MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,404: 2,560 4,000 640 15,944 14,524 19,144 19,164: 260 240
Old : 19,404: 2,560 4,000 640 15,944 14,524 19,144 19,164: 260 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,940: -360 700 360 1,920 880 1,920 1,940: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 20.6 3.3 82.2 74.9 98.7 98.8: 1.3 1.2
Old : 100.0: 13.2 20.6 3.3 82.2 74.9 98.7 98.8: 1.3 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 : 23: 2 11 3 6 8 11 20:
Old : 23: 2 11 3 6 8 11 20:
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 : 90.0 60.9 96.9 83.0 70.9 40.9 70.9 59.0
Old : 90.0 60.9 96.9 83.0 70.9 40.9 70.9 59.0
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,342: 519 1,543 158 4,667 3,420 5,344 5,121: 998 1,221
Old : 6,342: 519 1,543 158 4,667 3,420 5,344 5,121: 998 1,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 880: 0 114 41 640 682 681 837: 199 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 24.3 2.5 73.6 53.9 84.3 80.7: 15.7 19.3
Old : 100.0: 8.2 24.3 2.5 73.6 53.9 84.3 80.7: 15.7 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 12 4 13 18 19 30:
Old : 38: 2 12 4 13 18 19 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 32.0 70.7 47.4 49.3 30.5 68.1 44.8
Old : 50.5 32.0 70.7 47.4 49.3 30.5 68.1 44.8
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,111: 11,896 9,801 717 10,309 9,734 22,922 20,252: 2,189 4,859
Old : 25,111: 11,896 9,801 717 10,309 9,734 22,922 20,252: 2,189 4,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,142: 784 374 -27 212 743 969 1,090: 173 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 39.0 2.9 41.1 38.8 91.3 80.6: 8.7 19.4
Old : 100.0: 47.4 39.0 2.9 41.1 38.8 91.3 80.6: 8.7 19.4
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 : 72: 17 26 17 21 19 47 53:
Old : 72: 17 26 17 21 19 47 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 35.9 70.6 53.3 49.7 35.6 69.9 52.9
Old : 50.1 35.9 70.6 53.3 49.7 35.6 69.9 52.9
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,176: 820 2,130 267 5,403 3,986 6,490 6,383: 686 793
Old : 7,176: 820 2,130 267 5,403 3,986 6,490 6,383: 686 793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 256: -23 16 -36 282 287 223 267: 33 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 29.7 3.7 75.3 55.5 90.4 88.9: 9.6 11.1
Old : 100.0: 11.4 29.7 3.7 75.3 55.5 90.4 88.9: 9.6 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 : 41: 4 10 7 21 16 31 27:
Old : 41: 4 10 7 21 16 31 27:
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 : 47.5 35.2 69.5 57.4 46.8 33.3 68.8 52.8
Old : 47.5 35.2 69.5 57.4 46.8 33.3 68.8 52.8
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 245,120: 96,051 40,528 34,359 94,213 127,888 224,623 202,775: 20,497 42,345
Old : 238,773: 95,466 41,878 32,038 92,785 123,862 220,289 197,778: 18,484 40,995
Other: 6,347: 2,717 782 189 1,428 4,026 4,334 4,997: 2,013 1,350
: : :
: : Changes in Commitments from: January 9, 2018 :
: -3,899: -111 -799 -1,781 -1,975 -1,928 -3,867 -4,508: -32 609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 16.5 14.0 38.4 52.2 91.6 82.7: 8.4 17.3
Old : 100.0: 40.0 17.5 13.4 38.9 51.9 92.3 82.8: 7.7 17.2
Other: 100.0: 42.8 12.3 3.0 22.5 63.4 68.3 78.7: 31.7 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 108 71 107 60 95 228 229:
Old : 302: 107 75 105 53 95 219 229:
Other: 73: 19 17 1 16 26 35 44:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 13.7 28.4 21.2 16.4 13.5 28.1 20.8
Old : 17.1 13.4 29.1 20.8 16.9 13.3 28.8 20.4
