MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 26,270: 960 4,812 2,880 22,070 18,218 25,910 25,910: 360 360
Old : 26,270: 960 4,812 2,880 22,070 18,218 25,910 25,910: 360 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 400: 320 0 0 80 400 400 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 18.3 11.0 84.0 69.3 98.6 98.6: 1.4 1.4
Old : 100.0: 3.7 18.3 11.0 84.0 69.3 98.6 98.6: 1.4 1.4
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 : 24: 4 9 6 8 7 17 18:
Old : 24: 4 9 6 8 7 17 18:
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 : 82.7 65.9 93.6 87.7 47.5 34.8 49.5 43.8
Old : 82.7 65.9 93.6 87.7 47.5 34.8 49.5 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 7,454: 781 1,310 1,076 4,537 4,746 6,393 7,132: 1,060 322
Old : 7,454: 781 1,310 1,076 4,537 4,746 6,393 7,132: 1,060 322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 396: 41 -61 67 271 408 379 414: 16 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 17.6 14.4 60.9 63.7 85.8 95.7: 14.2 4.3
Old : 100.0: 10.5 17.6 14.4 60.9 63.7 85.8 95.7: 14.2 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 11 7 12 24 21 40 35:
Old : 44: 11 7 12 24 21 40 35:
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 : 38.3 42.9 54.3 57.7 38.3 38.9 47.4 50.3
Old : 38.3 42.9 54.3 57.7 38.3 38.9 47.4 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 45,487: 13,727 6,307 11,609 15,151 18,335 40,487 36,251: 5,000 9,236
Old : 45,487: 13,727 6,307 11,609 15,151 18,335 40,487 36,251: 5,000 9,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -131: 342 312 -399 -58 339 -115 252: -15 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 13.9 25.5 33.3 40.3 89.0 79.7: 11.0 20.3
Old : 100.0: 30.2 13.9 25.5 33.3 40.3 89.0 79.7: 11.0 20.3
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: 26 20 28 36 38 74 74:
Old : 90: 26 20 28 36 38 74 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 26.9 44.6 40.3 27.8 23.0 41.4 31.1
Old : 28.4 26.9 44.6 40.3 27.8 23.0 41.4 31.1
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 9,296: 649 461 1,756 5,886 6,647 8,291 8,864: 1,005 432
Old : 9,296: 649 461 1,756 5,886 6,647 8,291 8,864: 1,005 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 590: 168 -9 99 220 574 487 664: 103 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 5.0 18.9 63.3 71.5 89.2 95.4: 10.8 4.6
Old : 100.0: 7.0 5.0 18.9 63.3 71.5 89.2 95.4: 10.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 7 9 27 18 39 29:
Old : 42: 7 7 9 27 18 39 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 : 29.3 40.4 50.4 59.5 27.8 32.0 41.2 42.7
Old : 29.3 40.4 50.4 59.5 27.8 32.0 41.2 42.7
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 339,299: 115,876 34,042 96,546 101,850 160,234 314,272 290,822: 25,027 48,477
Old : 173,583: 77,165 44,480 43,745 40,575 65,462 161,485 153,686: 12,098 19,896
Other: 165,717: 61,739 12,589 29,774 61,275 94,773 152,787 137,135: 12,929 28,581
: : :
: : Changes in Commitments from: August 8, 2017 :
: 16,884: 8,947 2,931 5,213 1,416 7,177 15,576 15,321: 1,308 1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 10.0 28.5 30.0 47.2 92.6 85.7: 7.4 14.3
Old : 100.0: 44.5 25.6 25.2 23.4 37.7 93.0 88.5: 7.0 11.5
Other: 100.0: 37.3 7.6 18.0 37.0 57.2 92.2 82.8: 7.8 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 137 102 144 88 94 323 257:
Old : 340: 117 114 91 64 87 244 230:
Other: 265: 101 53 80 75 83 222 178:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 15.9 21.6 22.4 13.9 15.8 21.1 21.1
Old : 11.9 18.4 20.9 26.6 11.2 16.1 19.6 23.2
