MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 20,532: 3,400 3,880 200 16,692 16,212 20,292 20,292: 240 240
Old : 20,532: 3,400 3,880 200 16,692 16,212 20,292 20,292: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -126: 120 -260 0 -246 194 -126 -66: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 18.9 1.0 81.3 79.0 98.8 98.8: 1.2 1.2
Old : 100.0: 16.6 18.9 1.0 81.3 79.0 98.8 98.8: 1.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 10 2 8 7 13 19:
Old : 25: 4 10 2 8 7 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 : 86.8 62.4 95.3 89.9 71.1 42.1 73.2 65.2
Old : 86.8 62.4 95.3 89.9 71.1 42.1 73.2 65.2
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 19, 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 : 7,978: 525 1,465 1,604 4,706 3,926 6,834 6,994: 1,144 984
Old : 7,978: 525 1,465 1,604 4,706 3,926 6,834 6,994: 1,144 984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 398: 13 133 11 239 196 263 340: 135 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 18.4 20.1 59.0 49.2 85.7 87.7: 14.3 12.3
Old : 100.0: 6.6 18.4 20.1 59.0 49.2 85.7 87.7: 14.3 12.3
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 : 41: 7 10 12 20 20 33 36:
Old : 41: 7 10 12 20 20 33 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 : 32.8 28.8 52.4 47.3 32.5 26.5 42.9 37.1
Old : 32.8 28.8 52.4 47.3 32.5 26.5 42.9 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 55,579: 15,210 2,759 17,442 17,933 21,879 50,586 42,080: 4,993 13,499
Old : 55,579: 15,210 2,759 17,442 17,933 21,879 50,586 42,080: 4,993 13,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 4,382: 455 -590 2,457 1,401 1,214 4,312 3,081: 70 1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 5.0 31.4 32.3 39.4 91.0 75.7: 9.0 24.3
Old : 100.0: 27.4 5.0 31.4 32.3 39.4 91.0 75.7: 9.0 24.3
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: 27 19 30 33 32 70 71:
Old : 88: 27 19 30 33 32 70 71:
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 : 28.4 24.7 44.8 40.2 22.1 14.2 32.8 19.9
Old : 28.4 24.7 44.8 40.2 22.1 14.2 32.8 19.9
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, December 19, 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 : 13,538: 1,265 360 3,246 8,081 9,059 12,592 12,666: 946 872
Old : 13,538: 1,265 360 3,246 8,081 9,059 12,592 12,666: 946 872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 810: 27 32 325 500 385 852 742: -43 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 2.7 24.0 59.7 66.9 93.0 93.6: 7.0 6.4
Old : 100.0: 9.3 2.7 24.0 59.7 66.9 93.0 93.6: 7.0 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 : 44: 11 6 11 24 22 40 34:
Old : 44: 11 6 11 24 22 40 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 : 34.3 38.0 54.4 57.6 25.4 28.6 38.2 37.9
Old : 34.3 38.0 54.4 57.6 25.4 28.6 38.2 37.9
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 19, 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 : 266,128: 88,571 32,065 60,895 100,086 130,537 249,551 223,498: 16,577 42,630
Old : 263,430: 88,483 32,770 59,558 99,651 129,027 247,692 221,355: 15,738 42,076
Other: 2,697: 927 135 497 435 1,511 1,859 2,143: 838 554
: : :
: : Changes in Commitments from: December 12, 2017 :
: -31,261: -8,061 -1,085 -19,457 -1,112 -8,280 -28,631 -28,823: -2,630 -2,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 12.0 22.9 37.6 49.1 93.8 84.0: 6.2 16.0
Old : 100.0: 33.6 12.4 22.6 37.8 49.0 94.0 84.0: 6.0 16.0
Other: 100.0: 34.4 5.0 18.4 16.1 56.0 68.9 79.5: 31.1 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 99 82 115 80 95 243 241:
Old : 301: 98 85 113 80 95 241 241:
Other: 52: 18 9 13 9 20 32 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 : 16.5 12.5 27.2 19.6 15.6 11.1 25.6 18.1
Old : 16.7 12.3 27.5 19.5 15.8 11.0 25.9 18.1
Other: 26.0 34.3 40.7 49.6 23.2 27.9 32.5 39.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 381,993: 131,825 15,040 76,542 143,557 235,433 351,924 327,016: 30,069 54,977
