MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 23,044: 1,440 4,420 1,700 19,640 16,660 22,780 22,780: 264 264
Old : 23,044: 1,440 4,420 1,700 19,640 16,660 22,780 22,780: 264 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -1,172: 680 -700 -820 -912 468 -1,052 -1,052: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 19.2 7.4 85.2 72.3 98.9 98.9: 1.1 1.1
Old : 100.0: 6.2 19.2 7.4 85.2 72.3 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 : 24: 4 10 7 8 7 17 19:
Old : 24: 4 10 7 8 7 17 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 : 80.6 58.8 91.1 83.6 51.7 40.1 55.4 50.0
Old : 80.6 58.8 91.1 83.6 51.7 40.1 55.4 50.0
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 with Delta-adjusted Options and Futures Combined, September 26, 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 : 8,346: 460 1,194 1,415 5,523 5,290 7,398 7,899: 948 447
Old : 8,346: 460 1,194 1,415 5,523 5,290 7,398 7,899: 948 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 352: -1 54 143 240 169 381 365: -30 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 14.3 16.9 66.2 63.4 88.6 94.6: 11.4 5.4
Old : 100.0: 5.5 14.3 16.9 66.2 63.4 88.6 94.6: 11.4 5.4
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 : 43: 9 6 11 25 21 38 34:
Old : 43: 9 6 11 25 21 38 34:
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 : 42.2 41.7 57.2 58.5 41.7 38.5 46.5 47.3
Old : 42.2 41.7 57.2 58.5 41.7 38.5 46.5 47.3
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, September 26, 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 : 48,300: 14,843 6,285 13,794 16,130 18,524 44,767 38,603: 3,533 9,697
Old : 48,300: 14,843 6,285 13,794 16,130 18,524 44,767 38,603: 3,533 9,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -1,868: 1,473 2,609 -2,004 -1,071 -1,141 -1,603 -536: -265 -1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 13.0 28.6 33.4 38.4 92.7 79.9: 7.3 20.1
Old : 100.0: 30.7 13.0 28.6 33.4 38.4 92.7 79.9: 7.3 20.1
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 : 89: 21 23 28 35 33 70 70:
Old : 89: 21 23 28 35 33 70 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 24.6 45.4 40.5 26.7 19.4 39.2 27.6
Old : 28.3 24.6 45.4 40.5 26.7 19.4 39.2 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 10,802: 843 328 2,498 6,349 7,574 9,691 10,401: 1,111 402
Old : 10,802: 843 328 2,498 6,349 7,574 9,691 10,401: 1,111 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 458: -61 -49 269 210 250 417 470: 41 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 3.0 23.1 58.8 70.1 89.7 96.3: 10.3 3.7
Old : 100.0: 7.8 3.0 23.1 58.8 70.1 89.7 96.3: 10.3 3.7
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 : 40: 8 5 9 26 19 37 30:
Old : 40: 8 5 9 26 19 37 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 : 37.3 39.7 55.0 61.1 26.8 35.5 36.8 44.6
Old : 37.3 39.7 55.0 61.1 26.8 35.5 36.8 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 4,945: 218 300 1,665 2,581 1,423 4,464 3,388: 482 1,558
Old : 4,945: 218 300 1,665 2,581 1,423 4,464 3,388: 482 1,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 93: -8 39 52 25 -17 69 74: 24 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 6.1 33.7 52.2 28.8 90.3 68.5: 9.7 31.5
Old : 100.0: 4.4 6.1 33.7 52.2 28.8 90.3 68.5: 9.7 31.5
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: 5 4 8 8 7 16 16:
Old : 20: 5 4 8 8 7 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 : 57.4 43.2 79.1 61.4 48.6 28.9 53.8 33.2
Old : 57.4 43.2 79.1 61.4 48.6 28.9 53.8 33.2
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, September 26, 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 : 337,444: 89,025 42,950 110,384 116,257 137,418 315,666 290,752: 21,778 46,692
Old : 78,142: 26,244 12,618 36,799 8,298 22,045 71,342 71,462: 6,800 6,680
Other: 259,302: 74,420 41,972 61,946 107,959 115,373 244,324 219,290: 14,978 40,012
