MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 24,888: 3,000 4,580 1,280 20,368 18,788 24,648 24,648: 240 240
Old : 24,888: 3,000 4,580 1,280 20,368 18,788 24,648 24,648: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 348: 240 -212 0 108 560 348 348: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 18.4 5.1 81.8 75.5 99.0 99.0: 1.0 1.0
Old : 100.0: 12.1 18.4 5.1 81.8 75.5 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 : 85.0 62.7 94.7 85.9 68.3 44.4 70.2 61.5
Old : 85.0 62.7 94.7 85.9 68.3 44.4 70.2 61.5
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 31, 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 : 8,599: 302 1,356 1,362 6,195 5,266 7,859 7,985: 739 614
Old : 8,599: 302 1,356 1,362 6,195 5,266 7,859 7,985: 739 614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 483: 22 13 44 383 355 449 411: 34 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 15.8 15.8 72.0 61.2 91.4 92.9: 8.6 7.1
Old : 100.0: 3.5 15.8 15.8 72.0 61.2 91.4 92.9: 8.6 7.1
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 : 41: 7 8 11 24 20 36 34:
Old : 41: 7 8 11 24 20 36 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 : 40.1 37.6 59.2 54.5 38.7 36.1 47.1 44.9
Old : 40.1 37.6 59.2 54.5 38.7 36.1 47.1 44.9
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 31, 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 : 46,620: 12,777 5,440 14,363 15,073 17,004 42,214 36,808: 4,407 9,812
Old : 46,620: 12,777 5,440 14,363 15,073 17,004 42,214 36,808: 4,407 9,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 685: 281 1,083 298 -134 -98 445 1,283: 240 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 11.7 30.8 32.3 36.5 90.5 79.0: 9.5 21.0
Old : 100.0: 27.4 11.7 30.8 32.3 36.5 90.5 79.0: 9.5 21.0
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 : 84: 22 19 29 34 32 69 67:
Old : 84: 22 19 29 34 32 69 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 : 26.7 25.0 43.6 40.9 23.3 19.4 35.4 27.7
Old : 26.7 25.0 43.6 40.9 23.3 19.4 35.4 27.7
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 31, 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 : 12,786: 1,111 407 3,035 7,456 8,664 11,602 12,106: 1,183 679
Old : 12,786: 1,111 407 3,035 7,456 8,664 11,602 12,106: 1,183 679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,176: 105 31 248 883 839 1,236 1,118: -60 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.2 23.7 58.3 67.8 90.7 94.7: 9.3 5.3
Old : 100.0: 8.7 3.2 23.7 58.3 67.8 90.7 94.7: 9.3 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 : 38: 6 5 9 24 20 35 30:
Old : 38: 6 5 9 24 20 35 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 : 34.6 43.1 53.6 62.2 23.5 33.9 34.6 40.9
Old : 34.6 43.1 53.6 62.2 23.5 33.9 34.6 40.9
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 31, 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 : 5,281: 233 577 1,925 2,465 1,153 4,622 3,654: 658 1,627
Old : 5,281: 233 577 1,925 2,465 1,153 4,622 3,654: 658 1,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 148: -5 26 51 82 49 128 126: 20 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 10.9 36.4 46.7 21.8 87.5 69.2: 12.5 30.8
Old : 100.0: 4.4 10.9 36.4 46.7 21.8 87.5 69.2: 12.5 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 3 8 8 8 16 16:
Old : 21: 5 3 8 8 8 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 : 52.4 43.3 73.6 61.6 40.3 24.0 47.6 30.7
Old : 52.4 43.3 73.6 61.6 40.3 24.0 47.6 30.7
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 31, 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 : 315,550: 109,679 39,885 79,245 103,536 147,088 292,460 266,218: 23,090 49,332
Old : 314,768: 109,599 39,863 79,074 103,425 146,578 292,098 265,516: 22,669 49,252
Other: 782: 90 31 160 111 510 362 702: 420 80
: : :
