MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, November 14, 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 : 22,520: 3,040 4,312 880 18,360 17,088 22,280 22,280: 240 240
Old : 22,520: 3,040 4,312 880 18,360 17,088 22,280 22,280: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 352: 40 92 -80 392 340 352 352: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.1 3.9 81.5 75.9 98.9 98.9: 1.1 1.1
Old : 100.0: 13.5 19.1 3.9 81.5 75.9 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 : 85.1 61.4 94.5 86.2 69.4 43.3 71.2 62.4
Old : 85.1 61.4 94.5 86.2 69.4 43.3 71.2 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 14, 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 : 5,616: 73 770 437 4,360 3,709 4,870 4,916: 746 700
Old : 5,616: 73 770 437 4,360 3,709 4,870 4,916: 746 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 324: -2 95 58 218 54 274 207: 50 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 13.7 7.8 77.6 66.0 86.7 87.5: 13.3 12.5
Old : 100.0: 1.3 13.7 7.8 77.6 66.0 86.7 87.5: 13.3 12.5
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 : 36: 2 10 9 14 18 24 30:
Old : 36: 2 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 : 57.4 37.8 73.2 54.8 57.1 37.6 66.5 54.1
Old : 57.4 37.8 73.2 54.8 57.1 37.6 66.5 54.1
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 14, 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 : 25,048: 12,397 9,633 653 9,673 10,287 22,723 20,573: 2,325 4,475
Old : 25,048: 12,397 9,633 653 9,673 10,287 22,723 20,573: 2,325 4,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,697: 1,008 157 84 613 1,215 1,705 1,456: -8 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 38.5 2.6 38.6 41.1 90.7 82.1: 9.3 17.9
Old : 100.0: 49.5 38.5 2.6 38.6 41.1 90.7 82.1: 9.3 17.9
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 : 69: 18 21 17 19 21 48 48:
Old : 69: 18 21 17 19 21 48 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 : 42.1 29.8 65.2 48.4 41.8 29.6 64.6 48.1
Old : 42.1 29.8 65.2 48.4 41.8 29.6 64.6 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, November 14, 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 : 7,168: 1,102 1,052 437 4,808 5,095 6,347 6,584: 821 584
Old : 7,168: 1,102 1,052 437 4,808 5,095 6,347 6,584: 821 584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 63: 24 -86 81 28 140 133 135: -70 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 14.7 6.1 67.1 71.1 88.5 91.9: 11.5 8.1
Old : 100.0: 15.4 14.7 6.1 67.1 71.1 88.5 91.9: 11.5 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 6 7 19 16 30 25:
Old : 38: 6 6 7 19 16 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 : 42.5 48.2 61.0 68.8 42.2 46.4 56.7 63.6
Old : 42.5 48.2 61.0 68.8 42.2 46.4 56.7 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 14, 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 : 268,494: 109,470 52,029 39,427 100,760 133,468 249,657 224,924: 18,837 43,570
Old : 267,237: 109,294 52,373 38,921 100,729 132,602 248,944 223,896: 18,293 43,341
Other: 1,257: 681 161 1 31 866 713 1,028: 544 229
: : :
: : Changes in Commitments from: November 7, 2017 :
: -1,638: -7,126 -5,178 4,113 1,566 -661 -1,447 -1,726: -191 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 19.4 14.7 37.5 49.7 93.0 83.8: 7.0 16.2
Old : 100.0: 40.9 19.6 14.6 37.7 49.6 93.2 83.8: 6.8 16.2
Other: 100.0: 54.2 12.8 0.1 2.5 68.9 56.7 81.8: 43.3 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 93 90 112 59 91 224 243:
Old : 313: 90 94 111 58 91 222 243:
Other: 41: 16 6 1 2 16 19 23:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 12.5 28.4 19.0 17.0 12.4 27.7 18.4
Old : 17.0 12.5 28.6 18.9 17.0 12.4 27.8 18.3
Other: 34.0 47.8 48.9 63.6 34.0 47.8 48.9 63.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 14, 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 : 386,037: 176,150 37,607 53,564 131,206 240,235 360,920 331,406: 25,117 54,631
