MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 20,658: 3,280 4,140 200 16,938 16,018 20,418 20,358: 240 300
Old : 20,658: 3,280 4,140 200 16,938 16,018 20,418 20,358: 240 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -402: 0 -100 -600 198 238 -402 -462: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 20.0 1.0 82.0 77.5 98.8 98.5: 1.2 1.5
Old : 100.0: 15.9 20.0 1.0 82.0 77.5 98.8 98.5: 1.2 1.5
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 : 25: 4 11 2 8 6 13 19:
Old : 25: 4 11 2 8 6 13 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.6 62.8 94.8 90.1 69.5 43.3 72.1 64.4
Old : 85.6 62.8 94.8 90.1 69.5 43.3 72.1 64.4
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, December 12, 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 : 7,580: 511 1,331 1,593 4,467 3,730 6,571 6,654: 1,009 926
Old : 7,580: 511 1,331 1,593 4,467 3,730 6,571 6,654: 1,009 926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 222: 57 -103 90 18 144 165 130: 57 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 17.6 21.0 58.9 49.2 86.7 87.8: 13.3 12.2
Old : 100.0: 6.7 17.6 21.0 58.9 49.2 86.7 87.8: 13.3 12.2
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 : 39: 7 9 12 20 19 33 34:
Old : 39: 7 9 12 20 19 33 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 : 32.0 29.8 51.3 48.9 30.6 28.0 41.8 38.3
Old : 32.0 29.8 51.3 48.9 30.6 28.0 41.8 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 51,197: 14,755 3,348 14,986 16,533 20,665 46,274 38,999: 4,924 12,198
Old : 51,197: 14,755 3,348 14,986 16,533 20,665 46,274 38,999: 4,924 12,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 711: 79 -61 -1,192 1,880 1,749 767 496: -56 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 6.5 29.3 32.3 40.4 90.4 76.2: 9.6 23.8
Old : 100.0: 28.8 6.5 29.3 32.3 40.4 90.4 76.2: 9.6 23.8
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 : 85: 23 20 30 34 32 70 69:
Old : 85: 23 20 30 34 32 70 69:
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 : 28.9 25.1 44.8 41.5 22.7 16.5 34.0 22.6
Old : 28.9 25.1 44.8 41.5 22.7 16.5 34.0 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 12,729: 1,238 329 2,921 7,581 8,675 11,740 11,924: 988 804
Old : 12,729: 1,238 329 2,921 7,581 8,675 11,740 11,924: 988 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,101: 37 6 312 693 721 1,042 1,039: 59 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 2.6 22.9 59.6 68.2 92.2 93.7: 7.8 6.3
Old : 100.0: 9.7 2.6 22.9 59.6 68.2 92.2 93.7: 7.8 6.3
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 : 43: 10 5 11 24 22 39 34:
Old : 43: 10 5 11 24 22 39 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 : 33.9 37.9 54.7 58.0 26.2 29.0 38.7 39.6
Old : 33.9 37.9 54.7 58.0 26.2 29.0 38.7 39.6
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, December 12, 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 : 297,388: 96,632 33,150 80,352 101,198 138,818 278,182 252,320: 19,207 45,068
Old : 294,751: 96,518 33,589 79,101 100,786 137,447 276,405 250,137: 18,346 44,614
Other: 2,637: 927 375 437 412 1,371 1,777 2,184: 861 453
: : :
: : Changes in Commitments from: December 5, 2017 :
: -8,950: -4,116 2,996 -659 -3,104 -8,332 -7,879 -5,996: -1,070 -2,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 11.1 27.0 34.0 46.7 93.5 84.8: 6.5 15.2
Old : 100.0: 32.7 11.4 26.8 34.2 46.6 93.8 84.9: 6.2 15.1
Other: 100.0: 35.2 14.2 16.6 15.6 52.0 67.4 82.8: 32.6 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 111 87 115 84 98 257 247:
Old : 316: 108 93 115 84 98 257 247:
Other: 52: 18 9 11 8 21 30 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 11.6 25.3 18.9 14.4 10.5 23.4 16.9
Old : 15.2 11.4 25.5 18.8 14.6 10.3 23.6 16.8
Other: 27.0 41.0 41.8 56.3 24.8 31.8 34.4 43.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 386,112: 138,762 13,860 74,788 141,983 241,041 355,533 329,690: 30,578 56,422
Old : 386,112: 138,762 13,860 74,788 141,983 241,041 355,533 329,690: 30,578 56,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -19,284: -18,907 -3,987 -1,337 48 -10,160 -20,196 -15,483: 913 -3,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 3.6 19.4 36.8 62.4 92.1 85.4: 7.9 14.6