: : :
: : Changes in Commitments from: September 19, 2017 :
: 4,951: -1,983 -1,210 4,771 2,690 2,405 5,478 5,966: -527 -1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 12.7 32.7 34.5 40.7 93.5 86.2: 6.5 13.8
Old : 100.0: 33.6 16.1 47.1 10.6 28.2 91.3 91.5: 8.7 8.5
Other: 100.0: 28.7 16.2 23.9 41.6 44.5 94.2 84.6: 5.8 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 106 111 154 82 89 287 280:
Old : 227: 79 64 63 40 68 152 165:
Other: 330: 95 118 130 75 84 257 260:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 11.6 21.6 17.6 12.7 10.6 20.2 14.8
Old : 16.6 17.9 28.4 28.5 13.7 14.0 21.1 19.4
Other: 17.0 11.7 27.6 18.0 17.0 11.2 25.8 16.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 397,627: 140,073 23,313 91,111 136,879 222,706 368,063 337,130: 29,563 60,497
Old : 397,627: 140,073 23,313 91,111 136,879 222,706 368,063 337,130: 29,563 60,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 14,101: 5,537 -711 4,098 3,916 10,497 13,551 13,884: 550 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 5.9 22.9 34.4 56.0 92.6 84.8: 7.4 15.2
Old : 100.0: 35.2 5.9 22.9 34.4 56.0 92.6 84.8: 7.4 15.2
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 : 403: 137 68 140 133 165 331 325:
Old : 403: 137 68 140 133 165 331 325:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 17.0 24.4 24.0 14.5 16.3 24.0 23.2
Old : 14.5 17.0 24.4 24.0 14.5 16.3 24.0 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 6,161: 2,879 1,325 775 877 3,181 4,531 5,281: 1,629 880
Old : 6,161: 2,879 1,325 775 877 3,181 4,531 5,281: 1,629 880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 300: 238 -4 65 82 267 385 328: -85 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 21.5 12.6 14.2 51.6 73.6 85.7: 26.4 14.3
Old : 100.0: 46.7 21.5 12.6 14.2 51.6 73.6 85.7: 26.4 14.3
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 : 69: 32 8 13 19 24 57 41:
Old : 69: 32 8 13 19 24 57 41:
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 39.2 35.1 55.4 23.3 38.8 33.4 53.9
Old : 23.5 39.2 35.1 55.4 23.3 38.8 33.4 53.9
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, September 26, 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 : 70,977: 28,838 10,213 21,124 13,349 18,002 63,311 49,340: 7,666 21,638
Old : 70,977: 28,838 10,213 21,124 13,349 18,002 63,311 49,340: 7,666 21,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 6,229: 1,868 1,203 3,791 874 791 6,532 5,784: -304 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 14.4 29.8 18.8 25.4 89.2 69.5: 10.8 30.5
Old : 100.0: 40.6 14.4 29.8 18.8 25.4 89.2 69.5: 10.8 30.5
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 : 245: 81 55 79 54 81 181 184:
Old : 245: 81 55 79 54 81 181 184:
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 11.3 25.3 18.7 16.1 9.1 23.7 14.1
Old : 16.8 11.3 25.3 18.7 16.1 9.1 23.7 14.1
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, September 26, 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 : 29,633: 1,220 11,559 4,819 22,831 11,703 28,870 28,082: 763 1,551
Old : 29,633: 1,220 11,559 4,819 22,831 11,703 28,870 28,082: 763 1,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -546: 279 -864 -197 -518 622 -436 -440: -110 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 39.0 16.3 77.0 39.5 97.4 94.8: 2.6 5.2
Old : 100.0: 4.1 39.0 16.3 77.0 39.5 97.4 94.8: 2.6 5.2
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 : 60: 13 12 13 30 25 48 45:
Old : 60: 13 12 13 30 25 48 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 42.1 66.1 62.4 41.7 39.7 55.5 57.4
Old : 46.9 42.1 66.1 62.4 41.7 39.7 55.5 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 41,496: 16,680 5,280 0 22,573 34,859 39,253 40,139: 2,243 1,357
