MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 22,520: 3,040 4,312 880 18,360 17,088 22,280 22,280: 240 240
Old : 22,520: 3,040 4,312 880 18,360 17,088 22,280 22,280: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 352: 40 92 -80 392 340 352 352: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.1 3.9 81.5 75.9 98.9 98.9: 1.1 1.1
Old : 100.0: 13.5 19.1 3.9 81.5 75.9 98.9 98.9: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 9 4 7 6 14 17:
Old : 22: 4 9 4 7 6 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.1 61.4 94.5 86.2 69.4 43.3 71.2 62.4
Old : 85.1 61.4 94.5 86.2 69.4 43.3 71.2 62.4
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, November 14, 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 : 8,416: 256 1,396 1,485 5,764 4,747 7,506 7,629: 910 787
Old : 8,416: 256 1,396 1,485 5,764 4,747 7,506 7,629: 910 787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 216: -24 -45 84 94 67 155 106: 61 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 16.6 17.7 68.5 56.4 89.2 90.6: 10.8 9.4
Old : 100.0: 3.0 16.6 17.7 68.5 56.4 89.2 90.6: 10.8 9.4
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 : 38: 4 11 11 21 18 33 32:
Old : 38: 4 11 11 21 18 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 31.6 58.5 54.0 38.4 31.3 48.5 43.5
Old : 39.4 31.6 58.5 54.0 38.4 31.3 48.5 43.5
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, November 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 48,147: 14,042 4,786 14,888 14,720 17,387 43,650 37,061: 4,497 11,086
Old : 48,147: 14,042 4,786 14,888 14,720 17,387 43,650 37,061: 4,497 11,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 3,266: 1,691 697 904 483 1,113 3,079 2,715: 188 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 9.9 30.9 30.6 36.1 90.7 77.0: 9.3 23.0
Old : 100.0: 29.2 9.9 30.9 30.6 36.1 90.7 77.0: 9.3 23.0
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: 25 17 30 33 32 69 68:
Old : 84: 25 17 30 33 32 69 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 24.0 43.6 39.3 22.9 16.7 34.8 24.9
Old : 28.3 24.0 43.6 39.3 22.9 16.7 34.8 24.9
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, November 14, 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 : 11,932: 1,342 244 2,717 6,850 8,210 10,908 11,170: 1,024 761
Old : 11,932: 1,342 244 2,717 6,850 8,210 10,908 11,170: 1,024 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -18: 61 -72 65 -64 59 62 52: -80 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 2.0 22.8 57.4 68.8 91.4 93.6: 8.6 6.4
Old : 100.0: 11.2 2.0 22.8 57.4 68.8 91.4 93.6: 8.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 3 9 23 20 36 30:
Old : 39: 10 3 9 23 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 : 34.7 44.8 54.5 63.2 26.0 35.9 37.7 44.8
Old : 34.7 44.8 54.5 63.2 26.0 35.9 37.7 44.8
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, November 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,536: 110 601 1,888 1,996 918 3,995 3,407: 542 1,129
Old : 4,536: 110 601 1,888 1,996 918 3,995 3,407: 542 1,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -122: -42 19 -17 -4 -4 -63 -2: -59 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 13.3 41.6 44.0 20.2 88.1 75.1: 11.9 24.9
Old : 100.0: 2.4 13.3 41.6 44.0 20.2 88.1 75.1: 11.9 24.9
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: 2 7 8 8 6 17 14:
Old : 20: 2 7 8 8 6 17 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 : 53.3 46.4 72.1 65.0 36.8 24.7 44.2 31.1
Old : 53.3 46.4 72.1 65.0 36.8 24.7 44.2 31.1
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, November 14, 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 : 325,703: 109,617 33,177 88,413 106,283 153,700 304,313 275,290: 21,391 50,413
Old : 324,022: 109,430 33,571 87,684 106,066 152,586 303,180 273,841: 20,842 50,181
Other: 1,682: 668 87 248 217 1,114 1,133 1,449: 549 232
: : :
: : Changes in Commitments from: November 7, 2017 :
