MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, March 27, 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 : 18,358: 2,320 4,720 360 15,558 13,158 18,238 18,238: 120 120
Old : 18,358: 2,320 4,720 360 15,558 13,158 18,238 18,238: 120 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 960: 0 240 0 960 720 960 960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 25.7 2.0 84.7 71.7 99.3 99.3: 0.7 0.7
Old : 100.0: 12.6 25.7 2.0 84.7 71.7 99.3 99.3: 0.7 0.7
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: 1 10 1 5 8 7 18:
Old : 20: 1 10 1 5 8 7 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 : 93.2 63.4 99.3 85.3 68.6 42.1 68.6 59.2
Old : 93.2 63.4 99.3 85.3 68.6 42.1 68.6 59.2
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 - Futures Only, March 27, 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 : 7,668: 567 1,438 285 5,871 5,050 6,723 6,773: 945 895
Old : 7,668: 567 1,438 285 5,871 5,050 6,723 6,773: 945 895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 116: 18 -9 -3 113 216 128 204: -12 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 18.8 3.7 76.6 65.9 87.7 88.3: 12.3 11.7
Old : 100.0: 7.4 18.8 3.7 76.6 65.9 87.7 88.3: 12.3 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 13 8 19 18 30 33:
Old : 45: 5 13 8 19 18 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 46.7 67.2 59.8 48.3 45.4 65.9 57.3
Old : 49.5 46.7 67.2 59.8 48.3 45.4 65.9 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 27, 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 : 24,074: 11,957 9,065 957 9,014 9,873 21,928 19,895: 2,146 4,179
Old : 24,074: 11,957 9,065 957 9,014 9,873 21,928 19,895: 2,146 4,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 752: 448 497 221 0 -24 669 694: 83 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 37.7 4.0 37.4 41.0 91.1 82.6: 8.9 17.4
Old : 100.0: 49.7 37.7 4.0 37.4 41.0 91.1 82.6: 8.9 17.4
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 : 73: 16 25 18 20 22 50 51:
Old : 73: 16 25 18 20 22 50 51:
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 : 51.2 34.9 66.4 55.4 50.4 34.9 65.0 55.0
Old : 51.2 34.9 66.4 55.4 50.4 34.9 65.0 55.0
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, March 27, 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 : 8,497: 842 1,708 570 6,398 5,231 7,810 7,509: 687 988
Old : 8,497: 842 1,708 570 6,398 5,231 7,810 7,509: 687 988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 269: 9 -8 28 246 352 283 372: -14 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 20.1 6.7 75.3 61.6 91.9 88.4: 8.1 11.6
Old : 100.0: 9.9 20.1 6.7 75.3 61.6 91.9 88.4: 8.1 11.6
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 : 44: 4 12 8 20 19 30 33:
Old : 44: 4 12 8 20 19 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 35.6 63.7 51.7 39.9 33.8 60.0 45.4
Old : 40.3 35.6 63.7 51.7 39.9 33.8 60.0 45.4
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, March 27, 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 : 239,660: 73,224 65,871 53,059 94,209 86,354 220,492 205,284: 19,168 34,376
Old : 221,120: 67,292 67,303 47,029 89,682 75,657 204,003 189,989: 17,117 31,131
Other: 18,540: 11,577 4,213 385 4,527 10,697 16,489 15,295: 2,051 3,245
: : :
: : Changes in Commitments from: March 20, 2018 :
: 5,395: 6,388 7,390 -121 -310 576 5,957 7,845: -562 -2,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 27.5 22.1 39.3 36.0 92.0 85.7: 8.0 14.3
Old : 100.0: 30.4 30.4 21.3 40.6 34.2 92.3 85.9: 7.7 14.1
Other: 100.0: 62.4 22.7 2.1 24.4 57.7 88.9 82.5: 11.1 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 94 112 123 70 88 239 268:
Old : 326: 90 118 115 62 84 226 259:
Other: 105: 22 28 9 28 43 54 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 14.0 27.3 21.6 15.3 13.3 26.0 20.2
Old : 17.0 13.5 28.6 20.9 16.5 13.1 27.5 19.7
Other: 43.0 37.8 55.3 48.5 43.0 37.8 55.3 48.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 27, 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 : 357,162: 117,698 61,271 61,218 148,211 188,528 327,127 311,017: 30,035 46,145
