MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, December 05, 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 : 21,060: 3,280 4,240 800 16,740 15,780 20,820 20,820: 240 240
Old : 21,060: 3,280 4,240 800 16,740 15,780 20,820 20,820: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -2,392: -320 -652 0 -2,072 -1,680 -2,392 -2,332: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 20.1 3.8 79.5 74.9 98.9 98.9: 1.1 1.1
Old : 100.0: 15.6 20.1 3.8 79.5 74.9 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 : 25: 4 11 3 8 6 14 19:
Old : 25: 4 11 3 8 6 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.9 59.8 93.3 87.3 68.2 41.6 70.8 63.0
Old : 82.9 59.8 93.3 87.3 68.2 41.6 70.8 63.0
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, December 05, 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 : 4,686: 305 961 320 3,294 2,669 3,919 3,950: 767 736
Old : 4,686: 305 961 320 3,294 2,669 3,919 3,950: 767 736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,156: 37 68 -102 -1,127 -1,045 -1,192 -1,079: 36 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 20.5 6.8 70.3 57.0 83.6 84.3: 16.4 15.7
Old : 100.0: 6.5 20.5 6.8 70.3 57.0 83.6 84.3: 16.4 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 11 9 16 19 26 31:
Old : 37: 2 11 9 16 19 26 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 32.1 69.0 49.0 48.2 31.6 62.8 45.4
Old : 48.4 32.1 69.0 49.0 48.2 31.6 62.8 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 05, 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 : 25,132: 12,908 9,112 636 8,930 11,415 22,474 21,163: 2,658 3,969
Old : 25,132: 12,908 9,112 636 8,930 11,415 22,474 21,163: 2,658 3,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -3,450: -1,247 -1,122 -212 -1,840 -1,793 -3,299 -3,127: -151 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 36.3 2.5 35.5 45.4 89.4 84.2: 10.6 15.8
Old : 100.0: 51.4 36.3 2.5 35.5 45.4 89.4 84.2: 10.6 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 : 72: 17 23 15 18 21 44 50:
Old : 72: 17 23 15 18 21 44 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 35.3 67.0 52.5 43.7 35.2 66.4 52.2
Old : 44.0 35.3 67.0 52.5 43.7 35.2 66.4 52.2
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,651: 897 1,262 477 4,532 4,417 5,906 6,156: 745 495
Old : 6,651: 897 1,262 477 4,532 4,417 5,906 6,156: 745 495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -679: -205 204 17 -386 -798 -574 -577: -105 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.0 7.2 68.1 66.4 88.8 92.6: 11.2 7.4
Old : 100.0: 13.5 19.0 7.2 68.1 66.4 88.8 92.6: 11.2 7.4
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 : 41: 6 7 7 20 17 32 26:
Old : 41: 6 7 7 20 17 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 42.7 61.9 65.8 41.8 40.2 59.8 61.0
Old : 43.6 42.7 61.9 65.8 41.8 40.2 59.8 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 05, 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 : 252,848: 102,084 47,167 34,263 98,601 129,505 234,948 210,935: 17,900 41,913
Old : 251,061: 101,863 47,311 33,620 98,470 128,561 233,953 209,492: 17,108 41,569
Other: 1,787: 852 487 12 131 944 995 1,443: 792 344
: : :
: : Changes in Commitments from: November 28, 2017 :
: 2,300: 4,507 800 -1,021 -873 2,121 2,613 1,900: -313 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 18.7 13.6 39.0 51.2 92.9 83.4: 7.1 16.6
Old : 100.0: 40.6 18.8 13.4 39.2 51.2 93.2 83.4: 6.8 16.6
Other: 100.0: 47.7 27.3 0.7 7.3 52.8 55.7 80.7: 44.3 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 98 79 104 56 89 217 227:
Old : 299: 96 84 104 54 89 215 227:
Other: 46: 13 12 2 4 17 18 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 12.4 30.2 19.8 17.6 12.2 28.2 18.5
Old : 18.4 12.4 30.5 19.6 17.7 12.2 28.4 18.4
Other: 31.7 42.1 44.7 58.3 31.7 42.1 44.1 58.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 05, 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 : 361,073: 157,125 32,587 40,257 137,501 237,761 334,883 310,605: 26,190 50,468
