MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, November 07, 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 : 22,168: 3,000 4,220 960 17,968 16,748 21,928 21,928: 240 240
Old : 22,168: 3,000 4,220 960 17,968 16,748 21,928 21,928: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -2,720: 0 -360 -320 -2,400 -2,040 -2,720 -2,720: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.0 4.3 81.1 75.6 98.9 98.9: 1.1 1.1
Old : 100.0: 13.5 19.0 4.3 81.1 75.6 98.9 98.9: 1.1 1.1
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 : 22: 4 9 4 7 6 14 17:
Old : 22: 4 9 4 7 6 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.8 62.8 94.1 86.9 68.9 44.9 70.7 62.9
Old : 84.8 62.8 94.1 86.9 68.9 44.9 70.7 62.9
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, November 07, 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 : 5,292: 75 675 379 4,142 3,655 4,596 4,709: 696 583
Old : 5,292: 75 675 379 4,142 3,655 4,596 4,709: 696 583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -548: -44 88 -36 -536 -648 -616 -596: 68 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 12.8 7.2 78.3 69.1 86.8 89.0: 13.2 11.0
Old : 100.0: 1.4 12.8 7.2 78.3 69.1 86.8 89.0: 13.2 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 : 36: 3 10 9 14 18 24 30:
Old : 36: 3 10 9 14 18 24 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 42.3 73.9 57.0 57.0 42.3 66.9 55.7
Old : 57.8 42.3 73.9 57.0 57.0 42.3 66.9 55.7
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, November 07, 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 : 23,351: 11,389 9,476 569 9,060 9,072 21,018 19,117: 2,333 4,234
Old : 23,351: 11,389 9,476 569 9,060 9,072 21,018 19,117: 2,333 4,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,661: -77 522 -602 -842 -1,445 -1,521 -1,525: -140 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 40.6 2.4 38.8 38.9 90.0 81.9: 10.0 18.1
Old : 100.0: 48.8 40.6 2.4 38.8 38.9 90.0 81.9: 10.0 18.1
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 : 69: 17 21 14 20 20 44 48:
Old : 69: 17 21 14 20 20 44 48:
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 : 42.8 30.4 66.1 48.9 42.6 30.2 65.6 48.6
Old : 42.8 30.4 66.1 48.9 42.6 30.2 65.6 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, November 07, 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 : 7,105: 1,078 1,138 356 4,780 4,955 6,214 6,449: 891 656
Old : 7,105: 1,078 1,138 356 4,780 4,955 6,214 6,449: 891 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -207: 93 34 -136 -173 -266 -216 -368: 9 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 16.0 5.0 67.3 69.7 87.5 90.8: 12.5 9.2
Old : 100.0: 15.2 16.0 5.0 67.3 69.7 87.5 90.8: 12.5 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 : 37: 6 6 6 19 16 29 24:
Old : 37: 6 6 6 19 16 29 24:
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 : 42.4 47.4 61.1 68.8 42.3 45.9 56.8 63.6
Old : 42.4 47.4 61.1 68.8 42.3 45.9 56.8 63.6
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, November 07, 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 : 270,132: 116,596 57,207 35,314 99,194 134,129 251,104 226,650: 19,028 43,482
Old : 269,216: 116,430 57,363 35,005 99,184 133,554 250,619 225,922: 18,597 43,294
Other: 916: 474 152 1 10 575 485 728: 431 188
: : :
: : Changes in Commitments from: October 31, 2017 :
: 6,704: 6,263 -1,095 1,301 703 5,776 8,267 5,982: -1,563 722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 21.2 13.1 36.7 49.7 93.0 83.9: 7.0 16.1
Old : 100.0: 43.2 21.3 13.0 36.8 49.6 93.1 83.9: 6.9 16.1
Other: 100.0: 51.7 16.6 0.1 1.1 62.8 52.9 79.5: 47.1 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 102 102 118 62 92 240 258:
Old : 335: 99 106 118 62 92 240 258:
Other: 37: 14 7 1 1 14 16 22:
:----------------------------------------------------------------------------------------------------