Old : 357,162: 117,698 61,271 61,218 148,211 188,528 327,127 311,017: 30,035 46,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 700: -5,452 11,403 834 4,770 -10,638 152 1,599: 548 -899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 17.2 17.1 41.5 52.8 91.6 87.1: 8.4 12.9
Old : 100.0: 33.0 17.2 17.1 41.5 52.8 91.6 87.1: 8.4 12.9
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 : 409: 111 103 130 113 145 302 323:
Old : 409: 111 103 130 113 145 302 323:
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 15.5 28.8 23.4 17.5 15.4 28.5 22.8
Old : 17.7 15.5 28.8 23.4 17.5 15.4 28.5 22.8
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, March 27, 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 : 6,470: 3,723 1,652 299 877 3,291 4,899 5,242: 1,571 1,228
Old : 6,470: 3,723 1,652 299 877 3,291 4,899 5,242: 1,571 1,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 52: 99 -39 67 -194 78 -28 106: 80 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 25.5 4.6 13.6 50.9 75.7 81.0: 24.3 19.0
Old : 100.0: 57.5 25.5 4.6 13.6 50.9 75.7 81.0: 24.3 19.0
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 : 70: 29 11 6 13 21 47 36:
Old : 70: 29 11 6 13 21 47 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 : 28.2 36.6 40.0 57.4 28.2 35.1 40.0 54.9
Old : 28.2 36.6 40.0 57.4 28.2 35.1 40.0 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, March 27, 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 : 54,643: 19,693 16,734 10,115 14,939 12,407 44,747 39,256: 9,896 15,387
Old : 54,643: 19,693 16,734 10,115 14,939 12,407 44,747 39,256: 9,896 15,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,076: 803 1,919 1,136 90 271 2,029 3,326: 47 -1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 30.6 18.5 27.3 22.7 81.9 71.8: 18.1 28.2
Old : 100.0: 36.0 30.6 18.5 27.3 22.7 81.9 71.8: 18.1 28.2
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 : 229: 56 72 68 48 61 147 172:
Old : 229: 56 72 68 48 61 147 172:
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 : 17.9 13.7 30.0 23.5 17.9 11.1 26.1 18.3
Old : 17.9 13.7 30.0 23.5 17.9 11.1 26.1 18.3
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, March 27, 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 : 3,668: 124 2,924 30 2,482 527 2,636 3,481: 1,032 187
Old : 3,668: 124 2,924 30 2,482 527 2,636 3,481: 1,032 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 64: 4 83 2 71 -5 77 80: -13 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 79.7 0.8 67.7 14.4 71.9 94.9: 28.1 5.1
Old : 100.0: 3.4 79.7 0.8 67.7 14.4 71.9 94.9: 28.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 5 3 12 4 17 11:
Old : 22: 4 5 3 12 4 17 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 : 43.5 81.7 61.2 94.3 43.5 81.7 61.2 93.4
Old : 43.5 81.7 61.2 94.3 43.5 81.7 61.2 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, March 27, 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 : 27,234: 2,009 14,394 431 24,247 11,019 26,687 25,844: 547 1,390
Old : 27,234: 2,009 14,394 431 24,247 11,019 26,687 25,844: 547 1,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 547: 94 335 17 400 169 511 521: 36 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 52.9 1.6 89.0 40.5 98.0 94.9: 2.0 5.1
Old : 100.0: 7.4 52.9 1.6 89.0 40.5 98.0 94.9: 2.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 10 17 9 21 26 39 44:
Old : 62: 10 17 9 21 26 39 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 44.6 85.2 69.8 66.4 44.6 84.7 69.2
Old : 66.9 44.6 85.2 69.8 66.4 44.6 84.7 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, March 27, 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 : 29,174: 18,954 778 48 7,919 27,591 26,921 28,417: 2,253 757
Old : 29,174: 18,954 778 48 7,919 27,591 26,921 28,417: 2,253 757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 301: 131 522 0 -160 -99 -29 423: 330 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 2.7 0.2 27.1 94.6 92.3 97.4: 7.7 2.6
Old : 100.0: 65.0 2.7 0.2 27.1 94.6 92.3 97.4: 7.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 3 1 4 5 17 9:
Old : 25: 13 3 1 4 5 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 : 71.9 90.7 83.3 97.2 71.9 90.7 83.3 97.2
Old : 71.9 90.7 83.3 97.2 71.9 90.7 83.3 97.2