Old : 100.0: 35.9 3.6 19.4 36.8 62.4 92.1 85.4: 7.9 14.6
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 : 414: 149 61 126 128 168 335 314:
Old : 414: 149 61 126 128 168 335 314:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 18.5 27.1 26.3 16.8 18.1 26.4 25.5
Old : 16.8 18.5 27.1 26.3 16.8 18.1 26.4 25.5
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, December 12, 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 : 7,069: 3,428 1,464 997 936 3,476 5,360 5,937: 1,709 1,132
Old : 7,069: 3,428 1,464 997 936 3,476 5,360 5,937: 1,709 1,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -83: 31 86 -20 -81 -178 -70 -112: -13 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 20.7 14.1 13.2 49.2 75.8 84.0: 24.2 16.0
Old : 100.0: 48.5 20.7 14.1 13.2 49.2 75.8 84.0: 24.2 16.0
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 : 75: 29 15 11 17 27 55 46:
Old : 75: 29 15 11 17 27 55 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 32.7 38.3 49.1 25.6 32.6 35.8 45.3
Old : 27.2 32.7 38.3 49.1 25.6 32.6 35.8 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 63,823: 24,924 10,611 16,867 13,087 15,947 54,878 43,425: 8,945 20,398
Old : 63,823: 24,924 10,611 16,867 13,087 15,947 54,878 43,425: 8,945 20,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,818: -3,276 -621 831 -663 -1,553 -3,108 -1,342: 290 -1,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 16.6 26.4 20.5 25.0 86.0 68.0: 14.0 32.0
Old : 100.0: 39.1 16.6 26.4 20.5 25.0 86.0 68.0: 14.0 32.0
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 : 240: 68 50 74 61 85 176 181:
Old : 240: 68 50 74 61 85 176 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 14.2 26.4 20.9 15.7 12.1 24.6 16.2
Old : 15.8 14.2 26.4 20.9 15.7 12.1 24.6 16.2
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, December 12, 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 : 4,909: 377 2,704 413 2,795 1,256 3,586 4,373: 1,324 536
Old : 4,909: 377 2,704 413 2,795 1,256 3,586 4,373: 1,324 536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 446: 107 50 60 81 213 248 323: 198 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 55.1 8.4 56.9 25.6 73.0 89.1: 27.0 10.9
Old : 100.0: 7.7 55.1 8.4 56.9 25.6 73.0 89.1: 27.0 10.9
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 : 21: 4 5 4 12 8 18 15:
Old : 21: 4 5 4 12 8 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 : 42.3 57.4 60.5 77.2 39.6 56.5 54.6 71.0
Old : 42.3 57.4 60.5 77.2 39.6 56.5 54.6 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 41,045: 1,160 12,191 7,332 31,521 17,103 40,013 36,627: 1,032 4,418
Old : 41,045: 1,160 12,191 7,332 31,521 17,103 40,013 36,627: 1,032 4,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,599: -7 309 193 1,339 753 1,526 1,255: 74 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 29.7 17.9 76.8 41.7 97.5 89.2: 2.5 10.8
Old : 100.0: 2.8 29.7 17.9 76.8 41.7 97.5 89.2: 2.5 10.8
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 : 74: 7 25 18 28 32 51 59:
Old : 74: 7 25 18 28 32 51 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 30.7 76.0 49.4 50.8 27.7 64.4 41.2
Old : 55.8 30.7 76.0 49.4 50.8 27.7 64.4 41.2
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, December 12, 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 : 64,805: 23,991 6,659 8 38,956 56,899 62,955 63,566: 1,850 1,239
Old : 64,805: 23,991 6,659 8 38,956 56,899 62,955 63,566: 1,850 1,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 13,425: 50 -300 -68 12,964 13,708 12,946 13,340: 479 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 10.3 0.0 60.1 87.8 97.1 98.1: 2.9 1.9
Old : 100.0: 37.0 10.3 0.0 60.1 87.8 97.1 98.1: 2.9 1.9
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 : 28: 13 4 1 9 8 22 13:
Old : 28: 13 4 1 9 8 22 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.5 71.1 91.6 92.8 70.7 52.9 73.3 73.3
Old : 83.5 71.1 91.6 92.8 70.7 52.9 73.3 73.3