Old : 381,993: 131,825 15,040 76,542 143,557 235,433 351,924 327,016: 30,069 54,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -4,119: -6,937 1,180 1,754 1,573 -5,608 -3,610 -2,674: -510 -1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 3.9 20.0 37.6 61.6 92.1 85.6: 7.9 14.4
Old : 100.0: 34.5 3.9 20.0 37.6 61.6 92.1 85.6: 7.9 14.4
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 : 409: 138 70 127 128 164 328 314:
Old : 409: 138 70 127 128 164 328 314:
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 : 17.1 18.6 27.3 26.3 17.1 18.2 26.8 25.6
Old : 17.1 18.6 27.3 26.3 17.1 18.2 26.8 25.6
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 19, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 6,972: 3,561 1,523 944 854 3,341 5,359 5,808: 1,613 1,163
Old : 6,972: 3,561 1,523 944 854 3,341 5,359 5,808: 1,613 1,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -98: 133 59 -53 -82 -135 -1 -129: -96 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 21.8 13.5 12.2 47.9 76.9 83.3: 23.1 16.7
Old : 100.0: 51.1 21.8 13.5 12.2 47.9 76.9 83.3: 23.1 16.7
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 : 74: 32 15 12 16 23 58 42:
Old : 74: 32 15 12 16 23 58 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 33.8 37.5 49.9 25.1 33.7 33.8 45.0
Old : 27.2 33.8 37.5 49.9 25.1 33.7 33.8 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 64,854: 23,513 11,188 17,683 13,867 15,764 55,063 44,636: 9,791 20,218
Old : 64,854: 23,513 11,188 17,683 13,867 15,764 55,063 44,636: 9,791 20,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 1,032: -1,411 578 816 780 -183 185 1,211: 847 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 17.3 27.3 21.4 24.3 84.9 68.8: 15.1 31.2
Old : 100.0: 36.3 17.3 27.3 21.4 24.3 84.9 68.8: 15.1 31.2
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 : 239: 64 53 76 65 79 181 178:
Old : 239: 64 53 76 65 79 181 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 13.2 24.5 19.6 15.1 12.1 23.9 16.1
Old : 15.1 13.2 24.5 19.6 15.1 12.1 23.9 16.1
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 19, 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 : 5,287: 408 2,916 515 3,006 1,201 3,930 4,632: 1,357 655
Old : 5,287: 408 2,916 515 3,006 1,201 3,930 4,632: 1,357 655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 377: 31 211 102 211 -55 344 259: 33 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 55.2 9.7 56.9 22.7 74.3 87.6: 25.7 12.4
Old : 100.0: 7.7 55.2 9.7 56.9 22.7 74.3 87.6: 25.7 12.4
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: 3 6 4 12 8 18 15:
Old : 21: 3 6 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 : 40.9 56.7 60.3 77.4 40.4 55.8 54.1 69.1
Old : 40.9 56.7 60.3 77.4 40.4 55.8 54.1 69.1
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 19, 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 : 44,170: 1,501 12,761 8,089 33,433 18,427 43,024 39,277: 1,146 4,893
Old : 44,170: 1,501 12,761 8,089 33,433 18,427 43,024 39,277: 1,146 4,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 3,124: 341 570 757 1,913 1,323 3,010 2,650: 114 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 28.9 18.3 75.7 41.7 97.4 88.9: 2.6 11.1
Old : 100.0: 3.4 28.9 18.3 75.7 41.7 97.4 88.9: 2.6 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 : 77: 9 26 16 29 33 51 62:
Old : 77: 9 26 16 29 33 51 62:
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 : 55.0 30.0 75.8 48.8 50.6 27.7 63.8 40.9
Old : 55.0 30.0 75.8 48.8 50.6 27.7 63.8 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 54,240: 26,918 4,692 44 25,624 48,381 52,586 53,117: 1,654 1,123
Old : 54,240: 26,918 4,692 44 25,624 48,381 52,586 53,117: 1,654 1,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -10,565: 2,927 -1,967 36 -13,332 -8,518 -10,369 -10,449: -196 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 8.7 0.1 47.2 89.2 97.0 97.9: 3.0 2.1