Other: 25.3 40.3 41.7 52.8 23.0 40.3 38.7 51.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 353,365: 123,809 41,459 58,881 142,099 208,281 324,789 308,621: 28,576 44,744
Old : 353,365: 123,809 41,459 58,881 142,099 208,281 324,789 308,621: 28,576 44,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 7,973: -2,597 3,390 6,267 2,350 -1,071 6,020 8,586: 1,953 -613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 11.7 16.7 40.2 58.9 91.9 87.3: 8.1 12.7
Old : 100.0: 35.0 11.7 16.7 40.2 58.9 91.9 87.3: 8.1 12.7
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 : 425: 120 99 128 111 157 304 332:
Old : 425: 120 99 128 111 157 304 332:
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 : 17.7 17.8 28.9 25.8 17.5 17.5 28.7 25.0
Old : 17.7 17.8 28.9 25.8 17.5 17.5 28.7 25.0
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,930: 4,229 2,118 278 974 3,705 5,481 6,101: 1,449 829
Old : 6,930: 4,229 2,118 278 974 3,705 5,481 6,101: 1,449 829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 684: 193 59 154 391 590 738 803: -54 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 30.6 4.0 14.1 53.5 79.1 88.0: 20.9 12.0
Old : 100.0: 61.0 30.6 4.0 14.1 53.5 79.1 88.0: 20.9 12.0
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 : 82: 37 15 5 14 24 55 41:
Old : 82: 37 15 5 14 24 55 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 39.1 40.6 56.2 29.3 39.1 40.6 55.6
Old : 29.3 39.1 40.6 56.2 29.3 39.1 40.6 55.6
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,400: 23,094 13,913 8,488 13,284 13,941 44,866 36,342: 7,534 16,058
Old : 52,400: 23,094 13,913 8,488 13,284 13,941 44,866 36,342: 7,534 16,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 830: 155 174 -90 738 1,251 803 1,335: 27 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 26.6 16.2 25.4 26.6 85.6 69.4: 14.4 30.6
Old : 100.0: 44.1 26.6 16.2 25.4 26.6 85.6 69.4: 14.4 30.6
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 : 211: 55 57 60 48 61 144 149:
Old : 211: 55 57 60 48 61 144 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 16.5 32.6 24.1 20.9 13.8 30.8 19.0
Old : 20.9 16.5 32.6 24.1 20.9 13.8 30.8 19.0
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,877: 330 3,007 39 2,349 545 2,718 3,591: 1,159 286
Old : 3,877: 330 3,007 39 2,349 545 2,718 3,591: 1,159 286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 207: 13 154 2 84 24 99 180: 108 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 77.6 1.0 60.6 14.1 70.1 92.6: 29.9 7.4
Old : 100.0: 8.5 77.6 1.0 60.6 14.1 70.1 92.6: 29.9 7.4
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 : 20: 5 5 3 10 4 16 11:
Old : 20: 5 5 3 10 4 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 77.1 60.6 91.6 43.7 76.9 59.5 90.1
Old : 43.7 77.1 60.6 91.6 43.7 76.9 59.5 90.1
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,807: 1,678 14,787 632 25,864 11,778 28,174 27,197: 633 1,610
Old : 28,807: 1,678 14,787 632 25,864 11,778 28,174 27,197: 633 1,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,121: 36 724 109 901 315 1,046 1,148: 75 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 51.3 2.2 89.8 40.9 97.8 94.4: 2.2 5.6
Old : 100.0: 5.8 51.3 2.2 89.8 40.9 97.8 94.4: 2.2 5.6
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 : 65: 11 22 11 18 24 37 49:
Old : 65: 11 22 11 18 24 37 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 : 68.5 45.7 85.7 68.5 68.5 45.7 85.1 67.9
Old : 68.5 45.7 85.7 68.5 68.5 45.7 85.1 67.9
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,510: 34,115 7,005 0 26,428 54,456 60,543 61,461: 1,967 1,049