Old : 361,073: 157,125 32,587 40,257 137,501 237,761 334,883 310,605: 26,190 50,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -17,882: -5,763 -1,557 -9,852 -663 -4,485 -16,278 -15,894: -1,604 -1,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 9.0 11.1 38.1 65.8 92.7 86.0: 7.3 14.0
Old : 100.0: 43.5 9.0 11.1 38.1 65.8 92.7 86.0: 7.3 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 : 420: 126 81 108 93 172 283 322:
Old : 420: 126 81 108 93 172 283 322:
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 : 18.0 20.3 29.1 28.3 18.0 20.1 28.8 27.8
Old : 18.0 20.3 29.1 28.3 18.0 20.1 28.8 27.8
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, December 05, 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 : 6,377: 3,406 1,908 345 950 3,115 4,701 5,368: 1,676 1,009
Old : 6,377: 3,406 1,908 345 950 3,115 4,701 5,368: 1,676 1,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -24: -19 -19 -55 23 121 -51 47: 27 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 29.9 5.4 14.9 48.8 73.7 84.2: 26.3 15.8
Old : 100.0: 53.4 29.9 5.4 14.9 48.8 73.7 84.2: 26.3 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 : 77: 32 14 9 14 25 53 43:
Old : 77: 32 14 9 14 25 53 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 34.3 40.3 50.7 28.6 34.2 40.3 50.1
Old : 28.6 34.3 40.3 50.7 28.6 34.2 40.3 50.1
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, December 05, 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 : 57,376: 28,028 14,045 9,155 12,741 15,812 49,924 39,012: 7,452 18,364
Old : 57,376: 28,028 14,045 9,155 12,741 15,812 49,924 39,012: 7,452 18,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 1,015: -275 775 -585 1,458 488 598 678: 417 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 24.5 16.0 22.2 27.6 87.0 68.0: 13.0 32.0
Old : 100.0: 48.8 24.5 16.0 22.2 27.6 87.0 68.0: 13.0 32.0
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 : 223: 57 61 59 40 74 139 169:
Old : 223: 57 61 59 40 74 139 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 15.6 30.6 23.0 17.0 13.3 28.1 18.1
Old : 18.5 15.6 30.6 23.0 17.0 13.3 28.1 18.1
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, December 05, 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 : 3,469: 107 2,643 31 2,387 546 2,525 3,220: 944 249
Old : 3,469: 107 2,643 31 2,387 546 2,525 3,220: 944 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -483: -75 -359 18 -240 -50 -297 -391: -186 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 76.2 0.9 68.8 15.7 72.8 92.8: 27.2 7.2
Old : 100.0: 3.1 76.2 0.9 68.8 15.7 72.8 92.8: 27.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 5 3 12 6 16 13:
Old : 21: 3 5 3 12 6 16 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 : 52.1 76.0 65.4 91.6 52.1 76.0 65.1 89.7
Old : 52.1 76.0 65.4 91.6 52.1 76.0 65.1 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, December 05, 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 : 25,013: 1,229 12,648 844 22,362 10,303 24,435 23,795: 578 1,218
Old : 25,013: 1,229 12,648 844 22,362 10,303 24,435 23,795: 578 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,937: -196 -1,022 -4 -1,840 -614 -2,040 -1,640: 103 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 50.6 3.4 89.4 41.2 97.7 95.1: 2.3 4.9
Old : 100.0: 4.9 50.6 3.4 89.4 41.2 97.7 95.1: 2.3 4.9
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 : 64: 11 18 13 18 22 38 44:
Old : 64: 11 18 13 18 22 38 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 : 67.9 43.8 84.6 67.5 67.9 43.8 84.6 66.2
Old : 67.9 43.8 84.6 67.5 67.9 43.8 84.6 66.2
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, December 05, 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 : 51,380: 23,941 6,959 76 25,992 43,191 50,009 50,226: 1,371 1,154
Old : 51,380: 23,941 6,959 76 25,992 43,191 50,009 50,226: 1,371 1,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 2,368: 1,700 1,161 -19 814 1,157 2,495 2,299: -127 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 13.5 0.1 50.6 84.1 97.3 97.8: 2.7 2.2
Old : 100.0: 46.6 13.5 0.1 50.6 84.1 97.3 97.8: 2.7 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 : 30: 15 4 2 7 8 23 13:
Old : 30: 15 4 2 7 8 23 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 : 88.7 67.5 92.5 93.2 88.5 66.6 91.6 91.1
Old : 88.7 67.5 92.5 93.2 88.5 66.6 91.6 91.1
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, December 05, 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 : 147,099: 66,467 24,001 4,690 39,258 95,363 110,415 124,054: 36,684 23,045
Old : 147,099: 66,467 24,001 4,690 39,258 95,363 110,415 124,054: 36,684 23,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 1,842: -1,415 1,777 794 3,292 -2,427 2,671 144: -829 1,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 16.3 3.2 26.7 64.8 75.1 84.3: 24.9 15.7
Old : 100.0: 45.2 16.3 3.2 26.7 64.8 75.1 84.3: 24.9 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 39 14 16 20 22 65 47:
Old : 86: 39 14 16 20 22 65 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 51.4 35.3 63.8 21.1 51.3 35.1 62.7
Old : 21.3 51.4 35.3 63.8 21.1 51.3 35.1 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, December 05, 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 : 80,778: 17,891 47,458 1,095 55,496 9,737 74,482 58,290: 6,296 22,488
Old : 80,778: 17,891 47,458 1,095 55,496 9,737 74,482 58,290: 6,296 22,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 1,234: 310 -307 349 356 2,045 1,015 2,087: 219 -853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 58.8 1.4 68.7 12.1 92.2 72.2: 7.8 27.8
Old : 100.0: 22.1 58.8 1.4 68.7 12.1 92.2 72.2: 7.8 27.8
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 : 48: 10 19 4 12 10 25 30:
Old : 48: 10 19 4 12 10 25 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 : 60.7 37.4 75.0 49.9 60.7 37.3 75.0 49.7
Old : 60.7 37.4 75.0 49.9 60.7 37.3 75.0 49.7
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, December 05, 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 : 179,296: 121,003 24,480 1,881 48,842 149,465 171,726 175,826: 7,570 3,470
Old : 179,296: 121,003 24,480 1,881 48,842 149,465 171,726 175,826: 7,570 3,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 7,811: 8,037 1,080 333 -1,338 5,858 7,032 7,271: 779 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 13.7 1.0 27.2 83.4 95.8 98.1: 4.2 1.9
Old : 100.0: 67.5 13.7 1.0 27.2 83.4 95.8 98.1: 4.2 1.9
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 : 139: 63 42 7 17 20 82 67:
Old : 139: 63 42 7 17 20 82 67:
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 68.3 62.4 79.3 47.1 68.2 62.4 79.2
Old : 47.1 68.3 62.4 79.3 47.1 68.2 62.4 79.2
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, December 05, 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 : 202,693: 89,270 82,864 14,235 63,128 80,222 166,633 177,321: 36,060 25,372
Old : 202,693: 89,270 82,864 14,235 63,128 80,222 166,633 177,321: 36,060 25,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 24,463: 22,721 20,888 3,716 -6,283 -2,460 20,154 22,144: 4,309 2,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 40.9 7.0 31.1 39.6 82.2 87.5: 17.8 12.5
Old : 100.0: 44.0 40.9 7.0 31.1 39.6 82.2 87.5: 17.8 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 : 128: 46 29 24 28 39 88 80:
Old : 128: 46 29 24 28 39 88 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 29.9 33.4 41.7 23.4 29.7 31.5 40.3
Old : 25.3 29.9 33.4 41.7 23.4 29.7 31.5 40.3
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, December 05, 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 : 238,077: 34,766 149,033 10,973 174,129 42,101 219,868 202,107: 18,209 35,970
Old : 238,077: 34,766 149,033 10,973 174,129 42,101 219,868 202,107: 18,209 35,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -6,459: -5,027 -1,400 3,345 -4,305 -5,366 -5,987 -3,421: -472 -3,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 62.6 4.6 73.1 17.7 92.4 84.9: 7.6 15.1
Old : 100.0: 14.6 62.6 4.6 73.1 17.7 92.4 84.9: 7.6 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 20 48 20 34 35 65 93:
Old : 120: 20 48 20 34 35 65 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 36.1 63.5 46.8 45.3 36.1 60.5 46.2
