2 85.6: 16.8 14.4
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 : 118: 40 24 26 28 39 79 80:
Old : 118: 40 24 26 28 39 79 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 31.0 46.9 41.7 34.7 30.8 44.1 41.1
Old : 36.9 31.0 46.9 41.7 34.7 30.8 44.1 41.1
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 31, 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 : 277,706: 54,585 173,454 10,152 196,707 48,090 261,444 231,696: 16,262 46,010
Old : 277,706: 54,585 173,454 10,152 196,707 48,090 261,444 231,696: 16,262 46,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -4,524: -5,492 -3,480 486 1,377 -248 -3,629 -3,242: -895 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 62.5 3.7 70.8 17.3 94.1 83.4: 5.9 16.6
Old : 100.0: 19.7 62.5 3.7 70.8 17.3 94.1 83.4: 5.9 16.6
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 : 125: 25 49 18 32 35 67 93:
Old : 125: 25 49 18 32 35 67 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 38.4 64.6 49.2 40.9 37.9 61.3 48.2
Old : 44.1 38.4 64.6 49.2 40.9 37.9 61.3 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, October 31, 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 : 440,384: 173,670 101,573 21,784 174,510 257,642 369,964 380,999: 70,420 59,385
Old : 440,384: 173,670 101,573 21,784 174,510 257,642 369,964 380,999: 70,420 59,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -4,634: -9,869 1,538 -210 8,925 -13,541 -1,154 -12,213: -3,480 7,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 23.1 4.9 39.6 58.5 84.0 86.5: 16.0 13.5
Old : 100.0: 39.4 23.1 4.9 39.6 58.5 84.0 86.5: 16.0 13.5
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 : 238: 92 55 38 58 65 163 147:
Old : 238: 92 55 38 58 65 163 147:
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 31.2 35.1 44.4 24.3 30.8 34.4 43.9
Old : 24.7 31.2 35.1 44.4 24.3 30.8 34.4 43.9
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 34,969: 11,699 4,944 861 10,322 26,064 22,882 31,869: 12,087 3,100
Old : 34,969: 11,699 4,944 861 10,322 26,064 22,882 31,869: 12,087 3,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -855: -999 564 24 785 -914 -190 -326: -665 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 14.1 2.5 29.5 74.5 65.4 91.1: 34.6 8.9
Old : 100.0: 33.5 14.1 2.5 29.5 74.5 65.4 91.1: 34.6 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 : 27: 9 7 5 10 6 22 15:
Old : 27: 9 7 5 10 6 22 15:
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 : 32.2 80.6 45.7 87.8 31.1 78.0 43.7 84.3
Old : 32.2 80.6 45.7 87.8 31.1 78.0 43.7 84.3
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 34,776: 19,860 3,434 993 11,860 29,917 32,713 34,344: 2,063 432
Old : 34,776: 19,860 3,434 993 11,860 29,917 32,713 34,344: 2,063 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 4,741: -1,192 744 702 5,099 3,589 4,609 5,035: 132 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 9.9 2.9 34.1 86.0 94.1 98.8: 5.9 1.2
Old : 100.0: 57.1 9.9 2.9 34.1 86.0 94.1 98.8: 5.9 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 : 35: 15 10 3 6 6 23 17:
Old : 35: 15 10 3 6 6 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 83.9 80.8 93.6 58.6 69.2 69.0 76.5
Old : 64.9 83.9 80.8 93.6 58.6 69.2 69.0 76.5
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 49,610: 21,763 27,470 786 23,224 15,764 45,773 44,020: 3,837 5,590
Old : 49,610: 21,763 27,470 786 23,224 15,764 45,773 44,020: 3,837 5,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 8,425: 1,214 7,532 186 7,937 -44 9,337 7,674: -912 751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 55.4 1.6 46.8 31.8 92.3 88.7: 7.7 11.3
Old : 100.0: 43.9 55.4 1.6 46.8 31.8 92.3 88.7: 7.7 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 : 88: 29 37 6 14 11 44 53:
Old : 88: 29 37 6 14 11 44 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 34.7 61.6 55.2 40.3 34.7 61.2 55.2
Old : 40.3 34.7 61.6 55.2 40.3 34.7 61.2 55.2
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 31, 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 : 21,229: 12,790 4,414 10 7,478 15,732 20,278 20,156: 951 1,073