Old : 100.0: 49.6 8.7 0.1 47.2 89.2 97.0 97.9: 3.0 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 : 31: 16 4 1 5 8 21 13:
Old : 31: 16 4 1 5 8 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.5 79.5 92.1 94.2 88.5 79.1 92.1 93.7
Old : 88.5 79.5 92.1 94.2 88.5 79.1 92.1 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 172,676: 67,853 22,910 12,206 58,601 113,240 138,660 148,356: 34,016 24,320
Old : 172,676: 67,853 22,910 12,206 58,601 113,240 138,660 148,356: 34,016 24,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 7,177: 6,432 1,444 219 3,954 7,038 10,606 8,701: -3,429 -1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 13.3 7.1 33.9 65.6 80.3 85.9: 19.7 14.1
Old : 100.0: 39.3 13.3 7.1 33.9 65.6 80.3 85.9: 19.7 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 : 92: 39 21 25 22 25 70 62:
Old : 92: 39 21 25 22 25 70 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 46.3 35.2 56.2 20.0 42.0 32.3 51.4
Old : 21.4 46.3 35.2 56.2 20.0 42.0 32.3 51.4
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 19, 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 : 79,215: 29,875 47,200 327 42,497 9,187 72,699 56,714: 6,516 22,501
Old : 79,215: 29,875 47,200 327 42,497 9,187 72,699 56,714: 6,516 22,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -16,213: 10,526 -914 -3,281 -23,977 -10,209 -16,732 -14,404: 519 -1,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 59.6 0.4 53.6 11.6 91.8 71.6: 8.2 28.4
Old : 100.0: 37.7 59.6 0.4 53.6 11.6 91.8 71.6: 8.2 28.4
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 : 48: 12 19 3 8 11 22 31:
Old : 48: 12 19 3 8 11 22 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 : 63.8 36.7 75.8 48.0 63.8 36.7 75.7 48.0
Old : 63.8 36.7 75.8 48.0 63.8 36.7 75.7 48.0
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 19, 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 : 182,645: 102,298 48,425 894 74,489 129,440 177,681 178,759: 4,964 3,885
Old : 182,645: 102,298 48,425 894 74,489 129,440 177,681 178,759: 4,964 3,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -29,596: -10,125 22,156 -26,159 8,758 -25,951 -27,526 -29,954: -2,070 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 26.5 0.5 40.8 70.9 97.3 97.9: 2.7 2.1
Old : 100.0: 56.0 26.5 0.5 40.8 70.9 97.3 97.9: 2.7 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 : 129: 43 54 9 15 23 64 80:
Old : 129: 43 54 9 15 23 64 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 : 55.2 61.7 73.4 75.1 55.2 61.6 73.4 75.0
Old : 55.2 61.7 73.4 75.1 55.2 61.6 73.4 75.0
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 19, 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 : 222,564: 75,851 55,497 26,599 87,564 114,086 190,013 196,182: 32,551 26,382
Old : 222,564: 75,851 55,497 26,599 87,564 114,086 190,013 196,182: 32,551 26,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -23,774: -4,266 -14,155 -5,348 -9,411 134 -19,026 -19,370: -4,748 -4,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 24.9 12.0 39.3 51.3 85.4 88.1: 14.6 11.9
Old : 100.0: 34.1 24.9 12.0 39.3 51.3 85.4 88.1: 14.6 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 47 26 28 27 42 88 82:
Old : 124: 47 26 28 27 42 88 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 : 29.2 34.1 37.5 45.9 27.9 33.3 34.9 42.3
Old : 29.2 34.1 37.5 45.9 27.9 33.3 34.9 42.3
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 19, 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 : 248,493: 33,975 149,449 18,076 178,293 40,853 230,344 208,377: 18,149 40,115
Old : 248,493: 33,975 149,449 18,076 178,293 40,853 230,344 208,377: 18,149 40,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -28,743: 4,861 5,249 -12,496 -20,490 -18,291 -28,124 -25,537: -619 -3,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 60.1 7.3 71.7 16.4 92.7 83.9: 7.3 16.1
Old : 100.0: 13.7 60.1 7.3 71.7 16.4 92.7 83.9: 7.3 16.1