Old : 48.2 36.1 63.5 46.8 45.3 36.1 60.5 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, December 05, 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 : 499,124: 205,400 112,294 23,524 190,380 314,914 419,304 450,732: 79,820 48,392
Old : 499,124: 205,400 112,294 23,524 190,380 314,914 419,304 450,732: 79,820 48,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 3,563: 240 -3,185 1,921 1,324 4,017 3,485 2,753: 78 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 22.5 4.7 38.1 63.1 84.0 90.3: 16.0 9.7
Old : 100.0: 41.2 22.5 4.7 38.1 63.1 84.0 90.3: 16.0 9.7
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 : 246: 104 50 42 62 62 177 144:
Old : 246: 104 50 42 62 62 177 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 34.7 32.8 49.6 23.0 33.1 32.2 48.0
Old : 23.5 34.7 32.8 49.6 23.0 33.1 32.2 48.0
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, December 05, 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 : 40,239: 14,873 6,110 1,085 10,751 29,202 26,709 36,397: 13,530 3,842
Old : 40,239: 14,873 6,110 1,085 10,751 29,202 26,709 36,397: 13,530 3,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 1,551: -358 -392 132 983 1,258 757 998: 794 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 15.2 2.7 26.7 72.6 66.4 90.5: 33.6 9.5
Old : 100.0: 37.0 15.2 2.7 26.7 72.6 66.4 90.5: 33.6 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 10 7 7 11 6 26 15:
Old : 29: 10 7 7 11 6 26 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 : 32.9 80.4 44.7 87.3 31.5 77.9 43.2 84.1
Old : 32.9 80.4 44.7 87.3 31.5 77.9 43.2 84.1
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, December 05, 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 : 17,280: 5,464 7,257 291 10,120 9,021 15,875 16,569: 1,405 711
Old : 17,280: 5,464 7,257 291 10,120 9,021 15,875 16,569: 1,405 711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -8,997: -3,788 2,305 -396 -4,623 -10,823 -8,807 -8,914: -190 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 42.0 1.7 58.6 52.2 91.9 95.9: 8.1 4.1
Old : 100.0: 31.6 42.0 1.7 58.6 52.2 91.9 95.9: 8.1 4.1
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 : 37: 15 12 3 6 6 23 19:
Old : 37: 15 12 3 6 6 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 67.1 77.2 82.4 51.9 49.9 61.9 64.2
Old : 60.7 67.1 77.2 82.4 51.9 49.9 61.9 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, December 05, 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 : 61,386: 24,228 37,121 1,796 32,042 17,057 58,066 55,974: 3,320 5,412
Old : 61,386: 24,228 37,121 1,796 32,042 17,057 58,066 55,974: 3,320 5,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 126: 268 -861 669 -709 507 228 315: -102 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 60.5 2.9 52.2 27.8 94.6 91.2: 5.4 8.8
Old : 100.0: 39.5 60.5 2.9 52.2 27.8 94.6 91.2: 5.4 8.8
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 : 93: 27 42 13 16 12 47 64:
Old : 93: 27 42 13 16 12 47 64:
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 35.1 66.2 55.1 47.4 35.1 65.7 55.1
Old : 48.0 35.1 66.2 55.1 47.4 35.1 65.7 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, December 05, 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 : 22,624: 13,647 3,720 1,099 6,869 16,859 21,615 21,678: 1,009 946
Old : 22,624: 13,647 3,720 1,099 6,869 16,859 21,615 21,678: 1,009 946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 734: 79 -212 1,057 -383 75 753 920: -19 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 16.4 4.9 30.4 74.5 95.5 95.8: 4.5 4.2
Old : 100.0: 60.3 16.4 4.9 30.4 74.5 95.5 95.8: 4.5 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 13 6 4 4 5 17 15:
Old : 26: 13 6 4 4 5 17 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 : 63.3 85.8 86.2 91.3 53.5 69.8 66.9 72.6
Old : 63.3 85.8 86.2 91.3 53.5 69.8 66.9 72.6
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, December 05, 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 :14,188,185: 950,915 3,382,060 2,904,562 9,833,693 6,612,254 13,689,170 12,898,876: 499,015 1,289,309