Old : 62,510: 34,115 7,005 0 26,428 54,456 60,543 61,461: 1,967 1,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 2,058: 1,749 601 0 300 1,572 2,049 2,173: 9 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 11.2 0.0 42.3 87.1 96.9 98.3: 3.1 1.7
Old : 100.0: 54.6 11.2 0.0 42.3 87.1 96.9 98.3: 3.1 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 : 35: 19 5 0 5 8 24 13:
Old : 35: 19 5 0 5 8 24 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 : 86.7 73.0 91.1 92.0 86.7 72.6 91.1 91.7
Old : 86.7 73.0 91.1 92.0 86.7 72.6 91.1 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 160,810: 61,473 43,917 3,255 54,231 94,301 118,959 141,473: 41,851 19,337
Old : 160,810: 61,473 43,917 3,255 54,231 94,301 118,959 141,473: 41,851 19,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 12,971: 2,892 2,797 -675 10,065 8,384 12,282 10,506: 689 2,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 27.3 2.0 33.7 58.6 74.0 88.0: 26.0 12.0
Old : 100.0: 38.2 27.3 2.0 33.7 58.6 74.0 88.0: 26.0 12.0
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 : 90: 31 22 14 25 22 64 50:
Old : 90: 31 22 14 25 22 64 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 51.4 38.0 64.5 26.0 51.2 37.1 64.1
Old : 26.4 51.4 38.0 64.5 26.0 51.2 37.1 64.1
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 70,214: 14,233 35,339 39 47,265 14,771 61,537 50,149: 8,677 20,065
Old : 70,214: 14,233 35,339 39 47,265 14,771 61,537 50,149: 8,677 20,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -6,856: -4,290 -5,106 -4,060 -106 2,719 -8,456 -6,447: 1,600 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 50.3 0.1 67.3 21.0 87.6 71.4: 12.4 28.6
Old : 100.0: 20.3 50.3 0.1 67.3 21.0 87.6 71.4: 12.4 28.6
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 : 51: 9 19 1 12 16 21 36:
Old : 51: 9 19 1 12 16 21 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 : 64.2 31.1 75.5 44.1 64.1 31.1 75.4 44.1
Old : 64.2 31.1 75.5 44.1 64.1 31.1 75.4 44.1
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 172,511: 82,790 35,995 1,184 82,868 131,205 166,842 168,384: 5,669 4,127
Old : 172,511: 82,790 35,995 1,184 82,868 131,205 166,842 168,384: 5,669 4,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -11,739: 4,087 -12,911 -149 -16,582 2,184 -12,644 -10,876: 905 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 20.9 0.7 48.0 76.1 96.7 97.6: 3.3 2.4
Old : 100.0: 48.0 20.9 0.7 48.0 76.1 96.7 97.6: 3.3 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 : 133: 53 47 5 18 18 73 68:
Old : 133: 53 47 5 18 18 73 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 67.4 67.7 78.6 52.6 67.3 67.7 77.9
Old : 52.6 67.4 67.7 78.6 52.6 67.3 67.7 77.9
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 218,209: 84,661 58,457 2,261 91,200 132,697 178,122 193,415: 40,087 24,794
Old : 218,209: 84,661 58,457 2,261 91,200 132,697 178,122 193,415: 40,087 24,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 14,725: -378 -1,090 -2,336 18,021 17,463 15,307 14,037: -582 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 26.8 1.0 41.8 60.8 81.6 88.6: 18.4 11.4
Old : 100.0: 38.8 26.8 1.0 41.8 60.8 81.6 88.6: 18.4 11.4
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 : 128: 52 23 11 30 36 86 66:
Old : 128: 52 23 11 30 36 86 66:
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 47.2 37.4 57.4 28.0 46.4 36.6 55.9
Old : 28.2 47.2 37.4 57.4 28.0 46.4 36.6 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 236,305: 38,152 157,502 2,185 169,016 45,988 209,353 205,675: 26,952 30,630