Old : 41,496: 16,680 5,280 0 22,573 34,859 39,253 40,139: 2,243 1,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 1,591: 723 -132 0 733 1,850 1,456 1,718: 135 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 12.7 0.0 54.4 84.0 94.6 96.7: 5.4 3.3
Old : 100.0: 40.2 12.7 0.0 54.4 84.0 94.6 96.7: 5.4 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: 15 6 0 5 8 20 14:
Old : 32: 15 6 0 5 8 20 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 : 84.8 75.6 89.3 92.1 84.8 75.6 89.3 91.5
Old : 84.8 75.6 89.3 92.1 84.8 75.6 89.3 91.5
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, September 26, 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 : 212,970: 101,550 25,389 18,797 47,382 146,341 167,728 190,527: 45,241 22,443
Old : 212,970: 101,550 25,389 18,797 47,382 146,341 167,728 190,527: 45,241 22,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -116,873: 1,668 -13,693 412 -116,858 -100,006 -114,778 -113,287: -2,095 -3,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 11.9 8.8 22.2 68.7 78.8 89.5: 21.2 10.5
Old : 100.0: 47.7 11.9 8.8 22.2 68.7 78.8 89.5: 21.2 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 56 17 24 26 30 90 63:
Old : 113: 56 17 24 26 30 90 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 : 23.8 48.6 32.9 58.7 22.7 48.2 31.6 57.8
Old : 23.8 48.6 32.9 58.7 22.7 48.2 31.6 57.8
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, September 26, 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 : 41,012: 15,208 16,633 1,867 13,898 6,553 30,974 25,053: 10,039 15,960
Old : 41,012: 15,208 16,633 1,867 13,898 6,553 30,974 25,053: 10,039 15,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 4,554: 1,714 1,910 332 3,569 778 5,616 3,020: -1,061 1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 40.6 4.6 33.9 16.0 75.5 61.1: 24.5 38.9
Old : 100.0: 37.1 40.6 4.6 33.9 16.0 75.5 61.1: 24.5 38.9
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 : 36: 11 14 5 6 7 20 23:
Old : 36: 11 14 5 6 7 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 30.3 58.8 40.9 44.1 30.3 58.8 40.4
Old : 44.1 30.3 58.8 40.9 44.1 30.3 58.8 40.4
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, September 26, 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 : 220,123: 134,621 50,779 1,826 75,245 164,444 211,692 217,049: 8,431 3,074
Old : 220,123: 134,621 50,779 1,826 75,245 164,444 211,692 217,049: 8,431 3,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 1,535: -1,717 -8,470 287 3,542 9,489 2,112 1,306: -577 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 23.1 0.8 34.2 74.7 96.2 98.6: 3.8 1.4
Old : 100.0: 61.2 23.1 0.8 34.2 74.7 96.2 98.6: 3.8 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 : 153: 76 41 11 20 22 103 67:
Old : 153: 76 41 11 20 22 103 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 : 39.8 59.9 58.3 76.5 39.8 59.9 58.3 76.3
Old : 39.8 59.9 58.3 76.5 39.8 59.9 58.3 76.3
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, September 26, 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 : 256,688: 78,465 76,247 49,241 91,727 103,070 219,433 228,558: 37,255 28,130
Old : 256,688: 78,465 76,247 49,241 91,727 103,070 219,433 228,558: 37,255 28,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -11,872: 2,975 -10,483 -1,244 -16,646 3,022 -14,916 -8,706: 3,044 -3,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 29.7 19.2 35.7 40.2 85.5 89.0: 14.5 11.0
Old : 100.0: 30.6 29.7 19.2 35.7 40.2 85.5 89.0: 14.5 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 : 134: 43 34 30 35 45 98 90:
Old : 134: 43 34 30 35 45 98 90:
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 : 21.2 24.4 33.5 39.2 20.7 23.0 29.8 31.5
Old : 21.2 24.4 33.5 39.2 20.7 23.0 29.8 31.5
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, September 26, 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 : 259,784: 35,608 108,450 42,226 161,891 70,753 239,725 221,430: 20,059 38,355
