MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 24,540: 2,760 4,792 1,280 20,260 18,228 24,300 24,300: 240 240
Old : 24,540: 2,760 4,792 1,280 20,260 18,228 24,300 24,300: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 804: 640 -120 -120 284 1,044 804 804: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 19.5 5.2 82.6 74.3 99.0 99.0: 1.0 1.0
Old : 100.0: 11.2 19.5 5.2 82.6 74.3 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 9 3 7 7 13 17:
Old : 22: 4 9 3 7 7 13 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 : 84.7 60.4 94.7 84.5 67.5 41.4 69.4 59.4
Old : 84.7 60.4 94.7 84.5 67.5 41.4 69.4 59.4
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 24, 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 : 8,116: 280 1,344 1,318 5,812 4,912 7,410 7,574: 705 542
Old : 8,116: 280 1,344 1,318 5,812 4,912 7,410 7,574: 705 542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 565: -2 136 71 476 320 545 526: 20 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 16.6 16.2 71.6 60.5 91.3 93.3: 8.7 6.7
Old : 100.0: 3.5 16.6 16.2 71.6 60.5 91.3 93.3: 8.7 6.7
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: 6 9 11 23 20 35 34:
Old : 40: 6 9 11 23 20 35 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 : 40.2 38.7 59.3 54.7 39.4 36.4 46.9 45.1
Old : 40.2 38.7 59.3 54.7 39.4 36.4 46.9 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 45,936: 12,496 4,357 14,066 15,208 17,102 41,769 35,525: 4,167 10,410
Old : 45,936: 12,496 4,357 14,066 15,208 17,102 41,769 35,525: 4,167 10,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 3,806: -66 -1,112 2,044 1,293 1,275 3,270 2,208: 536 1,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 9.5 30.6 33.1 37.2 90.9 77.3: 9.1 22.7
Old : 100.0: 27.2 9.5 30.6 33.1 37.2 90.9 77.3: 9.1 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 20 19 28 34 32 66 67:
Old : 83: 20 19 28 34 32 66 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 : 26.0 23.2 43.2 39.0 23.2 17.7 35.2 24.4
Old : 26.0 23.2 43.2 39.0 23.2 17.7 35.2 24.4
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 24, 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 : 11,610: 1,006 376 2,788 6,573 7,825 10,367 10,988: 1,243 621
Old : 11,610: 1,006 376 2,788 6,573 7,825 10,367 10,988: 1,243 621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 860: 206 -27 130 361 669 697 772: 163 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.2 24.0 56.6 67.4 89.3 94.6: 10.7 5.4
Old : 100.0: 8.7 3.2 24.0 56.6 67.4 89.3 94.6: 10.7 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 : 39: 5 7 8 26 20 36 30:
Old : 39: 5 7 8 26 20 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 : 35.2 43.1 53.8 64.4 23.8 35.0 35.1 42.6
Old : 35.2 43.1 53.8 64.4 23.8 35.0 35.1 42.6
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, October 24, 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 : 5,132: 238 551 1,873 2,383 1,104 4,494 3,528: 638 1,604
Old : 5,132: 238 551 1,873 2,383 1,104 4,494 3,528: 638 1,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 417: 21 75 243 98 50 361 368: 56 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 10.7 36.5 46.4 21.5 87.6 68.7: 12.4 31.3
Old : 100.0: 4.6 10.7 36.5 46.4 21.5 87.6 68.7: 12.4 31.3
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 : 22: 5 4 9 8 8 17 17:
Old : 22: 5 4 9 8 8 17 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 : 53.6 42.6 74.3 60.7 41.3 23.7 47.5 29.7
Old : 53.6 42.6 74.3 60.7 41.3 23.7 47.5 29.7
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 24, 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 : 300,079: 100,737 38,314 77,151 101,418 137,048 279,305 252,513: 20,774 47,567
Old : 299,542: 100,705 38,346 76,960 101,379 136,761 279,044 252,067: 20,498 47,475
Other: 538: 94 30 129 39 287 262 446: 276 92
: : :
: : Changes in Commitments from: October 17, 2017 :