Old : 236,305: 38,152 157,502 2,185 169,016 45,988 209,353 205,675: 26,952 30,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 3,161: 776 -5,410 -960 -3,894 13,971 -4,078 7,601: 7,239 -4,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 66.7 0.9 71.5 19.5 88.6 87.0: 11.4 13.0
Old : 100.0: 16.1 66.7 0.9 71.5 19.5 88.6 87.0: 11.4 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 29 38 14 33 39 73 80:
Old : 121: 29 38 14 33 39 73 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 : 50.9 40.3 60.3 51.5 50.7 40.3 59.8 51.4
Old : 50.9 40.3 60.3 51.5 50.7 40.3 59.8 51.4
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 594,038: 254,344 114,854 13,173 231,291 413,138 498,808 541,165: 95,230 52,873
Old : 594,038: 254,344 114,854 13,173 231,291 413,138 498,808 541,165: 95,230 52,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 30,638: 12,291 17,492 -4,390 14,078 12,264 21,979 25,366: 8,659 5,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 19.3 2.2 38.9 69.5 84.0 91.1: 16.0 8.9
Old : 100.0: 42.8 19.3 2.2 38.9 69.5 84.0 91.1: 16.0 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 : 264: 120 44 43 75 60 202 140:
Old : 264: 120 44 43 75 60 202 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 45.4 31.3 61.2 21.7 45.3 30.8 60.9
Old : 22.1 45.4 31.3 61.2 21.7 45.3 30.8 60.9
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,084: 14,595 6,653 187 10,088 28,083 24,870 34,923: 14,214 4,161
Old : 39,084: 14,595 6,653 187 10,088 28,083 24,870 34,923: 14,214 4,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 275: -1,428 1,419 -682 1,175 -696 -935 41: 1,210 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 17.0 0.5 25.8 71.9 63.6 89.4: 36.4 10.6
Old : 100.0: 37.3 17.0 0.5 25.8 71.9 63.6 89.4: 36.4 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 : 30: 9 6 4 12 10 23 18:
Old : 30: 9 6 4 12 10 23 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 : 34.2 74.1 43.8 83.3 32.6 72.1 41.6 80.5
Old : 34.2 74.1 43.8 83.3 32.6 72.1 41.6 80.5
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,875: 21,219 10,012 111 8,816 21,081 30,146 31,204: 1,729 671
Old : 31,875: 21,219 10,012 111 8,816 21,081 30,146 31,204: 1,729 671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 6,169: 5,749 -208 -86 470 6,535 6,133 6,241: 36 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 31.4 0.3 27.7 66.1 94.6 97.9: 5.4 2.1
Old : 100.0: 66.6 31.4 0.3 27.7 66.1 94.6 97.9: 5.4 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 : 37: 15 10 2 6 8 23 18:
Old : 37: 15 10 2 6 8 23 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 : 73.1 83.6 86.6 90.4 73.1 79.0 83.2 85.8
Old : 73.1 83.6 86.6 90.4 73.1 79.0 83.2 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,780: 17,795 25,786 861 23,916 16,189 42,572 42,836: 4,208 3,944
Old : 46,780: 17,795 25,786 861 23,916 16,189 42,572 42,836: 4,208 3,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,261: 491 -2,535 667 -644 3,559 514 1,691: 747 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 55.1 1.8 51.1 34.6 91.0 91.6: 9.0 8.4
Old : 100.0: 38.0 55.1 1.8 51.1 34.6 91.0 91.6: 9.0 8.4
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 : 87: 36 30 4 11 13 49 46:
Old : 87: 36 30 4 11 13 49 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 : 54.0 37.9 66.5 59.1 54.0 37.9 66.5 59.1
Old : 54.0 37.9 66.5 59.1 54.0 37.9 66.5 59.1
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,117: 11,662 2,909 191 0 9,112 11,853 12,212: 1,264 905
Old : 13,117: 11,662 2,909 191 0 9,112 11,853 12,212: 1,264 905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 588: 600 742 -97 0 122 503 767: 85 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 22.2 1.5 0.0 69.5 90.4 93.1: 9.6 6.9