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, March 27, 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 : 127,568: 33,518 60,568 4,686 63,273 30,405 101,477 95,659: 26,091 31,909
Old : 127,568: 33,518 60,568 4,686 63,273 30,405 101,477 95,659: 26,091 31,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -52,672: -45,226 6,384 -1,577 -746 -55,358 -47,549 -50,551: -5,123 -2,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 47.5 3.7 49.6 23.8 79.5 75.0: 20.5 25.0
Old : 100.0: 26.3 47.5 3.7 49.6 23.8 79.5 75.0: 20.5 25.0
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 : 102: 27 34 18 29 24 68 65:
Old : 102: 27 34 18 29 24 68 65:
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 : 26.8 26.0 38.5 36.4 24.7 25.8 35.1 34.6
Old : 26.8 26.0 38.5 36.4 24.7 25.8 35.1 34.6
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, March 27, 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 : 44,649: 15,992 25,437 165 16,657 3,961 32,814 29,563: 11,835 15,086
Old : 44,649: 15,992 25,437 165 16,657 3,961 32,814 29,563: 11,835 15,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 344: -1,439 -240 20 1,225 -594 -194 -814: 538 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 57.0 0.4 37.3 8.9 73.5 66.2: 26.5 33.8
Old : 100.0: 35.8 57.0 0.4 37.3 8.9 73.5 66.2: 26.5 33.8
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: 15 14 3 13 7 29 23:
Old : 47: 15 14 3 13 7 29 23:
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 : 24.3 36.1 41.3 49.4 24.3 36.1 41.3 49.4
Old : 24.3 36.1 41.3 49.4 24.3 36.1 41.3 49.4
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, March 27, 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 : 199,947: 130,264 40,477 423 60,742 155,684 191,429 196,584: 8,518 3,363
Old : 199,947: 130,264 40,477 423 60,742 155,684 191,429 196,584: 8,518 3,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 17,410: 24,394 1,452 -966 -7,627 17,549 15,801 18,035: 1,609 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 20.2 0.2 30.4 77.9 95.7 98.3: 4.3 1.7
Old : 100.0: 65.1 20.2 0.2 30.4 77.9 95.7 98.3: 4.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 93 26 5 11 26 106 55:
Old : 153: 93 26 5 11 26 106 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 61.9 58.3 74.4 41.2 61.9 58.2 74.3
Old : 41.3 61.9 58.3 74.4 41.2 61.9 58.2 74.3
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, March 27, 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 : 176,947: 90,239 56,063 2,821 45,780 94,274 138,840 153,158: 38,107 23,789
Old : 176,947: 90,239 56,063 2,821 45,780 94,274 138,840 153,158: 38,107 23,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 17,764: 18,814 8,445 797 -4,629 6,215 14,982 15,457: 2,782 2,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 31.7 1.6 25.9 53.3 78.5 86.6: 21.5 13.4
Old : 100.0: 51.0 31.7 1.6 25.9 53.3 78.5 86.6: 21.5 13.4
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 : 122: 48 24 20 27 38 83 74:
Old : 122: 48 24 20 27 38 83 74:
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 : 27.9 38.1 37.3 51.7 27.9 37.8 36.8 51.3
Old : 27.9 38.1 37.3 51.7 27.9 37.8 36.8 51.3
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 - Futures Only, March 27, 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 : 162,038: 56,544 60,212 4,634 64,904 72,327 126,082 137,173: 35,956 24,865
Old : 162,038: 56,544 60,212 4,634 64,904 72,327 126,082 137,173: 35,956 24,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,788: 8,642 -9,689 416 -10,467 14,359 -1,409 5,086: 3,197 -3,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 37.2 2.9 40.1 44.6 77.8 84.7: 22.2 15.3
Old : 100.0: 34.9 37.2 2.9 40.1 44.6 77.8 84.7: 22.2 15.3
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 : 121: 45 26 16 38 32 87 70:
Old : 121: 45 26 16 38 32 87 70:
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 : 17.6 35.6 28.2 52.2 17.2 34.3 27.4 50.7
Old : 17.6 35.6 28.2 52.2 17.2 34.3 27.4 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, March 27, 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 : 514,049: 234,656 93,592 9,358 187,625 361,061 431,639 464,011: 82,410 50,038