Old : 259,784: 35,608 108,450 42,226 161,891 70,753 239,725 221,430: 20,059 38,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 27,210: -1,459 18,527 6,577 22,001 -864 27,119 24,240: 92 2,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 41.7 16.3 62.3 27.2 92.3 85.2: 7.7 14.8
Old : 100.0: 13.7 41.7 16.3 62.3 27.2 92.3 85.2: 7.7 14.8
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 : 116: 24 44 26 34 34 71 91:
Old : 116: 24 44 26 34 34 71 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 33.1 51.0 43.4 34.7 31.0 44.8 38.7
Old : 37.4 33.1 51.0 43.4 34.7 31.0 44.8 38.7
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, September 26, 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 : 517,813: 182,680 88,775 66,675 186,261 299,950 435,616 455,399: 82,197 62,414
Old : 517,813: 182,680 88,775 66,675 186,261 299,950 435,616 455,399: 82,197 62,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 3,042: -6,025 -33,375 6,853 1,775 27,859 2,603 1,337: 439 1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 17.1 12.9 36.0 57.9 84.1 87.9: 15.9 12.1
Old : 100.0: 35.3 17.1 12.9 36.0 57.9 84.1 87.9: 15.9 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 100 64 72 64 67 197 171:
Old : 256: 100 64 72 64 67 197 171:
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 : 20.9 29.6 31.3 41.4 20.4 29.3 29.0 39.8
Old : 20.9 29.6 31.3 41.4 20.4 29.3 29.0 39.8
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 with Delta-adjusted Options and Futures Combined, September 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 34,235: 10,263 2,849 832 9,229 26,710 20,324 30,391: 13,911 3,844
Old : 34,235: 10,263 2,849 832 9,229 26,710 20,324 30,391: 13,911 3,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 1,130: -806 1,196 -3 -94 34 -903 1,227: 2,033 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 8.3 2.4 27.0 78.0 59.4 88.8: 40.6 11.2
Old : 100.0: 30.0 8.3 2.4 27.0 78.0 59.4 88.8: 40.6 11.2
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: 7 4 3 9 5 18 10:
Old : 21: 7 4 3 9 5 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 82.4 45.9 88.1 30.4 79.7 43.1 82.1
Old : 31.9 82.4 45.9 88.1 30.4 79.7 43.1 82.1
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, September 26, 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 : 43,304: 23,759 12,380 379 16,949 29,863 41,087 42,622: 2,217 682
Old : 43,304: 23,759 12,380 379 16,949 29,863 41,087 42,622: 2,217 682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 11,386: 1,540 1,076 -314 10,082 10,445 11,308 11,207: 78 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 28.6 0.9 39.1 69.0 94.9 98.4: 5.1 1.6
Old : 100.0: 54.9 28.6 0.9 39.1 69.0 94.9 98.4: 5.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 13 10 2 7 6 21 17:
Old : 33: 13 10 2 7 6 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 85.1 87.4 93.5 59.0 60.7 64.4 69.1
Old : 77.9 85.1 87.4 93.5 59.0 60.7 64.4 69.1
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, September 26, 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 : 35,914: 22,369 14,316 286 7,499 17,287 30,154 31,889: 5,760 4,025
Old : 35,914: 22,369 14,316 286 7,499 17,287 30,154 31,889: 5,760 4,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -1,159: -879 -2,262 135 -995 120 -1,739 -2,007: 580 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 39.9 0.8 20.9 48.1 84.0 88.8: 16.0 11.2
Old : 100.0: 62.3 39.9 0.8 20.9 48.1 84.0 88.8: 16.0 11.2
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 : 72: 36 20 3 8 11 45 33:
Old : 72: 36 20 3 8 11 45 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 : 39.0 49.0 54.8 69.4 39.0 48.9 53.0 66.7
Old : 39.0 49.0 54.8 69.4 39.0 48.9 53.0 66.7
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, September 26, 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 : 19,661: 16,013 4,657 0 2,847 14,458 18,860 19,115: 801 546