Old : 100.0: 88.9 22.2 1.5 0.0 69.5 90.4 93.1: 9.6 6.9
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 : 25: 14 4 1 0 7 14 12:
Old : 25: 14 4 1 0 7 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 71.1 84.3 88.2 72.4 71.1 82.8 88.2
Old : 72.4 71.1 84.3 88.2 72.4 71.1 82.8 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 :13,698,287: 787,709 3,459,896 2,628,580 9,741,903 6,253,369 13,158,192 12,341,845: 540,095 1,356,442
Old :13,698,287: 787,709 3,459,896 2,628,580 9,741,903 6,253,369 13,158,192 12,341,845: 540,095 1,356,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 216,980: -204,069 -73,136 269,318 145,665 4,190 210,914 200,372: 6,066 16,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 25.3 19.2 71.1 45.7 96.1 90.1: 3.9 9.9
Old : 100.0: 5.8 25.3 19.2 71.1 45.7 96.1 90.1: 3.9 9.9
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 : 306: 42 111 117 115 132 239 296:
Old : 306: 42 111 117 115 132 239 296:
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 : 39.9 20.5 51.5 30.2 36.3 17.2 42.6 22.2
Old : 39.9 20.5 51.5 30.2 36.3 17.2 42.6 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 719,920: 112,167 88,469 26,739 501,369 535,501 640,275 650,709: 79,645 69,211
Old : 719,920: 112,167 88,469 26,739 501,369 535,501 640,275 650,709: 79,645 69,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 14,981: 7,558 -2,672 1,578 9,629 20,608 18,765 19,514: -3,784 -4,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 12.3 3.7 69.6 74.4 88.9 90.4: 11.1 9.6
Old : 100.0: 15.6 12.3 3.7 69.6 74.4 88.9 90.4: 11.1 9.6
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 : 626: 156 128 84 236 250 428 426:
Old : 626: 156 128 84 236 250 428 426:
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 : 16.9 14.5 25.8 23.9 16.0 12.6 23.2 20.4
Old : 16.9 14.5 25.8 23.9 16.0 12.6 23.2 20.4
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,435: 3,278 4,070 0 33,703 35,982 36,981 40,052: 18,454 15,383
Old : 55,435: 3,278 4,070 0 33,703 35,982 36,981 40,052: 18,454 15,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -1,236: 186 -1,036 0 -2 4,567 184 3,531: -1,420 -4,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 7.3 0.0 60.8 64.9 66.7 72.3: 33.3 27.7
Old : 100.0: 5.9 7.3 0.0 60.8 64.9 66.7 72.3: 33.3 27.7
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 : 47: 6 8 0 18 19 24 27:
Old : 47: 6 8 0 18 19 24 27:
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 : 32.9 33.5 50.8 52.6 32.8 33.5 50.1 52.6
Old : 32.9 33.5 50.8 52.6 32.8 33.5 50.1 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,322,427: 556,343 433,893 121,795 2,338,332 2,497,597 3,016,470 3,053,285: 305,957 269,142
Old : 3,322,427: 556,343 433,893 121,795 2,338,332 2,497,597 3,016,470 3,053,285: 305,957 269,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 81,086: 37,411 -7,626 7,339 48,156 80,203 92,906 79,916: -11,820 1,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 13.1 3.7 70.4 75.2 90.8 91.9: 9.2 8.1
Old : 100.0: 16.7 13.1 3.7 70.4 75.2 90.8 91.9: 9.2 8.1
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 : 622: 155 126 82 228 246 418 419:
Old : 622: 155 126 82 228 246 418 419:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 15.1 27.4 25.1 17.4 13.9 24.9 23.2
Old : 18.3 15.1 27.4 25.1 17.4 13.9 24.9 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,799: 13,662 0 0 16,740 33,350 30,402 33,350: 3,397 449
Old : 33,799: 13,662 0 0 16,740 33,350 30,402 33,350: 3,397 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -2: -260 0 0 264 -49 4 -49: -6 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 0.0 0.0 49.5 98.7 89.9 98.7: 10.1 1.3