: : Changes in Commitments from: October 24, 2017 :
: 15,470: 8,942 1,571 2,094 2,118 10,041 13,155 13,705: 2,316 1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 12.6 25.1 32.8 46.6 92.7 84.4: 7.3 15.6
Old : 100.0: 34.8 12.7 25.1 32.9 46.6 92.8 84.4: 7.2 15.6
Other: 100.0: 11.6 4.0 20.5 14.2 65.3 46.2 89.8: 53.8 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 114 102 140 81 93 283 266:
Old : 343: 113 102 140 81 93 283 266:
Other: 24: 10 3 5 4 9 15 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 12.1 23.3 19.0 14.2 11.8 22.7 17.5
Old : 14.5 12.1 23.3 19.0 14.3 11.8 22.8 17.5
Other: 30.4 59.1 43.5 81.9 10.6 44.8 12.5 55.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 411,359: 166,177 17,937 86,567 132,521 245,055 385,265 349,558: 26,094 61,801
Old : 411,359: 166,177 17,937 86,567 132,521 245,055 385,265 349,558: 26,094 61,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 28,118: 12,426 2,675 14,390 1,464 9,375 28,280 26,440: -162 1,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 4.4 21.0 32.2 59.6 93.7 85.0: 6.3 15.0
Old : 100.0: 40.4 4.4 21.0 32.2 59.6 93.7 85.0: 6.3 15.0
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 : 430: 152 77 140 121 178 342 336:
Old : 430: 152 77 140 121 178 342 336:
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 : 14.8 18.4 23.8 25.3 14.8 17.6 23.5 24.1
Old : 14.8 18.4 23.8 25.3 14.8 17.6 23.5 24.1
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 31, 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 : 7,172: 3,591 1,492 712 909 3,628 5,212 5,832: 1,960 1,339
Old : 7,172: 3,591 1,492 712 909 3,628 5,212 5,832: 1,960 1,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -392: 98 -39 -226 -363 -223 -491 -488: 99 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 20.8 9.9 12.7 50.6 72.7 81.3: 27.3 18.7
Old : 100.0: 50.1 20.8 9.9 12.7 50.6 72.7 81.3: 27.3 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 35 14 12 15 25 59 44:
Old : 79: 35 14 12 15 25 59 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 : 26.7 35.6 36.3 50.7 26.7 35.3 35.7 50.0
Old : 26.7 35.6 36.3 50.7 26.7 35.3 35.7 50.0
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 72,026: 32,807 13,554 17,365 13,403 18,672 63,576 49,591: 8,451 22,435
Old : 72,026: 32,807 13,554 17,365 13,403 18,672 63,576 49,591: 8,451 22,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -1,118: 1,206 2,764 -3,229 166 -903 -1,856 -1,368: 738 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 18.8 24.1 18.6 25.9 88.3 68.9: 11.7 31.1
Old : 100.0: 45.5 18.8 24.1 18.6 25.9 88.3 68.9: 11.7 31.1
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 : 257: 84 60 77 60 84 193 188:
Old : 257: 84 60 77 60 84 193 188:
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 12.8 24.0 20.0 14.2 10.8 23.2 16.5
Old : 14.2 12.8 24.0 20.0 14.2 10.8 23.2 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 32,673: 859 10,105 5,593 25,523 13,619 31,975 29,317: 698 3,355
Old : 32,673: 859 10,105 5,593 25,523 13,619 31,975 29,317: 698 3,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,274: -13 133 272 970 856 1,230 1,261: 44 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 30.9 17.1 78.1 41.7 97.9 89.7: 2.1 10.3
Old : 100.0: 2.6 30.9 17.1 78.1 41.7 97.9 89.7: 2.1 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 : 68: 9 21 19 30 27 52 54:
Old : 68: 9 21 19 30 27 52 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 34.6 74.6 54.4 50.0 32.4 62.4 47.9
Old : 55.2 34.6 74.6 54.4 50.0 32.4 62.4 47.9
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 31, 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 : 53,190: 27,114 11,217 44 23,870 40,522 51,028 51,783: 2,162 1,407