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 : 117: 21 48 25 35 35 70 94:
Old : 117: 21 48 25 35 35 70 94:
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 : 51.1 35.6 61.9 44.9 49.9 35.6 59.6 44.9
Old : 51.1 35.6 61.9 44.9 49.9 35.6 59.6 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 561,933: 193,065 111,830 56,482 229,495 341,130 479,042 509,442: 82,891 52,491
Old : 561,933: 193,065 111,830 56,482 229,495 341,130 479,042 509,442: 82,891 52,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -18,741: -2,814 20,705 -20,141 5,831 -7,339 -17,124 -6,774: -1,617 -11,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 19.9 10.1 40.8 60.7 85.2 90.7: 14.8 9.3
Old : 100.0: 34.4 19.9 10.1 40.8 60.7 85.2 90.7: 14.8 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 : 262: 107 60 63 71 63 198 166:
Old : 262: 107 60 63 71 63 198 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 36.5 29.0 49.3 20.4 36.4 27.0 47.9
Old : 20.8 36.5 29.0 49.3 20.4 36.4 27.0 47.9
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 19, 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 : 37,775: 15,397 5,261 855 9,055 28,294 25,307 34,410: 12,468 3,365
Old : 37,775: 15,397 5,261 855 9,055 28,294 25,307 34,410: 12,468 3,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -8,043: -118 -366 -767 -6,269 -6,273 -7,154 -7,406: -889 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 13.9 2.3 24.0 74.9 67.0 91.1: 33.0 8.9
Old : 100.0: 40.8 13.9 2.3 24.0 74.9 67.0 91.1: 33.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 11 7 6 10 9 25 18:
Old : 31: 11 7 6 10 9 25 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 : 35.2 76.3 45.1 85.5 33.8 74.2 43.6 82.7
Old : 35.2 76.3 45.1 85.5 33.8 74.2 43.6 82.7
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 19, 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 : 20,142: 7,020 9,972 270 11,283 9,041 18,573 19,283: 1,569 859
Old : 20,142: 7,020 9,972 270 11,283 9,041 18,573 19,283: 1,569 859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 1,377: 437 1,564 5 995 -278 1,437 1,291: -60 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 49.5 1.3 56.0 44.9 92.2 95.7: 7.8 4.3
Old : 100.0: 34.9 49.5 1.3 56.0 44.9 92.2 95.7: 7.8 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 : 39: 16 11 3 8 6 27 17:
Old : 39: 16 11 3 8 6 27 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 : 56.9 67.6 73.3 83.0 47.5 54.9 58.6 66.7
Old : 56.9 67.6 73.3 83.0 47.5 54.9 58.6 66.7
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 19, 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 : 48,385: 19,456 36,075 455 25,914 7,175 45,825 43,705: 2,560 4,680
Old : 48,385: 19,456 36,075 455 25,914 7,175 45,825 43,705: 2,560 4,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -25,807: -4,355 -1,164 -2,982 -15,687 -17,994 -23,024 -22,140: -2,783 -3,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 74.6 0.9 53.6 14.8 94.7 90.3: 5.3 9.7
Old : 100.0: 40.2 74.6 0.9 53.6 14.8 94.7 90.3: 5.3 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 25 37 5 11 6 38 46:
Old : 79: 25 37 5 11 6 38 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 : 59.6 35.6 74.6 59.5 59.6 35.6 74.6 59.5
Old : 59.6 35.6 74.6 59.5 59.6 35.6 74.6 59.5
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 19, 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 : 13,093: 11,779 4,317 274 20 7,717 12,073 12,308: 1,020 785
Old : 13,093: 11,779 4,317 274 20 7,717 12,073 12,308: 1,020 785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -11,279: -1,805 534 -1,008 -8,365 -10,684 -11,178 -11,158: -101 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 33.0 2.1 0.2 58.9 92.2 94.0: 7.8 6.0
Old : 100.0: 90.0 33.0 2.1 0.2 58.9 92.2 94.0: 7.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 6 1 1 7 10 14:
Old : 22: 9 6 1 1 7 10 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 : 79.3 66.2 91.1 84.6 79.3 66.2 89.3 84.4