Old : 514,049: 234,656 93,592 9,358 187,625 361,061 431,639 464,011: 82,410 50,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 17,085: 15,222 6,897 -2,081 4,201 9,097 17,342 13,913: -257 3,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 18.2 1.8 36.5 70.2 84.0 90.3: 16.0 9.7
Old : 100.0: 45.6 18.2 1.8 36.5 70.2 84.0 90.3: 16.0 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 : 260: 121 38 44 75 56 203 132:
Old : 260: 121 38 44 75 56 203 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 51.3 26.7 62.0 18.5 51.2 25.5 61.3
Old : 19.1 51.3 26.7 62.0 18.5 51.2 25.5 61.3
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, March 27, 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 : 36,548: 12,994 4,108 68 9,308 27,604 22,370 31,780: 14,178 4,768
Old : 36,548: 12,994 4,108 68 9,308 27,604 22,370 31,780: 14,178 4,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,037: 2,405 -1,541 42 289 2,010 2,736 511: -699 1,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 11.2 0.2 25.5 75.5 61.2 87.0: 38.8 13.0
Old : 100.0: 35.6 11.2 0.2 25.5 75.5 61.2 87.0: 38.8 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 : 27: 9 5 4 10 10 21 17:
Old : 27: 9 5 4 10 10 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 72.9 46.1 81.3 34.4 72.9 44.5 80.5
Old : 35.9 72.9 46.1 81.3 34.4 72.9 44.5 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, March 27, 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 : 32,300: 9,325 23,338 302 20,185 7,608 29,812 31,248: 2,488 1,052
Old : 32,300: 9,325 23,338 302 20,185 7,608 29,812 31,248: 2,488 1,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 9,479: 4,690 6,208 69 4,510 3,168 9,269 9,445: 210 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 72.3 0.9 62.5 23.6 92.3 96.7: 7.7 3.3
Old : 100.0: 28.9 72.3 0.9 62.5 23.6 92.3 96.7: 7.7 3.3
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 : 26: 9 8 2 5 6 15 15:
Old : 26: 9 8 2 5 6 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 85.2 88.6 93.4 62.8 73.8 73.3 78.9
Old : 75.6 85.2 88.6 93.4 62.8 73.8 73.3 78.9
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, March 27, 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 : 46,728: 32,749 14,510 315 8,671 27,208 41,735 42,033: 4,993 4,695
Old : 46,728: 32,749 14,510 315 8,671 27,208 41,735 42,033: 4,993 4,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,246: 1,671 3,058 -114 1,030 -1,210 2,587 1,734: -341 512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 31.1 0.7 18.6 58.2 89.3 90.0: 10.7 10.0
Old : 100.0: 70.1 31.1 0.7 18.6 58.2 89.3 90.0: 10.7 10.0
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 : 81: 44 21 3 9 8 54 31:
Old : 81: 44 21 3 9 8 54 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 : 32.9 60.5 49.7 74.5 32.9 58.6 49.7 72.6
Old : 32.9 60.5 49.7 74.5 32.9 58.6 49.7 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, March 27, 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 : 11,206: 9,043 1,203 562 0 8,799 9,605 10,564: 1,601 642
Old : 11,206: 9,043 1,203 562 0 8,799 9,605 10,564: 1,601 642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -66: -288 -780 80 0 767 -208 67: 142 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 10.7 5.0 0.0 78.5 85.7 94.3: 14.3 5.7
Old : 100.0: 80.7 10.7 5.0 0.0 78.5 85.7 94.3: 14.3 5.7
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: 8 7 1 0 5 8 13:
Old : 20: 8 7 1 0 5 8 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 : 77.2 79.4 85.7 88.9 75.5 77.4 80.7 85.2
Old : 77.2 79.4 85.7 88.9 75.5 77.4 80.7 85.2
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, March 27, 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 :16,915,837: 1,005,507 4,972,293 3,432,329 11,886,091 7,181,717 16,323,927 15,586,339: 591,910 1,329,498
Old :16,915,837: 1,005,507 4,972,293 3,432,329 11,886,091 7,181,717 16,323,927 15,586,339: 591,910 1,329,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 430,875: 127,377 149,278 35,928 259,393 240,696 422,698 425,902: 8,177 4,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 29.4 20.3 70.3 42.5 96.5 92.1: 3.5 7.9
Old : 100.0: 5.9 29.4 20.3 70.3 42.5 96.5 92.1: 3.5 7.9
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 : 320: 30 131 142 119 133 267 311:
Old : 320: 30 131 142 119 133 267 311:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 21.9 50.2 30.5 37.2 19.7 43.7 25.8