Old :14,188,185: 950,915 3,382,060 2,904,562 9,833,693 6,612,254 13,689,170 12,898,876: 499,015 1,289,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 365,330: 116,854 -61,113 260,085 43,214 136,199 420,153 335,171: -54,823 30,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 23.8 20.5 69.3 46.6 96.5 90.9: 3.5 9.1
Old : 100.0: 6.7 23.8 20.5 69.3 46.6 96.5 90.9: 3.5 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 : 307: 46 111 118 119 131 244 296:
Old : 307: 46 111 118 119 131 244 296:
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 : 39.4 18.8 50.7 28.6 33.3 16.6 39.5 21.7
Old : 39.4 18.8 50.7 28.6 33.3 16.6 39.5 21.7
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, December 05, 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 : 780,215: 124,451 90,050 40,048 526,132 566,740 690,631 696,838: 89,584 83,377
Old : 780,215: 124,451 90,050 40,048 526,132 566,740 690,631 696,838: 89,584 83,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 23,871: 4,944 -6,668 6,359 15,084 33,527 26,387 33,219: -2,516 -9,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 11.5 5.1 67.4 72.6 88.5 89.3: 11.5 10.7
Old : 100.0: 16.0 11.5 5.1 67.4 72.6 88.5 89.3: 11.5 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 : 632: 154 134 99 236 256 437 443:
Old : 632: 154 134 99 236 256 437 443:
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 : 11.9 17.9 21.4 24.6 10.3 15.1 16.8 21.7
Old : 11.9 17.9 21.4 24.6 10.3 15.1 16.8 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, December 05, 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 : 77,526: 9,918 8,893 450 44,250 43,846 54,618 53,189: 22,908 24,337
Old : 77,526: 9,918 8,893 450 44,250 43,846 54,618 53,189: 22,908 24,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,232: 758 25 -821 -1,363 3,906 -1,426 3,110: 194 -4,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 11.5 0.6 57.1 56.6 70.5 68.6: 29.5 31.4
Old : 100.0: 12.8 11.5 0.6 57.1 56.6 70.5 68.6: 29.5 31.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 9 7 2 17 22 28 30:
Old : 51: 9 7 2 17 22 28 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 : 46.4 29.3 58.6 43.7 46.4 29.3 58.0 43.7
Old : 46.4 29.3 58.6 43.7 46.4 29.3 58.0 43.7
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, December 05, 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 : 22,435: 0 268 0 20,649 21,516 20,649 21,784: 1,786 651
Old : 22,435: 0 268 0 20,649 21,516 20,649 21,784: 1,786 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 196: 0 0 0 -7 219 -7 219: 203 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 92.0 95.9 92.0 97.1: 8.0 2.9
Old : 100.0: 0.0 1.2 0.0 92.0 95.9 92.0 97.1: 8.0 2.9
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 : 22: 0 1 0 12 12 12 13:
Old : 22: 0 1 0 12 12 12 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 : 68.4 81.9 89.0 92.6 68.4 81.5 89.0 92.0
Old : 68.4 81.9 89.0 92.6 68.4 81.5 89.0 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, December 05, 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 Energy Index p :
: : :
All : 12,715: 1,748 0 0 9,512 12,266 11,260 12,266: 1,455 449
Old : 12,715: 1,748 0 0 9,512 12,266 11,260 12,266: 1,455 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 0.0 0.0 74.8 96.5 88.6 96.5: 11.4 3.5
Old : 100.0: 13.7 0.0 0.0 74.8 96.5 88.6 96.5: 11.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 0 0 9 9 13 9:
Old : 20: 4 0 0 9 9 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 84.3 80.6 94.6 61.7 84.3 78.7 94.6
Old : 63.6 84.3 80.6 94.6 61.7 84.3 78.7 94.6
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, December 05, 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 : 3,513,444: 636,045 469,166 134,609 2,409,409 2,614,471 3,180,063 3,218,246: 333,381 295,198
Old : 3,513,444: 636,045 469,166 134,609 2,409,409 2,614,471 3,180,063 3,218,246: 333,381 295,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 125,515: 21,411 -32,985 35,421 82,235 148,107 139,067 150,543: -13,552 -25,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 13.4 3.8 68.6 74.4 90.5 91.6: 9.5 8.4