Old : 53,190: 27,114 11,217 44 23,870 40,522 51,028 51,783: 2,162 1,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,773: 1,693 521 44 216 1,196 1,953 1,761: -180 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 21.1 0.1 44.9 76.2 95.9 97.4: 4.1 2.6
Old : 100.0: 51.0 21.1 0.1 44.9 76.2 95.9 97.4: 4.1 2.6
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 : 35: 18 6 1 5 8 23 15:
Old : 35: 18 6 1 5 8 23 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 : 87.2 67.8 90.3 92.5 87.2 67.8 90.2 92.0
Old : 87.2 67.8 90.3 92.5 87.2 67.8 90.2 92.0
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 31, 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 : 189,020: 83,853 24,177 21,613 43,996 118,704 149,462 164,494: 39,558 24,526
Old : 189,020: 83,853 24,177 21,613 43,996 118,704 149,462 164,494: 39,558 24,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -11,518: -11,994 2,349 2,948 -203 -17,897 -9,249 -12,600: -2,270 1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 12.8 11.4 23.3 62.8 79.1 87.0: 20.9 13.0
Old : 100.0: 44.4 12.8 11.4 23.3 62.8 79.1 87.0: 20.9 13.0
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 : 103: 47 20 27 23 27 80 64:
Old : 103: 47 20 27 23 27 80 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 43.6 32.9 55.1 20.6 42.8 31.1 52.3
Old : 20.8 43.6 32.9 55.1 20.6 42.8 31.1 52.3
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 80,475: 21,740 43,848 4,406 46,794 7,375 72,940 55,629: 7,535 24,845
Old : 80,475: 21,740 43,848 4,406 46,794 7,375 72,940 55,629: 7,535 24,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 12,573: -1,765 7,943 1,337 13,527 224 13,099 9,504: -526 3,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 54.5 5.5 58.1 9.2 90.6 69.1: 9.4 30.9
Old : 100.0: 27.0 54.5 5.5 58.1 9.2 90.6 69.1: 9.4 30.9
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 : 48: 10 22 4 8 10 21 33:
Old : 48: 10 22 4 8 10 21 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 : 53.5 34.2 73.6 44.7 53.3 33.2 70.9 42.8
Old : 53.5 34.2 73.6 44.7 53.3 33.2 70.9 42.8
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 179,814: 87,426 32,016 3,705 81,917 139,394 173,048 175,115: 6,766 4,699
Old : 179,814: 87,426 32,016 3,705 81,917 139,394 173,048 175,115: 6,766 4,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -3,405: -589 -368 368 -3,274 -3,912 -3,496 -3,912: 90 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 17.8 2.1 45.6 77.5 96.2 97.4: 3.8 2.6
Old : 100.0: 48.6 17.8 2.1 45.6 77.5 96.2 97.4: 3.8 2.6
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 : 132: 51 44 9 20 23 74 73:
Old : 132: 51 44 9 20 23 74 73:
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 : 48.1 66.3 62.7 79.1 48.1 65.9 62.7 78.6
Old : 48.1 66.3 62.7 79.1 48.1 65.9 62.7 78.6
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 31, 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 : 240,499: 60,070 62,375 44,280 103,237 104,680 207,588 211,334: 32,912 29,165
Old : 240,499: 60,070 62,375 44,280 103,237 104,680 207,588 211,334: 32,912 29,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 890: 1,128 -640 -788 1,056 1,662 1,396 234: -506 656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 25.9 18.4 42.9 43.5 86.3 87.9: 13.7 12.1
Old : 100.0: 25.0 25.9 18.4 42.9 43.5 86.3 87.9: 13.7 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 39 27 35 32 46 89 92:
Old : 122: 39 27 35 32 46 89 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 24.6 42.5 37.8 27.6 23.7 34.4 31.6
Old : 29.3 24.6 42.5 37.8 27.6 23.7 34.4 31.6
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 31, 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 : 320,229: 50,784 171,209 34,892 215,981 66,193 301,657 272,294: 18,572 47,935
Old : 320,229: 50,784 171,209 34,892 215,981 66,193 301,657 272,294: 18,572 47,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -3,932: -4,042 -2,645 -538 1,597 766 -2,983 -2,417: -948 -1,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 53.5 10.9 67.4 20.7 94.2 85.0: 5.8 15.0