Old : 386,037: 176,150 37,607 53,564 131,206 240,235 360,920 331,406: 25,117 54,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 3,200: -2,666 -2,451 3,146 2,216 1,232 2,696 1,927: 504 1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 9.7 13.9 34.0 62.2 93.5 85.8: 6.5 14.2
Old : 100.0: 45.6 9.7 13.9 34.0 62.2 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 : 418: 142 76 120 88 166 286 322:
Old : 418: 142 76 120 88 166 286 322:
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 : 16.6 20.0 26.7 27.8 16.6 19.7 26.6 27.1
Old : 16.6 20.0 26.7 27.8 16.6 19.7 26.6 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 14, 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 : 6,901: 3,978 1,999 407 834 3,405 5,219 5,811: 1,682 1,090
Old : 6,901: 3,978 1,999 407 834 3,405 5,219 5,811: 1,682 1,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -10: 44 4 -9 -98 -57 -63 -62: 53 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 29.0 5.9 12.1 49.3 75.6 84.2: 24.4 15.8
Old : 100.0: 57.6 29.0 5.9 12.1 49.3 75.6 84.2: 24.4 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 : 84: 36 18 6 14 24 56 44:
Old : 84: 36 18 6 14 24 56 44:
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 : 24.8 32.1 36.7 49.2 24.8 31.9 36.2 48.1
Old : 24.8 32.1 36.7 49.2 24.8 31.9 36.2 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 14, 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 : 62,000: 32,735 15,698 10,383 11,743 16,219 54,861 42,300: 7,139 19,700
Old : 62,000: 32,735 15,698 10,383 11,743 16,219 54,861 42,300: 7,139 19,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -3,612: -1,195 -1,793 -669 -879 -390 -2,743 -2,852: -869 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 25.3 16.7 18.9 26.2 88.5 68.2: 11.5 31.8
Old : 100.0: 52.8 25.3 16.7 18.9 26.2 88.5 68.2: 11.5 31.8
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 : 246: 70 66 58 48 81 159 177:
Old : 246: 70 66 58 48 81 159 177:
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 : 16.6 14.9 28.9 22.6 16.6 12.0 28.1 17.8
Old : 16.6 14.9 28.9 22.6 16.6 12.0 28.1 17.8
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 14, 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 : 3,581: 128 2,717 24 2,134 479 2,286 3,220: 1,295 361
Old : 3,581: 128 2,717 24 2,134 479 2,286 3,220: 1,295 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 232: 1 206 9 90 8 100 223: 132 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 75.9 0.7 59.6 13.4 63.8 89.9: 36.2 10.1
Old : 100.0: 3.6 75.9 0.7 59.6 13.4 63.8 89.9: 36.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 8 3 9 5 13 15:
Old : 21: 3 8 3 9 5 13 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 : 51.6 71.0 61.3 86.1 51.4 71.0 60.5 84.9
Old : 51.6 71.0 61.3 86.1 51.4 71.0 60.5 84.9
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 14, 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 : 23,342: 1,169 11,855 629 21,051 9,323 22,849 21,807: 493 1,535
Old : 23,342: 1,169 11,855 629 21,051 9,323 22,849 21,807: 493 1,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,508: 131 979 39 1,331 352 1,501 1,370: 7 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 50.8 2.7 90.2 39.9 97.9 93.4: 2.1 6.6
Old : 100.0: 5.0 50.8 2.7 90.2 39.9 97.9 93.4: 2.1 6.6
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 : 58: 9 16 9 21 22 37 40:
Old : 58: 9 16 9 21 22 37 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 44.7 84.6 68.4 68.8 44.3 84.4 67.6
Old : 68.8 44.7 84.6 68.4 68.8 44.3 84.4 67.6
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 14, 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 : 47,024: 20,598 4,812 44 24,559 40,948 45,201 45,804: 1,823 1,220
Old : 47,024: 20,598 4,812 44 24,559 40,948 45,201 45,804: 1,823 1,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -7,685: -8,140 -6,272 0 621 -1,077 -7,519 -7,349: -166 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 10.2 0.1 52.2 87.1 96.1 97.4: 3.9 2.6