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, December 12, 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 : 165,499: 61,421 21,466 11,987 54,646 106,202 128,054 139,655: 37,445 25,844
Old : 165,499: 61,421 21,466 11,987 54,646 106,202 128,054 139,655: 37,445 25,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -6,362: -3,335 -594 -5,617 4,078 -489 -4,875 -6,699: -1,487 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 13.0 7.2 33.0 64.2 77.4 84.4: 22.6 15.6
Old : 100.0: 37.1 13.0 7.2 33.0 64.2 77.4 84.4: 22.6 15.6
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 : 90: 36 20 23 22 25 67 60:
Old : 90: 36 20 23 22 25 67 60:
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 45.0 32.6 55.8 19.1 43.9 30.7 53.4
Old : 20.3 45.0 32.6 55.8 19.1 43.9 30.7 53.4
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, December 12, 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 : 95,428: 19,349 48,114 3,608 66,474 19,396 89,431 71,118: 5,997 24,310
Old : 95,428: 19,349 48,114 3,608 66,474 19,396 89,431 71,118: 5,997 24,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 11,872: 1,458 727 462 10,300 9,085 12,219 10,273: -347 1,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 50.4 3.8 69.7 20.3 93.7 74.5: 6.3 25.5
Old : 100.0: 20.3 50.4 3.8 69.7 20.3 93.7 74.5: 6.3 25.5
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 : 52: 12 19 5 14 13 28 36:
Old : 52: 12 19 5 14 13 28 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 38.2 73.3 48.6 52.4 30.5 66.3 40.8
Old : 52.6 38.2 73.3 48.6 52.4 30.5 66.3 40.8
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, December 12, 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 : 212,241: 112,423 26,269 27,053 65,731 155,391 205,207 208,713: 7,033 3,527
Old : 212,241: 112,423 26,269 27,053 65,731 155,391 205,207 208,713: 7,033 3,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 32,104: -8,476 1,853 24,754 16,417 5,583 32,695 32,191: -591 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 12.4 12.7 31.0 73.2 96.7 98.3: 3.3 1.7
Old : 100.0: 53.0 12.4 12.7 31.0 73.2 96.7 98.3: 3.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 54 43 20 17 23 79 82:
Old : 135: 54 43 20 17 23 79 82:
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 : 44.7 58.6 62.1 72.6 44.5 58.5 58.5 67.8
Old : 44.7 58.6 62.1 72.6 44.5 58.5 58.5 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 246,338: 80,117 69,653 31,947 96,975 113,953 209,039 215,552: 37,299 30,786
Old : 246,338: 80,117 69,653 31,947 96,975 113,953 209,039 215,552: 37,299 30,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -17,837: -4,202 -5,483 -23,036 9,774 8,157 -17,464 -20,362: -373 2,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 28.3 13.0 39.4 46.3 84.9 87.5: 15.1 12.5
Old : 100.0: 32.5 28.3 13.0 39.4 46.3 84.9 87.5: 15.1 12.5
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 : 128: 48 27 33 30 45 95 89:
Old : 128: 48 27 33 30 45 95 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 : 26.2 25.7 36.5 40.1 20.4 22.9 27.4 34.2
Old : 26.2 25.7 36.5 40.1 20.4 22.9 27.4 34.2
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, December 12, 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 : 277,235: 29,114 144,200 30,572 198,782 59,143 258,468 233,915: 18,767 43,321
Old : 277,235: 29,114 144,200 30,572 198,782 59,143 258,468 233,915: 18,767 43,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -3,055: -1,370 -4,540 -3,275 3,193 -363 -1,452 -8,178: -1,604 5,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 52.0 11.0 71.7 21.3 93.2 84.4: 6.8 15.6
Old : 100.0: 10.5 52.0 11.0 71.7 21.3 93.2 84.4: 6.8 15.6
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 : 125: 19 52 26 37 38 73 100:
Old : 125: 19 52 26 37 38 73 100:
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 : 43.9 32.3 58.7 41.7 38.6 31.4 51.3 38.7
Old : 43.9 32.3 58.7 41.7 38.6 31.4 51.3 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 580,674: 195,879 91,125 76,622 223,665 348,468 496,166 516,215: 84,508 64,459