: 2,636: -5,541 -4,468 6,038 2,127 728 2,625 2,298: 12 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 10.2 27.1 32.6 47.2 93.4 84.5: 6.6 15.5
Old : 100.0: 33.8 10.4 27.1 32.7 47.1 93.6 84.5: 6.4 15.5
Other: 100.0: 39.7 5.2 14.7 12.9 66.3 67.4 86.2: 32.6 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 110 84 134 86 101 273 263:
Old : 328: 109 86 134 86 101 273 263:
Other: 43: 18 4 10 5 18 26 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 12.6 23.5 19.5 13.9 11.4 22.7 17.6
Old : 14.1 12.5 23.6 19.4 14.0 11.5 22.8 17.6
Other: 30.7 46.2 46.7 62.0 25.5 35.1 36.1 47.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 444,213: 176,513 17,691 102,708 136,832 257,737 416,052 378,136: 28,161 66,077
Old : 444,213: 176,513 17,691 102,708 136,832 257,737 416,052 378,136: 28,161 66,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 3,896: -1,471 -1,403 2,907 1,601 1,298 3,037 2,802: 859 1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 4.0 23.1 30.8 58.0 93.7 85.1: 6.3 14.9
Old : 100.0: 39.7 4.0 23.1 30.8 58.0 93.7 85.1: 6.3 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 156 78 148 120 176 345 345:
Old : 440: 156 78 148 120 176 345 345:
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 17.6 23.3 24.4 14.4 17.0 23.1 23.5
Old : 14.4 17.6 23.3 24.4 14.4 17.0 23.1 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 7,554: 3,946 1,559 1,006 894 3,787 5,846 6,352: 1,707 1,202
Old : 7,554: 3,946 1,559 1,006 894 3,787 5,846 6,352: 1,707 1,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 102: 60 -84 74 -88 15 46 5: 56 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 20.6 13.3 11.8 50.1 77.4 84.1: 22.6 15.9
Old : 100.0: 52.2 20.6 13.3 11.8 50.1 77.4 84.1: 22.6 15.9
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 : 86: 37 17 12 15 27 61 49:
Old : 86: 37 17 12 15 27 61 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 29.7 34.7 45.5 22.6 29.4 33.1 43.9
Old : 22.6 29.7 34.7 45.5 22.6 29.4 33.1 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 71,950: 33,010 12,703 18,160 12,665 18,195 63,835 49,057: 8,115 22,894
Old : 71,950: 33,010 12,703 18,160 12,665 18,195 63,835 49,057: 8,115 22,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -3,357: -1,194 -1,167 -794 -605 -728 -2,593 -2,689: -765 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 17.7 25.2 17.6 25.3 88.7 68.2: 11.3 31.8
Old : 100.0: 45.9 17.7 25.2 17.6 25.3 88.7 68.2: 11.3 31.8
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 : 261: 87 55 80 66 93 199 195:
Old : 261: 87 55 80 66 93 199 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 12.9 24.9 19.6 14.3 10.4 24.2 15.5
Old : 14.3 12.9 24.9 19.6 14.3 10.4 24.2 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 4,456: 194 2,589 341 2,365 1,060 2,900 3,990: 1,556 466
Old : 4,456: 194 2,589 341 2,365 1,060 2,900 3,990: 1,556 466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 203: -5 210 7 87 -17 88 200: 114 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 58.1 7.7 53.1 23.8 65.1 89.6: 34.9 10.4
Old : 100.0: 4.3 58.1 7.7 53.1 23.8 65.1 89.6: 34.9 10.4
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 : 21: 4 7 6 10 7 17 17:
Old : 21: 4 7 6 10 7 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 : 44.8 57.2 56.2 77.7 38.2 56.4 45.7 69.4
Old : 44.8 57.2 56.2 77.7 38.2 56.4 45.7 69.4
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, November 14, 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 : 35,960: 1,038 11,036 6,479 27,542 14,437 35,059 31,952: 901 4,009
Old : 35,960: 1,038 11,036 6,479 27,542 14,437 35,059 31,952: 901 4,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 2,214: 178 845 505 1,451 571 2,133 1,921: 80 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 30.7 18.0 76.6 40.1 97.5 88.9: 2.5 11.1
Old : 100.0: 2.9 30.7 18.0 76.6 40.1 97.5 88.9: 2.5 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 : 69: 7 23 15 28 30 48 55:
Old : 69: 7 23 15 28 30 48 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 31.1 75.4 50.6 50.7 28.6 63.1 43.7
Old : 55.5 31.1 75.4 50.6 50.7 28.6 63.1 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 47,024: 20,598 4,812 44 24,559 40,948 45,201 45,804: 1,823 1,220
Old : 47,024: 20,598 4,812 44 24,559 40,948 45,201 45,804: 1,823 1,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -7,685: -8,140 -6,272 0 621 -1,077 -7,519 -7,349: -166 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 10.2 0.1 52.2 87.1 96.1 97.4: 3.9 2.6
Old : 100.0: 43.8 10.2 0.1 52.2 87.1 96.1 97.4: 3.9 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 : 33: 16 5 1 6 8 22 14:
Old : 33: 16 5 1 6 8 22 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 : 87.5 70.7 90.9 91.9 87.5 70.1 90.9 91.4
Old : 87.5 70.7 90.9 91.9 87.5 70.1 90.9 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 167,489: 67,997 21,491 17,126 46,271 103,745 131,394 142,361: 36,095 25,127
Old : 167,489: 67,997 21,491 17,126 46,271 103,745 131,394 142,361: 36,095 25,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -1,689: -6,256 -2,337 1,494 3,880 -446 -882 -1,290: -807 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 12.8 10.2 27.6 61.9 78.4 85.0: 21.6 15.0
Old : 100.0: 40.6 12.8 10.2 27.6 61.9 78.4 85.0: 21.6 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 : 99: 41 21 23 24 29 74 64:
Old : 99: 41 21 23 24 29 74 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 : 18.9 43.0 30.7 54.5 18.5 42.6 29.1 52.4
Old : 18.9 43.0 30.7 54.5 18.5 42.6 29.1 52.4
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, November 14, 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 : 85,895: 19,470 48,010 4,057 55,593 7,594 79,120 59,662: 6,775 26,234
Old : 85,895: 19,470 48,010 4,057 55,593 7,594 79,120 59,662: 6,775 26,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 564: -840 1,129 -471 1,664 -140 354 519: 210 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 55.9 4.7 64.7 8.8 92.1 69.5: 7.9 30.5
Old : 100.0: 22.7 55.9 4.7 64.7 8.8 92.1 69.5: 7.9 30.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 12 21 4 10 9 25 31:
Old : 50: 12 21 4 10 9 25 31:
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 : 58.7 33.9 72.5 45.9 58.2 33.1 71.2 43.9
Old : 58.7 33.9 72.5 45.9 58.2 33.1 71.2 43.9
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, November 14, 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 : 179,786: 93,311 30,931 2,875 77,913 141,405 174,099 175,211: 5,687 4,575
Old : 179,786: 93,311 30,931 2,875 77,913 141,405 174,099 175,211: 5,687 4,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 52: 4,167 -1,405 -677 -2,870 1,886 621 -196: -569 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 17.2 1.6 43.3 78.7 96.8 97.5: 3.2 2.5
Old : 100.0: 51.9 17.2 1.6 43.3 78.7 96.8 97.5: 3.2 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 : 138: 52 46 11 20 26 75 80:
Old : 138: 52 46 11 20 26 75 80:
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 : 45.7 66.6 61.6 78.8 45.7 66.3 61.6 78.5
Old : 45.7 66.6 61.6 78.8 45.7 66.3 61.6 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 219,921: 52,142 54,590 38,598 95,873 99,081 186,612 192,269: 33,309 27,651
Old : 219,921: 52,142 54,590 38,598 95,873 99,081 186,612 192,269: 33,309 27,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 2,378: 637 -4,980 5,988 -4,712 2,925 1,913 3,933: 465 -1,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 24.8 17.6 43.6 45.1 84.9 87.4: 15.1 12.6
Old : 100.0: 23.7 24.8 17.6 43.6 45.1 84.9 87.4: 15.1 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 : 117: 34 29 32 30 45 83 89:
Old : 117: 34 29 32 30 45 83 89:
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 : 33.7 26.1 45.1 38.6 31.5 25.6 38.7 34.4
Old : 33.7 26.1 45.1 38.6 31.5 25.6 38.7 34.4