Old : 100.0: 43.8 10.2 0.1 52.2 87.1 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 : 33: 16 5 1 6 8 22 14:
Old : 33: 16 5 1 6 8 22 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.5 70.7 90.9 91.9 87.5 70.1 90.9 91.4
Old : 87.5 70.7 90.9 91.9 87.5 70.1 90.9 91.4
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 14, 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 : 143,841: 70,473 23,138 4,247 35,157 93,122 109,877 120,507: 33,964 23,334
Old : 143,841: 70,473 23,138 4,247 35,157 93,122 109,877 120,507: 33,964 23,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -3,865: -4,987 -1,433 -477 2,605 -1,371 -2,859 -3,281: -1,006 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 16.1 3.0 24.4 64.7 76.4 83.8: 23.6 16.2
Old : 100.0: 49.0 16.1 3.0 24.4 64.7 76.4 83.8: 23.6 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 : 94: 42 17 16 20 24 66 53:
Old : 94: 42 17 16 20 24 66 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 : 21.3 50.0 34.7 61.8 21.1 49.6 34.2 61.0
Old : 21.3 50.0 34.7 61.8 21.1 49.6 34.2 61.0
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 14, 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 : 81,661: 19,470 47,453 1,149 54,318 7,007 74,937 55,609: 6,724 26,052
Old : 81,661: 19,470 47,453 1,149 54,318 7,007 74,937 55,609: 6,724 26,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 2,545: -98 2,775 116 2,343 -396 2,361 2,495: 184 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 58.1 1.4 66.5 8.6 91.8 68.1: 8.2 31.9
Old : 100.0: 23.8 58.1 1.4 66.5 8.6 91.8 68.1: 8.2 31.9
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 : 49: 12 20 3 9 8 23 29:
Old : 49: 12 20 3 9 8 23 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 35.2 74.1 46.6 60.4 35.2 74.1 46.5
Old : 60.4 35.2 74.1 46.6 60.4 35.2 74.1 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 14, 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 : 177,739: 92,961 30,428 1,772 77,408 141,079 172,141 173,279: 5,598 4,460
Old : 177,739: 92,961 30,428 1,772 77,408 141,079 172,141 173,279: 5,598 4,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 310: 4,230 -1,328 -508 -2,843 1,921 879 85: -569 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 17.1 1.0 43.6 79.4 96.9 97.5: 3.1 2.5
Old : 100.0: 52.3 17.1 1.0 43.6 79.4 96.9 97.5: 3.1 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 : 136: 51 45 10 20 23 74 75:
Old : 136: 51 45 10 20 23 74 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 67.4 62.3 79.7 46.2 67.1 62.3 79.4
Old : 46.2 67.4 62.3 79.7 46.2 67.1 62.3 79.4
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 14, 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 : 176,727: 53,147 57,680 11,497 80,930 82,014 145,574 151,191: 31,153 25,536
Old : 176,727: 53,147 57,680 11,497 80,930 82,014 145,574 151,191: 31,153 25,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -1,241: 2,744 -1,921 1,667 -5,650 927 -1,239 673: -2 -1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 32.6 6.5 45.8 46.4 82.4 85.6: 17.6 14.4
Old : 100.0: 30.1 32.6 6.5 45.8 46.4 82.4 85.6: 17.6 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 : 113: 35 25 23 27 40 74 78:
Old : 113: 35 25 23 27 40 74 78:
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 : 41.1 32.0 50.4 43.0 38.6 31.8 47.5 41.8
Old : 41.1 32.0 50.4 43.0 38.6 31.8 47.5 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 14, 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 : 283,628: 49,347 185,346 9,710 207,213 45,266 266,270 240,322: 17,358 43,306
Old : 283,628: 49,347 185,346 9,710 207,213 45,266 266,270 240,322: 17,358 43,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -4,308: -4,989 3,162 1,112 258 -6,281 -3,619 -2,007: -689 -2,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 65.3 3.4 73.1 16.0 93.9 84.7: 6.1 15.3