Old : 580,674: 195,879 91,125 76,622 223,665 348,468 496,166 516,215: 84,508 64,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -20,217: 4,177 -13,787 -9,536 -13,781 -5,961 -19,141 -29,283: -1,076 9,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 15.7 13.2 38.5 60.0 85.4 88.9: 14.6 11.1
Old : 100.0: 33.7 15.7 13.2 38.5 60.0 85.4 88.9: 14.6 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 : 253: 101 55 68 71 69 191 174:
Old : 253: 101 55 68 71 69 191 174:
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 : 20.4 28.8 29.9 42.6 20.0 28.1 27.9 41.4
Old : 20.4 28.8 29.9 42.6 20.0 28.1 27.9 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 45,818: 15,515 5,627 1,622 15,324 34,567 32,461 41,816: 13,357 4,002
Old : 45,818: 15,515 5,627 1,622 15,324 34,567 32,461 41,816: 13,357 4,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 5,579: 642 -483 537 4,573 5,365 5,752 5,419: -173 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 12.3 3.5 33.4 75.4 70.8 91.3: 29.2 8.7
Old : 100.0: 33.9 12.3 3.5 33.4 75.4 70.8 91.3: 29.2 8.7
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 : 31: 12 7 8 11 7 28 17:
Old : 31: 12 7 8 11 7 28 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 : 39.6 80.0 49.7 86.6 27.9 68.8 36.7 73.1
Old : 39.6 80.0 49.7 86.6 27.9 68.8 36.7 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 18,765: 6,583 8,408 265 10,288 9,319 17,136 17,992: 1,629 773
Old : 18,765: 6,583 8,408 265 10,288 9,319 17,136 17,992: 1,629 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,485: 1,119 1,151 -26 168 298 1,261 1,423: 224 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 44.8 1.4 54.8 49.7 91.3 95.9: 8.7 4.1
Old : 100.0: 35.1 44.8 1.4 54.8 49.7 91.3 95.9: 8.7 4.1
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 : 36: 15 12 2 6 5 23 17:
Old : 36: 15 12 2 6 5 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 : 57.1 64.6 74.0 81.2 49.3 51.8 61.3 64.6
Old : 57.1 64.6 74.0 81.2 49.3 51.8 61.3 64.6
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, December 12, 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 : 74,192: 23,811 37,239 3,437 41,601 25,169 68,849 65,845: 5,343 8,347
Old : 74,192: 23,811 37,239 3,437 41,601 25,169 68,849 65,845: 5,343 8,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 12,806: -417 118 1,641 9,559 8,112 10,783 9,871: 2,023 2,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 50.2 4.6 56.1 33.9 92.8 88.7: 7.2 11.3
Old : 100.0: 32.1 50.2 4.6 56.1 33.9 92.8 88.7: 7.2 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: 23 36 18 17 12 49 63:
Old : 88: 23 36 18 17 12 49 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 36.2 58.9 56.2 40.5 29.2 55.1 46.8
Old : 41.2 36.2 58.9 56.2 40.5 29.2 55.1 46.8
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, December 12, 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 : 24,372: 13,584 3,783 1,282 8,385 18,401 23,251 23,466: 1,121 906
Old : 24,372: 13,584 3,783 1,282 8,385 18,401 23,251 23,466: 1,121 906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,748: -63 63 183 1,516 1,542 1,636 1,788: 112 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 15.5 5.3 34.4 75.5 95.4 96.3: 4.6 3.7
Old : 100.0: 55.7 15.5 5.3 34.4 75.5 95.4 96.3: 4.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 6 3 5 6 15 15:
Old : 24: 10 6 3 5 6 15 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 : 65.2 87.1 88.7 92.2 51.6 64.7 64.0 67.9
Old : 65.2 87.1 88.7 92.2 51.6 64.7 64.0 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 :27,255,494: 1,020,163 3,387,116 12,717,792 12,975,400 9,792,217 26,713,355 25,897,125: 542,139 1,358,369
Old :27,255,494: 1,020,163 3,387,116 12,717,792 12,975,400 9,792,217 26,713,355 25,897,125: 542,139 1,358,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 382,958: -12,270 3,168 155,534 247,230 225,062 390,494 383,764: -7,536 -806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 12.4 46.7 47.6 35.9 98.0 95.0: 2.0 5.0
Old : 100.0: 3.7 12.4 46.7 47.6 35.9 98.0 95.0: 2.0 5.0