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, November 14, 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 : 320,479: 44,899 185,050 30,370 225,852 59,780 301,120 275,199: 19,359 45,280
Old : 320,479: 44,899 185,050 30,370 225,852 59,780 301,120 275,199: 19,359 45,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 623: -6,664 2,000 5,059 2,736 -4,039 1,131 3,020: -508 -2,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 57.7 9.5 70.5 18.7 94.0 85.9: 6.0 14.1
Old : 100.0: 14.0 57.7 9.5 70.5 18.7 94.0 85.9: 6.0 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 20 56 29 34 35 75 100:
Old : 126: 20 56 29 34 35 75 100:
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 : 45.0 35.5 64.9 44.7 40.0 34.1 58.7 43.0
Old : 45.0 35.5 64.9 44.7 40.0 34.1 58.7 43.0
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, November 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 554,186: 193,422 112,004 69,730 212,687 307,780 475,839 489,515: 78,347 64,671
Old : 554,186: 193,422 112,004 69,730 212,687 307,780 475,839 489,515: 78,347 64,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 25,573: 14,123 12,211 6,949 2,460 6,103 23,532 25,264: 2,041 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 20.2 12.6 38.4 55.5 85.9 88.3: 14.1 11.7
Old : 100.0: 34.9 20.2 12.6 38.4 55.5 85.9 88.3: 14.1 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 104 61 66 73 68 198 176:
Old : 263: 104 61 66 73 68 198 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 27.4 29.7 40.2 20.0 26.9 27.2 37.5
Old : 20.3 27.4 29.7 40.2 20.0 26.9 27.2 37.5
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, November 14, 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 : 35,695: 11,484 4,907 874 10,625 27,053 22,983 32,834: 12,712 2,861
Old : 35,695: 11,484 4,907 874 10,625 27,053 22,983 32,834: 12,712 2,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 695: -526 1,098 35 409 335 -82 1,468: 777 -773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 13.7 2.4 29.8 75.8 64.4 92.0: 35.6 8.0
Old : 100.0: 32.2 13.7 2.4 29.8 75.8 64.4 92.0: 35.6 8.0
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 : 26: 8 7 5 10 6 21 15:
Old : 26: 8 7 5 10 6 21 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 : 32.5 80.9 46.7 88.5 31.5 77.3 43.7 84.2
Old : 32.5 80.9 46.7 88.5 31.5 77.3 43.7 84.2
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, November 14, 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 : 24,263: 14,779 5,152 25 7,610 17,936 22,414 23,113: 1,849 1,150
Old : 24,263: 14,779 5,152 25 7,610 17,936 22,414 23,113: 1,849 1,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 271: -279 230 -52 506 -449 175 -271: 96 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 21.2 0.1 31.4 73.9 92.4 95.3: 7.6 4.7
Old : 100.0: 60.9 21.2 0.1 31.4 73.9 92.4 95.3: 7.6 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 11 1 6 4 19 16:
Old : 34: 13 11 1 6 4 19 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 : 64.7 82.6 80.4 90.8 64.6 82.6 80.3 90.8
Old : 64.7 82.6 80.4 90.8 64.6 82.6 80.3 90.8
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, November 14, 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 : 53,690: 18,146 30,037 1,221 31,070 16,667 50,437 47,925: 3,253 5,765
Old : 53,690: 18,146 30,037 1,221 31,070 16,667 50,437 47,925: 3,253 5,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,618: -797 -93 541 2,408 728 2,152 1,176: -534 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 55.9 2.3 57.9 31.0 93.9 89.3: 6.1 10.7
Old : 100.0: 33.8 55.9 2.3 57.9 31.0 93.9 89.3: 6.1 10.7
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 : 85: 26 37 8 16 10 45 52:
Old : 85: 26 37 8 16 10 45 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 38.2 64.2 57.7 48.0 38.2 63.3 57.6
Old : 48.0 38.2 64.2 57.7 48.0 38.2 63.3 57.6
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, November 14, 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 : 22,319: 14,183 4,267 10 7,362 16,659 21,555 20,936: 764 1,383