: 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 12.7 27.9 19.2 16.8 12.6 27.2 18.7
Old : 17.2 12.7 28.0 19.2 16.8 12.7 27.2 18.7
Other: 34.9 45.9 48.1 62.6 34.9 45.9 48.1 62.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 07, 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 : 382,837: 178,816 40,058 50,418 128,990 239,003 358,224 329,479: 24,613 53,358
Old : 382,837: 178,816 40,058 50,418 128,990 239,003 358,224 329,479: 24,613 53,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 28,366: 11,360 111 12,605 2,976 12,687 26,941 25,403: 1,425 2,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 10.5 13.2 33.7 62.4 93.6 86.1: 6.4 13.9
Old : 100.0: 46.7 10.5 13.2 33.7 62.4 93.6 86.1: 6.4 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 : 425: 149 75 114 86 169 290 323:
Old : 425: 149 75 114 86 169 290 323:
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 : 16.3 20.4 26.4 28.1 16.2 20.1 26.0 27.6
Old : 16.3 20.4 26.4 28.1 16.2 20.1 26.0 27.6
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, November 07, 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 : 6,911: 3,934 1,995 416 932 3,462 5,282 5,873: 1,629 1,038
Old : 6,911: 3,934 1,995 416 932 3,462 5,282 5,873: 1,629 1,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 136: 327 224 74 47 50 448 348: -312 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 28.9 6.0 13.5 50.1 76.4 85.0: 23.6 15.0
Old : 100.0: 56.9 28.9 6.0 13.5 50.1 76.4 85.0: 23.6 15.0
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 : 88: 37 18 8 15 27 58 49:
Old : 88: 37 18 8 15 27 58 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 : 24.3 32.3 35.6 50.1 24.3 32.1 35.0 48.8
Old : 24.3 32.3 35.6 50.1 24.3 32.1 35.0 48.8
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, November 07, 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 : 65,612: 33,930 17,491 11,052 12,622 16,609 57,604 45,152: 8,008 20,460
Old : 65,612: 33,930 17,491 11,052 12,622 16,609 57,604 45,152: 8,008 20,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 2,123: 1,649 858 488 -314 7 1,823 1,353: 300 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 26.7 16.8 19.2 25.3 87.8 68.8: 12.2 31.2
Old : 100.0: 51.7 26.7 16.8 19.2 25.3 87.8 68.8: 12.2 31.2
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 : 250: 77 65 62 47 75 166 176:
Old : 250: 77 65 62 47 75 166 176:
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 : 15.3 14.6 26.7 23.0 15.3 12.6 25.9 18.8
Old : 15.3 14.6 26.7 23.0 15.3 12.6 25.9 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, November 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 3,349: 127 2,511 15 2,044 471 2,186 2,997: 1,163 352
Old : 3,349: 127 2,511 15 2,044 471 2,186 2,997: 1,163 352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 75.0 0.4 61.0 14.1 65.3 89.5: 34.7 10.5
Old : 100.0: 3.8 75.0 0.4 61.0 14.1 65.3 89.5: 34.7 10.5
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 : 20: 3 7 2 9 5 12 14:
Old : 20: 3 7 2 9 5 12 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 : 52.9 71.4 63.2 86.3 52.5 71.4 62.0 85.3
Old : 52.9 71.4 63.2 86.3 52.5 71.4 62.0 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, November 07, 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 : 21,834: 1,038 10,876 590 19,720 8,971 21,348 20,437: 486 1,397
Old : 21,834: 1,038 10,876 590 19,720 8,971 21,348 20,437: 486 1,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -215: -74 -123 -9 -156 -230 -239 -362: 24 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 49.8 2.7 90.3 41.1 97.8 93.6: 2.2 6.4
Old : 100.0: 4.8 49.8 2.7 90.3 41.1 97.8 93.6: 2.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 10 15 8 21 20 37 37:
Old : 57: 10 15 8 21 20 37 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 45.9 84.2 68.6 68.9 45.5 84.0 67.8
