MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 20,608: 2,060 3,692 1,280 17,028 15,396 20,368 20,368: 240 240
Old : 20,608: 2,060 3,692 1,280 17,028 15,396 20,368 20,368: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -2,436: 620 -728 -420 -2,612 -1,264 -2,412 -2,412: -24 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 17.9 6.2 82.6 74.7 98.8 98.8: 1.2 1.2
Old : 100.0: 10.0 17.9 6.2 82.6 74.7 98.8 98.8: 1.2 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 : 23: 5 9 3 7 7 14 17:
Old : 23: 5 9 3 7 7 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 58.8 92.0 86.4 57.1 41.6 61.9 54.4
Old : 80.8 58.8 92.0 86.4 57.1 41.6 61.9 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 8,760: 466 1,264 1,430 5,894 5,590 7,790 8,284: 971 476
Old : 8,760: 466 1,264 1,430 5,894 5,590 7,790 8,284: 971 476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 415: 6 70 15 371 300 392 385: 22 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 14.4 16.3 67.3 63.8 88.9 94.6: 11.1 5.4
Old : 100.0: 5.3 14.4 16.3 67.3 63.8 88.9 94.6: 11.1 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 : 41: 9 6 11 23 20 36 33:
Old : 41: 9 6 11 23 20 36 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 : 41.7 41.3 56.8 58.6 40.7 37.3 45.3 46.3
Old : 41.7 41.3 56.8 58.6 40.7 37.3 45.3 46.3
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, October 03, 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 : 49,294: 15,193 6,428 13,893 16,605 18,851 45,691 39,173: 3,602 10,121
Old : 49,294: 15,193 6,428 13,893 16,605 18,851 45,691 39,173: 3,602 10,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 994: 350 144 99 475 327 924 570: 70 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 13.0 28.2 33.7 38.2 92.7 79.5: 7.3 20.5
Old : 100.0: 30.8 13.0 28.2 33.7 38.2 92.7 79.5: 7.3 20.5
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 : 90: 24 21 31 36 33 73 72:
Old : 90: 24 21 31 36 33 73 72:
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 : 28.0 24.4 45.3 40.4 26.3 20.2 38.3 27.8
Old : 28.0 24.4 45.3 40.4 26.3 20.2 38.3 27.8
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, October 03, 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 : 11,204: 939 391 2,599 6,575 7,765 10,113 10,755: 1,091 450
Old : 11,204: 939 391 2,599 6,575 7,765 10,113 10,755: 1,091 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 402: 95 62 101 226 191 422 354: -20 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.5 23.2 58.7 69.3 90.3 96.0: 9.7 4.0
Old : 100.0: 8.4 3.5 23.2 58.7 69.3 90.3 96.0: 9.7 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 : 40: 7 6 9 25 19 36 30:
Old : 40: 7 6 9 25 19 36 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 40.0 55.6 61.2 26.0 35.0 36.1 43.0
Old : 37.3 40.0 55.6 61.2 26.0 35.0 36.1 43.0
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, October 03, 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 : 5,269: 247 384 1,793 2,666 1,433 4,706 3,610: 563 1,659
Old : 5,269: 247 384 1,793 2,666 1,433 4,706 3,610: 563 1,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 323: 29 83 129 85 10 242 222: 81 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 7.3 34.0 50.6 27.2 89.3 68.5: 10.7 31.5
Old : 100.0: 4.7 7.3 34.0 50.6 27.2 89.3 68.5: 10.7 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: 4 5 8 8 7 16 16:
Old : 20: 4 5 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 : 55.8 43.5 77.8 61.7 46.8 28.2 52.3 32.7
Old : 55.8 43.5 77.8 61.7 46.8 28.2 52.3 32.7
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, October 03, 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 : 324,279: 88,713 33,819 103,635 110,665 139,899 303,014 277,353: 21,265 46,926
Old : 324,072: 88,714 33,809 103,613 110,665 139,822 302,993 277,244: 21,079 46,828
Other: 207: 20 31 1 0 77 21 109: 186 98
: : :
: : Changes in Commitments from: September 26, 2017 :