Old : 100.0: 17.4 65.3 3.4 73.1 16.0 93.9 84.7: 6.1 15.3
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 : 124: 25 49 21 30 33 68 91:
Old : 124: 25 49 21 30 33 68 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 38.8 67.5 49.2 42.9 38.5 64.4 48.6
Old : 45.9 38.8 67.5 49.2 42.9 38.5 64.4 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 14, 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 : 467,842: 200,023 115,437 20,880 173,624 275,809 394,527 412,126: 73,315 55,716
Old : 467,842: 200,023 115,437 20,880 173,624 275,809 394,527 412,126: 73,315 55,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 21,340: 18,688 19,557 -183 330 3,687 18,835 23,061: 2,505 -1,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 24.7 4.5 37.1 59.0 84.3 88.1: 15.7 11.9
Old : 100.0: 42.8 24.7 4.5 37.1 59.0 84.3 88.1: 15.7 11.9
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 : 250: 103 52 42 64 65 179 149:
Old : 250: 103 52 42 64 65 179 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 32.4 32.9 45.4 23.7 32.2 32.3 45.1
Old : 24.1 32.4 32.9 45.4 23.7 32.2 32.3 45.1
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 14, 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 : 35,695: 11,484 4,907 874 10,625 27,053 22,983 32,834: 12,712 2,861
Old : 35,695: 11,484 4,907 874 10,625 27,053 22,983 32,834: 12,712 2,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 695: -526 1,098 35 409 335 -82 1,468: 777 -773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 13.7 2.4 29.8 75.8 64.4 92.0: 35.6 8.0
Old : 100.0: 32.2 13.7 2.4 29.8 75.8 64.4 92.0: 35.6 8.0
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 : 26: 8 7 5 10 6 21 15:
Old : 26: 8 7 5 10 6 21 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 : 32.5 80.9 46.7 88.5 31.5 77.3 43.7 84.2
Old : 32.5 80.9 46.7 88.5 31.5 77.3 43.7 84.2
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 14, 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 : 24,263: 14,779 5,152 25 7,610 17,936 22,414 23,113: 1,849 1,150
Old : 24,263: 14,779 5,152 25 7,610 17,936 22,414 23,113: 1,849 1,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 271: -279 230 -52 506 -449 175 -271: 96 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 21.2 0.1 31.4 73.9 92.4 95.3: 7.6 4.7
Old : 100.0: 60.9 21.2 0.1 31.4 73.9 92.4 95.3: 7.6 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 11 1 6 4 19 16:
Old : 34: 13 11 1 6 4 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 : 64.7 82.6 80.4 90.8 64.6 82.6 80.3 90.8
Old : 64.7 82.6 80.4 90.8 64.6 82.6 80.3 90.8
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 14, 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 : 53,690: 18,146 30,037 1,221 31,070 16,667 50,437 47,925: 3,253 5,765
Old : 53,690: 18,146 30,037 1,221 31,070 16,667 50,437 47,925: 3,253 5,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,618: -797 -93 541 2,408 728 2,152 1,176: -534 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 55.9 2.3 57.9 31.0 93.9 89.3: 6.1 10.7
Old : 100.0: 33.8 55.9 2.3 57.9 31.0 93.9 89.3: 6.1 10.7
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 : 85: 26 37 8 16 10 45 52:
Old : 85: 26 37 8 16 10 45 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 : 48.0 38.2 64.2 57.7 48.0 38.2 63.3 57.6
Old : 48.0 38.2 64.2 57.7 48.0 38.2 63.3 57.6
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 14, 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 : 22,319: 14,183 4,267 10 7,362 16,659 21,555 20,936: 764 1,383
Old : 22,319: 14,183 4,267 10 7,362 16,659 21,555 20,936: 764 1,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 562: 753 127 0 53 393 806 520: -244 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 19.1 0.0 33.0 74.6 96.6 93.8: 3.4 6.2