: 5,956: 6,405 3,856 -38 297 2,258 6,664 6,076: -708 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 12.8 25.7 33.8 45.7 93.1 84.1: 6.9 15.9
Old : 100.0: 33.6 12.8 25.7 33.8 45.7 93.2 84.2: 6.8 15.8
Other: 100.0: 17.4 5.6 24.0 7.3 53.3 48.7 82.9: 51.3 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 99 117 141 82 90 282 258:
Old : 337: 99 117 141 82 90 282 258:
Other: 15: 8 1 4 1 5 10 10:
:----------------------------------------------------------------------------------------------------
: 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 12.2 23.5 18.7 14.2 11.8 23.1 17.0
Old : 14.2 12.2 23.5 18.7 14.2 11.8 23.1 17.0
Other: 39.1 62.5 48.3 82.1 16.1 45.7 17.4 51.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 383,241: 153,751 15,262 72,177 131,057 235,680 356,985 323,119: 26,255 60,122
Old : 383,241: 153,751 15,262 72,177 131,057 235,680 356,985 323,119: 26,255 60,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 9,253: 6,021 -2,599 4,915 -1,363 6,432 9,573 8,747: -320 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 4.0 18.8 34.2 61.5 93.1 84.3: 6.9 15.7
Old : 100.0: 40.1 4.0 18.8 34.2 61.5 93.1 84.3: 6.9 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 151 69 139 122 175 336 330:
Old : 419: 151 69 139 122 175 336 330:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 18.7 25.0 26.1 15.3 18.1 24.5 25.2
Old : 15.3 18.7 25.0 26.1 15.3 18.1 24.5 25.2
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, October 24, 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 : 7,564: 3,493 1,531 938 1,271 3,851 5,702 6,320: 1,861 1,244
Old : 7,564: 3,493 1,531 938 1,271 3,851 5,702 6,320: 1,861 1,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 248: -19 -41 113 75 41 169 113: 79 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 20.2 12.4 16.8 50.9 75.4 83.6: 24.6 16.4
Old : 100.0: 46.2 20.2 12.4 16.8 50.9 75.4 83.6: 24.6 16.4
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 : 77: 38 13 14 14 22 60 42:
Old : 77: 38 13 14 14 22 60 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 34.7 34.2 50.9 23.0 34.5 31.6 49.5
Old : 23.0 34.7 34.2 50.9 23.0 34.5 31.6 49.5
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 24, 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 : 73,144: 31,601 10,790 20,593 13,237 19,576 65,432 50,959: 7,713 22,185
Old : 73,144: 31,601 10,790 20,593 13,237 19,576 65,432 50,959: 7,713 22,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,739: 282 -492 2,417 -51 926 2,649 2,851: 90 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 14.8 28.2 18.1 26.8 89.5 69.7: 10.5 30.3
Old : 100.0: 43.2 14.8 28.2 18.1 26.8 89.5 69.7: 10.5 30.3
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 : 262: 86 60 82 60 90 195 197:
Old : 262: 86 60 82 60 90 195 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 11.9 23.8 19.0 13.6 9.1 22.3 13.9
Old : 13.6 11.9 23.8 19.0 13.6 9.1 22.3 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 31,399: 871 9,972 5,321 24,553 12,763 30,745 28,056: 654 3,343
Old : 31,399: 871 9,972 5,321 24,553 12,763 30,745 28,056: 654 3,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,942: -34 197 893 2,104 1,080 2,963 2,169: -21 772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 31.8 16.9 78.2 40.6 97.9 89.4: 2.1 10.6
Old : 100.0: 2.8 31.8 16.9 78.2 40.6 97.9 89.4: 2.1 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 9 19 17 29 25 49 50:
Old : 64: 9 19 17 29 25 49 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 : 53.7 36.4 73.0 55.5 48.0 33.7 60.5 48.0
Old : 53.7 36.4 73.0 55.5 48.0 33.7 60.5 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 51,417: 25,421 10,696 0 23,654 39,326 49,075 50,022: 2,342 1,395
Old : 51,417: 25,421 10,696 0 23,654 39,326 49,075 50,022: 2,342 1,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 681: 598 162 0 143 562 741 724: -60 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 20.8 0.0 46.0 76.5 95.4 97.3: 4.6 2.7