: -13,165: -312 -9,131 -6,748 -5,592 2,481 -12,652 -13,399: -513 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 10.4 32.0 34.1 43.1 93.4 85.5: 6.6 14.5
Old : 100.0: 27.4 10.4 32.0 34.1 43.1 93.5 85.6: 6.5 14.4
Other: 100.0: 9.7 15.0 0.5 0.0 37.2 10.1 52.7: 89.9 47.3
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 102 106 151 82 93 279 275:
Old : 337: 102 107 151 82 93 279 275:
Other: 8: 2 2 1 0 3 3 6:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 11.8 22.2 17.8 13.2 11.0 21.3 15.6
Old : 13.4 11.8 22.2 17.8 13.2 11.0 21.3 15.6
Other: 10.1 51.7 10.1 52.7 9.7 51.7 9.7 52.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 393,082: 142,145 16,888 86,934 135,381 230,550 364,460 334,371: 28,622 58,711
Old : 393,082: 142,145 16,888 86,934 135,381 230,550 364,460 334,371: 28,622 58,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -4,545: 2,072 -6,425 -4,177 -1,498 7,844 -3,603 -2,758: -941 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 4.3 22.1 34.4 58.7 92.7 85.1: 7.3 14.9
Old : 100.0: 36.2 4.3 22.1 34.4 58.7 92.7 85.1: 7.3 14.9
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 : 410: 139 72 141 137 173 337 334:
Old : 410: 139 72 141 137 173 337 334:
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 : 14.6 17.5 24.2 24.8 14.6 16.7 23.9 23.7
Old : 14.6 17.5 24.2 24.8 14.6 16.7 23.9 23.7
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, October 03, 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 : 6,105: 3,168 1,357 558 683 3,165 4,409 5,080: 1,697 1,025
Old : 6,105: 3,168 1,357 558 683 3,165 4,409 5,080: 1,697 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -55: 288 32 -217 -194 -16 -123 -201: 67 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 22.2 9.1 11.2 51.8 72.2 83.2: 27.8 16.8
Old : 100.0: 51.9 22.2 9.1 11.2 51.8 72.2 83.2: 27.8 16.8
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 : 68: 33 9 10 17 22 55 36:
Old : 68: 33 9 10 17 22 55 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 40.1 34.0 56.1 24.8 39.7 33.6 55.3
Old : 24.8 40.1 34.0 56.1 24.8 39.7 33.6 55.3
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, October 03, 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 : 68,644: 28,640 9,890 17,901 14,494 19,792 61,035 47,583: 7,609 21,060
Old : 68,644: 28,640 9,890 17,901 14,494 19,792 61,035 47,583: 7,609 21,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -2,334: -198 -323 -3,223 1,145 1,790 -2,276 -1,756: -58 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 14.4 26.1 21.1 28.8 88.9 69.3: 11.1 30.7
Old : 100.0: 41.7 14.4 26.1 21.1 28.8 88.9 69.3: 11.1 30.7
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 : 239: 78 51 74 58 85 180 178:
Old : 239: 78 51 74 58 85 180 178:
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 : 17.9 11.8 27.4 19.6 16.1 9.7 24.4 15.0
Old : 17.9 11.8 27.4 19.6 16.1 9.7 24.4 15.0
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, October 03, 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 : 29,742: 1,072 11,458 4,947 23,042 11,817 29,061 28,222: 681 1,520
Old : 29,742: 1,072 11,458 4,947 23,042 11,817 29,061 28,222: 681 1,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 108: -148 -102 128 211 114 191 140: -82 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 38.5 16.6 77.5 39.7 97.7 94.9: 2.3 5.1
Old : 100.0: 3.6 38.5 16.6 77.5 39.7 97.7 94.9: 2.3 5.1
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 : 60: 12 13 14 30 25 49 45:
Old : 60: 12 13 14 30 25 49 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 : 48.0 42.5 66.8 62.8 42.0 40.1 56.1 57.7
Old : 48.0 42.5 66.8 62.8 42.0 40.1 56.1 57.7
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, October 03, 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 : 46,079: 21,203 7,486 0 22,789 36,984 43,992 44,470: 2,087 1,609
Old : 46,079: 21,203 7,486 0 22,789 36,984 43,992 44,470: 2,087 1,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 4,583: 4,523 2,206 0 216 2,125 4,739 4,331: -156 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 16.2 0.0 49.5 80.3 95.5 96.5: 4.5 3.5