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 : 344: 59 131 155 130 141 291 334:
Old : 344: 59 131 155 130 141 291 334:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 19.3 42.0 32.9 17.9 9.1 21.9 12.3
Old : 28.2 19.3 42.0 32.9 17.9 9.1 21.9 12.3
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, December 12, 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 : 1,146,709: 112,411 91,374 200,102 712,315 733,178 1,024,828 1,024,654: 121,881 122,055
Old : 1,146,709: 112,411 91,374 200,102 712,315 733,178 1,024,828 1,024,654: 121,881 122,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 115,347: -15,779 -874 29,277 92,715 72,712 106,212 101,115: 9,135 14,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 8.0 17.5 62.1 63.9 89.4 89.4: 10.6 10.6
Old : 100.0: 9.8 8.0 17.5 62.1 63.9 89.4 89.4: 10.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 705: 191 167 229 257 282 551 575:
Old : 705: 191 167 229 257 282 551 575:
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 : 12.9 11.4 21.8 19.5 6.9 8.8 11.5 13.3
Old : 12.9 11.4 21.8 19.5 6.9 8.8 11.5 13.3
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, December 12, 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 : 204,815: 16,267 11,850 41,366 111,449 106,987 169,082 160,203: 35,733 44,612
Old : 204,815: 16,267 11,850 41,366 111,449 106,987 169,082 160,203: 35,733 44,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 39,095: 4,344 544 10,151 23,794 20,736 38,289 31,431: 807 7,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 5.8 20.2 54.4 52.2 82.6 78.2: 17.4 21.8
Old : 100.0: 7.9 5.8 20.2 54.4 52.2 82.6 78.2: 17.4 21.8
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 : 74: 16 15 27 30 35 60 63:
Old : 74: 16 15 27 30 35 60 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 19.8 44.7 34.5 24.2 13.4 30.4 20.4
Old : 29.9 19.8 44.7 34.5 24.2 13.4 30.4 20.4
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, December 12, 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 : 32,081: 0 268 0 30,216 31,053 30,216 31,321: 1,865 760
Old : 32,081: 0 268 0 30,216 31,053 30,216 31,321: 1,865 760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 9,646: 0 0 0 9,567 9,537 9,567 9,537: 79 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 94.2 96.8 94.2 97.6: 5.8 2.4
Old : 100.0: 0.0 0.8 0.0 94.2 96.8 94.2 97.6: 5.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 14 13 14 14:
Old : 22: 0 1 0 14 13 14 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 : 72.5 77.8 91.2 91.3 47.9 57.2 62.3 64.3
Old : 72.5 77.8 91.2 91.3 47.9 57.2 62.3 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 Energy Index p :
: : :
All : 15,183: 1,688 0 0 11,948 14,536 13,636 14,536: 1,547 647
Old : 15,183: 1,688 0 0 11,948 14,536 13,636 14,536: 1,547 647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 2,468: -60 0 0 2,436 2,270 2,376 2,270: 92 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 0.0 78.7 95.7 89.8 95.7: 10.2 4.3
Old : 100.0: 11.1 0.0 0.0 78.7 95.7 89.8 95.7: 10.2 4.3
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 : 23: 4 0 0 12 13 16 13:
Old : 23: 4 0 0 12 13 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 73.4 76.5 90.2 48.0 69.6 61.8 78.0
Old : 57.8 73.4 76.5 90.2 48.0 69.6 61.8 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 4,709,472: 574,727 491,623 699,677 3,004,331 3,130,958 4,278,735 4,322,258: 430,738 387,214
Old : 4,709,472: 574,727 491,623 699,677 3,004,331 3,130,958 4,278,735 4,322,258: 430,738 387,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 381,259: -74,406 19,123 69,418 344,606 259,881 339,617 348,422: 41,642 32,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.4 14.9 63.8 66.5 90.9 91.8: 9.1 8.2
Old : 100.0: 12.2 10.4 14.9 63.8 66.5 90.9 91.8: 9.1 8.2
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 : 690: 184 164 222 252 277 536 563:
Old : 690: 184 164 222 252 277 536 563:
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 : 12.7 11.7 21.2 19.4 8.1 9.7 13.5 15.0
Old : 12.7 11.7 21.2 19.4 8.1 9.7 13.5 15.0