Old : 100.0: 15.9 53.5 10.9 67.4 20.7 94.2 85.0: 5.8 15.0
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 : 126: 22 53 31 35 37 76 103:
Old : 126: 22 53 31 35 37 76 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 34.8 61.1 44.1 36.5 32.8 54.5 41.8
Old : 42.3 34.8 61.1 44.1 36.5 32.8 54.5 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 531,966: 169,941 99,585 72,171 212,965 293,078 455,076 464,833: 76,889 67,132
Old : 531,966: 169,941 99,585 72,171 212,965 293,078 455,076 464,833: 76,889 67,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 7,717: -12,455 2,742 6,429 15,905 -10,509 9,879 -1,338: -2,162 9,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 18.7 13.6 40.0 55.1 85.5 87.4: 14.5 12.6
Old : 100.0: 31.9 18.7 13.6 40.0 55.1 85.5 87.4: 14.5 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 96 66 67 68 67 192 174:
Old : 257: 96 66 67 68 67 192 174:
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 : 20.5 26.0 30.4 38.6 20.0 25.6 28.4 36.5
Old : 20.5 26.0 30.4 38.6 20.0 25.6 28.4 36.5
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 34,969: 11,699 4,944 861 10,322 26,064 22,882 31,869: 12,087 3,100
Old : 34,969: 11,699 4,944 861 10,322 26,064 22,882 31,869: 12,087 3,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -855: -999 564 24 785 -914 -190 -326: -665 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 14.1 2.5 29.5 74.5 65.4 91.1: 34.6 8.9
Old : 100.0: 33.5 14.1 2.5 29.5 74.5 65.4 91.1: 34.6 8.9
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 : 27: 9 7 5 10 6 22 15:
Old : 27: 9 7 5 10 6 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 80.6 45.7 87.8 31.1 78.0 43.7 84.3
Old : 32.2 80.6 45.7 87.8 31.1 78.0 43.7 84.3
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 31, 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 : 34,776: 19,860 3,434 993 11,860 29,917 32,713 34,344: 2,063 432
Old : 34,776: 19,860 3,434 993 11,860 29,917 32,713 34,344: 2,063 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 4,741: -1,192 744 702 5,099 3,589 4,609 5,035: 132 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 9.9 2.9 34.1 86.0 94.1 98.8: 5.9 1.2
Old : 100.0: 57.1 9.9 2.9 34.1 86.0 94.1 98.8: 5.9 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 : 35: 15 10 3 6 6 23 17:
Old : 35: 15 10 3 6 6 23 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 : 64.9 83.9 80.8 93.6 58.6 69.2 69.0 76.5
Old : 64.9 83.9 80.8 93.6 58.6 69.2 69.0 76.5
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 31, 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 : 49,610: 21,763 27,470 786 23,224 15,764 45,773 44,020: 3,837 5,590
Old : 49,610: 21,763 27,470 786 23,224 15,764 45,773 44,020: 3,837 5,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 8,425: 1,214 7,532 186 7,937 -44 9,337 7,674: -912 751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 55.4 1.6 46.8 31.8 92.3 88.7: 7.7 11.3
Old : 100.0: 43.9 55.4 1.6 46.8 31.8 92.3 88.7: 7.7 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 : 88: 29 37 6 14 11 44 53:
Old : 88: 29 37 6 14 11 44 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 : 40.3 34.7 61.6 55.2 40.3 34.7 61.2 55.2
Old : 40.3 34.7 61.6 55.2 40.3 34.7 61.2 55.2
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 31, 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 : 21,229: 12,790 4,414 10 7,478 15,732 20,278 20,156: 951 1,073
Old : 21,229: 12,790 4,414 10 7,478 15,732 20,278 20,156: 951 1,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -4: -244 -22 9 462 -291 227 -304: -231 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 20.8 0.0 35.2 74.1 95.5 94.9: 4.5 5.1