Old : 68.9 45.9 84.2 68.6 68.9 45.5 84.0 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, November 07, 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 : 54,709: 28,738 11,084 44 23,938 42,025 52,720 53,153: 1,989 1,556
Old : 54,709: 28,738 11,084 44 23,938 42,025 52,720 53,153: 1,989 1,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 1,519: 1,624 -133 0 68 1,503 1,692 1,370: -173 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 20.3 0.1 43.8 76.8 96.4 97.2: 3.6 2.8
Old : 100.0: 52.5 20.3 0.1 43.8 76.8 96.4 97.2: 3.6 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 : 34: 17 5 1 6 8 23 14:
Old : 34: 17 5 1 6 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 : 87.5 66.7 91.1 91.1 87.5 66.4 91.1 90.6
Old : 87.5 66.7 91.1 91.1 87.5 66.4 91.1 90.6
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, November 07, 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 : 147,706: 75,460 24,571 4,724 32,552 94,493 112,736 123,788: 34,970 23,918
Old : 147,706: 75,460 24,571 4,724 32,552 94,493 112,736 123,788: 34,970 23,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -9,836: -8,849 -1,899 324 531 -9,306 -7,994 -10,881: -1,842 1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 16.6 3.2 22.0 64.0 76.3 83.8: 23.7 16.2
Old : 100.0: 51.1 16.6 3.2 22.0 64.0 76.3 83.8: 23.7 16.2
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 : 91: 41 19 16 17 23 63 53:
Old : 91: 41 19 16 17 23 63 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 : 23.1 49.4 36.3 60.6 22.8 49.2 35.5 60.0
Old : 23.1 49.4 36.3 60.6 22.8 49.2 35.5 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 07, 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 : 79,116: 19,568 44,678 1,033 51,975 7,403 72,576 53,114: 6,540 26,002
Old : 79,116: 19,568 44,678 1,033 51,975 7,403 72,576 53,114: 6,540 26,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 4,399: -1,433 3,006 -224 7,013 261 5,356 3,043: -957 1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 56.5 1.3 65.7 9.4 91.7 67.1: 8.3 32.9
Old : 100.0: 24.7 56.5 1.3 65.7 9.4 91.7 67.1: 8.3 32.9
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 : 50: 10 23 4 8 9 21 33:
Old : 50: 10 23 4 8 9 21 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 33.6 76.3 43.7 60.7 33.6 76.3 43.7
Old : 60.7 33.6 76.3 43.7 60.7 33.6 76.3 43.7
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, November 07, 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 : 177,429: 88,731 31,756 2,280 80,251 139,158 171,262 173,194: 6,167 4,235
Old : 177,429: 88,731 31,756 2,280 80,251 139,158 171,262 173,194: 6,167 4,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 123: 1,511 -218 359 -1,298 335 572 476: -449 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 17.9 1.3 45.2 78.4 96.5 97.6: 3.5 2.4
Old : 100.0: 50.0 17.9 1.3 45.2 78.4 96.5 97.6: 3.5 2.4
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 : 131: 45 49 12 19 23 69 79:
Old : 131: 45 49 12 19 23 69 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 : 48.7 67.3 64.7 79.3 48.7 67.0 64.7 79.0
Old : 48.7 67.3 64.7 79.3 48.7 67.0 64.7 79.0
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, November 07, 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 : 177,968: 50,403 59,601 9,830 86,580 81,087 146,813 150,518: 31,155 27,450
Old : 177,968: 50,403 59,601 9,830 86,580 81,087 146,813 150,518: 31,155 27,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -7,155: -15,079 -4,636 -552 8,477 -2,792 -7,154 -7,980: -1 825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 33.5 5.5 48.6 45.6 82.5 84.6: 17.5 15.4
Old : 100.0: 28.3 33.5 5.5 48.6 45.6 82.5 84.6: 17.5 15.4
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 : 121: 36 29 25 29 43 80 83:
Old : 121: 36 29 25 29 43 80 83:
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 : 42.8 31.8 52.4 42.2 40.2 31.6 49.4 40.9
Old : 42.8 31.8 52.4 42.2 40.2 31.6 49.4 40.9