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, December 12, 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 : 45,198: 14,851 303 0 27,148 44,530 41,999 44,833: 3,199 365
Old : 45,198: 14,851 303 0 27,148 44,530 41,999 44,833: 3,199 365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 12,820: 236 32 0 13,018 12,855 13,254 12,887: -434 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 0.7 0.0 60.1 98.5 92.9 99.2: 7.1 0.8
Old : 100.0: 32.9 0.7 0.0 60.1 98.5 92.9 99.2: 7.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 10 1 0 12 12 22 13:
Old : 30: 10 1 0 12 12 22 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 73.0 77.5 88.7 43.1 50.4 55.3 65.2
Old : 60.9 73.0 77.5 88.7 43.1 50.4 55.3 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 Technology Ind :
: : :
All : 14,514: 3,575 1,236 0 9,795 12,866 13,370 14,102: 1,144 412
Old : 14,514: 3,575 1,236 0 9,795 12,866 13,370 14,102: 1,144 412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 8.5 0.0 67.5 88.6 92.1 97.2: 7.9 2.8
Old : 100.0: 24.6 8.5 0.0 67.5 88.6 92.1 97.2: 7.9 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 : 20: 3 1 0 9 13 12 14:
Old : 20: 3 1 0 9 13 12 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 : 52.8 46.0 85.8 74.0 35.8 37.0 51.2 53.6
Old : 52.8 46.0 85.8 74.0 35.8 37.0 51.2 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 38,286: 508 590 0 35,935 36,560 36,443 37,150: 1,843 1,136
Old : 38,286: 508 590 0 35,935 36,560 36,443 37,150: 1,843 1,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 16,809: -173 0 0 17,012 16,609 16,839 16,609: -30 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.5 0.0 93.9 95.5 95.2 97.0: 4.8 3.0
Old : 100.0: 1.3 1.5 0.0 93.9 95.5 95.2 97.0: 4.8 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 : 23: 1 2 0 14 11 15 13:
Old : 23: 1 2 0 14 11 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 84.7 83.7 93.5 33.6 47.8 45.4 51.3
Old : 63.1 84.7 83.7 93.5 33.6 47.8 45.4 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 105,402: 26,800 2,514 452 63,946 97,669 91,198 100,635: 14,204 4,767
Old : 105,402: 26,800 2,514 452 63,946 97,669 91,198 100,635: 14,204 4,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 12,361: -2,057 -133 -123 14,369 10,762 12,189 10,506: 172 1,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 2.4 0.4 60.7 92.7 86.5 95.5: 13.5 4.5
Old : 100.0: 25.4 2.4 0.4 60.7 92.7 86.5 95.5: 13.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 19 5 6 45 44 65 54:
Old : 90: 19 5 6 45 44 65 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 : 32.1 44.6 46.6 63.4 32.1 42.1 46.3 57.6
Old : 32.1 44.6 46.6 63.4 32.1 42.1 46.3 57.6
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, December 12, 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 : 75,875: 18,369 16,716 4,845 44,097 45,781 67,311 67,342: 8,564 8,533
Old : 75,875: 18,369 16,716 4,845 44,097 45,781 67,311 67,342: 8,564 8,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 10,467: -2,454 -2,682 1,123 12,038 11,471 10,706 9,911: -239 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 22.0 6.4 58.1 60.3 88.7 88.8: 11.3 11.2
Old : 100.0: 24.2 22.0 6.4 58.1 60.3 88.7 88.8: 11.3 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 : 291: 81 76 45 81 100 189 196:
Old : 291: 81 76 45 81 100 189 196:
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 : 28.6 20.7 41.6 30.6 16.1 10.5 26.3 18.4
Old : 28.6 20.7 41.6 30.6 16.1 10.5 26.3 18.4
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, December 12, 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 : 379,376: 91,845 83,582 24,226 220,483 228,903 336,555 336,711: 42,821 42,665
Old : 379,376: 91,845 83,582 24,226 220,483 228,903 336,555 336,711: 42,821 42,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 52,333: -12,272 -13,412 5,614 60,188 57,355 53,530 49,556: -1,197 2,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 22.0 6.4 58.1 60.3 88.7 88.8: 11.3 11.2
Old : 100.0: 24.2 22.0 6.4 58.1 60.3 88.7 88.8: 11.3 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 : 291: 81 76 45 81 100 189 196:
Old : 291: 81 76 45 81 100 189 196:
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 : 28.6 20.7 41.6 30.6 16.1 10.5 26.3 18.4
Old : 28.6 20.7 41.6 30.6 16.1 10.5 26.3 18.4
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, December 12, 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 : 170,811: 91,884 52,064 13,811 43,249 70,991 148,943 136,866: 21,868 33,945
Old : 170,811: 91,884 52,064 13,811 43,249 70,991 148,943 136,866: 21,868 33,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 8,634: 10,306 8,100 -3,076 5,156 489 12,386 5,513: -3,752 3,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 30.5 8.1 25.3 41.6 87.2 80.1: 12.8 19.9
Old : 100.0: 53.8 30.5 8.1 25.3 41.6 87.2 80.1: 12.8 19.9
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 : 100: 34 28 25 23 29 64 77:
Old : 100: 34 28 25 23 29 64 77:
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 : 35.6 29.0 52.8 42.4 35.1 28.6 50.0 41.8
Old : 35.6 29.0 52.8 42.4 35.1 28.6 50.0 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 684,853: 179,260 135,604 19,255 449,892 500,952 648,407 655,812: 36,445 29,041
Old : 684,853: 179,260 135,604 19,255 449,892 500,952 648,407 655,812: 36,445 29,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 87,033: -1,422 -2,928 4,025 71,368 70,641 73,972 71,739: 13,062 15,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 19.8 2.8 65.7 73.1 94.7 95.8: 5.3 4.2
Old : 100.0: 26.2 19.8 2.8 65.7 73.1 94.7 95.8: 5.3 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 : 309: 78 41 42 130 122 228 186:
Old : 309: 78 41 42 130 122 228 186:
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 : 19.8 32.1 31.2 46.9 19.1 28.7 28.5 40.9
Old : 19.8 32.1 31.2 46.9 19.1 28.7 28.5 40.9
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, December 12, 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 : 38,181: 16,807 10,514 0 13,698 23,685 30,505 34,199: 7,676 3,982
Old : 38,181: 16,807 10,514 0 13,698 23,685 30,505 34,199: 7,676 3,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -18,452: -540 -665 -7,191 -4,072 -6,435 -11,803 -14,291: -6,649 -4,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 27.5 0.0 35.9 62.0 79.9 89.6: 20.1 10.4
Old : 100.0: 44.0 27.5 0.0 35.9 62.0 79.9 89.6: 20.1 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 : 40: 18 4 0 14 10 32 14:
Old : 40: 18 4 0 14 10 32 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 : 38.6 74.5 53.0 86.2 38.6 74.5 53.0 86.0
Old : 38.6 74.5 53.0 86.2 38.6 74.5 53.0 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 49,573: 15,262 9,189 661 24,323 19,852 40,246 29,702: 9,327 19,871
Old : 49,573: 15,262 9,189 661 24,323 19,852 40,246 29,702: 9,327 19,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -32,586: 1,117 -13,307 -3,124 -12,170 -8,676 -14,177 -25,107: -18,409 -7,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 18.5 1.3 49.1 40.0 81.2 59.9: 18.8 40.1
Old : 100.0: 30.8 18.5 1.3 49.1 40.0 81.2 59.9: 18.8 40.1
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 : 68: 19 14 3 21 24 42 39:
Old : 68: 19 14 3 21 24 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 21.8 49.7 34.5 36.0 21.8 48.3 34.2
Old : 37.2 21.8 49.7 34.5 36.0 21.8 48.3 34.2
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, December 12, 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 : 103,009: 11,080 3,420 29,021 62,864 70,566 102,965 103,007: 44 2
Old : 103,009: 11,080 3,420 29,021 62,864 70,566 102,965 103,007: 44 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 3,225: 1,040 -2,307 1,877 1,308 3,655 4,225 3,225: -1,000 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 3.3 28.2 61.0 68.5 100.0 100.0: 0.0 0.0
Old : 100.0: 10.8 3.3 28.2 61.0 68.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 2 2 14 16 22 18:
Old : 28: 6 2 2 14 16 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.4 76.1 94.4 93.4 28.7 23.0 30.9 29.9
Old : 86.4 76.1 94.4 93.4 28.7 23.0 30.9 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2017