Other: 21.4 16.1 30.4 24.0 21.4 15.9 29.8 23.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 362,030: 132,859 22,909 68,631 131,604 217,460 333,094 309,000: 28,936 53,029
Old : 362,030: 132,859 22,909 68,631 131,604 217,460 333,094 309,000: 28,936 53,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -12,925: -9,615 3,510 -881 -1,715 -12,837 -12,212 -10,208: -713 -2,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 6.3 19.0 36.4 60.1 92.0 85.4: 8.0 14.6
Old : 100.0: 36.7 6.3 19.0 36.4 60.1 92.0 85.4: 8.0 14.6
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 : 401: 146 63 138 127 155 327 316:
Old : 401: 146 63 138 127 155 327 316:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 20.3 26.0 27.7 15.3 19.5 25.9 26.5
Old : 15.3 20.3 26.0 27.7 15.3 19.5 25.9 26.5
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 4,640: 1,814 1,142 502 887 2,127 3,203 3,772: 1,437 868
Old : 4,640: 1,814 1,142 502 887 2,127 3,203 3,772: 1,437 868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -383: -249 31 -103 -59 -190 -411 -262: 28 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 24.6 10.8 19.1 45.9 69.0 81.3: 31.0 18.7
Old : 100.0: 39.1 24.6 10.8 19.1 45.9 69.0 81.3: 31.0 18.7
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 : 54: 18 11 14 17 21 43 39:
Old : 54: 18 11 14 17 21 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 36.2 40.5 50.0 29.2 35.4 40.4 47.1
Old : 29.2 36.2 40.5 50.0 29.2 35.4 40.4 47.1
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 72,140: 23,547 6,598 24,281 14,899 17,984 62,726 48,862: 9,414 23,278
Old : 72,140: 23,547 6,598 24,281 14,899 17,984 62,726 48,862: 9,414 23,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -3,630: -1,987 -577 878 -2,145 -2,261 -3,254 -1,960: -376 -1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 9.1 33.7 20.7 24.9 87.0 67.7: 13.0 32.3
Old : 100.0: 32.6 9.1 33.7 20.7 24.9 87.0 67.7: 13.0 32.3
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 : 225: 62 48 72 70 88 177 176:
Old : 225: 62 48 72 70 88 177 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 10.3 26.9 17.3 16.1 7.0 23.9 10.5
Old : 16.8 10.3 26.9 17.3 16.1 7.0 23.9 10.5
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 26,387: 1,074 11,899 4,279 20,173 9,203 25,525 25,380: 862 1,007
Old : 26,387: 1,074 11,899 4,279 20,173 9,203 25,525 25,380: 862 1,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -317: 231 74 -248 -294 -78 -311 -253: -5 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 45.1 16.2 76.4 34.9 96.7 96.2: 3.3 3.8
Old : 100.0: 4.1 45.1 16.2 76.4 34.9 96.7 96.2: 3.3 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 : 59: 13 14 14 26 21 45 43:
Old : 59: 13 14 14 26 21 45 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 : 43.9 44.9 64.5 65.3 42.4 44.6 61.2 63.0
Old : 43.9 44.9 64.5 65.3 42.4 44.6 61.2 63.0
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 37,164: 4,842 11,646 0 30,898 24,290 35,740 35,936: 1,424 1,228
Old : 37,164: 4,842 11,646 0 30,898 24,290 35,740 35,936: 1,424 1,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 1,694: 1,665 2,671 -42 127 -940 1,750 1,689: -56 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 31.3 0.0 83.1 65.4 96.2 96.7: 3.8 3.3
Old : 100.0: 13.0 31.3 0.0 83.1 65.4 96.2 96.7: 3.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 11 7 0 10 6 21 13:
Old : 32: 11 7 0 10 6 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 75.4 89.4 94.5 76.6 75.2 89.4 94.4
Old : 76.6 75.4 89.4 94.5 76.6 75.2 89.4 94.4