Old : 39.4 21.9 50.2 30.5 37.2 19.7 43.7 25.8
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, March 27, 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 : 645,461: 111,689 69,265 21,036 418,975 476,863 551,699 567,164: 93,762 78,297
Old : 645,461: 111,689 69,265 21,036 418,975 476,863 551,699 567,164: 93,762 78,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 61,014: 16,211 -7,684 3,907 21,246 48,504 41,364 44,728: 19,649 16,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 10.7 3.3 64.9 73.9 85.5 87.9: 14.5 12.1
Old : 100.0: 17.3 10.7 3.3 64.9 73.9 85.5 87.9: 14.5 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 578: 135 118 72 222 234 390 391:
Old : 578: 135 118 72 222 234 390 391:
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 : 11.7 17.4 19.6 27.4 8.2 16.3 14.6 24.6
Old : 11.7 17.4 19.6 27.4 8.2 16.3 14.6 24.6
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, March 27, 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 : 50,553: 4,173 7,110 445 30,026 11,246 34,644 18,801: 15,909 31,752
Old : 50,553: 4,173 7,110 445 30,026 11,246 34,644 18,801: 15,909 31,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 17,603: -144 4,663 445 16,551 -3,140 16,852 1,968: 751 15,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 14.1 0.9 59.4 22.2 68.5 37.2: 31.5 62.8
Old : 100.0: 8.3 14.1 0.9 59.4 22.2 68.5 37.2: 31.5 62.8
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 : 45: 8 9 1 18 13 26 23:
Old : 45: 8 9 1 18 13 26 23:
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 21.7 47.3 32.3 28.7 21.7 46.6 32.3
Old : 29.3 21.7 47.3 32.3 28.7 21.7 46.6 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders - Futures Only, March 27, 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 Consumer Stapl :
: : :
All : 25,248: 0 1,624 0 24,274 22,951 24,274 24,575: 974 673
Old : 25,248: 0 1,624 0 24,274 22,951 24,274 24,575: 974 673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 163: 0 0 0 470 -11 470 -11: -307 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 0.0 96.1 90.9 96.1 97.3: 3.9 2.7
Old : 100.0: 0.0 6.4 0.0 96.1 90.9 96.1 97.3: 3.9 2.7
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 : 21: 0 2 0 10 11 10 13:
Old : 21: 0 2 0 10 11 10 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 : 87.9 81.1 95.1 91.7 87.9 80.9 94.8 91.5
Old : 87.9 81.1 95.1 91.7 87.9 80.9 94.8 91.5
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 - Futures Only, March 27, 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 Energy Index p :
: : :
All : 11,502: 2,167 0 0 7,353 10,935 9,520 10,935: 1,982 567
Old : 11,502: 2,167 0 0 7,353 10,935 9,520 10,935: 1,982 567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 318: 345 0 0 -207 250 138 250: 180 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 0.0 0.0 63.9 95.1 82.8 95.1: 17.2 4.9
Old : 100.0: 18.8 0.0 0.0 63.9 95.1 82.8 95.1: 17.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 0 0 9 10 13 10:
Old : 20: 4 0 0 9 10 13 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 : 45.0 66.7 69.2 91.6 41.0 65.8 65.2 89.3
Old : 45.0 66.7 69.2 91.6 41.0 65.8 65.2 89.3
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, March 27, 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 : 2,974,542: 567,762 340,959 72,771 1,944,744 2,328,087 2,585,277 2,741,817: 389,265 232,725
Old : 2,974,542: 567,762 340,959 72,771 1,944,744 2,328,087 2,585,277 2,741,817: 389,265 232,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 217,053: 103,427 -40,083 -4,340 23,475 258,221 122,562 213,798: 94,491 3,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 11.5 2.4 65.4 78.3 86.9 92.2: 13.1 7.8
Old : 100.0: 19.1 11.5 2.4 65.4 78.3 86.9 92.2: 13.1 7.8
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 : 576: 134 118 64 219 232 384 383:
Old : 576: 134 118 64 219 232 384 383:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 18.9 21.0 29.7 8.9 17.6 15.2 26.7
Old : 12.6 18.9 21.0 29.7 8.9 17.6 15.2 26.7
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, March 27, 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 : 30,570: 13,791 320 0 14,134 29,653 27,925 29,973: 2,645 597