Old : 100.0: 49.4 20.8 0.0 46.0 76.5 95.4 97.3: 4.6 2.7
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 : 35: 18 6 0 5 8 23 14:
Old : 35: 18 6 0 5 8 23 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 : 86.4 69.3 89.9 92.1 86.4 69.3 89.9 91.7
Old : 86.4 69.3 89.9 92.1 86.4 69.3 89.9 91.7
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 24, 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 : 200,538: 95,846 21,828 18,666 44,199 136,601 158,710 177,094: 41,828 23,445
Old : 200,538: 95,846 21,828 18,666 44,199 136,601 158,710 177,094: 41,828 23,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,170: 1,074 4,424 2,065 -908 -7,005 2,231 -516: -1,061 1,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 10.9 9.3 22.0 68.1 79.1 88.3: 20.9 11.7
Old : 100.0: 47.8 10.9 9.3 22.0 68.1 79.1 88.3: 20.9 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 : 104: 49 17 25 25 29 80 65:
Old : 104: 49 17 25 25 29 80 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 48.6 33.0 59.4 23.1 48.0 32.1 58.2
Old : 23.6 48.6 33.0 59.4 23.1 48.0 32.1 58.2
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 24, 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 : 67,902: 23,505 35,905 3,069 33,267 7,151 59,841 46,125: 8,061 21,777
Old : 67,902: 23,505 35,905 3,069 33,267 7,151 59,841 46,125: 8,061 21,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 10,316: 492 7,685 1,350 8,259 -296 10,101 8,739: 214 1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 52.9 4.5 49.0 10.5 88.1 67.9: 11.9 32.1
Old : 100.0: 34.6 52.9 4.5 49.0 10.5 88.1 67.9: 11.9 32.1
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 : 45: 11 18 3 9 10 21 30:
Old : 45: 11 18 3 9 10 21 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 : 50.9 34.2 69.6 45.0 50.9 34.2 67.8 44.6
Old : 50.9 34.2 69.6 45.0 50.9 34.2 67.8 44.6
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 24, 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 : 183,219: 88,015 32,384 3,337 85,191 143,306 176,544 179,027: 6,675 4,192
Old : 183,219: 88,015 32,384 3,337 85,191 143,306 176,544 179,027: 6,675 4,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -7,006: -11,794 3,556 1,433 3,120 -12,336 -7,242 -7,348: 236 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 17.7 1.8 46.5 78.2 96.4 97.7: 3.6 2.3
Old : 100.0: 48.0 17.7 1.8 46.5 78.2 96.4 97.7: 3.6 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 : 142: 58 45 9 21 25 82 76:
Old : 142: 58 45 9 21 25 82 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 64.9 62.2 76.2 48.4 64.5 62.2 75.8
Old : 48.4 64.9 62.2 76.2 48.4 64.5 62.2 75.8
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 24, 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 : 239,609: 58,942 63,014 45,068 102,182 103,017 206,192 211,100: 33,417 28,509
Old : 239,609: 58,942 63,014 45,068 102,182 103,017 206,192 211,100: 33,417 28,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -288: -7,638 -1,015 1,508 6,532 1,140 402 1,632: -690 -1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 26.3 18.8 42.6 43.0 86.1 88.1: 13.9 11.9
Old : 100.0: 24.6 26.3 18.8 42.6 43.0 86.1 88.1: 13.9 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 : 122: 38 31 33 32 43 86 91:
Old : 122: 38 31 33 32 43 86 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 : 29.4 24.9 41.7 37.4 27.6 23.6 34.7 31.9
Old : 29.4 24.9 41.7 37.4 27.6 23.6 34.7 31.9
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 24, 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 : 324,160: 54,826 173,853 35,430 214,384 65,427 304,640 274,711: 19,520 49,450
Old : 324,160: 54,826 173,853 35,430 214,384 65,427 304,640 274,711: 19,520 49,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 29,345: 4,079 17,636 2,795 20,981 -511 27,855 19,920: 1,489 9,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 53.6 10.9 66.1 20.2 94.0 84.7: 6.0 15.3