Old : 100.0: 60.2 20.8 0.0 35.2 74.1 95.5 94.9: 4.5 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 : 28: 13 7 1 5 5 19 12:
Old : 28: 13 7 1 5 5 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 86.3 86.5 92.1 50.9 76.8 74.7 81.2
Old : 56.9 86.3 86.5 92.1 50.9 76.8 74.7 81.2
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 31, 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 :23,217,000: 986,653 2,987,992 10,406,823 11,309,612 8,609,796 22,703,088 22,004,612: 513,912 1,212,389
Old :23,217,000: 986,653 2,987,992 10,406,823 11,309,612 8,609,796 22,703,088 22,004,612: 513,912 1,212,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -300,204: -69,074 3,553 -88,008 -114,932 -210,402 -272,014 -294,857: -28,191 -5,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 12.9 44.8 48.7 37.1 97.8 94.8: 2.2 5.2
Old : 100.0: 4.2 12.9 44.8 48.7 37.1 97.8 94.8: 2.2 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 : 336: 45 138 146 128 145 279 329:
Old : 336: 45 138 146 128 145 279 329:
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 : 29.3 19.4 42.5 33.1 18.5 10.0 23.3 13.2
Old : 29.3 19.4 42.5 33.1 18.5 10.0 23.3 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 31, 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 : 920,992: 117,436 85,973 159,435 551,797 579,258 828,667 824,666: 92,325 96,326
Old : 920,992: 117,436 85,973 159,435 551,797 579,258 828,667 824,666: 92,325 96,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -11,532: 1,031 -5,987 -12,928 4,826 15,039 -7,071 -3,876: -4,461 -7,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 9.3 17.3 59.9 62.9 90.0 89.5: 10.0 10.5
Old : 100.0: 12.8 9.3 17.3 59.9 62.9 90.0 89.5: 10.0 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 704: 198 165 217 247 264 538 554:
Old : 704: 198 165 217 247 264 538 554:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 13.5 22.1 23.7 9.9 11.7 15.3 16.8
Old : 12.6 13.5 22.1 23.7 9.9 11.7 15.3 16.8
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 31, 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 : 147,524: 10,197 10,014 40,147 71,804 72,626 122,148 122,787: 25,376 24,737
Old : 147,524: 10,197 10,014 40,147 71,804 72,626 122,148 122,787: 25,376 24,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -10,181: 56 -46 -10,334 3,672 4,240 -6,606 -6,140: -3,575 -4,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 6.8 27.2 48.7 49.2 82.8 83.2: 17.2 16.8
Old : 100.0: 6.9 6.8 27.2 48.7 49.2 82.8 83.2: 17.2 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 : 66: 13 16 24 29 31 57 57:
Old : 66: 13 16 24 29 31 57 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 28.7 49.9 43.4 20.3 18.1 26.3 24.4
Old : 34.0 28.7 49.9 43.4 20.3 18.1 26.3 24.4
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 31, 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 : 18,989: 207 268 0 17,216 17,839 17,423 18,107: 1,566 882
Old : 18,989: 207 268 0 17,216 17,839 17,423 18,107: 1,566 882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -90: -210 0 0 352 -46 142 -46: -232 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.4 0.0 90.7 93.9 91.8 95.4: 8.2 4.6
Old : 100.0: 1.1 1.4 0.0 90.7 93.9 91.8 95.4: 8.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 75.1 80.3 89.9 91.6 75.1 79.9 89.9 90.8
Old : 75.1 80.3 89.9 91.6 75.1 79.9 89.9 90.8
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 31, 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 : 3,867,339: 585,149 428,753 547,481 2,399,966 2,533,160 3,532,595 3,509,394: 334,744 357,945
Old : 3,867,339: 585,149 428,753 547,481 2,399,966 2,533,160 3,532,595 3,509,394: 334,744 357,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -6,754: 7,084 -27,495 -15,180 5,769 53,996 -2,327 11,320: -4,427 -18,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 11.1 14.2 62.1 65.5 91.3 90.7: 8.7 9.3