Old : 100.0: 40.4 0.0 0.0 49.5 98.7 89.9 98.7: 10.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 0 0 9 9 17 9:
Old : 25: 8 0 0 9 9 17 9:
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 : 59.7 83.1 76.1 97.0 59.7 83.1 75.6 96.5
Old : 59.7 83.1 76.1 97.0 59.7 83.1 75.6 96.5
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,430: 3,915 1,183 0 7,383 10,786 11,298 11,969: 1,132 461
Old : 12,430: 3,915 1,183 0 7,383 10,786 11,298 11,969: 1,132 461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 9.5 0.0 59.4 86.8 90.9 96.3: 9.1 3.7
Old : 100.0: 31.5 9.5 0.0 59.4 86.8 90.9 96.3: 9.1 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 : 20: 4 1 0 7 9 11 10:
Old : 20: 4 1 0 7 9 11 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 : 57.2 57.3 84.5 90.5 51.8 55.6 72.9 81.5
Old : 57.2 57.3 84.5 90.5 51.8 55.6 72.9 81.5
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,496: 0 671 0 24,135 23,878 24,135 24,549: 1,361 947
Old : 25,496: 0 671 0 24,135 23,878 24,135 24,549: 1,361 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 486: 0 -310 0 413 919 413 609: 73 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.0 94.7 93.7 94.7 96.3: 5.3 3.7
Old : 100.0: 0.0 2.6 0.0 94.7 93.7 94.7 96.3: 5.3 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 : 23: 0 2 0 11 11 11 13:
Old : 23: 0 2 0 11 11 11 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 : 75.3 76.2 90.5 90.6 75.3 76.2 90.2 90.6
Old : 75.3 76.2 90.5 90.6 75.3 76.2 90.2 90.6
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 90,011: 23,270 2,210 740 52,702 83,584 76,712 86,534: 13,299 3,477
Old : 90,011: 23,270 2,210 740 52,702 83,584 76,712 86,534: 13,299 3,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -860: 279 -666 -115 -652 -155 -488 -936: -372 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 2.5 0.8 58.6 92.9 85.2 96.1: 14.8 3.9
Old : 100.0: 25.9 2.5 0.8 58.6 92.9 85.2 96.1: 14.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 16 5 7 45 33 61 45:
Old : 85: 16 5 7 45 33 61 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 48.0 48.2 67.5 35.2 48.0 47.5 67.0
Old : 35.2 48.0 48.2 67.5 35.2 48.0 47.5 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,817: 19,625 14,544 1,427 26,676 31,853 47,728 47,824: 7,089 6,994
Old : 54,817: 19,625 14,544 1,427 26,676 31,853 47,728 47,824: 7,089 6,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 2,957: 1,495 -346 -154 1,527 3,570 2,868 3,070: 89 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 26.5 2.6 48.7 58.1 87.1 87.2: 12.9 12.8
Old : 100.0: 35.8 26.5 2.6 48.7 58.1 87.1 87.2: 12.9 12.8
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 : 267: 78 67 28 67 81 156 165:
Old : 267: 78 67 28 67 81 156 165:
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 : 28.0 17.3 39.1 28.9 28.0 17.3 38.9 28.9
Old : 28.0 17.3 39.1 28.9 28.0 17.3 38.9 28.9
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 274,087: 98,125 72,721 7,134 133,381 159,264 238,640 239,119: 35,447 34,968
Old : 274,087: 98,125 72,721 7,134 133,381 159,264 238,640 239,119: 35,447 34,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 14,786: 7,475 -1,729 -769 7,636 17,848 14,342 15,350: 444 -564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 26.5 2.6 48.7 58.1 87.1 87.2: 12.9 12.8
Old : 100.0: 35.8 26.5 2.6 48.7 58.1 87.1 87.2: 12.9 12.8
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 : 267: 78 67 28 67 81 156 165:
Old : 267: 78 67 28 67 81 156 165:
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 : 28.0 17.3 39.1 28.9 28.0 17.3 38.9 28.9