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, November 07, 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 : 287,936: 54,336 182,184 8,598 206,955 51,547 269,889 242,329: 18,047 45,607
Old : 287,936: 54,336 182,184 8,598 206,955 51,547 269,889 242,329: 18,047 45,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 10,230: -249 8,730 -1,554 10,248 3,457 8,445 10,633: 1,785 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 63.3 3.0 71.9 17.9 93.7 84.2: 6.3 15.8
Old : 100.0: 18.9 63.3 3.0 71.9 17.9 93.7 84.2: 6.3 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 : 127: 29 48 19 29 38 66 97:
Old : 127: 29 48 19 29 38 66 97:
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 : 45.4 39.2 67.5 49.6 41.8 38.5 63.8 47.8
Old : 45.4 39.2 67.5 49.6 41.8 38.5 63.8 47.8
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, November 07, 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 : 446,502: 181,335 95,880 21,063 173,294 272,122 375,692 389,065: 70,810 57,437
Old : 446,502: 181,335 95,880 21,063 173,294 272,122 375,692 389,065: 70,810 57,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 6,118: 7,665 -5,693 -721 -1,216 14,480 5,728 8,066: 390 -1,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 21.5 4.7 38.8 60.9 84.1 87.1: 15.9 12.9
Old : 100.0: 40.6 21.5 4.7 38.8 60.9 84.1 87.1: 15.9 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 99 52 41 58 63 167 148:
Old : 239: 99 52 41 58 63 167 148:
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 : 25.1 32.2 34.7 45.7 24.6 31.8 34.0 45.3
Old : 25.1 32.2 34.7 45.7 24.6 31.8 34.0 45.3
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, November 07, 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 : 35,000: 12,010 3,809 839 10,216 26,718 23,065 31,366: 11,935 3,634
Old : 35,000: 12,010 3,809 839 10,216 26,718 23,065 31,366: 11,935 3,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 31: 311 -1,135 -22 -106 654 183 -503: -152 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 10.9 2.4 29.2 76.3 65.9 89.6: 34.1 10.4
Old : 100.0: 34.3 10.9 2.4 29.2 76.3 65.9 89.6: 34.1 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 5 4 10 6 21 13:
Old : 25: 9 5 4 10 6 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 81.0 46.8 88.4 32.3 78.4 44.6 83.0
Old : 33.3 81.0 46.8 88.4 32.3 78.4 44.6 83.0
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, November 07, 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 : 23,992: 15,058 4,922 77 7,104 18,385 22,239 23,384: 1,753 608
Old : 23,992: 15,058 4,922 77 7,104 18,385 22,239 23,384: 1,753 608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -10,784: -4,802 1,488 -916 -4,756 -11,532 -10,474 -10,960: -310 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 20.5 0.3 29.6 76.6 92.7 97.5: 7.3 2.5
Old : 100.0: 62.8 20.5 0.3 29.6 76.6 92.7 97.5: 7.3 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 : 33: 14 9 2 5 5 19 16:
Old : 33: 14 9 2 5 5 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 83.1 81.2 92.6 65.5 83.1 81.1 92.6
Old : 65.6 83.1 81.2 92.6 65.5 83.1 81.1 92.6
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, November 07, 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 : 52,072: 18,943 30,130 680 28,662 15,939 48,285 46,749: 3,787 5,323
Old : 52,072: 18,943 30,130 680 28,662 15,939 48,285 46,749: 3,787 5,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 2,462: -2,820 2,660 -106 5,438 175 2,512 2,729: -50 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 57.9 1.3 55.0 30.6 92.7 89.8: 7.3 10.2
Old : 100.0: 36.4 57.9 1.3 55.0 30.6 92.7 89.8: 7.3 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 : 89: 29 38 7 15 10 45 54:
Old : 89: 29 38 7 15 10 45 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 : 47.1 32.7 62.5 54.1 47.1 32.7 62.5 54.0
Old : 47.1 32.7 62.5 54.1 47.1 32.7 62.5 54.0