Old : 79.3 66.2 91.1 84.6 79.3 66.2 89.3 84.4
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 19, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :22,242,586: 1,013,317 3,161,476 9,835,771 10,847,515 7,911,408 21,696,604 20,908,655: 545,982 1,333,931
Old :22,242,586: 1,013,317 3,161,476 9,835,771 10,847,515 7,911,408 21,696,604 20,908,655: 545,982 1,333,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
:-5,012,908: -6,845 -225,640 -2,882,022 -2,127,884 -1,880,808 -5,016,751 -4,988,470: 3,843 -24,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 14.2 44.2 48.8 35.6 97.5 94.0: 2.5 6.0
Old : 100.0: 4.6 14.2 44.2 48.8 35.6 97.5 94.0: 2.5 6.0
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 : 307: 56 109 126 118 128 250 296:
Old : 307: 56 109 126 118 128 250 296:
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 20.1 43.4 32.9 20.1 9.8 24.9 13.5
Old : 29.4 20.1 43.4 32.9 20.1 9.8 24.9 13.5
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 19, 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 : 858,577: 107,989 92,367 139,277 513,532 533,218 760,798 764,861: 97,779 93,716
Old : 858,577: 107,989 92,367 139,277 513,532 533,218 760,798 764,861: 97,779 93,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -288,133: -4,423 993 -60,825 -198,783 -199,961 -264,031 -259,793: -24,102 -28,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 10.8 16.2 59.8 62.1 88.6 89.1: 11.4 10.9
Old : 100.0: 12.6 10.8 16.2 59.8 62.1 88.6 89.1: 11.4 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 : 691: 199 153 204 241 259 527 529:
Old : 691: 199 153 204 241 259 527 529:
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 12.2 22.1 20.4 10.2 10.0 16.0 15.5
Old : 12.7 12.2 22.1 20.4 10.2 10.0 16.0 15.5
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 19, 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 : 116,954: 5,965 5,408 27,600 53,734 59,134 87,299 92,143: 29,655 24,811
Old : 116,954: 5,965 5,408 27,600 53,734 59,134 87,299 92,143: 29,655 24,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -87,861: -10,302 -6,442 -13,766 -57,715 -47,852 -81,783 -68,060: -6,078 -19,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.6 23.6 45.9 50.6 74.6 78.8: 25.4 21.2
Old : 100.0: 5.1 4.6 23.6 45.9 50.6 74.6 78.8: 25.4 21.2
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 : 59: 12 14 23 23 28 48 52:
Old : 59: 12 14 23 23 28 48 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 : 26.2 23.1 42.8 42.2 14.2 15.0 19.9 21.7
Old : 26.2 23.1 42.8 42.2 14.2 15.0 19.9 21.7
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 19, 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 : 10,429: 1,034 0 0 8,112 9,890 9,146 9,890: 1,283 539
Old : 10,429: 1,034 0 0 8,112 9,890 9,146 9,890: 1,283 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -4,754: -654 0 0 -3,836 -4,646 -4,490 -4,646: -264 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 0.0 77.8 94.8 87.7 94.8: 12.3 5.2
Old : 100.0: 9.9 0.0 0.0 77.8 94.8 87.7 94.8: 12.3 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 : 20: 3 0 0 9 10 12 10:
Old : 20: 3 0 0 9 10 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 76.3 79.6 90.1 58.4 76.3 77.3 90.1
Old : 60.7 76.3 79.6 90.1 58.4 76.3 77.3 90.1
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 19, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,708,115: 522,304 446,979 546,199 2,298,990 2,370,415 3,367,493 3,363,593: 340,622 344,522
Old : 3,708,115: 522,304 446,979 546,199 2,298,990 2,370,415 3,367,493 3,363,593: 340,622 344,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
:-1,001,357: -52,423 -44,644 -153,478 -705,340 -760,542 -911,242 -958,665: -90,116 -42,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 12.1 14.7 62.0 63.9 90.8 90.7: 9.2 9.3
Old : 100.0: 14.1 12.1 14.7 62.0 63.9 90.8 90.7: 9.2 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 : 675: 193 149 196 237 253 513 515:
Old : 675: 193 149 196 237 253 513 515:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 11.8 23.2 20.1 11.8 10.8 18.5 17.1
Old : 13.1 11.8 23.2 20.1 11.8 10.8 18.5 17.1
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 19, 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 : 34,348: 15,072 0 0 15,780 33,764 30,852 33,764: 3,496 584
Old : 34,348: 15,072 0 0 15,780 33,764 30,852 33,764: 3,496 584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -10,850: 221 -303 0 -11,368 -10,766 -11,147 -11,069: 297 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 0.0 0.0 45.9 98.3 89.8 98.3: 10.2 1.7
Old : 100.0: 43.9 0.0 0.0 45.9 98.3 89.8 98.3: 10.2 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 : 27: 10 0 0 8 10 18 10:
Old : 27: 10 0 0 8 10 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 82.1 76.9 95.6 58.3 82.1 76.9 95.5
Old : 58.3 82.1 76.9 95.6 58.3 82.1 76.9 95.5
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 19, 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 : 23,734: 424 590 0 21,786 22,313 22,210 22,903: 1,524 831
Old : 23,734: 424 590 0 21,786 22,313 22,210 22,903: 1,524 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -14,552: -84 0 0 -14,149 -14,247 -14,233 -14,247: -319 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.5 0.0 91.8 94.0 93.6 96.5: 6.4 3.5
Old : 100.0: 1.8 2.5 0.0 91.8 94.0 93.6 96.5: 6.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 0 11 8 12 10:
Old : 21: 1 2 0 11 8 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 89.5 87.2 94.4 70.8 89.5 87.1 94.2
Old : 70.8 89.5 87.2 94.4 70.8 89.5 87.1 94.2
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 19, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 92,665: 27,281 2,951 362 51,642 86,099 79,285 89,412: 13,380 3,253
Old : 92,665: 27,281 2,951 362 51,642 86,099 79,285 89,412: 13,380 3,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -12,737: 481 437 -90 -12,304 -11,570 -11,913 -11,223: -824 -1,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 3.2 0.4 55.7 92.9 85.6 96.5: 14.4 3.5
Old : 100.0: 29.4 3.2 0.4 55.7 92.9 85.6 96.5: 14.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 20 6 6 44 38 65 49:
Old : 91: 20 6 6 44 38 65 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 : 34.6 46.3 49.1 64.8 34.6 46.3 48.8 64.5
Old : 34.6 46.3 49.1 64.8 34.6 46.3 48.8 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 56,900: 17,845 16,896 2,141 29,801 31,323 49,787 50,361: 7,112 6,539
Old : 56,900: 17,845 16,896 2,141 29,801 31,323 49,787 50,361: 7,112 6,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -18,976: -524 180 -2,704 -14,296 -14,457 -17,524 -16,982: -1,452 -1,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 29.7 3.8 52.4 55.0 87.5 88.5: 12.5 11.5
Old : 100.0: 31.4 29.7 3.8 52.4 55.0 87.5 88.5: 12.5 11.5
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 : 284: 79 87 34 67 84 164 187:
Old : 284: 79 87 34 67 84 164 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 20.1 41.8 30.8 29.2 19.9 41.4 30.6
Old : 29.2 20.1 41.8 30.8 29.2 19.9 41.4 30.6
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 19, 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 : 284,498: 89,226 84,482 10,705 149,005 156,615 248,936 251,803: 35,562 32,695
Old : 284,498: 89,226 84,482 10,705 149,005 156,615 248,936 251,803: 35,562 32,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -94,878: -2,619 900 -13,521 -71,478 -72,287 -87,619 -84,908: -7,259 -9,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 29.7 3.8 52.4 55.0 87.5 88.5: 12.5 11.5
Old : 100.0: 31.4 29.7 3.8 52.4 55.0 87.5 88.5: 12.5 11.5
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 : 284: 79 87 34 67 84 164 187:
Old : 284: 79 87 34 67 84 164 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 20.1 41.8 30.8 29.2 19.9 41.4 30.6