Old : 100.0: 63.5 19.1 0.0 33.0 74.6 96.6 93.8: 3.4 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 : 30: 12 9 1 5 6 18 15:
Old : 30: 12 9 1 5 6 18 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 : 58.4 84.5 89.6 89.2 52.6 72.2 76.2 76.2
Old : 58.4 84.5 89.6 89.2 52.6 72.2 76.2 76.2
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, November 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :13,122,824: 855,752 3,577,401 2,398,662 9,344,655 5,949,852 12,599,069 11,925,915: 523,755 1,196,909
Old :13,122,824: 855,752 3,577,401 2,398,662 9,344,655 5,949,852 12,599,069 11,925,915: 523,755 1,196,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 276,068: 20,398 210,257 20,765 213,578 16,524 254,741 247,546: 21,327 28,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 27.3 18.3 71.2 45.3 96.0 90.9: 4.0 9.1
Old : 100.0: 6.5 27.3 18.3 71.2 45.3 96.0 90.9: 4.0 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 : 308: 37 121 115 118 134 241 297:
Old : 308: 37 121 115 118 134 241 297:
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 : 40.2 19.3 51.1 29.1 35.2 16.2 42.3 22.7
Old : 40.2 19.3 51.1 29.1 35.2 16.2 42.3 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, November 14, 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 : 720,635: 121,791 91,423 27,784 486,403 514,024 635,978 633,232: 84,657 87,403
Old : 720,635: 121,791 91,423 27,784 486,403 514,024 635,978 633,232: 84,657 87,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 4,672: 3,249 584 -4,614 423 7,076 -942 3,046: 5,614 1,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.7 3.9 67.5 71.3 88.3 87.9: 11.7 12.1
Old : 100.0: 16.9 12.7 3.9 67.5 71.3 88.3 87.9: 11.7 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 623: 143 146 85 226 247 407 440:
Old : 623: 143 146 85 226 247 407 440:
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 : 13.0 16.0 22.8 23.7 11.2 14.3 18.1 21.2
Old : 13.0 16.0 22.8 23.7 11.2 14.3 18.1 21.2
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 14, 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 : 67,909: 8,070 8,228 201 41,353 36,032 49,624 44,461: 18,285 23,448
Old : 67,909: 8,070 8,228 201 41,353 36,032 49,624 44,461: 18,285 23,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 827: 33 -1,534 201 565 875 799 -458: 28 1,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 12.1 0.3 60.9 53.1 73.1 65.5: 26.9 34.5
Old : 100.0: 11.9 12.1 0.3 60.9 53.1 73.1 65.5: 26.9 34.5
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: 10 7 2 19 25 30 33:
Old : 54: 10 7 2 19 25 30 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 : 42.3 33.8 55.7 46.8 42.3 33.8 55.2 46.2
Old : 42.3 33.8 55.7 46.8 42.3 33.8 55.2 46.2
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, November 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 20,912: 0 268 0 19,415 19,996 19,415 20,264: 1,497 648
Old : 20,912: 0 268 0 19,415 19,996 19,415 20,264: 1,497 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 92.8 95.6 92.8 96.9: 7.2 3.1
Old : 100.0: 0.0 1.3 0.0 92.8 95.6 92.8 96.9: 7.2 3.1
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 : 21: 0 1 0 11 11 11 12:
Old : 21: 0 1 0 11 11 11 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 : 69.2 81.4 90.6 92.2 69.2 81.0 90.6 91.6
Old : 69.2 81.4 90.6 92.2 69.2 81.0 90.6 91.6
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 14, 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 : 3,263,629: 614,069 461,443 92,449 2,225,250 2,389,961 2,931,768 2,943,853: 331,861 319,776
Old : 3,263,629: 614,069 461,443 92,449 2,225,250 2,389,961 2,931,768 2,943,853: 331,861 319,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 19,226: 6,038 549 -14,032 -711 31,004 -8,705 17,521: 27,931 1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 14.1 2.8 68.2 73.2 89.8 90.2: 10.2 9.8
Old : 100.0: 18.8 14.1 2.8 68.2 73.2 89.8 90.2: 10.2 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 : 616: 141 146 81 219 240 394 433:
Old : 616: 141 146 81 219 240 394 433:
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 : 14.3 16.9 24.1 24.8 12.4 15.0 20.0 22.4
Old : 14.3 16.9 24.1 24.8 12.4 15.0 20.0 22.4
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 14, 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 : 30,280: 12,874 330 0 14,756 29,325 27,630 29,655: 2,650 625
Old : 30,280: 12,874 330 0 14,756 29,325 27,630 29,655: 2,650 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 260: 457 330 0 253 10 710 340: -450 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 1.1 0.0 48.7 96.8 91.2 97.9: 8.8 2.1
Old : 100.0: 42.5 1.1 0.0 48.7 96.8 91.2 97.9: 8.8 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 : 29: 9 1 0 10 10 19 11:
Old : 29: 9 1 0 10 10 19 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 : 62.6 74.5 77.8 93.2 62.6 74.5 77.8 93.1
Old : 62.6 74.5 77.8 93.2 62.6 74.5 77.8 93.1
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 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 23,000: 526 1,456 0 20,653 20,661 21,179 22,117: 1,821 883
Old : 23,000: 526 1,456 0 20,653 20,661 21,179 22,117: 1,821 883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 525: -4 35 0 484 858 480 893: 45 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 6.3 0.0 89.8 89.8 92.1 96.2: 7.9 3.8
Old : 100.0: 2.3 6.3 0.0 89.8 89.8 92.1 96.2: 7.9 3.8
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 : 24: 1 3 0 12 11 13 14:
Old : 24: 1 3 0 12 11 13 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 : 60.2 80.0 81.7 90.5 60.2 80.0 80.6 90.5
Old : 60.2 80.0 81.7 90.5 60.2 80.0 80.6 90.5
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 14, 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 : 93,562: 26,998 3,582 389 52,973 85,806 80,360 89,777: 13,202 3,785
Old : 93,562: 26,998 3,582 389 52,973 85,806 80,360 89,777: 13,202 3,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 682: 464 637 -290 127 523 301 870: 381 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 3.8 0.4 56.6 91.7 85.9 96.0: 14.1 4.0
Old : 100.0: 28.9 3.8 0.4 56.6 91.7 85.9 96.0: 14.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 19 7 6 44 41 63 54:
Old : 94: 19 7 6 44 41 63 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 : 38.5 47.6 52.6 66.1 38.5 47.5 52.2 66.0
Old : 38.5 47.6 52.6 66.1 38.5 47.5 52.2 66.0
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 14, 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 : 57,261: 20,431 14,914 1,748 28,162 32,778 50,341 49,440: 6,919 7,821
Old : 57,261: 20,431 14,914 1,748 28,162 32,778 50,341 49,440: 6,919 7,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 2,121: 1,630 1,860 137 285 1 2,052 1,998: 69 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 26.0 3.1 49.2 57.2 87.9 86.3: 12.1 13.7
Old : 100.0: 35.7 26.0 3.1 49.2 57.2 87.9 86.3: 12.1 13.7
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 : 284: 77 81 19 68 83 153 175:
Old : 284: 77 81 19 68 83 153 175:
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 17.8 38.6 29.2 21.9 15.3 33.9 25.6
Old : 25.1 17.8 38.6 29.2 21.9 15.3 33.9 25.6
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 14, 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 : 286,304: 102,157 74,568 8,741 140,809 163,890 251,707 247,199: 34,597 39,105
Old : 286,304: 102,157 74,568 8,741 140,809 163,890 251,707 247,199: 34,597 39,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 10,604: 8,148 9,301 687 1,424 4 10,259 9,992: 345 612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 26.0 3.1 49.2 57.2 87.9 86.3: 12.1 13.7
Old : 100.0: 35.7 26.0 3.1 49.2 57.2 87.9 86.3: 12.1 13.7
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 : 284: 77 81 19 68 83 153 175:
Old : 284: 77 81 19 68 83 153 175:
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 17.8 38.6 29.2 21.9 15.3 33.9 25.6
Old : 25.1 17.8 38.6 29.2 21.9 15.3 33.9 25.6
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 14, 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 : 126,097: 73,155 29,123 3,047 23,527 68,430 99,729 100,600: 26,368 25,497
Old : 126,097: 73,155 29,123 3,047 23,527 68,430 99,729 100,600: 26,368 25,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 901: -1,989 -584 264 2,500 1,269 775 949: 126 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 23.1 2.4 18.7 54.3 79.1 79.8: 20.9 20.2
Old : 100.0: 58.0 23.1 2.4 18.7 54.3 79.1 79.8: 20.9 20.2
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 : 85: 36 21 13 14 22 54 52:
Old : 85: 36 21 13 14 22 54 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 : 23.0 43.7 38.6 55.8 22.2 43.3 37.7 55.2
Old : 23.0 43.7 38.6 55.8 22.2 43.3 37.7 55.2
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 14, 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 : 541,016: 153,398 150,145 9,997 356,095 368,897 519,490 529,039: 21,526 11,977
Old : 541,016: 153,398 150,145 9,997 356,095 368,897 519,490 529,039: 21,526 11,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -396: -1,889 -874 -387 1,326 2,756 -950 1,495: 554 -1,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 27.8 1.8 65.8 68.2 96.0 97.8: 4.0 2.2
Old : 100.0: 28.4 27.8 1.8 65.8 68.2 96.0 97.8: 4.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 74 47 22 109 115 192 175:
Old : 302: 74 47 22 109 115 192 175:
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 29.5 34.6 41.8 22.0 29.5 33.3 41.7
Old : 23.2 29.5 34.6 41.8 22.0 29.5 33.3 41.7
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 14, 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 : 41,439: 17,142 10,892 171 15,590 26,639 32,903 37,702: 8,536 3,737
Old : 41,439: 17,142 10,892 171 15,590 26,639 32,903 37,702: 8,536 3,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -1,534: 5 -1,465 -291 -1,361 1,224 -1,647 -532: 113 -1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 26.3 0.4 37.6 64.3 79.4 91.0: 20.6 9.0
Old : 100.0: 41.4 26.3 0.4 37.6 64.3 79.4 91.0: 20.6 9.0
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 : 54: 19 10 2 17 13 37 24:
Old : 54: 19 10 2 17 13 37 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 : 35.1 61.2 47.8 76.3 35.1 61.2 47.6 76.2
Old : 35.1 61.2 47.8 76.3 35.1 61.2 47.6 76.2
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, November 14, 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 : 58,602: 14,000 21,174 1,188 33,289 25,453 48,477 47,815: 10,125 10,787
Old : 58,602: 14,000 21,174 1,188 33,289 25,453 48,477 47,815: 10,125 10,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -6,681: -5,472 374 469 -1,544 -2,479 -6,547 -1,636: -134 -5,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 36.1 2.0 56.8 43.4 82.7 81.6: 17.3 18.4
Old : 100.0: 23.9 36.1 2.0 56.8 43.4 82.7 81.6: 17.3 18.4
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 : 88: 23 20 4 30 23 55 45:
Old : 88: 23 20 4 30 23 55 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 21.2 41.4 36.9 30.1 21.2 39.1 36.5
Old : 30.9 21.2 41.4 36.9 30.1 21.2 39.1 36.5
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 14, 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 : 100,755: 10,370 5,272 27,649 62,712 67,832 100,731 100,753: 24 2
Old : 100,755: 10,370 5,272 27,649 62,712 67,832 100,731 100,753: 24 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -1,940: 0 1,980 -1,960 20 -1,960 -1,940 -1,940: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 5.2 27.4 62.2 67.3 100.0 100.0: 0.0 0.0
Old : 100.0: 10.3 5.2 27.4 62.2 67.3 100.0 100.0: 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 : 85.1 75.6 94.5 93.4 33.0 24.0 35.4 32.8
Old : 85.1 75.6 94.5 93.4 33.0 24.0 35.4 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2017