Old : 100.0: 15.1 11.1 14.2 62.1 65.5 91.3 90.7: 8.7 9.3
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 : 686: 193 160 205 239 258 518 537:
Old : 686: 193 160 205 239 258 518 537:
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 : 13.3 15.0 23.8 24.1 11.8 13.0 18.2 19.8
Old : 13.3 15.0 23.8 24.1 11.8 13.0 18.2 19.8
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 31, 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 : 30,073: 12,534 0 0 14,151 29,451 26,685 29,451: 3,388 622
Old : 30,073: 12,534 0 0 14,151 29,451 26,685 29,451: 3,388 622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 51: -49 0 0 139 178 90 178: -39 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 0.0 0.0 47.1 97.9 88.7 97.9: 11.3 2.1
Old : 100.0: 41.7 0.0 0.0 47.1 97.9 88.7 97.9: 11.3 2.1
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 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 : 63.8 75.0 77.0 94.2 63.8 75.0 77.0 94.2
Old : 63.8 75.0 77.0 94.2 63.8 75.0 77.0 94.2
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 31, 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 : 22,489: 530 1,413 0 20,439 20,126 20,969 21,539: 1,520 950
Old : 22,489: 530 1,413 0 20,439 20,126 20,969 21,539: 1,520 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 193: 306 225 0 29 205 335 430: -142 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 6.3 0.0 90.9 89.5 93.2 95.8: 6.8 4.2
Old : 100.0: 2.4 6.3 0.0 90.9 89.5 93.2 95.8: 6.8 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 0 14 11 15 14:
Old : 26: 1 3 0 14 11 15 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 : 54.5 78.8 76.3 90.4 54.5 78.8 76.3 90.4
Old : 54.5 78.8 76.3 90.4 54.5 78.8 76.3 90.4
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 31, 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 : 91,962: 26,317 3,529 820 52,168 84,809 79,305 89,158: 12,657 2,804
Old : 91,962: 26,317 3,529 820 52,168 84,809 79,305 89,158: 12,657 2,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -81: -153 964 -162 251 -111 -64 691: -17 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 3.8 0.9 56.7 92.2 86.2 97.0: 13.8 3.0
Old : 100.0: 28.6 3.8 0.9 56.7 92.2 86.2 97.0: 13.8 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 : 93: 18 8 6 42 40 60 54:
Old : 93: 18 8 6 42 40 60 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 48.4 52.9 67.4 38.6 48.4 52.0 67.4
Old : 38.6 48.4 52.9 67.4 38.6 48.4 52.0 67.4
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 31, 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 : 58,402: 21,380 12,692 3,643 25,697 33,601 50,720 49,936: 7,682 8,466
Old : 58,402: 21,380 12,692 3,643 25,697 33,601 50,720 49,936: 7,682 8,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -439: -613 -1,885 878 -718 366 -452 -642: 14 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 21.7 6.2 44.0 57.5 86.8 85.5: 13.2 14.5
Old : 100.0: 36.6 21.7 6.2 44.0 57.5 86.8 85.5: 13.2 14.5
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 : 288: 81 81 35 69 88 167 187:
Old : 288: 81 81 35 69 88 167 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 17.2 38.0 28.8 22.6 15.8 33.4 26.3
Old : 25.1 17.2 38.0 28.8 22.6 15.8 33.4 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 292,011: 106,898 63,461 18,215 128,486 168,004 253,599 249,681: 38,412 42,330
Old : 292,011: 106,898 63,461 18,215 128,486 168,004 253,599 249,681: 38,412 42,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -2,194: -3,063 -9,427 4,389 -3,588 1,830 -2,262 -3,208: 68 1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 21.7 6.2 44.0 57.5 86.8 85.5: 13.2 14.5
Old : 100.0: 36.6 21.7 6.2 44.0 57.5 86.8 85.5: 13.2 14.5
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 : 288: 81 81 35 69 88 167 187:
Old : 288: 81 81 35 69 88 167 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 17.2 38.0 28.8 22.6 15.8 33.4 26.3
Old : 25.1 17.2 38.0 28.8 22.6 15.8 33.4 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 160,109: 81,863 33,331 19,174 29,624 80,987 130,661 133,492: 29,448 26,617
Old : 160,109: 81,863 33,331 19,174 29,624 80,987 130,661 133,492: 29,448 26,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 3,376: -398 6,011 3,714 6,830 -9,273 10,146 452: -6,770 2,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 20.8 12.0 18.5 50.6 81.6 83.4: 18.4 16.6
Old : 100.0: 51.1 20.8 12.0 18.5 50.6 81.6 83.4: 18.4 16.6
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 : 93: 40 22 21 21 25 68 61:
Old : 93: 40 22 21 21 25 68 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 34.5 33.3 49.5 19.4 33.4 31.4 45.2
Old : 19.4 34.5 33.3 49.5 19.4 33.4 31.4 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 548,777: 159,015 148,410 10,990 359,015 374,166 529,020 533,566: 19,757 15,212
Old : 548,777: 159,015 148,410 10,990 359,015 374,166 529,020 533,566: 19,757 15,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 472: -3,190 2,810 -1,485 5,346 -3,607 671 -2,282: -199 2,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 27.0 2.0 65.4 68.2 96.4 97.2: 3.6 2.8
Old : 100.0: 29.0 27.0 2.0 65.4 68.2 96.4 97.2: 3.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 79 43 24 103 111 191 169:
Old : 296: 79 43 24 103 111 191 169:
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 : 23.7 29.1 34.8 41.6 22.2 29.1 33.2 41.5
Old : 23.7 29.1 34.8 41.6 22.2 29.1 33.2 41.5
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 31, 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 : 43,522: 18,407 13,367 545 16,526 25,469 35,478 39,381: 8,044 4,141
Old : 43,522: 18,407 13,367 545 16,526 25,469 35,478 39,381: 8,044 4,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 914: 50 709 -97 319 554 272 1,166: 642 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 30.7 1.3 38.0 58.5 81.5 90.5: 18.5 9.5
Old : 100.0: 42.3 30.7 1.3 38.0 58.5 81.5 90.5: 18.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 19 10 3 17 14 37 26:
Old : 54: 19 10 3 17 14 37 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 57.9 46.9 75.2 32.4 57.9 46.0 75.2
Old : 32.4 57.9 46.9 75.2 32.4 57.9 46.0 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 76,209: 30,517 17,433 1,677 35,178 33,690 67,372 52,800: 8,837 23,409
Old : 76,209: 30,517 17,433 1,677 35,178 33,690 67,372 52,800: 8,837 23,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 16,159: 8,653 1,230 378 8,526 8,041 17,557 9,649: -1,398 6,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 22.9 2.2 46.2 44.2 88.4 69.3: 11.6 30.7
Old : 100.0: 40.0 22.9 2.2 46.2 44.2 88.4 69.3: 11.6 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 : 97: 27 21 5 33 27 63 50:
Old : 97: 27 21 5 33 27 63 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 : 32.8 21.0 43.3 32.9 32.8 20.9 43.2 32.6
Old : 32.8 21.0 43.3 32.9 32.8 20.9 43.2 32.6
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 31, 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 : 108,166: 10,370 6,952 30,289 67,483 70,923 108,142 108,164: 24 2
Old : 108,166: 10,370 6,952 30,289 67,483 70,923 108,142 108,164: 24 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -1,760: 200 -840 -670 -1,290 -250 -1,760 -1,760: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 6.4 28.0 62.4 65.6 100.0 100.0: 0.0 0.0
Old : 100.0: 9.6 6.4 28.0 62.4 65.6 100.0 100.0: 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 : 27: 6 2 2 13 15 21 17:
Old : 27: 6 2 2 13 15 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 : 85.8 76.9 94.9 93.6 35.5 24.3 37.7 35.1
Old : 85.8 76.9 94.9 93.6 35.5 24.3 37.7 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2017