Old : 21,229: 12,790 4,414 10 7,478 15,732 20,278 20,156: 951 1,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -4: -244 -22 9 462 -291 227 -304: -231 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 20.8 0.0 35.2 74.1 95.5 94.9: 4.5 5.1
Old : 100.0: 60.2 20.8 0.0 35.2 74.1 95.5 94.9: 4.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 13 7 1 5 5 19 12:
Old : 28: 13 7 1 5 5 19 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 : 56.9 86.3 86.5 92.1 50.9 76.8 74.7 81.2
Old : 56.9 86.3 86.5 92.1 50.9 76.8 74.7 81.2
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 31, 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 :12,634,024: 904,686 3,133,665 2,361,952 8,888,129 5,980,929 12,154,767 11,476,546: 479,257 1,157,478
Old :12,634,024: 904,686 3,133,665 2,361,952 8,888,129 5,980,929 12,154,767 11,476,546: 479,257 1,157,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -213,259: -59,676 95 -57,758 -75,248 -159,566 -192,682 -217,229: -20,577 3,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 24.8 18.7 70.4 47.3 96.2 90.8: 3.8 9.2
Old : 100.0: 7.2 24.8 18.7 70.4 47.3 96.2 90.8: 3.8 9.2
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 : 306: 39 116 114 116 136 237 298:
Old : 306: 39 116 114 116 136 237 298:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 19.4 50.8 29.5 33.2 16.4 41.5 22.7
Old : 39.3 19.4 50.8 29.5 33.2 16.4 41.5 22.7
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 31, 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 : 701,203: 114,329 82,311 30,925 479,470 510,897 624,724 624,132: 76,479 77,071
Old : 701,203: 114,329 82,311 30,925 479,470 510,897 624,724 624,132: 76,479 77,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 8,459: 567 -5,020 311 8,633 18,581 9,511 13,872: -1,052 -5,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.7 4.4 68.4 72.9 89.1 89.0: 10.9 11.0
Old : 100.0: 16.3 11.7 4.4 68.4 72.9 89.1 89.0: 10.9 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 628: 147 148 87 230 239 412 439:
Old : 628: 147 148 87 230 239 412 439:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 17.1 24.6 25.7 13.0 15.4 20.0 22.1
Old : 14.5 17.1 24.6 25.7 13.0 15.4 20.0 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 31, 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 : 63,664: 7,737 7,985 0 36,806 38,871 44,543 46,856: 19,121 16,808
Old : 63,664: 7,737 7,985 0 36,806 38,871 44,543 46,856: 19,121 16,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 3,328: -483 773 -1,100 4,798 5,134 3,215 4,807: 113 -1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.5 0.0 57.8 61.1 70.0 73.6: 30.0 26.4
Old : 100.0: 12.2 12.5 0.0 57.8 61.1 70.0 73.6: 30.0 26.4
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 : 48: 8 7 0 19 20 27 27:
Old : 48: 8 7 0 19 20 27 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 : 42.7 42.5 54.6 57.8 42.7 42.1 54.1 56.8
Old : 42.7 42.5 54.6 57.8 42.7 42.1 54.1 56.8
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 31, 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 : 18,989: 207 268 0 17,216 17,839 17,423 18,107: 1,566 882
Old : 18,989: 207 268 0 17,216 17,839 17,423 18,107: 1,566 882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -90: -210 0 0 352 -46 142 -46: -232 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.4 0.0 90.7 93.9 91.8 95.4: 8.2 4.6
Old : 100.0: 1.1 1.4 0.0 90.7 93.9 91.8 95.4: 8.2 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 : 20: 1 1 0 10 10 11 11:
Old : 20: 1 1 0 10 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 : 75.1 80.3 89.9 91.6 75.1 79.9 89.9 90.8
Old : 75.1 80.3 89.9 91.6 75.1 79.9 89.9 90.8
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 31, 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 : 3,187,695: 581,062 419,728 106,525 2,213,318 2,360,129 2,900,905 2,886,382: 286,790 301,313