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, November 07, 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 : 21,757: 13,430 4,140 10 7,309 16,266 20,749 20,416: 1,008 1,341
Old : 21,757: 13,430 4,140 10 7,309 16,266 20,749 20,416: 1,008 1,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 528: 640 -274 0 -169 534 471 260: 57 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 19.0 0.0 33.6 74.8 95.4 93.8: 4.6 6.2
Old : 100.0: 61.7 19.0 0.0 33.6 74.8 95.4 93.8: 4.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 14 6 1 5 5 20 11:
Old : 28: 14 6 1 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 : 54.8 86.5 86.8 92.0 49.3 75.0 73.0 78.6
Old : 54.8 86.5 86.8 92.0 49.3 75.0 73.0 78.6
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, November 07, 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 :12,846,756: 835,354 3,367,144 2,377,897 9,131,077 5,933,328 12,344,328 11,678,369: 502,428 1,168,387
Old :12,846,756: 835,354 3,367,144 2,377,897 9,131,077 5,933,328 12,344,328 11,678,369: 502,428 1,168,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 212,732: -69,332 233,479 15,945 242,948 -47,601 189,561 201,823: 23,171 10,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 26.2 18.5 71.1 46.2 96.1 90.9: 3.9 9.1
Old : 100.0: 6.5 26.2 18.5 71.1 46.2 96.1 90.9: 3.9 9.1
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 : 313: 44 113 118 117 138 243 303:
Old : 313: 44 113 118 117 138 243 303:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 19.1 50.2 29.3 33.5 16.2 41.3 22.6
Old : 39.1 19.1 50.2 29.3 33.5 16.2 41.3 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, November 07, 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 : 715,963: 118,541 90,839 32,398 485,980 506,948 636,920 630,185: 79,043 85,777
Old : 715,963: 118,541 90,839 32,398 485,980 506,948 636,920 630,185: 79,043 85,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 14,760: 4,212 8,528 1,473 6,511 -3,948 12,196 6,053: 2,564 8,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 12.7 4.5 67.9 70.8 89.0 88.0: 11.0 12.0
Old : 100.0: 16.6 12.7 4.5 67.9 70.8 89.0 88.0: 11.0 12.0
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 : 638: 146 153 85 231 242 413 444:
Old : 638: 146 153 85 231 242 413 444:
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 : 13.5 15.8 23.3 24.0 12.0 14.4 18.7 21.1
Old : 13.5 15.8 23.3 24.0 12.0 14.4 18.7 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 07, 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 : 67,082: 8,037 9,762 0 40,788 35,157 48,825 44,919: 18,257 22,163
Old : 67,082: 8,037 9,762 0 40,788 35,157 48,825 44,919: 18,257 22,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 3,418: 300 1,777 0 3,982 -3,714 4,282 -1,937: -864 5,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 14.6 0.0 60.8 52.4 72.8 67.0: 27.2 33.0
Old : 100.0: 12.0 14.6 0.0 60.8 52.4 72.8 67.0: 27.2 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 : 53: 11 7 0 18 21 29 28:
Old : 53: 11 7 0 18 21 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 34.8 54.0 52.0 42.8 34.8 53.5 52.0
Old : 42.8 34.8 54.0 52.0 42.8 34.8 53.5 52.0
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, November 07, 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 : 3,244,403: 608,031 460,894 106,481 2,225,961 2,358,957 2,940,473 2,926,332: 303,930 318,071
Old : 3,244,403: 608,031 460,894 106,481 2,225,961 2,358,957 2,940,473 2,926,332: 303,930 318,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 56,708: 26,969 41,166 -44 12,643 -1,172 39,568 39,950: 17,140 16,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 14.2 3.3 68.6 72.7 90.6 90.2: 9.4 9.8
Old : 100.0: 18.7 14.2 3.3 68.6 72.7 90.6 90.2: 9.4 9.8
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 : 629: 143 153 81 223 233 399 434:
Old : 629: 143 153 81 223 233 399 434:
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 : 14.8 16.6 24.5 24.8 13.2 14.5 20.6 22.2