Old : 100.0: 16.9 53.6 10.9 66.1 20.2 94.0 84.7: 6.0 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 22 55 28 33 38 74 102:
Old : 127: 22 55 28 33 38 74 102:
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 : 41.2 34.4 60.2 43.2 36.9 32.8 53.7 40.7
Old : 41.2 34.4 60.2 43.2 36.9 32.8 53.7 40.7
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, October 24, 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 : 524,248: 182,396 96,843 65,742 197,060 303,587 445,197 466,171: 79,051 58,077
Old : 524,248: 182,396 96,843 65,742 197,060 303,587 445,197 466,171: 79,051 58,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,500: -907 3,870 1,939 391 -4,186 1,422 1,622: 77 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 18.5 12.5 37.6 57.9 84.9 88.9: 15.1 11.1
Old : 100.0: 34.8 18.5 12.5 37.6 57.9 84.9 88.9: 15.1 11.1
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: 94 70 73 67 65 196 174:
Old : 256: 94 70 73 67 65 196 174:
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 : 20.1 30.0 30.2 42.0 19.7 29.4 28.4 40.4
Old : 20.1 30.0 30.2 42.0 19.7 29.4 28.4 40.4
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 35,824: 12,698 4,380 837 9,537 26,978 23,072 32,195: 12,752 3,629
Old : 35,824: 12,698 4,380 837 9,537 26,978 23,072 32,195: 12,752 3,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 241: 413 159 25 -628 55 -190 239: 431 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 12.2 2.3 26.6 75.3 64.4 89.9: 35.6 10.1
Old : 100.0: 35.4 12.2 2.3 26.6 75.3 64.4 89.9: 35.6 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 : 26: 9 6 4 10 6 21 14:
Old : 26: 9 6 4 10 6 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 80.4 46.2 87.8 31.9 77.8 44.1 83.6
Old : 33.2 80.4 46.2 87.8 31.9 77.8 44.1 83.6
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 24, 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 : 30,035: 21,052 2,690 291 6,761 26,328 28,104 29,309: 1,931 726
Old : 30,035: 21,052 2,690 291 6,761 26,328 28,104 29,309: 1,931 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -3,959: -3,814 -1,290 -10 401 -2,889 -3,423 -4,189: -536 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 9.0 1.0 22.5 87.7 93.6 97.6: 6.4 2.4
Old : 100.0: 70.1 9.0 1.0 22.5 87.7 93.6 97.6: 6.4 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 : 36: 17 8 2 6 6 24 15:
Old : 36: 17 8 2 6 6 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 85.2 78.0 93.7 67.8 83.3 77.8 91.8
Old : 67.9 85.2 78.0 93.7 67.8 83.3 77.8 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 41,185: 20,549 19,938 600 15,287 15,808 36,436 36,346: 4,749 4,839
Old : 41,185: 20,549 19,938 600 15,287 15,808 36,436 36,346: 4,749 4,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 7,428: 126 6,492 -117 7,140 105 7,149 6,480: 279 948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 48.4 1.5 37.1 38.4 88.5 88.3: 11.5 11.7
Old : 100.0: 49.9 48.4 1.5 37.1 38.4 88.5 88.3: 11.5 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 : 81: 29 33 7 13 7 45 44:
Old : 81: 29 33 7 13 7 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 44.0 55.5 62.2 34.3 43.9 55.1 62.2
Old : 34.3 44.0 55.5 62.2 34.3 43.9 55.1 62.2
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 24, 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 : 21,233: 13,034 4,436 1 7,016 16,023 20,051 20,460: 1,182 773
Old : 21,233: 13,034 4,436 1 7,016 16,023 20,051 20,460: 1,182 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,999: 36 490 1 2,026 1,511 2,063 2,002: -64 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 20.9 0.0 33.0 75.5 94.4 96.4: 5.6 3.6
Old : 100.0: 61.4 20.9 0.0 33.0 75.5 94.4 96.4: 5.6 3.6
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 : 30: 16 6 1 5 5 21 12:
Old : 30: 16 6 1 5 5 21 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 : 53.2 86.1 82.5 94.4 48.3 76.8 70.7 82.9
Old : 53.2 86.1 82.5 94.4 48.3 76.8 70.7 82.9
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, October 24, 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 :23,517,205: 1,055,727 2,984,440 10,494,831 11,424,543 8,820,198 22,975,102 22,299,468: 542,103 1,217,736
Old :23,517,205: 1,055,727 2,984,440 10,494,831 11,424,543 8,820,198 22,975,102 22,299,468: 542,103 1,217,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 166,582: -14,522 -35,081 138,104 58,202 2,160 181,783 105,183: -15,201 61,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 12.7 44.6 48.6 37.5 97.7 94.8: 2.3 5.2
Old : 100.0: 4.5 12.7 44.6 48.6 37.5 97.7 94.8: 2.3 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 : 343: 48 138 146 126 147 279 334:
Old : 343: 48 138 146 126 147 279 334:
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 : 29.4 19.8 42.9 33.4 18.2 9.9 22.8 13.0
Old : 29.4 19.8 42.9 33.4 18.2 9.9 22.8 13.0
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 24, 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 : 932,524: 116,405 91,960 172,362 546,971 564,219 835,739 828,542: 96,786 103,983
Old : 932,524: 116,405 91,960 172,362 546,971 564,219 835,739 828,542: 96,786 103,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 20,051: -582 3,960 8,307 12,727 11,923 20,453 24,190: -401 -4,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 9.9 18.5 58.7 60.5 89.6 88.8: 10.4 11.2
Old : 100.0: 12.5 9.9 18.5 58.7 60.5 89.6 88.8: 10.4 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 : 710: 204 161 211 245 269 535 555:
Old : 710: 204 161 211 245 269 535 555:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 13.5 23.4 23.8 10.4 11.0 16.1 16.0
Old : 13.7 13.5 23.4 23.8 10.4 11.0 16.1 16.0
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 24, 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 : 157,706: 10,142 10,060 50,480 68,132 68,386 128,754 128,927: 28,952 28,779
Old : 157,706: 10,142 10,060 50,480 68,132 68,386 128,754 128,927: 28,952 28,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 7,557: 1,450 2,523 2,685 3,713 1,764 7,848 6,972: -291 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 6.4 32.0 43.2 43.4 81.6 81.8: 18.4 18.2
Old : 100.0: 6.4 6.4 32.0 43.2 43.4 81.6 81.8: 18.4 18.2
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 : 67: 14 17 25 28 30 58 56:
Old : 67: 14 17 25 28 30 58 56:
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 : 31.4 30.3 46.9 44.4 14.0 14.7 19.9 21.1
Old : 31.4 30.3 46.9 44.4 14.0 14.7 19.9 21.1
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 24, 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 : 19,079: 417 268 0 16,864 17,885 17,281 18,153: 1,798 926
Old : 19,079: 417 268 0 16,864 17,885 17,281 18,153: 1,798 926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -2,694: -616 0 0 -2,278 -2,908 -2,894 -2,908: 200 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.4 0.0 88.4 93.7 90.6 95.1: 9.4 4.9
Old : 100.0: 2.2 1.4 0.0 88.4 93.7 90.6 95.1: 9.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 10 10 11 11:
Old : 20: 1 1 0 10 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 : 72.2 80.2 87.6 91.4 72.2 79.1 87.6 90.0
Old : 72.2 80.2 87.6 91.4 72.2 79.1 87.6 90.0
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 24, 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 : 3,874,093: 578,065 456,249 562,661 2,394,197 2,479,165 3,534,922 3,498,074: 339,170 376,019
Old : 3,874,093: 578,065 456,249 562,661 2,394,197 2,479,165 3,534,922 3,498,074: 339,170 376,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 62,470: 10,193 27,535 7,757 45,074 50,796 63,024 86,088: -553 -23,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 11.8 14.5 61.8 64.0 91.2 90.3: 8.8 9.7