Old : 100.0: 46.0 16.2 0.0 49.5 80.3 95.5 96.5: 4.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 16 5 0 5 8 21 13:
Old : 32: 16 5 0 5 8 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 : 86.6 71.6 90.2 92.0 86.6 71.6 90.2 91.5
Old : 86.6 71.6 90.2 92.0 86.6 71.6 90.2 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, October 03, 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 : 207,555: 98,326 20,325 16,972 48,490 149,083 163,789 186,380: 43,767 21,175
Old : 207,555: 98,326 20,325 16,972 48,490 149,083 163,789 186,380: 43,767 21,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -5,414: -3,223 -5,064 -1,824 1,108 2,742 -3,939 -4,146: -1,475 -1,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 9.8 8.2 23.4 71.8 78.9 89.8: 21.1 10.2
Old : 100.0: 47.4 9.8 8.2 23.4 71.8 78.9 89.8: 21.1 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 : 107: 53 15 24 26 29 88 59:
Old : 107: 53 15 24 26 29 88 59:
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 : 23.9 51.7 33.1 62.1 23.0 51.4 31.9 61.2
Old : 23.9 51.7 33.1 62.1 23.0 51.4 31.9 61.2
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, October 03, 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 : 45,932: 17,653 20,570 2,161 17,602 6,384 37,415 29,115: 8,516 16,817
Old : 45,932: 17,653 20,570 2,161 17,602 6,384 37,415 29,115: 8,516 16,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 4,919: 2,445 3,937 294 3,703 -169 6,442 4,062: -1,522 857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 44.8 4.7 38.3 13.9 81.5 63.4: 18.5 36.6
Old : 100.0: 38.4 44.8 4.7 38.3 13.9 81.5 63.4: 18.5 36.6
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 : 38: 13 14 6 6 7 22 24:
Old : 38: 13 14 6 6 7 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 32.4 63.4 44.1 49.2 32.4 63.4 43.2
Old : 49.2 32.4 63.4 44.1 49.2 32.4 63.4 43.2
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, October 03, 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 : 204,526: 117,452 28,264 2,917 75,774 170,724 196,143 201,904: 8,383 2,621
Old : 204,526: 117,452 28,264 2,917 75,774 170,724 196,143 201,904: 8,383 2,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -15,598: -17,169 -22,515 1,091 529 6,280 -15,549 -15,144: -48 -453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 13.8 1.4 37.0 83.5 95.9 98.7: 4.1 1.3
Old : 100.0: 57.4 13.8 1.4 37.0 83.5 95.9 98.7: 4.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 74 38 9 21 21 100 63:
Old : 147: 74 38 9 21 21 100 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 : 41.6 67.7 59.4 80.7 41.6 67.6 59.4 80.5
Old : 41.6 67.7 59.4 80.7 41.6 67.6 59.4 80.5
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, October 03, 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 : 233,081: 76,958 59,167 45,434 71,039 100,785 193,431 205,386: 39,650 27,695
Old : 233,081: 76,958 59,167 45,434 71,039 100,785 193,431 205,386: 39,650 27,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -23,607: -1,507 -17,080 -3,807 -20,688 -2,285 -26,002 -23,172: 2,395 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 25.4 19.5 30.5 43.2 83.0 88.1: 17.0 11.9
Old : 100.0: 33.0 25.4 19.5 30.5 43.2 83.0 88.1: 17.0 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 46 30 30 31 43 97 83:
Old : 128: 46 30 30 31 43 97 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 25.9 32.7 40.1 19.2 22.9 27.1 30.7
Old : 21.1 25.9 32.7 40.1 19.2 22.9 27.1 30.7
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, October 03, 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 : 304,745: 47,746 136,717 50,825 186,286 76,421 284,858 263,963: 19,887 40,782
Old : 304,745: 47,746 136,717 50,825 186,286 76,421 284,858 263,963: 19,887 40,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 44,961: 12,138 28,266 8,599 24,396 5,668 45,132 42,533: -172 2,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 44.9 16.7 61.1 25.1 93.5 86.6: 6.5 13.4