Old : 3,187,695: 581,062 419,728 106,525 2,213,318 2,360,129 2,900,905 2,886,382: 286,790 301,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 25,654: 12,404 -21,810 -100 19,174 67,237 31,478 45,327: -5,824 -19,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 13.2 3.3 69.4 74.0 91.0 90.5: 9.0 9.5
Old : 100.0: 18.2 13.2 3.3 69.4 74.0 91.0 90.5: 9.0 9.5
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 : 621: 145 148 81 222 233 398 431:
Old : 621: 145 148 81 222 233 398 431:
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 18.1 26.0 26.4 14.3 15.7 22.0 24.0
Old : 15.9 18.1 26.0 26.4 14.3 15.7 22.0 24.0
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 31, 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 : 30,073: 12,534 0 0 14,151 29,451 26,685 29,451: 3,388 622
Old : 30,073: 12,534 0 0 14,151 29,451 26,685 29,451: 3,388 622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 51: -49 0 0 139 178 90 178: -39 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 0.0 0.0 47.1 97.9 88.7 97.9: 11.3 2.1
Old : 100.0: 41.7 0.0 0.0 47.1 97.9 88.7 97.9: 11.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 0 0 8 10 17 10:
Old : 26: 9 0 0 8 10 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 75.0 77.0 94.2 63.8 75.0 77.0 94.2
Old : 63.8 75.0 77.0 94.2 63.8 75.0 77.0 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, October 31, 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 : 22,489: 530 1,413 0 20,439 20,126 20,969 21,539: 1,520 950
Old : 22,489: 530 1,413 0 20,439 20,126 20,969 21,539: 1,520 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 193: 306 225 0 29 205 335 430: -142 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 6.3 0.0 90.9 89.5 93.2 95.8: 6.8 4.2
Old : 100.0: 2.4 6.3 0.0 90.9 89.5 93.2 95.8: 6.8 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 : 26: 1 3 0 14 11 15 14:
Old : 26: 1 3 0 14 11 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 78.8 76.3 90.4 54.5 78.8 76.3 90.4
Old : 54.5 78.8 76.3 90.4 54.5 78.8 76.3 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 31, 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 : 91,962: 26,317 3,529 820 52,168 84,809 79,305 89,158: 12,657 2,804
Old : 91,962: 26,317 3,529 820 52,168 84,809 79,305 89,158: 12,657 2,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -81: -153 964 -162 251 -111 -64 691: -17 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 3.8 0.9 56.7 92.2 86.2 97.0: 13.8 3.0
Old : 100.0: 28.6 3.8 0.9 56.7 92.2 86.2 97.0: 13.8 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 : 93: 18 8 6 42 40 60 54:
Old : 93: 18 8 6 42 40 60 54:
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 : 38.6 48.4 52.9 67.4 38.6 48.4 52.0 67.4
Old : 38.6 48.4 52.9 67.4 38.6 48.4 52.0 67.4
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 31, 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 : 54,393: 21,268 12,867 1,535 24,512 32,434 47,315 46,836: 7,078 7,557
Old : 54,393: 21,268 12,867 1,535 24,512 32,434 47,315 46,836: 7,078 7,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -1,497: -448 -1,764 294 -1,148 87 -1,301 -1,383: -196 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 23.7 2.8 45.1 59.6 87.0 86.1: 13.0 13.9
Old : 100.0: 39.1 23.7 2.8 45.1 59.6 87.0 86.1: 13.0 13.9
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 : 280: 76 79 22 66 82 152 173:
Old : 280: 76 79 22 66 82 152 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 18.5 40.8 30.9 24.2 17.0 35.8 28.3
Old : 27.0 18.5 40.8 30.9 24.2 17.0 35.8 28.3
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 31, 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 : 271,964: 106,342 64,333 7,674 122,559 162,172 236,575 234,179: 35,389 37,785
Old : 271,964: 106,342 64,333 7,674 122,559 162,172 236,575 234,179: 35,389 37,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -7,484: -2,238 -8,820 1,472 -5,740 433 -6,506 -6,915: -978 -569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 23.7 2.8 45.1 59.6 87.0 86.1: 13.0 13.9
Old : 100.0: 39.1 23.7 2.8 45.1 59.6 87.0 86.1: 13.0 13.9
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 : 280: 76 79 22 66 82 152 173:
Old : 280: 76 79 22 66 82 152 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 18.5 40.8 30.9 24.2 17.0 35.8 28.3
Old : 27.0 18.5 40.8 30.9 24.2 17.0 35.8 28.3
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 31, 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 : 131,999: 85,422 33,814 2,542 18,420 70,863 106,384 107,219: 25,615 24,780
Old : 131,999: 85,422 33,814 2,542 18,420 70,863 106,384 107,219: 25,615 24,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -2,559: -397 5,245 597 5,061 -11,234 5,261 -5,392: -7,820 2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 25.6 1.9 14.0 53.7 80.6 81.2: 19.4 18.8
Old : 100.0: 64.7 25.6 1.9 14.0 53.7 80.6 81.2: 19.4 18.8
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 : 91: 40 21 12 16 23 58 54:
Old : 91: 40 21 12 16 23 58 54:
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 : 23.5 40.9 39.2 55.5 23.5 40.5 38.1 54.8
Old : 23.5 40.9 39.2 55.5 23.5 40.5 38.1 54.8
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 31, 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 : 543,833: 158,723 148,047 8,522 356,996 372,310 524,241 528,879: 19,592 14,954
Old : 543,833: 158,723 148,047 8,522 356,996 372,310 524,241 528,879: 19,592 14,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 318: -3,055 2,834 -1,668 5,239 -3,522 516 -2,356: -198 2,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 27.2 1.6 65.6 68.5 96.4 97.3: 3.6 2.7
Old : 100.0: 29.2 27.2 1.6 65.6 68.5 96.4 97.3: 3.6 2.7
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 : 292: 77 42 20 102 108 185 164:
Old : 292: 77 42 20 102 108 185 164:
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 : 23.9 29.4 35.2 42.0 22.4 29.4 33.5 41.8
Old : 23.9 29.4 35.2 42.0 22.4 29.4 33.5 41.8
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 31, 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 : 43,522: 18,407 13,367 545 16,526 25,469 35,478 39,381: 8,044 4,141
Old : 43,522: 18,407 13,367 545 16,526 25,469 35,478 39,381: 8,044 4,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 914: 50 709 -97 319 554 272 1,166: 642 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 30.7 1.3 38.0 58.5 81.5 90.5: 18.5 9.5
Old : 100.0: 42.3 30.7 1.3 38.0 58.5 81.5 90.5: 18.5 9.5
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 : 54: 19 10 3 17 14 37 26:
Old : 54: 19 10 3 17 14 37 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 : 32.4 57.9 46.9 75.2 32.4 57.9 46.0 75.2
Old : 32.4 57.9 46.9 75.2 32.4 57.9 46.0 75.2
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 31, 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 : 76,209: 30,517 17,433 1,677 35,178 33,690 67,372 52,800: 8,837 23,409
Old : 76,209: 30,517 17,433 1,677 35,178 33,690 67,372 52,800: 8,837 23,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 16,159: 8,653 1,230 378 8,526 8,041 17,557 9,649: -1,398 6,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 22.9 2.2 46.2 44.2 88.4 69.3: 11.6 30.7
Old : 100.0: 40.0 22.9 2.2 46.2 44.2 88.4 69.3: 11.6 30.7
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 : 97: 27 21 5 33 27 63 50:
Old : 97: 27 21 5 33 27 63 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 : 32.8 21.0 43.3 32.9 32.8 20.9 43.2 32.6
Old : 32.8 21.0 43.3 32.9 32.8 20.9 43.2 32.6
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 31, 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 : 108,166: 10,370 6,952 30,289 67,483 70,923 108,142 108,164: 24 2
Old : 108,166: 10,370 6,952 30,289 67,483 70,923 108,142 108,164: 24 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -1,760: 200 -840 -670 -1,290 -250 -1,760 -1,760: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 6.4 28.0 62.4 65.6 100.0 100.0: 0.0 0.0
Old : 100.0: 9.6 6.4 28.0 62.4 65.6 100.0 100.0: 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 : 27: 6 2 2 13 15 21 17:
Old : 27: 6 2 2 13 15 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 : 85.8 76.9 94.9 93.6 35.5 24.3 37.7 35.1
Old : 85.8 76.9 94.9 93.6 35.5 24.3 37.7 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2017