Old : 22,319: 14,183 4,267 10 7,362 16,659 21,555 20,936: 764 1,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 562: 753 127 0 53 393 806 520: -244 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 19.1 0.0 33.0 74.6 96.6 93.8: 3.4 6.2
Old : 100.0: 63.5 19.1 0.0 33.0 74.6 96.6 93.8: 3.4 6.2
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 : 30: 12 9 1 5 6 18 15:
Old : 30: 12 9 1 5 6 18 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 : 58.4 84.5 89.6 89.2 52.6 72.2 76.2 76.2
Old : 58.4 84.5 89.6 89.2 52.6 72.2 76.2 76.2
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, November 14, 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 :24,085,125: 956,287 3,385,481 10,766,326 11,801,018 8,676,355 23,523,631 22,828,163: 561,494 1,256,962
Old :24,085,125: 956,287 3,385,481 10,766,326 11,801,018 8,676,355 23,523,631 22,828,163: 561,494 1,256,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 696,899: -75,521 51,701 454,839 293,256 159,287 672,574 665,827: 24,325 31,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 14.1 44.7 49.0 36.0 97.7 94.8: 2.3 5.2
Old : 100.0: 4.0 14.1 44.7 49.0 36.0 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 : 337: 51 135 141 128 144 276 328:
Old : 337: 51 135 141 128 144 276 328:
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 19.4 42.9 32.9 19.2 10.0 23.5 13.4
Old : 29.4 19.4 42.9 32.9 19.2 10.0 23.5 13.4
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, November 14, 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 : 952,621: 123,107 93,651 160,018 567,014 592,146 850,139 845,815: 102,482 106,806
Old : 952,621: 123,107 93,651 160,018 567,014 592,146 850,139 845,815: 102,482 106,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,237: 1,990 -783 -6,518 522 8,220 -4,007 919: 5,243 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.8 16.8 59.5 62.2 89.2 88.8: 10.8 11.2
Old : 100.0: 12.9 9.8 16.8 59.5 62.2 89.2 88.8: 10.8 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 : 712: 198 172 229 248 273 546 575:
Old : 712: 198 172 229 248 273 546 575:
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 : 12.3 14.0 21.4 22.5 8.5 10.8 13.8 16.0
Old : 12.3 14.0 21.4 22.5 8.5 10.8 13.8 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, November 14, 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 : 147,626: 10,582 10,638 32,257 78,708 72,726 121,546 115,621: 26,079 32,005
Old : 147,626: 10,582 10,638 32,257 78,708 72,726 121,546 115,621: 26,079 32,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -4,563: -949 -2,380 -2,438 -940 -588 -4,327 -5,405: -236 842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.2 21.9 53.3 49.3 82.3 78.3: 17.7 21.7
Old : 100.0: 7.2 7.2 21.9 53.3 49.3 82.3 78.3: 17.7 21.7
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 : 76: 17 16 27 31 35 63 64:
Old : 76: 17 16 27 31 35 63 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 : 29.8 22.9 44.7 36.6 21.5 15.4 27.8 21.3
Old : 29.8 22.9 44.7 36.6 21.5 15.4 27.8 21.3
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, November 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 20,912: 0 268 0 19,415 19,996 19,415 20,264: 1,497 648
Old : 20,912: 0 268 0 19,415 19,996 19,415 20,264: 1,497 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 92.8 95.6 92.8 96.9: 7.2 3.1
Old : 100.0: 0.0 1.3 0.0 92.8 95.6 92.8 96.9: 7.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 11 11 11 12:
Old : 21: 0 1 0 11 11 11 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 : 69.2 81.4 90.6 92.2 69.2 81.0 90.6 91.6
Old : 69.2 81.4 90.6 92.2 69.2 81.0 90.6 91.6
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, November 14, 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 : 4,024,978: 619,588 472,025 581,845 2,441,530 2,597,100 3,642,963 3,650,970: 382,015 374,007