Old : 100.0: 15.7 44.9 16.7 61.1 25.1 93.5 86.6: 6.5 13.4
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 : 122: 24 47 28 33 38 71 99:
Old : 122: 24 47 28 33 38 71 99:
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 33.3 52.8 43.7 33.7 30.9 45.2 38.9
Old : 36.6 33.3 52.8 43.7 33.7 30.9 45.2 38.9
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, October 03, 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 : 531,584: 186,424 91,116 71,833 192,876 306,345 451,133 469,294: 80,451 62,290
Old : 531,584: 186,424 91,116 71,833 192,876 306,345 451,133 469,294: 80,451 62,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 13,771: 3,743 2,342 5,159 6,615 6,395 15,517 13,895: -1,746 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 17.1 13.5 36.3 57.6 84.9 88.3: 15.1 11.7
Old : 100.0: 35.1 17.1 13.5 36.3 57.6 84.9 88.3: 15.1 11.7
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 : 257: 100 64 71 64 65 195 170:
Old : 257: 100 64 71 64 65 195 170:
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 : 20.0 29.0 30.3 41.0 19.4 28.7 27.9 39.4
Old : 20.0 29.0 30.3 41.0 19.4 28.7 27.9 39.4
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, October 03, 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 : 33,901: 10,905 2,697 1,004 9,162 26,739 21,071 30,440: 12,830 3,461
Old : 33,901: 10,905 2,697 1,004 9,162 26,739 21,071 30,440: 12,830 3,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -334: 642 -152 172 -67 29 747 49: -1,081 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 8.0 3.0 27.0 78.9 62.2 89.8: 37.8 10.2
Old : 100.0: 32.2 8.0 3.0 27.0 78.9 62.2 89.8: 37.8 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 : 23: 9 4 4 9 5 20 11:
Old : 23: 9 4 4 9 5 20 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 82.8 45.8 88.5 30.5 80.0 43.0 82.5
Old : 32.0 82.8 45.8 88.5 30.5 80.0 43.0 82.5
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, October 03, 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 : 37,056: 24,838 7,146 286 10,034 29,004 35,158 36,436: 1,898 620
Old : 37,056: 24,838 7,146 286 10,034 29,004 35,158 36,436: 1,898 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -6,248: 1,079 -5,234 -93 -6,915 -859 -5,929 -6,186: -319 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 19.3 0.8 27.1 78.3 94.9 98.3: 5.1 1.7
Old : 100.0: 67.0 19.3 0.8 27.1 78.3 94.9 98.3: 5.1 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 : 36: 14 11 1 6 6 21 17:
Old : 36: 14 11 1 6 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 : 75.4 80.5 86.4 92.6 75.4 80.5 86.2 91.4
Old : 75.4 80.5 86.4 92.6 75.4 80.5 86.2 91.4
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, October 03, 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 : 34,175: 20,928 12,810 272 7,575 17,246 28,775 30,328: 5,400 3,847
Old : 34,175: 20,928 12,810 272 7,575 17,246 28,775 30,328: 5,400 3,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -1,739: -1,441 -1,506 -14 76 -41 -1,379 -1,561: -360 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 37.5 0.8 22.2 50.5 84.2 88.7: 15.8 11.3
Old : 100.0: 61.2 37.5 0.8 22.2 50.5 84.2 88.7: 15.8 11.3
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 : 70: 33 21 4 9 10 42 35:
Old : 70: 33 21 4 9 10 42 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 : 37.9 51.8 52.8 70.3 37.9 51.8 51.8 67.2
Old : 37.9 51.8 52.8 70.3 37.9 51.8 51.8 67.2
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, October 03, 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 : 19,529: 13,674 4,465 0 4,807 14,480 18,481 18,945: 1,048 584
Old : 19,529: 13,674 4,465 0 4,807 14,480 18,481 18,945: 1,048 584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -132: -2,339 -192 0 1,960 22 -379 -170: 247 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 22.9 0.0 24.6 74.1 94.6 97.0: 5.4 3.0