Old : 29.2 20.1 41.8 30.8 29.2 19.9 41.4 30.6
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 19, 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 : 120,783: 37,495 49,764 9,005 53,356 32,459 99,856 91,228: 20,927 29,555
Old : 120,783: 37,495 49,764 9,005 53,356 32,459 99,856 91,228: 20,927 29,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -50,029: -54,388 -2,300 -4,806 10,107 -38,533 -49,087 -45,638: -941 -4,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 41.2 7.5 44.2 26.9 82.7 75.5: 17.3 24.5
Old : 100.0: 31.0 41.2 7.5 44.2 26.9 82.7 75.5: 17.3 24.5
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: 26 30 16 25 22 57 62:
Old : 90: 26 30 16 25 22 57 62:
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 : 30.6 26.3 45.4 36.9 30.1 25.9 44.6 35.4
Old : 30.6 26.3 45.4 36.9 30.1 25.9 44.6 35.4
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 19, 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 : 590,117: 185,913 132,405 10,944 369,459 433,585 566,316 576,934: 23,801 13,183
Old : 590,117: 185,913 132,405 10,944 369,459 433,585 566,316 576,934: 23,801 13,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -94,736: 6,653 -3,199 -8,311 -80,433 -67,367 -82,092 -78,877: -12,644 -15,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 22.4 1.9 62.6 73.5 96.0 97.8: 4.0 2.2
Old : 100.0: 31.5 22.4 1.9 62.6 73.5 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 : 314: 87 42 28 121 107 216 169:
Old : 314: 87 42 28 121 107 216 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 34.3 32.7 48.5 20.2 34.3 31.1 48.0
Old : 21.1 34.3 32.7 48.5 20.2 34.3 31.1 48.0
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 19, 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 : 38,668: 16,029 10,360 0 14,457 24,752 30,486 35,112: 8,182 3,556
Old : 38,668: 16,029 10,360 0 14,457 24,752 30,486 35,112: 8,182 3,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 487: -778 -154 0 759 1,067 -19 913: 506 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 26.8 0.0 37.4 64.0 78.8 90.8: 21.2 9.2
Old : 100.0: 41.5 26.8 0.0 37.4 64.0 78.8 90.8: 21.2 9.2
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 : 42: 16 4 0 15 14 31 18:
Old : 42: 16 4 0 15 14 31 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 : 37.9 73.9 53.4 85.4 37.9 73.9 53.4 85.2
Old : 37.9 73.9 53.4 85.4 37.9 73.9 53.4 85.2
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, December 19, 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 : 52,751: 16,378 10,291 577 25,582 18,527 42,537 29,395: 10,214 23,356
Old : 52,751: 16,378 10,291 577 25,582 18,527 42,537 29,395: 10,214 23,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 3,178: 1,116 1,102 -84 1,259 -1,325 2,291 -307: 887 3,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 19.5 1.1 48.5 35.1 80.6 55.7: 19.4 44.3
Old : 100.0: 31.0 19.5 1.1 48.5 35.1 80.6 55.7: 19.4 44.3
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 : 69: 23 10 3 23 25 48 36:
Old : 69: 23 10 3 23 25 48 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 : 35.1 24.3 46.4 34.0 34.0 24.3 45.3 33.3
Old : 35.1 24.3 46.4 34.0 34.0 24.3 45.3 33.3
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 19, 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 : 95,928: 10,750 2,010 27,101 58,033 66,817 95,884 95,928: 44 0
Old : 95,928: 10,750 2,010 27,101 58,033 66,817 95,884 95,928: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -7,081: -330 -1,410 -1,920 -4,831 -3,749 -7,081 -7,079: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 2.1 28.3 60.5 69.7 100.0 100.0: 0.0 0.0
Old : 100.0: 11.2 2.1 28.3 60.5 69.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 1 1 14 17 20 19:
Old : 28: 6 1 1 14 17 20 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 : 87.1 79.5 95.8 93.4 26.9 22.4 30.1 29.6
Old : 87.1 79.5 95.8 93.4 26.9 22.4 30.1 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 22, 2017