Old : 100.0: 14.9 11.8 14.5 61.8 64.0 91.2 90.3: 8.8 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 694: 199 156 202 238 264 516 543:
Old : 694: 199 156 202 238 264 516 543:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 14.3 25.1 23.6 12.5 12.7 19.4 18.9
Old : 14.4 14.3 25.1 23.6 12.5 12.7 19.4 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 30,022: 12,583 0 0 14,012 29,273 26,595 29,273: 3,427 749
Old : 30,022: 12,583 0 0 14,012 29,273 26,595 29,273: 3,427 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,349: 466 0 0 1,695 2,142 2,161 2,142: 188 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 0.0 0.0 46.7 97.5 88.6 97.5: 11.4 2.5
Old : 100.0: 41.9 0.0 0.0 46.7 97.5 88.6 97.5: 11.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 0 0 8 10 17 10:
Old : 26: 9 0 0 8 10 17 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 : 63.7 75.1 77.1 93.6 63.7 75.1 77.1 93.6
Old : 63.7 75.1 77.1 93.6 63.7 75.1 77.1 93.6
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 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 22,296: 224 1,188 0 20,410 19,921 20,634 21,109: 1,662 1,187
Old : 22,296: 224 1,188 0 20,410 19,921 20,634 21,109: 1,662 1,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -227: 224 0 0 -449 -378 -225 -378: -2 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.3 0.0 91.5 89.3 92.5 94.7: 7.5 5.3
Old : 100.0: 1.0 5.3 0.0 91.5 89.3 92.5 94.7: 7.5 5.3
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 : 25: 1 2 0 14 11 15 13:
Old : 25: 1 2 0 14 11 15 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 : 54.9 78.6 76.5 90.3 54.9 78.6 76.5 90.3
Old : 54.9 78.6 76.5 90.3 54.9 78.6 76.5 90.3
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 24, 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 : 92,043: 26,470 2,565 982 51,917 84,920 79,369 88,467: 12,674 3,576
Old : 92,043: 26,470 2,565 982 51,917 84,920 79,369 88,467: 12,674 3,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -376: -51 335 346 -238 -1,391 57 -710: -433 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 2.8 1.1 56.4 92.3 86.2 96.1: 13.8 3.9
Old : 100.0: 28.8 2.8 1.1 56.4 92.3 86.2 96.1: 13.8 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 : 87: 18 5 5 41 38 59 48:
Old : 87: 18 5 5 41 38 59 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 48.4 53.6 67.6 38.6 48.3 52.6 67.5
Old : 38.6 48.4 53.6 67.6 38.6 48.3 52.6 67.5
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 24, 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 : 58,841: 21,992 14,578 2,765 26,415 33,235 51,172 50,578: 7,669 8,263
Old : 58,841: 21,992 14,578 2,765 26,415 33,235 51,172 50,578: 7,669 8,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -55: 310 -919 170 -1,136 1,307 -657 558: 602 -613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 24.8 4.7 44.9 56.5 87.0 86.0: 13.0 14.0
Old : 100.0: 37.4 24.8 4.7 44.9 56.5 87.0 86.0: 13.0 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 : 291: 82 85 42 69 84 172 190:
Old : 291: 82 85 42 69 84 172 190:
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 : 25.4 17.7 39.7 28.8 23.9 17.1 35.7 27.2
Old : 25.4 17.7 39.7 28.8 23.9 17.1 35.7 27.2
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 24, 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 : 294,206: 109,961 72,888 13,826 132,074 166,174 255,862 252,889: 38,344 41,317
Old : 294,206: 109,961 72,888 13,826 132,074 166,174 255,862 252,889: 38,344 41,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -277: 1,549 -4,594 848 -5,682 6,535 -3,285 2,789: 3,008 -3,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 24.8 4.7 44.9 56.5 87.0 86.0: 13.0 14.0
Old : 100.0: 37.4 24.8 4.7 44.9 56.5 87.0 86.0: 13.0 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 : 291: 82 85 42 69 84 172 190:
Old : 291: 82 85 42 69 84 172 190:
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 : 25.4 17.7 39.7 28.8 23.9 17.1 35.7 27.2