Old : 28.0 17.3 39.1 28.9 28.0 17.3 38.9 28.9
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 123,922: 50,348 40,274 2,975 41,865 58,561 95,188 101,810: 28,734 22,112
Old : 123,922: 50,348 40,274 2,975 41,865 58,561 95,188 101,810: 28,734 22,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 459: -1,999 -6,615 -242 4,467 8,194 2,226 1,337: -1,767 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 32.5 2.4 33.8 47.3 76.8 82.2: 23.2 17.8
Old : 100.0: 40.6 32.5 2.4 33.8 47.3 76.8 82.2: 23.2 17.8
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 : 98: 39 23 13 25 23 67 56:
Old : 98: 39 23 13 25 23 67 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 32.6 35.4 47.5 22.4 32.2 35.0 46.5
Old : 22.4 32.6 35.4 47.5 22.4 32.2 35.0 46.5
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 561,627: 174,092 133,943 8,927 357,409 406,325 540,428 549,195: 21,199 12,432
Old : 561,627: 174,092 133,943 8,927 357,409 406,325 540,428 549,195: 21,199 12,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -17,441: -1,332 -5,392 -219 -14,547 -8,903 -16,098 -14,514: -1,343 -2,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 23.8 1.6 63.6 72.3 96.2 97.8: 3.8 2.2
Old : 100.0: 31.0 23.8 1.6 63.6 72.3 96.2 97.8: 3.8 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 : 298: 72 46 24 114 109 198 167:
Old : 298: 72 46 24 114 109 198 167:
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 : 21.0 35.9 32.6 50.8 20.1 35.9 31.0 49.7
Old : 21.0 35.9 32.6 50.8 20.1 35.9 31.0 49.7
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,198: 15,480 17,895 359 22,033 25,728 37,872 43,982: 9,326 3,216
Old : 47,198: 15,480 17,895 359 22,033 25,728 37,872 43,982: 9,326 3,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 878: 1,332 -777 -154 -391 1,933 787 1,002: 91 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 37.9 0.8 46.7 54.5 80.2 93.2: 19.8 6.8
Old : 100.0: 32.8 37.9 0.8 46.7 54.5 80.2 93.2: 19.8 6.8
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 : 47: 21 7 2 14 9 36 17:
Old : 47: 21 7 2 14 9 36 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 : 37.5 79.3 51.3 87.7 37.5 79.3 51.3 87.6
Old : 37.5 79.3 51.3 87.7 37.5 79.3 51.3 87.6
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 58,165: 20,769 14,386 1,589 27,201 16,419 49,559 32,394: 8,606 25,771
Old : 58,165: 20,769 14,386 1,589 27,201 16,419 49,559 32,394: 8,606 25,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -3,707: -2,215 -654 175 -995 122 -3,035 -357: -672 -3,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 24.7 2.7 46.8 28.2 85.2 55.7: 14.8 44.3
Old : 100.0: 35.7 24.7 2.7 46.8 28.2 85.2 55.7: 14.8 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 : 80: 21 19 5 29 22 53 43:
Old : 80: 21 19 5 29 22 53 43:
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 15.6 45.4 26.3 31.7 15.1 44.2 25.6
Old : 32.8 15.6 45.4 26.3 31.7 15.1 44.2 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 93,553: 14,842 2,010 24,431 54,236 67,112 93,509 93,553: 44 0
Old : 93,553: 14,842 2,010 24,431 54,236 67,112 93,509 93,553: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -30: 4,230 0 -1,000 -3,260 970 -30 -30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 2.1 26.1 58.0 71.7 100.0 100.0: 0.0 0.0
Old : 100.0: 15.9 2.1 26.1 58.0 71.7 100.0 100.0: 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 : 31: 8 1 1 14 16 22 18:
Old : 31: 8 1 1 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 : 90.4 79.7 96.0 92.7 31.1 25.5 33.2 32.4
Old : 90.4 79.7 96.0 92.7 31.1 25.5 33.2 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2018