Old : 4,024,978: 619,588 472,025 581,845 2,441,530 2,597,100 3,642,963 3,650,970: 382,015 374,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 29,000: 5,115 -1,596 -10,821 7,310 44,038 1,604 31,621: 27,395 -2,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 11.7 14.5 60.7 64.5 90.5 90.7: 9.5 9.3
Old : 100.0: 15.4 11.7 14.5 60.7 64.5 90.5 90.7: 9.5 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 : 692: 191 167 220 241 266 527 558:
Old : 692: 191 167 220 241 266 527 558:
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 : 12.4 15.0 22.8 23.3 10.1 12.1 16.3 18.2
Old : 12.4 15.0 22.8 23.3 10.1 12.1 16.3 18.2
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, November 14, 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 : 30,280: 12,874 330 0 14,756 29,325 27,630 29,655: 2,650 625
Old : 30,280: 12,874 330 0 14,756 29,325 27,630 29,655: 2,650 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 260: 457 330 0 253 10 710 340: -450 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 1.1 0.0 48.7 96.8 91.2 97.9: 8.8 2.1
Old : 100.0: 42.5 1.1 0.0 48.7 96.8 91.2 97.9: 8.8 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 : 29: 9 1 0 10 10 19 11:
Old : 29: 9 1 0 10 10 19 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 : 62.6 74.5 77.8 93.2 62.6 74.5 77.8 93.1
Old : 62.6 74.5 77.8 93.2 62.6 74.5 77.8 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 23,000: 526 1,456 0 20,653 20,661 21,179 22,117: 1,821 883
Old : 23,000: 526 1,456 0 20,653 20,661 21,179 22,117: 1,821 883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 525: -4 35 0 484 858 480 893: 45 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 6.3 0.0 89.8 89.8 92.1 96.2: 7.9 3.8
Old : 100.0: 2.3 6.3 0.0 89.8 89.8 92.1 96.2: 7.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 3 0 12 11 13 14:
Old : 24: 1 3 0 12 11 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 80.0 81.7 90.5 60.2 80.0 80.6 90.5
Old : 60.2 80.0 81.7 90.5 60.2 80.0 80.6 90.5
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, November 14, 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 : 93,562: 26,998 3,582 389 52,973 85,806 80,360 89,777: 13,202 3,785
Old : 93,562: 26,998 3,582 389 52,973 85,806 80,360 89,777: 13,202 3,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 682: 464 637 -290 127 523 301 870: 381 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 3.8 0.4 56.6 91.7 85.9 96.0: 14.1 4.0
Old : 100.0: 28.9 3.8 0.4 56.6 91.7 85.9 96.0: 14.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 19 7 6 44 41 63 54:
Old : 94: 19 7 6 44 41 63 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 : 38.5 47.6 52.6 66.1 38.5 47.5 52.2 66.0
Old : 38.5 47.6 52.6 66.1 38.5 47.5 52.2 66.0
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, November 14, 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 : 62,040: 20,636 14,927 4,121 29,830 34,385 54,587 53,433: 7,452 8,607
Old : 62,040: 20,636 14,927 4,121 29,830 34,385 54,587 53,433: 7,452 8,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 2,293: 1,504 1,881 215 468 126 2,188 2,221: 105 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 24.1 6.6 48.1 55.4 88.0 86.1: 12.0 13.9
Old : 100.0: 33.3 24.1 6.6 48.1 55.4 88.0 86.1: 12.0 13.9
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 : 294: 86 81 34 72 89 173 189:
Old : 294: 86 81 34 72 89 173 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 16.4 36.9 27.2 20.2 14.2 31.6 23.7
Old : 23.5 16.4 36.9 27.2 20.2 14.2 31.6 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 310,198: 103,179 74,636 20,606 149,151 171,923 272,935 267,165: 37,262 43,033
Old : 310,198: 103,179 74,636 20,606 149,151 171,923 272,935 267,165: 37,262 43,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 11,463: 7,522 9,404 1,075 2,342 628 10,940 11,107: 523 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 24.1 6.6 48.1 55.4 88.0 86.1: 12.0 13.9