Old : 100.0: 18.1 13.4 3.8 68.6 74.4 90.5 91.6: 9.5 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 625: 153 133 96 234 252 431 437:
Old : 625: 153 133 96 234 252 431 437:
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 : 12.2 19.0 21.8 26.2 10.1 15.9 17.3 23.0
Old : 12.2 19.0 21.8 26.2 10.1 15.9 17.3 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, December 05, 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 : 32,378: 14,615 271 0 14,130 31,675 28,745 31,946: 3,633 432
Old : 32,378: 14,615 271 0 14,130 31,675 28,745 31,946: 3,633 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 798: 729 -59 0 -574 771 155 712: 643 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 0.8 0.0 43.6 97.8 88.8 98.7: 11.2 1.3
Old : 100.0: 45.1 0.8 0.0 43.6 97.8 88.8 98.7: 11.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 10 1 0 9 11 19 12:
Old : 30: 10 1 0 9 11 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 70.1 75.3 90.0 60.1 70.1 75.3 90.0
Old : 60.1 70.1 75.3 90.0 60.1 70.1 75.3 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, December 05, 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 : 21,477: 681 590 0 18,923 19,951 19,604 20,541: 1,873 936
Old : 21,477: 681 590 0 18,923 19,951 19,604 20,541: 1,873 936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -731: -73 -598 0 -612 -259 -685 -857: -46 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.7 0.0 88.1 92.9 91.3 95.6: 8.7 4.4
Old : 100.0: 3.2 2.7 0.0 88.1 92.9 91.3 95.6: 8.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 0 12 10 13 12:
Old : 23: 1 2 0 12 10 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 85.2 79.1 91.9 58.9 85.2 79.1 91.7
Old : 58.9 85.2 79.1 91.9 58.9 85.2 79.1 91.7
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, December 05, 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 : 93,041: 28,857 2,647 575 49,577 86,907 79,009 90,129: 14,032 2,912
Old : 93,041: 28,857 2,647 575 49,577 86,907 79,009 90,129: 14,032 2,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -621: 397 -954 -105 -1,755 869 -1,463 -190: 842 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 2.8 0.6 53.3 93.4 84.9 96.9: 15.1 3.1
Old : 100.0: 31.0 2.8 0.6 53.3 93.4 84.9 96.9: 15.1 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 : 91: 21 5 6 38 42 59 53:
Old : 91: 21 5 6 38 42 59 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 : 36.7 47.8 51.2 65.7 36.7 47.7 51.0 65.6
Old : 36.7 47.8 51.2 65.7 36.7 47.7 51.0 65.6
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, December 05, 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 : 60,856: 20,067 18,846 1,825 31,012 32,911 52,904 53,583: 7,952 7,274
Old : 60,856: 20,067 18,846 1,825 31,012 32,911 52,904 53,583: 7,952 7,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 1,946: 1,793 1,694 -211 -552 758 1,030 2,241: 915 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 31.0 3.0 51.0 54.1 86.9 88.0: 13.1 12.0
Old : 100.0: 33.0 31.0 3.0 51.0 54.1 86.9 88.0: 13.1 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 : 288: 81 79 24 71 90 167 178:
Old : 288: 81 79 24 71 90 167 178:
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 14.6 38.0 25.2 21.3 13.6 33.7 23.3
Old : 25.1 14.6 38.0 25.2 21.3 13.6 33.7 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, December 05, 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 : 304,281: 100,335 94,231 9,125 155,061 164,557 264,521 267,913: 39,760 36,368
Old : 304,281: 100,335 94,231 9,125 155,061 164,557 264,521 267,913: 39,760 36,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 9,728: 8,965 8,472 -1,055 -2,759 3,788 5,151 11,205: 4,577 -1,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 31.0 3.0 51.0 54.1 86.9 88.0: 13.1 12.0
Old : 100.0: 33.0 31.0 3.0 51.0 54.1 86.9 88.0: 13.1 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 : 288: 81 79 24 71 90 167 178:
Old : 288: 81 79 24 71 90 167 178:
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 14.6 38.0 25.2 21.3 13.6 33.7 23.3
Old : 25.1 14.6 38.0 25.2 21.3 13.6 33.7 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, December 05, 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 : 139,427: 83,634 43,306 4,537 29,503 62,576 117,674 110,419: 21,753 29,008
Old : 139,427: 83,634 43,306 4,537 29,503 62,576 117,674 110,419: 21,753 29,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 4,622: 5,432 3,986 1,762 -285 -2,211 6,909 3,537: -2,287 1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 31.1 3.3 21.2 44.9 84.4 79.2: 15.6 20.8
Old : 100.0: 60.0 31.1 3.3 21.2 44.9 84.4 79.2: 15.6 20.8
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 : 90: 33 24 14 18 26 54 62:
Old : 90: 33 24 14 18 26 54 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 34.4 49.9 48.6 31.1 34.4 48.9 48.2
Old : 31.6 34.4 49.9 48.6 31.1 34.4 48.9 48.2
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, December 05, 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 : 592,595: 180,577 138,879 11,830 377,129 428,380 569,536 579,089: 23,059 13,506
Old : 592,595: 180,577 138,879 11,830 377,129 428,380 569,536 579,089: 23,059 13,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 23,052: 17,679 -17,022 118 4,759 40,535 22,556 23,631: 496 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 23.4 2.0 63.6 72.3 96.1 97.7: 3.9 2.3
Old : 100.0: 30.5 23.4 2.0 63.6 72.3 96.1 97.7: 3.9 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 : 300: 75 47 24 119 105 203 167:
Old : 300: 75 47 24 119 105 203 167:
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 : 21.8 29.5 32.8 44.1 21.2 29.3 31.7 43.8
Old : 21.8 29.5 32.8 44.1 21.2 29.3 31.7 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, December 05, 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 : 56,633: 17,347 11,179 7,191 17,770 30,120 42,308 48,490: 14,325 8,143
Old : 56,633: 17,347 11,179 7,191 17,770 30,120 42,308 48,490: 14,325 8,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 14,534: 11 68 7,036 2,279 3,158 9,326 10,262: 5,208 4,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 19.7 12.7 31.4 53.2 74.7 85.6: 25.3 14.4
Old : 100.0: 30.6 19.7 12.7 31.4 53.2 74.7 85.6: 25.3 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 : 49: 17 9 7 16 14 37 27:
Old : 49: 17 9 7 16 14 37 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 53.7 42.6 70.3 25.9 43.9 34.6 56.2
Old : 26.9 53.7 42.6 70.3 25.9 43.9 34.6 56.2
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, December 05, 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 : 82,159: 14,145 22,496 3,785 36,493 28,528 54,423 54,809: 27,736 27,350
Old : 82,159: 14,145 22,496 3,785 36,493 28,528 54,423 54,809: 27,736 27,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 19,415: -1,165 1,477 2,779 1,334 2,278 2,948 6,534: 16,467 12,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 27.4 4.6 44.4 34.7 66.2 66.7: 33.8 33.3
Old : 100.0: 17.2 27.4 4.6 44.4 34.7 66.2 66.7: 33.8 33.3
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 : 90: 25 23 15 32 23 68 50:
Old : 90: 25 23 15 32 23 68 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 19.9 32.7 33.0 21.4 19.9 30.2 31.2
Old : 22.4 19.9 32.7 33.0 21.4 19.9 30.2 31.2
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, December 05, 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 : 99,784: 10,040 5,727 27,144 61,556 66,911 98,740 99,782: 1,044 2
Old : 99,784: 10,040 5,727 27,144 61,556 66,911 98,740 99,782: 1,044 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 720: 20 415 185 -485 120 -280 720: 1,000 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.7 27.2 61.7 67.1 99.0 100.0: 1.0 0.0
Old : 100.0: 10.1 5.7 27.2 61.7 67.1 99.0 100.0: 1.0 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 : 28: 6 2 2 14 14 22 16:
Old : 28: 6 2 2 14 14 22 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 : 85.3 75.5 93.3 93.4 31.5 24.6 33.7 33.0
Old : 85.3 75.5 93.3 93.4 31.5 24.6 33.7 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2017