Old : 14.8 16.6 24.5 24.8 13.2 14.5 20.6 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, November 07, 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 : 30,020: 12,417 0 0 14,503 29,315 26,920 29,315: 3,100 705
Old : 30,020: 12,417 0 0 14,503 29,315 26,920 29,315: 3,100 705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -53: -117 0 0 352 -136 235 -136: -288 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 0.0 0.0 48.3 97.7 89.7 97.7: 10.3 2.3
Old : 100.0: 41.4 0.0 0.0 48.3 97.7 89.7 97.7: 10.3 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 9 0 0 9 10 18 10:
Old : 27: 9 0 0 9 10 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 75.1 76.9 93.9 63.7 75.1 76.9 93.9
Old : 63.7 75.1 76.9 93.9 63.7 75.1 76.9 93.9
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, November 07, 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 : 22,475: 530 1,421 0 20,169 19,803 20,699 21,224: 1,776 1,251
Old : 22,475: 530 1,421 0 20,169 19,803 20,699 21,224: 1,776 1,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -14: 0 8 0 -270 -323 -270 -315: 256 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 6.3 0.0 89.7 88.1 92.1 94.4: 7.9 5.6
Old : 100.0: 2.4 6.3 0.0 89.7 88.1 92.1 94.4: 7.9 5.6
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 : 23: 1 3 0 12 10 13 13:
Old : 23: 1 3 0 12 10 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 81.4 80.4 90.3 61.7 81.4 80.4 90.2
Old : 61.7 81.4 80.4 90.3 61.7 81.4 80.4 90.2
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, November 07, 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 : 92,880: 26,534 2,945 679 52,846 85,283 80,059 88,907: 12,821 3,973
Old : 92,880: 26,534 2,945 679 52,846 85,283 80,059 88,907: 12,821 3,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 918: 217 -584 -141 678 474 754 -251: 164 1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 3.2 0.7 56.9 91.8 86.2 95.7: 13.8 4.3
Old : 100.0: 28.6 3.2 0.7 56.9 91.8 86.2 95.7: 13.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 19 6 6 44 40 63 52:
Old : 93: 19 6 6 44 40 63 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 48.2 52.0 66.8 37.8 48.1 51.6 66.7
Old : 37.8 48.2 52.0 66.8 37.8 48.1 51.6 66.7
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, November 07, 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 : 55,140: 18,802 13,053 1,611 27,877 32,777 48,290 47,441: 6,850 7,699
Old : 55,140: 18,802 13,053 1,611 27,877 32,777 48,290 47,441: 6,850 7,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 747: -2,467 187 76 3,365 343 975 606: -227 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 23.7 2.9 50.6 59.4 87.6 86.0: 12.4 14.0
Old : 100.0: 34.1 23.7 2.9 50.6 59.4 87.6 86.0: 12.4 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 69 82 18 67 77 146 167:
Old : 274: 69 82 18 67 77 146 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 18.8 40.2 31.5 24.2 15.7 34.8 27.2
Old : 26.8 18.8 40.2 31.5 24.2 15.7 34.8 27.2
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, November 07, 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 : 275,700: 94,009 65,267 8,054 139,385 163,886 241,448 237,207: 34,252 38,493
Old : 275,700: 94,009 65,267 8,054 139,385 163,886 241,448 237,207: 34,252 38,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 3,736: -12,333 934 380 16,826 1,714 4,873 3,028: -1,137 708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 23.7 2.9 50.6 59.4 87.6 86.0: 12.4 14.0
Old : 100.0: 34.1 23.7 2.9 50.6 59.4 87.6 86.0: 12.4 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 69 82 18 67 77 146 167:
Old : 274: 69 82 18 67 77 146 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 18.8 40.2 31.5 24.2 15.7 34.8 27.2
Old : 26.8 18.8 40.2 31.5 24.2 15.7 34.8 27.2