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 225,523: 86,751 33,937 19,288 77,071 147,511 183,110 200,736: 42,413 24,787
Old : 225,523: 86,751 33,937 19,288 77,071 147,511 183,110 200,736: 42,413 24,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -12,444: -11,337 1,589 1,902 1,329 -15,883 -8,107 -12,392: -4,337 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 15.0 8.6 34.2 65.4 81.2 89.0: 18.8 11.0
Old : 100.0: 38.5 15.0 8.6 34.2 65.4 81.2 89.0: 18.8 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 50 17 30 31 28 92 65:
Old : 107: 50 17 30 31 28 92 65:
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 : 24.0 50.0 35.9 63.9 23.0 48.3 33.7 61.7
Old : 24.0 50.0 35.9 63.9 23.0 48.3 33.7 61.7
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 40,969: 12,556 13,926 1,830 14,542 10,108 28,927 25,864: 12,041 15,105
Old : 40,969: 12,556 13,926 1,830 14,542 10,108 28,927 25,864: 12,041 15,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -3,702: -2,712 -2,974 101 -522 -1,413 -3,133 -4,286: -569 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 34.0 4.5 35.5 24.7 70.6 63.1: 29.4 36.9
Old : 100.0: 30.6 34.0 4.5 35.5 24.7 70.6 63.1: 29.4 36.9
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 : 40: 13 14 7 6 10 23 27:
Old : 40: 13 14 7 6 10 23 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 : 41.3 26.8 52.4 38.4 39.9 26.8 50.8 38.2
Old : 41.3 26.8 52.4 38.4 39.9 26.8 50.8 38.2
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 237,827: 130,900 35,971 3,362 94,990 195,599 229,251 234,932: 8,576 2,896
Old : 237,827: 130,900 35,971 3,362 94,990 195,599 229,251 234,932: 8,576 2,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 18,689: 232 11,813 456 18,827 6,387 19,515 18,656: -826 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 15.1 1.4 39.9 82.2 96.4 98.8: 3.6 1.2
Old : 100.0: 55.0 15.1 1.4 39.9 82.2 96.4 98.8: 3.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 79 34 6 20 25 104 60:
Old : 154: 79 34 6 20 25 104 60:
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 67.6 57.7 79.7 42.5 67.5 57.7 79.7
Old : 42.5 67.6 57.7 79.7 42.5 67.5 57.7 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 253,066: 62,516 92,734 31,885 126,375 95,104 220,777 219,723: 32,290 33,343
Old : 253,066: 62,516 92,734 31,885 126,375 95,104 220,777 219,723: 32,290 33,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 8,623: 3,440 10,392 5,106 2,287 -10,347 10,832 5,151: -2,209 3,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 36.6 12.6 49.9 37.6 87.2 86.8: 12.8 13.2
Old : 100.0: 24.7 36.6 12.6 49.9 37.6 87.2 86.8: 12.8 13.2
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 : 115: 39 26 28 28 42 76 87:
Old : 115: 39 26 28 28 42 76 87:
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 : 39.5 32.2 48.9 44.8 37.5 31.5 44.4 42.2
Old : 39.5 32.2 48.9 44.8 37.5 31.5 44.4 42.2
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 254,266: 39,769 120,868 31,579 160,003 67,366 231,351 219,813: 22,915 34,453
Old : 254,266: 39,769 120,868 31,579 160,003 67,366 231,351 219,813: 22,915 34,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -12,345: 3,286 -15,237 8,241 -24,537 -2,944 -13,011 -9,940: 666 -2,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 47.5 12.4 62.9 26.5 91.0 86.5: 9.0 13.5
Old : 100.0: 15.6 47.5 12.4 62.9 26.5 91.0 86.5: 9.0 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 33 36 25 33 32 77 82:
Old : 115: 33 36 25 33 32 77 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 39.3 54.6 49.3 39.9 38.7 48.5 47.8