Old : 19,661: 16,013 4,657 0 2,847 14,458 18,860 19,115: 801 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -182: -1,496 17 -57 1,455 -18 -98 -58: -84 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 23.7 0.0 14.5 73.5 95.9 97.2: 4.1 2.8
Old : 100.0: 81.4 23.7 0.0 14.5 73.5 95.9 97.2: 4.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 16 7 0 4 5 20 12:
Old : 30: 16 7 0 4 5 20 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 : 60.5 85.3 79.5 94.3 58.5 82.8 75.7 89.9
Old : 60.5 85.3 79.5 94.3 58.5 82.8 75.7 89.9
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, September 26, 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 :21,150,543: 1,025,442 2,554,993 8,877,851 10,568,558 8,560,399 20,471,852 19,993,243: 678,692 1,157,300
Old :21,150,543: 1,025,442 2,554,993 8,877,851 10,568,558 8,560,399 20,471,852 19,993,243: 678,692 1,157,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 257,665: -73,981 167,830 265,897 73,176 -191,775 265,092 241,952: -7,427 15,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 12.1 42.0 50.0 40.5 96.8 94.5: 3.2 5.5
Old : 100.0: 4.8 12.1 42.0 50.0 40.5 96.8 94.5: 3.2 5.5
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 : 348: 59 134 148 127 146 284 337:
Old : 348: 59 134 148 127 146 284 337:
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 : 29.4 19.7 42.4 32.7 19.5 9.9 23.1 13.1
Old : 29.4 19.7 42.4 32.7 19.5 9.9 23.1 13.1
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, September 26, 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 : 810,608: 117,549 93,613 110,587 494,284 508,948 722,420 713,148: 88,188 97,460
Old : 810,608: 117,549 93,613 110,587 494,284 508,948 722,420 713,148: 88,188 97,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -11,589: 3,229 -1,024 -3,574 -13,010 -6,098 -13,354 -10,695: 1,765 -894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 11.5 13.6 61.0 62.8 89.1 88.0: 10.9 12.0
Old : 100.0: 14.5 11.5 13.6 61.0 62.8 89.1 88.0: 10.9 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 : 701: 174 180 192 250 270 526 540:
Old : 701: 174 180 192 250 270 526 540:
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 : 15.6 12.8 25.0 20.9 13.5 12.2 21.1 17.6
Old : 15.6 12.8 25.0 20.9 13.5 12.2 21.1 17.6
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, September 26, 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 : 89,176: 5,363 4,737 19,411 38,366 41,064 63,139 65,212: 26,037 23,964
Old : 89,176: 5,363 4,737 19,411 38,366 41,064 63,139 65,212: 26,037 23,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -4,539: -290 -908 -2,866 205 271 -2,951 -3,503: -1,588 -1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 5.3 21.8 43.0 46.0 70.8 73.1: 29.2 26.9
Old : 100.0: 6.0 5.3 21.8 43.0 46.0 70.8 73.1: 29.2 26.9
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 : 68: 15 18 26 29 28 61 55:
Old : 68: 15 18 26 29 28 61 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 29.2 39.0 42.9 19.6 21.8 26.1 29.3
Old : 25.0 29.2 39.0 42.9 19.6 21.8 26.1 29.3
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, September 26, 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 : 3,607,159: 569,372 452,816 447,443 2,279,590 2,339,423 3,296,406 3,239,682: 310,754 367,478
Old : 3,607,159: 569,372 452,816 447,443 2,279,590 2,339,423 3,296,406 3,239,682: 310,754 367,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -35,249: 14,017 -4,155 41 -66,073 -31,847 -52,015 -35,961: 16,766 712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 12.6 12.4 63.2 64.9 91.4 89.8: 8.6 10.2
Old : 100.0: 15.8 12.6 12.4 63.2 64.9 91.4 89.8: 8.6 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 680: 168 172 181 243 263 504 523:
Old : 680: 168 172 181 243 263 504 523:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 13.3 27.1 21.5 15.2 13.1 23.7 19.1
Old : 17.5 13.3 27.1 21.5 15.2 13.1 23.7 19.1
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, September 26, 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 : 27,179: 12,209 0 0 12,180 26,523 24,389 26,523: 2,790 656
Old : 27,179: 12,209 0 0 12,180 26,523 24,389 26,523: 2,790 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 1,263: 918 0 0 525 1,267 1,443 1,267: -180 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 0.0 0.0 44.8 97.6 89.7 97.6: 10.3 2.4
Old : 100.0: 44.9 0.0 0.0 44.8 97.6 89.7 97.6: 10.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 0 0 7 9 16 9:
Old : 24: 9 0 0 7 9 16 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 : 62.3 78.0 78.8 95.2 62.3 78.0 78.8 95.1
Old : 62.3 78.0 78.8 95.2 62.3 78.0 78.8 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 23,595: 333 1,188 0 21,527 21,176 21,860 22,364: 1,735 1,231
Old : 23,595: 333 1,188 0 21,527 21,176 21,860 22,364: 1,735 1,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 222: -345 414 0 1,142 -529 797 -115: -575 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 5.0 0.0 91.2 89.7 92.6 94.8: 7.4 5.2
Old : 100.0: 1.4 5.0 0.0 91.2 89.7 92.6 94.8: 7.4 5.2
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 : 25: 1 2 0 14 9 15 11:
Old : 25: 1 2 0 14 9 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 : 56.9 76.4 76.3 90.9 56.9 76.4 76.3 90.9
Old : 56.9 76.4 76.3 90.9 56.9 76.4 76.3 90.9
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, September 26, 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 : 88,200: 24,811 2,655 683 49,474 81,390 74,968 84,728: 13,232 3,472
Old : 88,200: 24,811 2,655 683 49,474 81,390 74,968 84,728: 13,232 3,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 2,785: 1,550 -15 188 280 3,311 2,018 3,484: 767 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.0 0.8 56.1 92.3 85.0 96.1: 15.0 3.9
Old : 100.0: 28.1 3.0 0.8 56.1 92.3 85.0 96.1: 15.0 3.9
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 : 85: 15 7 5 39 38 54 50:
Old : 85: 15 7 5 39 38 54 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 : 36.6 49.5 52.0 71.1 36.6 49.5 51.6 71.1
Old : 36.6 49.5 52.0 71.1 36.6 49.5 51.6 71.1
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, September 26, 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 : 56,259: 20,262 14,281 2,297 26,657 31,898 49,217 48,477: 7,042 7,783
Old : 56,259: 20,262 14,281 2,297 26,657 31,898 49,217 48,477: 7,042 7,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 1,557: -662 1,298 378 1,317 -423 1,032 1,252: 525 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 25.4 4.1 47.4 56.7 87.5 86.2: 12.5 13.8
Old : 100.0: 36.0 25.4 4.1 47.4 56.7 87.5 86.2: 12.5 13.8
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 : 287: 70 80 33 72 94 158 191:
Old : 287: 70 80 33 72 94 158 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 16.7 39.7 27.9 27.2 16.6 38.5 27.7
Old : 27.2 16.7 39.7 27.9 27.2 16.6 38.5 27.7
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, September 26, 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 : 281,297: 101,312 71,407 11,487 133,286 159,490 246,085 242,384: 35,212 38,913
Old : 281,297: 101,312 71,407 11,487 133,286 159,490 246,085 242,384: 35,212 38,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 7,784: -3,312 6,490 1,889 6,583 -2,117 5,160 6,262: 2,624 1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 25.4 4.1 47.4 56.7 87.5 86.2: 12.5 13.8
Old : 100.0: 36.0 25.4 4.1 47.4 56.7 87.5 86.2: 12.5 13.8
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 : 287: 70 80 33 72 94 158 191:
Old : 287: 70 80 33 72 94 158 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 16.7 39.7 27.9 27.2 16.6 38.5 27.7
Old : 27.2 16.7 39.7 27.9 27.2 16.6 38.5 27.7