Old : 100.0: 33.3 24.1 6.6 48.1 55.4 88.0 86.1: 12.0 13.9
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 : 294: 86 81 34 72 89 173 189:
Old : 294: 86 81 34 72 89 173 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 16.4 36.9 27.2 20.2 14.2 31.6 23.7
Old : 23.5 16.4 36.9 27.2 20.2 14.2 31.6 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 147,631: 73,643 30,656 12,627 31,519 77,092 117,788 120,374: 29,843 27,257
Old : 147,631: 73,643 30,656 12,627 31,519 77,092 117,788 120,374: 29,843 27,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 986: -2,610 -1,067 775 2,761 1,118 926 827: 60 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 20.8 8.6 21.3 52.2 79.8 81.5: 20.2 18.5
Old : 100.0: 49.9 20.8 8.6 21.3 52.2 79.8 81.5: 20.2 18.5
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 : 88: 37 22 20 19 24 64 58:
Old : 88: 37 22 20 19 24 64 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 37.3 34.3 50.8 19.3 37.0 32.4 47.7
Old : 20.9 37.3 34.3 50.8 19.3 37.0 32.4 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 547,844: 153,667 150,422 13,725 358,567 371,506 525,959 535,653: 21,885 12,192
Old : 547,844: 153,667 150,422 13,725 358,567 371,506 525,959 535,653: 21,885 12,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 412: -2,260 -1,065 428 1,590 2,903 -242 2,265: 655 -1,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 27.5 2.5 65.5 67.8 96.0 97.8: 4.0 2.2
Old : 100.0: 28.0 27.5 2.5 65.5 67.8 96.0 97.8: 4.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 77 46 25 110 118 197 179:
Old : 305: 77 46 25 110 118 197 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 29.2 34.2 41.3 21.7 29.2 32.9 41.2
Old : 22.9 29.2 34.2 41.3 21.7 29.2 32.9 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 41,439: 17,142 10,892 171 15,590 26,639 32,903 37,702: 8,536 3,737
Old : 41,439: 17,142 10,892 171 15,590 26,639 32,903 37,702: 8,536 3,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -1,534: 5 -1,465 -291 -1,361 1,224 -1,647 -532: 113 -1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 26.3 0.4 37.6 64.3 79.4 91.0: 20.6 9.0
Old : 100.0: 41.4 26.3 0.4 37.6 64.3 79.4 91.0: 20.6 9.0
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 : 54: 19 10 2 17 13 37 24:
Old : 54: 19 10 2 17 13 37 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 61.2 47.8 76.3 35.1 61.2 47.6 76.2
Old : 35.1 61.2 47.8 76.3 35.1 61.2 47.6 76.2
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, November 14, 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 : 58,602: 14,000 21,174 1,188 33,289 25,453 48,477 47,815: 10,125 10,787
Old : 58,602: 14,000 21,174 1,188 33,289 25,453 48,477 47,815: 10,125 10,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -6,681: -5,472 374 469 -1,544 -2,479 -6,547 -1,636: -134 -5,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 36.1 2.0 56.8 43.4 82.7 81.6: 17.3 18.4
Old : 100.0: 23.9 36.1 2.0 56.8 43.4 82.7 81.6: 17.3 18.4
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 : 88: 23 20 4 30 23 55 45:
Old : 88: 23 20 4 30 23 55 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 21.2 41.4 36.9 30.1 21.2 39.1 36.5
Old : 30.9 21.2 41.4 36.9 30.1 21.2 39.1 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 100,755: 10,370 5,272 27,649 62,712 67,832 100,731 100,753: 24 2
Old : 100,755: 10,370 5,272 27,649 62,712 67,832 100,731 100,753: 24 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -1,940: 0 1,980 -1,960 20 -1,960 -1,940 -1,940: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 5.2 27.4 62.2 67.3 100.0 100.0: 0.0 0.0
Old : 100.0: 10.3 5.2 27.4 62.2 67.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 2 2 13 14 21 16:
Old : 27: 6 2 2 13 14 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.1 75.6 94.5 93.4 33.0 24.0 35.4 32.8
Old : 85.1 75.6 94.5 93.4 33.0 24.0 35.4 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2017