Old : 42.7 39.3 54.6 49.3 39.9 38.7 48.5 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 554,716: 190,899 105,555 73,042 207,730 315,970 471,671 494,567: 83,045 60,149
Old : 554,716: 190,899 105,555 73,042 207,730 315,970 471,671 494,567: 83,045 60,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 1,858: -7,829 810 6,488 6,274 -5,156 4,932 2,142: -3,074 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 19.0 13.2 37.4 57.0 85.0 89.2: 15.0 10.8
Old : 100.0: 34.4 19.0 13.2 37.4 57.0 85.0 89.2: 15.0 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 102 67 75 64 70 201 178:
Old : 264: 102 67 75 64 70 201 178:
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 : 18.8 31.7 29.1 44.2 18.4 29.3 26.8 40.2
Old : 18.8 31.7 29.1 44.2 18.4 29.3 26.8 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 23,356: 11,711 5,754 1,298 3,026 13,832 16,035 20,884: 7,321 2,472
Old : 23,356: 11,711 5,754 1,298 3,026 13,832 16,035 20,884: 7,321 2,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -1,004: -958 1,703 497 -13 -3,059 -474 -859: -530 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 24.6 5.6 13.0 59.2 68.7 89.4: 31.3 10.6
Old : 100.0: 50.1 24.6 5.6 13.0 59.2 68.7 89.4: 31.3 10.6
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 : 21: 8 3 2 6 7 15 11:
Old : 21: 8 3 2 6 7 15 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 : 44.8 69.4 57.7 84.2 41.2 67.4 54.0 80.1
Old : 44.8 69.4 57.7 84.2 41.2 67.4 54.0 80.1
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 25,648: 18,071 7,257 0 5,793 17,949 23,864 25,206: 1,784 442
Old : 25,648: 18,071 7,257 0 5,793 17,949 23,864 25,206: 1,784 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -1,470: -1,308 -483 0 42 -909 -1,266 -1,392: -204 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 28.3 0.0 22.6 70.0 93.0 98.3: 7.0 1.7
Old : 100.0: 70.5 28.3 0.0 22.6 70.0 93.0 98.3: 7.0 1.7
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 : 38: 14 13 0 4 8 18 21:
Old : 38: 14 13 0 4 8 18 21:
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 : 77.6 70.7 86.3 83.9 77.6 70.7 86.3 83.9
Old : 77.6 70.7 86.3 83.9 77.6 70.7 86.3 83.9
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 48,413: 33,509 8,670 672 7,975 35,560 42,156 44,902: 6,257 3,511
Old : 48,413: 33,509 8,670 672 7,975 35,560 42,156 44,902: 6,257 3,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -4,738: -6,732 1,914 -34 2,027 -6,280 -4,739 -4,400: 1 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 17.9 1.4 16.5 73.5 87.1 92.7: 12.9 7.3
Old : 100.0: 69.2 17.9 1.4 16.5 73.5 87.1 92.7: 12.9 7.3
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 : 84: 48 17 5 11 12 60 33:
Old : 84: 48 17 5 11 12 60 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 : 29.2 54.1 46.2 74.0 29.2 54.1 43.9 70.4
Old : 29.2 54.1 46.2 74.0 29.2 54.1 43.9 70.4
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 with Delta-adjusted Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 19,819: 11,346 1,874 1,282 6,163 15,871 18,791 19,027: 1,028 792
Old : 19,819: 11,346 1,874 1,282 6,163 15,871 18,791 19,027: 1,028 792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -1,768: 12 -1,554 -29 -1,810 -195 -1,827 -1,778: 59 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 9.5 6.5 31.1 80.1 94.8 96.0: 5.2 4.0
Old : 100.0: 57.2 9.5 6.5 31.1 80.1 94.8 96.0: 5.2 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 : 30: 15 7 2 6 5 21 14:
Old : 30: 15 7 2 6 5 21 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 82.0 77.3 91.8 47.9 63.1 60.5 70.5
Old : 60.2 82.0 77.3 91.8 47.9 63.1 60.5 70.5