Old : 100.0: 70.0 22.9 0.0 24.6 74.1 94.6 97.0: 5.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 13 7 0 5 5 18 12:
Old : 28: 13 7 0 5 5 18 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 : 50.3 85.9 80.4 94.2 50.3 83.2 76.7 89.5
Old : 50.3 85.9 80.4 94.2 50.3 83.2 76.7 89.5
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, October 03, 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 :22,012,891: 1,022,258 2,676,789 9,455,176 10,915,802 8,691,480 21,393,236 20,823,446: 619,656 1,189,446
Old :22,012,891: 1,022,258 2,676,789 9,455,176 10,915,802 8,691,480 21,393,236 20,823,446: 619,656 1,189,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 862,348: -3,184 121,797 577,324 347,243 131,081 921,384 830,202: -59,036 32,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 12.2 43.0 49.6 39.5 97.2 94.6: 2.8 5.4
Old : 100.0: 4.6 12.2 43.0 49.6 39.5 97.2 94.6: 2.8 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 : 338: 56 131 149 124 143 279 329:
Old : 338: 56 131 149 124 143 279 329:
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 19.8 42.8 32.9 19.3 10.1 23.2 13.2
Old : 29.2 19.8 42.8 32.9 19.3 10.1 23.2 13.2
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, October 03, 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 : 836,602: 115,704 97,496 127,010 496,818 504,062 739,532 728,567: 97,071 108,035
Old : 836,602: 115,704 97,496 127,010 496,818 504,062 739,532 728,567: 97,071 108,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 25,994: -1,845 3,883 16,423 2,534 -4,887 17,112 15,419: 8,883 10,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 11.7 15.2 59.4 60.3 88.4 87.1: 11.6 12.9
Old : 100.0: 13.8 11.7 15.2 59.4 60.3 88.4 87.1: 11.6 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 686: 175 173 193 243 263 513 535:
Old : 686: 175 173 193 243 263 513 535:
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 : 14.2 12.7 24.2 20.7 12.7 11.6 19.7 16.9
Old : 14.2 12.7 24.2 20.7 12.7 11.6 19.7 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, October 03, 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 : 112,826: 7,762 8,742 29,298 47,879 47,596 84,938 85,636: 27,888 27,190
Old : 112,826: 7,762 8,742 29,298 47,879 47,596 84,938 85,636: 27,888 27,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 23,650: 2,400 4,005 9,887 9,513 6,533 21,799 20,424: 1,851 3,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 7.7 26.0 42.4 42.2 75.3 75.9: 24.7 24.1
Old : 100.0: 6.9 7.7 26.0 42.4 42.2 75.3 75.9: 24.7 24.1
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 : 67: 18 14 26 30 27 61 55:
Old : 67: 18 14 26 30 27 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 : 26.1 27.0 38.7 41.6 16.0 18.2 22.0 24.5
Old : 26.1 27.0 38.7 41.6 16.0 18.2 22.0 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 20,357: 0 268 0 18,484 19,407 18,484 19,675: 1,873 682
Old : 20,357: 0 268 0 18,484 19,407 18,484 19,675: 1,873 682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 90.8 95.3 90.8 96.6: 9.2 3.4
Old : 100.0: 0.0 1.3 0.0 90.8 95.3 90.8 96.6: 9.2 3.4
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: 0 1 0 11 10 11 11:
Old : 20: 0 1 0 11 10 11 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 : 73.0 83.9 87.6 93.5 73.0 82.9 87.6 91.3
Old : 73.0 83.9 87.6 93.5 73.0 82.9 87.6 91.3
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, October 03, 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 : 3,618,882: 563,486 467,545 464,785 2,244,697 2,282,325 3,272,967 3,214,655: 345,914 404,226
Old : 3,618,882: 563,486 467,545 464,785 2,244,697 2,282,325 3,272,967 3,214,655: 345,914 404,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 11,722: -5,887 14,729 17,341 -34,893 -57,097 -23,439 -25,026: 35,161 36,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 12.9 12.8 62.0 63.1 90.4 88.8: 9.6 11.2