Old : 25.4 17.7 39.7 28.8 23.9 17.1 35.7 27.2
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 24, 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 : 156,733: 82,261 27,320 15,460 22,794 90,261 120,516 133,040: 36,217 23,693
Old : 156,733: 82,261 27,320 15,460 22,794 90,261 120,516 133,040: 36,217 23,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,081: -515 4,491 407 1,768 -3,611 1,660 1,287: 421 795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 17.4 9.9 14.5 57.6 76.9 84.9: 23.1 15.1
Old : 100.0: 52.5 17.4 9.9 14.5 57.6 76.9 84.9: 23.1 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 43 18 19 19 23 69 53:
Old : 89: 43 18 19 19 23 69 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 40.3 30.8 55.7 20.0 40.0 30.3 52.3
Old : 20.0 40.3 30.8 55.7 20.0 40.0 30.3 52.3
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 24, 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 : 548,305: 162,205 145,600 12,475 353,669 377,772 528,349 535,848: 19,956 12,457
Old : 548,305: 162,205 145,600 12,475 353,669 377,772 528,349 535,848: 19,956 12,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -15,776: -11,305 -2,570 -411 -3,151 -11,236 -14,867 -14,218: -909 -1,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 26.6 2.3 64.5 68.9 96.4 97.7: 3.6 2.3
Old : 100.0: 29.6 26.6 2.3 64.5 68.9 96.4 97.7: 3.6 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 : 290: 80 36 22 101 111 188 162:
Old : 290: 80 36 22 101 111 188 162:
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 28.6 34.8 42.0 22.2 28.6 33.1 41.8
Old : 23.8 28.6 34.8 42.0 22.2 28.6 33.1 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 42,608: 18,357 12,658 642 16,207 24,915 35,206 38,215: 7,402 4,393
Old : 42,608: 18,357 12,658 642 16,207 24,915 35,206 38,215: 7,402 4,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,206: 2,486 1,359 -221 419 2,092 2,684 3,230: -478 -1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 29.7 1.5 38.0 58.5 82.6 89.7: 17.4 10.3
Old : 100.0: 43.1 29.7 1.5 38.0 58.5 82.6 89.7: 17.4 10.3
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 : 53: 17 10 4 17 15 35 28:
Old : 53: 17 10 4 17 15 35 28:
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 : 34.2 58.7 49.9 74.0 33.4 58.7 49.0 74.0
Old : 34.2 58.7 49.9 74.0 33.4 58.7 49.0 74.0
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 24, 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 : 60,050: 21,864 16,203 1,299 26,652 25,649 49,815 43,151: 10,235 16,899
Old : 60,050: 21,864 16,203 1,299 26,652 25,649 49,815 43,151: 10,235 16,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,152: 699 2,185 163 2,062 3,963 2,924 6,311: 1,228 -2,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 27.0 2.2 44.4 42.7 83.0 71.9: 17.0 28.1
Old : 100.0: 36.4 27.0 2.2 44.4 42.7 83.0 71.9: 17.0 28.1
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 : 85: 25 18 7 26 24 53 47:
Old : 85: 25 18 7 26 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 : 25.0 23.5 36.8 36.9 25.0 23.5 36.0 36.9
Old : 25.0 23.5 36.8 36.9 25.0 23.5 36.0 36.9
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 24, 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 : 109,926: 10,170 7,792 30,959 68,773 71,173 109,902 109,924: 24 2
Old : 109,926: 10,170 7,792 30,959 68,773 71,173 109,902 109,924: 24 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -1,220: 1,000 -2,060 -340 -1,880 1,180 -1,220 -1,220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.1 28.2 62.6 64.7 100.0 100.0: 0.0 0.0
Old : 100.0: 9.3 7.1 28.2 62.6 64.7 100.0 100.0: 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 : 25: 4 2 2 13 15 19 17:
Old : 25: 4 2 2 13 15 19 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 : 86.3 77.0 95.2 93.3 35.3 24.1 37.5 34.7
Old : 86.3 77.0 95.2 93.3 35.3 24.1 37.5 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2017