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 with Delta-adjusted Options and Futures Combined, August 15, 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 :21,411,489: 1,065,090 2,415,419 8,677,021 10,975,013 9,126,480 20,717,124 20,218,920: 694,366 1,192,570
Old :21,411,489: 1,065,090 2,415,419 8,677,021 10,975,013 9,126,480 20,717,124 20,218,920: 694,366 1,192,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -328,488: 16,849 65,809 -261,118 -123,344 -134,403 -367,612 -329,712: 39,125 1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 11.3 40.5 51.3 42.6 96.8 94.4: 3.2 5.6
Old : 100.0: 5.0 11.3 40.5 51.3 42.6 96.8 94.4: 3.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 58 133 148 131 154 287 344:
Old : 355: 58 133 148 131 154 287 344:
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 : 28.9 19.0 42.3 31.4 20.2 8.5 23.6 12.3
Old : 28.9 19.0 42.3 31.4 20.2 8.5 23.6 12.3
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 863,540: 114,657 89,742 132,187 517,692 533,220 764,536 755,149: 99,004 108,391
Old : 863,540: 114,657 89,742 132,187 517,692 533,220 764,536 755,149: 99,004 108,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 21,000: 4,410 -7,568 9,166 3,726 17,295 17,303 18,893: 3,697 2,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 10.4 15.3 59.9 61.7 88.5 87.4: 11.5 12.6
Old : 100.0: 13.3 10.4 15.3 59.9 61.7 88.5 87.4: 11.5 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 714: 183 185 211 251 269 542 557:
Old : 714: 183 185 211 251 269 542 557:
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 : 14.1 12.7 23.8 21.4 11.7 11.7 18.5 16.9
Old : 14.1 12.7 23.8 21.4 11.7 11.7 18.5 16.9
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 109,429: 3,845 8,406 19,959 42,659 59,199 66,463 87,564: 42,966 21,865
Old : 109,429: 3,845 8,406 19,959 42,659 59,199 66,463 87,564: 42,966 21,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -430: -42 952 -2,871 -1,807 1,057 -4,720 -862: 4,290 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 7.7 18.2 39.0 54.1 60.7 80.0: 39.3 20.0
Old : 100.0: 3.5 7.7 18.2 39.0 54.1 60.7 80.0: 39.3 20.0
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 : 70: 12 20 26 30 30 61 57:
Old : 70: 12 20 26 30 30 61 57:
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 : 16.5 23.7 27.3 39.1 10.1 18.8 15.7 29.5
Old : 16.5 23.7 27.3 39.1 10.1 18.8 15.7 29.5
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 3,770,556: 570,996 423,619 544,200 2,375,168 2,370,107 3,490,363 3,337,927: 280,192 432,629
Old : 3,770,556: 570,996 423,619 544,200 2,375,168 2,370,107 3,490,363 3,337,927: 280,192 432,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 107,148: 28,254 -36,609 54,195 27,664 81,188 110,113 98,774: -2,965 8,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 11.2 14.4 63.0 62.9 92.6 88.5: 7.4 11.5
Old : 100.0: 15.1 11.2 14.4 63.0 62.9 92.6 88.5: 7.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 698: 178 180 203 245 263 526 543:
Old : 698: 178 180 203 245 263 526 543:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 13.4 25.6 21.4 13.0 12.3 20.7 17.9
Old : 15.8 13.4 25.6 21.4 13.0 12.3 20.7 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 29,737: 11,925 370 0 14,421 28,431 26,346 28,801: 3,391 936
Old : 29,737: 11,925 370 0 14,421 28,431 26,346 28,801: 3,391 936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -461: -247 -163 0 -12 -463 -259 -626: -202 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 1.2 0.0 48.5 95.6 88.6 96.9: 11.4 3.1