Old : 100.0: 15.6 12.9 12.8 62.0 63.1 90.4 88.8: 9.6 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 : 667: 171 166 183 235 258 492 521:
Old : 667: 171 166 183 235 258 492 521:
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 : 16.4 13.3 26.2 21.5 14.7 12.7 22.7 18.8
Old : 16.4 13.3 26.2 21.5 14.7 12.7 22.7 18.8
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, October 03, 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 : 27,969: 12,572 0 0 12,005 27,348 24,577 27,348: 3,392 621
Old : 27,969: 12,572 0 0 12,005 27,348 24,577 27,348: 3,392 621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 790: 363 0 0 -175 825 188 825: 602 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 0.0 0.0 42.9 97.8 87.9 97.8: 12.1 2.2
Old : 100.0: 44.9 0.0 0.0 42.9 97.8 87.9 97.8: 12.1 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 : 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 : 63.0 77.8 76.8 95.3 63.0 77.8 76.8 95.3
Old : 63.0 77.8 76.8 95.3 63.0 77.8 76.8 95.3
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, October 03, 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 : 23,516: 0 1,188 0 21,933 21,285 21,933 22,473: 1,583 1,043
Old : 23,516: 0 1,188 0 21,933 21,285 21,933 22,473: 1,583 1,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -79: -333 0 0 406 109 73 109: -152 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 0.0 93.3 90.5 93.3 95.6: 6.7 4.4
Old : 100.0: 0.0 5.1 0.0 93.3 90.5 93.3 95.6: 6.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 0 14 10 14 12:
Old : 25: 0 2 0 14 10 14 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 : 57.6 76.9 78.3 90.8 57.6 76.9 78.3 90.8
Old : 57.6 76.9 78.3 90.8 57.6 76.9 78.3 90.8
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, October 03, 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 : 89,979: 25,312 3,299 678 51,329 82,194 77,319 86,171: 12,660 3,808
Old : 89,979: 25,312 3,299 678 51,329 82,194 77,319 86,171: 12,660 3,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,779: 501 644 -5 1,855 804 2,351 1,443: -572 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.7 0.8 57.0 91.3 85.9 95.8: 14.1 4.2
Old : 100.0: 28.1 3.7 0.8 57.0 91.3 85.9 95.8: 14.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 14 8 6 41 38 56 51:
Old : 86: 14 8 6 41 38 56 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 48.8 53.7 68.9 38.3 48.7 53.2 68.9
Old : 38.3 48.8 53.7 68.9 38.3 48.7 53.2 68.9
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, October 03, 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 : 56,281: 20,011 13,927 2,197 27,226 32,293 49,433 48,417: 6,848 7,864
Old : 56,281: 20,011 13,927 2,197 27,226 32,293 49,433 48,417: 6,848 7,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 22: -252 -355 -100 568 395 216 -60: -195 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 24.7 3.9 48.4 57.4 87.8 86.0: 12.2 14.0
Old : 100.0: 35.6 24.7 3.9 48.4 57.4 87.8 86.0: 12.2 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 73 88 40 69 87 162 195:
Old : 289: 73 88 40 69 87 162 195:
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 : 26.6 17.0 40.6 28.7 26.6 16.9 39.1 28.1
Old : 26.6 17.0 40.6 28.7 26.6 16.9 39.1 28.1
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, October 03, 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 : 281,406: 100,054 69,633 10,985 136,128 161,466 247,167 242,085: 34,239 39,321
Old : 281,406: 100,054 69,633 10,985 136,128 161,466 247,167 242,085: 34,239 39,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 109: -1,258 -1,773 -502 2,842 1,976 1,082 -300: -973 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 24.7 3.9 48.4 57.4 87.8 86.0: 12.2 14.0
Old : 100.0: 35.6 24.7 3.9 48.4 57.4 87.8 86.0: 12.2 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 73 88 40 69 87 162 195:
Old : 289: 73 88 40 69 87 162 195:
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 : 26.6 17.0 40.6 28.7 26.6 16.9 39.1 28.1