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, September 26, 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 : 176,111: 102,890 24,921 15,187 22,857 113,438 140,934 153,546: 35,177 22,565
Old : 176,111: 102,890 24,921 15,187 22,857 113,438 140,934 153,546: 35,177 22,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -2,243: 587 -4,779 2,012 -4,210 -572 -1,612 -3,340: -631 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 14.2 8.6 13.0 64.4 80.0 87.2: 20.0 12.8
Old : 100.0: 58.4 14.2 8.6 13.0 64.4 80.0 87.2: 20.0 12.8
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 : 97: 51 13 20 23 25 78 54:
Old : 97: 51 13 20 23 25 78 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 47.9 35.0 61.4 22.9 46.9 35.0 58.8
Old : 22.9 47.9 35.0 61.4 22.9 46.9 35.0 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 551,503: 151,659 174,540 12,165 367,206 352,917 531,031 539,622: 20,472 11,881
Old : 551,503: 151,659 174,540 12,165 367,206 352,917 531,031 539,622: 20,472 11,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 23,336: 14,696 -2,120 2,968 3,074 22,283 20,738 23,131: 2,598 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 31.6 2.2 66.6 64.0 96.3 97.8: 3.7 2.2
Old : 100.0: 27.5 31.6 2.2 66.6 64.0 96.3 97.8: 3.7 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 : 268: 62 41 21 97 104 168 157:
Old : 268: 62 41 21 97 104 168 157:
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 26.4 33.7 41.4 19.5 26.4 30.4 40.2
Old : 22.4 26.4 33.7 41.4 19.5 26.4 30.4 40.2
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, September 26, 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 : 36,802: 15,611 10,618 161 14,277 22,323 30,049 33,102: 6,753 3,700
Old : 36,802: 15,611 10,618 161 14,277 22,323 30,049 33,102: 6,753 3,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 50: 273 1,414 -72 770 -1,191 971 151: -921 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 28.9 0.4 38.8 60.7 81.7 89.9: 18.3 10.1
Old : 100.0: 42.4 28.9 0.4 38.8 60.7 81.7 89.9: 18.3 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 4 1 15 9 34 13:
Old : 42: 18 4 1 15 9 34 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 : 34.0 71.6 49.4 87.0 34.0 71.6 49.4 86.3
Old : 34.0 71.6 49.4 87.0 34.0 71.6 49.4 86.3
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, September 26, 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 : 53,628: 17,375 8,712 1,099 25,255 26,527 43,729 36,338: 9,899 17,290
Old : 53,628: 17,375 8,712 1,099 25,255 26,527 43,729 36,338: 9,899 17,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 2,872: -1,209 26 -80 3,399 4,455 2,110 4,401: 762 -1,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 16.2 2.0 47.1 49.5 81.5 67.8: 18.5 32.2
Old : 100.0: 32.4 16.2 2.0 47.1 49.5 81.5 67.8: 18.5 32.2
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 : 86: 24 20 4 28 24 53 47:
Old : 86: 24 20 4 28 24 53 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 : 20.2 31.4 34.0 40.0 20.0 29.6 32.6 38.0
Old : 20.2 31.4 34.0 40.0 20.0 29.6 32.6 38.0
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, September 26, 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 : 110,327: 6,288 10,123 32,719 71,306 67,483 110,313 110,325: 14 2
Old : 110,327: 6,288 10,123 32,719 71,306 67,483 110,313 110,325: 14 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 1,217: 0 -410 647 570 980 1,217 1,217: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 9.2 29.7 64.6 61.2 100.0 100.0: 0.0 0.0
Old : 100.0: 5.7 9.2 29.7 64.6 61.2 100.0 100.0: 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 : 23: 3 2 2 12 14 17 16:
Old : 23: 3 2 2 12 14 17 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 : 86.9 80.5 97.0 94.8 35.4 25.0 36.3 33.6
Old : 86.9 80.5 97.0 94.8 35.4 25.0 36.3 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2017