Old : 100.0: 40.1 1.2 0.0 48.5 95.6 88.6 96.9: 11.4 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 : 23: 8 1 0 8 7 16 8:
Old : 23: 8 1 0 8 7 16 8:
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 : 57.9 76.3 74.2 96.9 57.9 76.3 74.2 95.4
Old : 57.9 76.3 74.2 96.9 57.9 76.3 74.2 95.4
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 with Delta-adjusted Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 22,324: 263 2,019 0 20,199 19,239 20,462 21,258: 1,862 1,066
Old : 22,324: 263 2,019 0 20,199 19,239 20,462 21,258: 1,862 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -404: -373 0 0 54 -523 -319 -523: -85 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 9.0 0.0 90.5 86.2 91.7 95.2: 8.3 4.8
Old : 100.0: 1.2 9.0 0.0 90.5 86.2 91.7 95.2: 8.3 4.8
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 : 21: 1 1 0 14 6 15 7:
Old : 21: 1 1 0 14 6 15 7:
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 : 52.8 88.6 78.0 95.2 52.8 88.6 78.0 94.0
Old : 52.8 88.6 78.0 95.2 52.8 88.6 78.0 94.0
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 90,696: 23,970 2,123 775 53,756 83,569 78,501 86,467: 12,195 4,229
Old : 90,696: 23,970 2,123 775 53,756 83,569 78,501 86,467: 12,195 4,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -1,854: 253 -517 -368 -697 -1,214 -812 -2,099: -1,042 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 2.3 0.9 59.3 92.1 86.6 95.3: 13.4 4.7
Old : 100.0: 26.4 2.3 0.9 59.3 92.1 86.6 95.3: 13.4 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 : 83: 16 5 6 39 40 56 50:
Old : 83: 16 5 6 39 40 56 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 : 39.1 44.5 53.5 64.9 38.8 44.4 52.2 64.8
Old : 39.1 44.5 53.5 64.9 38.8 44.4 52.2 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 63,874: 21,824 12,372 3,193 32,018 38,915 57,035 54,481: 6,839 9,393
Old : 63,874: 21,824 12,372 3,193 32,018 38,915 57,035 54,481: 6,839 9,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 943: 490 -171 -138 424 385 776 75: 167 867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 19.4 5.0 50.1 60.9 89.3 85.3: 10.7 14.7
Old : 100.0: 34.2 19.4 5.0 50.1 60.9 89.3 85.3: 10.7 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 70 86 39 71 93 164 195:
Old : 286: 70 86 39 71 93 164 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 20.5 44.5 29.5 29.5 19.6 43.1 28.7
Old : 29.7 20.5 44.5 29.5 29.5 19.6 43.1 28.7
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 319,369: 109,119 61,862 15,965 160,091 194,576 285,174 272,403: 34,195 46,966
Old : 319,369: 109,119 61,862 15,965 160,091 194,576 285,174 272,403: 34,195 46,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 4,714: 2,448 -857 -689 2,122 1,923 3,880 377: 834 4,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 19.4 5.0 50.1 60.9 89.3 85.3: 10.7 14.7
Old : 100.0: 34.2 19.4 5.0 50.1 60.9 89.3 85.3: 10.7 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 70 86 39 71 93 164 195:
Old : 286: 70 86 39 71 93 164 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 20.5 44.5 29.5 29.5 19.6 43.1 28.7
Old : 29.7 20.5 44.5 29.5 29.5 19.6 43.1 28.7
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 175,127: 92,312 30,342 17,136 27,131 107,520 136,580 154,998: 38,547 20,128
Old : 175,127: 92,312 30,342 17,136 27,131 107,520 136,580 154,998: 38,547 20,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 1,403: 2,079 -1,844 2,729 -2,137 2,586 2,671 3,472: -1,268 -2,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 17.3 9.8 15.5 61.4 78.0 88.5: 22.0 11.5
Old : 100.0: 52.7 17.3 9.8 15.5 61.4 78.0 88.5: 22.0 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 46 22 22 30 29 86 63:
Old : 105: 46 22 22 30 29 86 63:
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 : 19.6 45.5 30.3 59.7 19.6 41.6 30.2 53.9
Old : 19.6 45.5 30.3 59.7 19.6 41.6 30.2 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 15,205: 2,196 5,602 401 11,072 7,056 13,670 13,059: 1,535 2,146
Old : 15,205: 2,196 5,602 401 11,072 7,056 13,670 13,059: 1,535 2,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 36.8 2.6 72.8 46.4 89.9 85.9: 10.1 14.1
Old : 100.0: 14.4 36.8 2.6 72.8 46.4 89.9 85.9: 10.1 14.1
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 : 30: 5 9 3 11 10 19 19:
Old : 30: 5 9 3 11 10 19 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 : 50.7 44.4 68.6 66.6 46.3 43.1 64.0 63.9
Old : 50.7 44.4 68.6 66.6 46.3 43.1 64.0 63.9
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 34,288: 12,569 5,717 13 14,696 26,361 27,278 32,091: 7,010 2,197
Old : 34,288: 12,569 5,717 13 14,696 26,361 27,278 32,091: 7,010 2,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -953: -413 53 13 481 -326 81 -260: -1,034 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 16.7 0.0 42.9 76.9 79.6 93.6: 20.4 6.4
Old : 100.0: 36.7 16.7 0.0 42.9 76.9 79.6 93.6: 20.4 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 19 6 1 16 11 35 18:
Old : 47: 19 6 1 16 11 35 18:
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 : 30.7 82.0 43.3 88.6 30.7 82.0 43.3 88.3
Old : 30.7 82.0 43.3 88.6 30.7 82.0 43.3 88.3
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 53,844: 18,289 6,690 2,106 23,421 21,148 43,816 29,944: 10,028 23,900
Old : 53,844: 18,289 6,690 2,106 23,421 21,148 43,816 29,944: 10,028 23,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -1,923: -3,225 -1,844 250 3,285 7,221 310 5,627: -2,233 -7,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 12.4 3.9 43.5 39.3 81.4 55.6: 18.6 44.4
Old : 100.0: 34.0 12.4 3.9 43.5 39.3 81.4 55.6: 18.6 44.4
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 : 74: 22 15 5 26 20 48 40:
Old : 74: 22 15 5 26 20 48 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 : 23.3 25.3 36.4 34.0 22.9 25.0 34.7 32.6
Old : 23.3 25.3 36.4 34.0 22.9 25.0 34.7 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,495: 1,114 6,725 182 13,715 8,376 15,011 15,283: 484 212
Old : 15,495: 1,114 6,725 182 13,715 8,376 15,011 15,283: 484 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 229: -7,357 48 182 7,484 0 309 230: -80 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 43.4 1.2 88.5 54.1 96.9 98.6: 3.1 1.4
Old : 100.0: 7.2 43.4 1.2 88.5 54.1 96.9 98.6: 3.1 1.4
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 : 20: 6 5 2 8 1 16 6:
Old : 20: 6 5 2 8 1 16 6:
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 : 80.7 96.3 90.4 98.6 80.7 95.1 90.4 97.5
Old : 80.7 96.3 90.4 98.6 80.7 95.1 90.4 97.5
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 96,738: 6,158 13,223 27,072 63,486 56,443 96,716 96,738: 22 0
Old : 96,738: 6,158 13,223 27,072 63,486 56,443 96,716 96,738: 22 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -850: 0 -1,070 60 -910 160 -850 -850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 13.7 28.0 65.6 58.3 100.0 100.0: 0.0 0.0
Old : 100.0: 6.4 13.7 28.0 65.6 58.3 100.0 100.0: 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 : 22: 3 2 2 11 14 16 16:
Old : 22: 3 2 2 11 14 16 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 81.7 96.8 94.1 33.6 29.3 36.8 34.9
Old : 85.3 81.7 96.8 94.1 33.6 29.3 36.8 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2017