Old : 26.6 17.0 40.6 28.7 26.6 16.9 39.1 28.1
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, October 03, 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 : 169,775: 97,861 24,595 15,246 22,632 106,714 135,738 146,555: 34,037 23,220
Old : 169,775: 97,861 24,595 15,246 22,632 106,714 135,738 146,555: 34,037 23,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -6,336: -5,029 -326 58 -225 -6,724 -5,195 -6,992: -1,141 656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 14.5 9.0 13.3 62.9 80.0 86.3: 20.0 13.7
Old : 100.0: 57.6 14.5 9.0 13.3 62.9 80.0 86.3: 20.0 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 49 15 18 20 23 74 51:
Old : 94: 49 15 18 20 23 74 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 44.9 33.2 59.4 21.4 44.3 33.2 56.7
Old : 21.4 44.9 33.2 59.4 21.4 44.3 33.2 56.7
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, October 03, 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 : 543,124: 164,177 168,243 11,491 350,586 350,634 526,254 530,367: 16,870 12,757
Old : 543,124: 164,177 168,243 11,491 350,586 350,634 526,254 530,367: 16,870 12,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -8,379: 12,518 -6,297 -675 -16,620 -2,283 -4,777 -9,255: -3,602 876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 31.0 2.1 64.5 64.6 96.9 97.7: 3.1 2.3
Old : 100.0: 30.2 31.0 2.1 64.5 64.6 96.9 97.7: 3.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 65 46 22 98 113 175 169:
Old : 282: 65 46 22 98 113 175 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 28.0 34.4 41.7 20.9 28.0 32.0 41.6
Old : 23.2 28.0 34.4 41.7 20.9 28.0 32.0 41.6
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, October 03, 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 : 37,980: 15,256 12,199 246 15,069 21,687 30,571 34,132: 7,409 3,848
Old : 37,980: 15,256 12,199 246 15,069 21,687 30,571 34,132: 7,409 3,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,178: -355 1,581 85 792 -636 522 1,030: 656 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 32.1 0.6 39.7 57.1 80.5 89.9: 19.5 10.1
Old : 100.0: 40.2 32.1 0.6 39.7 57.1 80.5 89.9: 19.5 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 : 44: 15 8 1 16 11 32 19:
Old : 44: 15 8 1 16 11 32 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 : 34.6 68.3 50.0 83.0 34.6 67.7 50.0 82.1
Old : 34.6 68.3 50.0 83.0 34.6 67.7 50.0 82.1
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, October 03, 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 : 51,135: 17,861 7,188 1,226 22,706 27,166 41,793 35,580: 9,342 15,555
Old : 51,135: 17,861 7,188 1,226 22,706 27,166 41,793 35,580: 9,342 15,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -2,493: 486 -1,524 127 -2,549 639 -1,936 -758: -557 -1,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 14.1 2.4 44.4 53.1 81.7 69.6: 18.3 30.4
Old : 100.0: 34.9 14.1 2.4 44.4 53.1 81.7 69.6: 18.3 30.4
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 : 85: 24 16 6 28 26 55 45:
Old : 85: 24 16 6 28 26 55 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 29.6 33.4 41.6 20.2 28.8 32.6 39.0
Old : 20.2 29.6 33.4 41.6 20.2 28.8 32.6 39.0
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, October 03, 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 : 111,107: 9,115 10,493 32,269 69,679 68,343 111,063 111,105: 44 2
Old : 111,107: 9,115 10,493 32,269 69,679 68,343 111,063 111,105: 44 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 780: 2,827 370 -450 -1,627 860 750 780: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.4 29.0 62.7 61.5 100.0 100.0: 0.0 0.0
Old : 100.0: 8.2 9.4 29.0 62.7 61.5 100.0 100.0: 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 : 24: 4 2 2 12 14 18 16:
Old : 24: 4 2 2 12 14 18 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 : 87.9 81.0 96.6 94.7 35.4 25.9 36.5 33.9
Old : 87.9 81.0 96.6 94.7 35.4 25.9 36.5 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 6, 2017