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, November 07, 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 : 125,196: 75,144 29,707 2,783 21,027 67,161 98,954 99,651: 26,242 25,545
Old : 125,196: 75,144 29,707 2,783 21,027 67,161 98,954 99,651: 26,242 25,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -6,803: -10,278 -4,107 241 2,607 -3,702 -7,430 -7,568: 627 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 23.7 2.2 16.8 53.6 79.0 79.6: 21.0 20.4
Old : 100.0: 60.0 23.7 2.2 16.8 53.6 79.0 79.6: 21.0 20.4
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 : 87: 37 21 10 16 23 56 51:
Old : 87: 37 21 10 16 23 56 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 43.1 36.1 55.5 21.3 42.7 34.9 54.9
Old : 21.3 43.1 36.1 55.5 21.3 42.7 34.9 54.9
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, November 07, 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 : 541,412: 155,287 151,019 10,384 354,769 366,141 520,440 527,544: 20,972 13,868
Old : 541,412: 155,287 151,019 10,384 354,769 366,141 520,440 527,544: 20,972 13,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -2,421: -3,436 2,972 1,862 -2,227 -6,169 -3,801 -1,335: 1,380 -1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 27.9 1.9 65.5 67.6 96.1 97.4: 3.9 2.6
Old : 100.0: 28.7 27.9 1.9 65.5 67.6 96.1 97.4: 3.9 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 : 292: 75 42 24 105 108 187 167:
Old : 292: 75 42 24 105 108 187 167:
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 : 23.2 31.0 34.7 42.3 22.0 31.0 33.3 42.0
Old : 23.2 31.0 34.7 42.3 22.0 31.0 33.3 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, November 07, 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 : 42,973: 17,137 12,357 462 16,951 25,415 34,550 38,234: 8,423 4,739
Old : 42,973: 17,137 12,357 462 16,951 25,415 34,550 38,234: 8,423 4,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -549: -1,270 -1,010 -83 425 -54 -928 -1,147: 379 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 28.8 1.1 39.4 59.1 80.4 89.0: 19.6 11.0
Old : 100.0: 39.9 28.8 1.1 39.4 59.1 80.4 89.0: 19.6 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 : 51: 17 9 3 17 14 35 25:
Old : 51: 17 9 3 17 14 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 : 33.8 57.6 46.4 73.9 33.8 57.6 46.4 73.9
Old : 33.8 57.6 46.4 73.9 33.8 57.6 46.4 73.9
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, November 07, 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 : 65,283: 19,472 20,800 719 34,833 27,932 55,024 49,451: 10,259 15,832
Old : 65,283: 19,472 20,800 719 34,833 27,932 55,024 49,451: 10,259 15,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -10,926: -11,045 3,367 -958 -345 -5,758 -12,348 -3,349: 1,422 -7,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 31.9 1.1 53.4 42.8 84.3 75.7: 15.7 24.3
Old : 100.0: 29.8 31.9 1.1 53.4 42.8 84.3 75.7: 15.7 24.3
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 : 97: 26 26 4 30 24 57 53:
Old : 97: 26 26 4 30 24 57 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 : 29.7 20.9 40.0 34.0 29.2 18.8 38.8 31.5
Old : 29.7 20.9 40.0 34.0 29.2 18.8 38.8 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, November 07, 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 : 102,695: 10,370 3,292 29,609 62,692 69,792 102,671 102,693: 24 2
Old : 102,695: 10,370 3,292 29,609 62,692 69,792 102,671 102,693: 24 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -5,471: 0 -3,660 -680 -4,791 -1,131 -5,471 -5,471: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 3.2 28.8 61.0 68.0 100.0 100.0: 0.0 0.0
Old : 100.0: 10.1 3.2 28.8 61.0 68.0 100.0 100.0: 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 : 27: 6 2 2 13 14 21 16:
Old : 27: 6 2 2 13 14 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.4 76.0 94.6 93.5 32.4 23.2 34.7 32.2
Old : 85.4 76.0 94.6 93.5 32.4 23.2 34.7 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2017