Old : 30,570: 13,791 320 0 14,134 29,653 27,925 29,973: 2,645 597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,346: -479 320 0 2,973 1,890 2,494 2,210: -148 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 1.0 0.0 46.2 97.0 91.3 98.0: 8.7 2.0
Old : 100.0: 45.1 1.0 0.0 46.2 97.0 91.3 98.0: 8.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 1 0 8 12 16 13:
Old : 27: 8 1 0 8 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 67.5 75.0 91.1 55.1 67.5 72.6 91.1
Old : 57.2 67.5 75.0 91.1 55.1 67.5 72.6 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, March 27, 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 : 23,563: 0 1,785 0 22,587 21,049 22,587 22,834: 976 729
Old : 23,563: 0 1,785 0 22,587 21,049 22,587 22,834: 976 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,370: 0 0 0 2,348 2,420 2,348 2,420: 22 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 0.0 95.9 89.3 95.9 96.9: 4.1 3.1
Old : 100.0: 0.0 7.6 0.0 95.9 89.3 95.9 96.9: 4.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 11 9 11 11:
Old : 21: 0 2 0 11 9 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 86.8 91.6 93.4 73.5 86.8 91.6 93.2
Old : 73.5 86.8 91.6 93.4 73.5 86.8 91.6 93.2
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 - Futures Only, March 27, 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 : 78,995: 15,206 1,813 1,142 52,366 71,351 68,714 74,306: 10,281 4,689
Old : 78,995: 15,206 1,813 1,142 52,366 71,351 68,714 74,306: 10,281 4,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -896: -1,183 -1,295 214 757 -214 -212 -1,295: -684 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 2.3 1.4 66.3 90.3 87.0 94.1: 13.0 5.9
Old : 100.0: 19.2 2.3 1.4 66.3 90.3 87.0 94.1: 13.0 5.9
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 : 81: 14 4 1 46 32 60 37:
Old : 81: 14 4 1 46 32 60 37:
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 : 34.4 50.0 47.3 68.8 34.4 49.9 44.9 68.5
Old : 34.4 50.0 47.3 68.8 34.4 49.9 44.9 68.5
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 - Futures Only, March 27, 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 : 46,896: 14,815 11,301 1,323 23,981 27,530 40,119 40,154: 6,777 6,742
Old : 46,896: 14,815 11,301 1,323 23,981 27,530 40,119 40,154: 6,777 6,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 569: 735 -348 92 130 687 957 431: -388 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 24.1 2.8 51.1 58.7 85.5 85.6: 14.5 14.4
Old : 100.0: 31.6 24.1 2.8 51.1 58.7 85.5 85.6: 14.5 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 : 253: 65 59 18 75 82 143 156:
Old : 253: 65 59 18 75 82 143 156:
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 : 26.5 18.7 36.3 30.2 26.1 18.7 35.0 30.2
Old : 26.5 18.7 36.3 30.2 26.1 18.7 35.0 30.2
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, March 27, 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 : 234,482: 74,075 56,503 6,617 119,905 137,651 200,597 200,771: 33,885 33,711
Old : 234,482: 74,075 56,503 6,617 119,905 137,651 200,597 200,771: 33,885 33,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,844: 3,674 -1,739 458 651 3,435 4,783 2,154: -1,939 690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 24.1 2.8 51.1 58.7 85.5 85.6: 14.5 14.4
Old : 100.0: 31.6 24.1 2.8 51.1 58.7 85.5 85.6: 14.5 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 : 253: 65 59 18 75 82 143 156:
Old : 253: 65 59 18 75 82 143 156:
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 : 26.5 18.7 36.3 30.2 26.1 18.7 35.0 30.2
Old : 26.5 18.7 36.3 30.2 26.1 18.7 35.0 30.2
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, March 27, 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 : 104,797: 51,072 42,998 3,503 29,055 32,096 83,630 78,597: 21,167 26,200
Old : 104,797: 51,072 42,998 3,503 29,055 32,096 83,630 78,597: 21,167 26,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 7,542: -2,678 7,173 -251 10,743 -166 7,814 6,756: -272 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 41.0 3.3 27.7 30.6 79.8 75.0: 20.2 25.0
Old : 100.0: 48.7 41.0 3.3 27.7 30.6 79.8 75.0: 20.2 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 26 27 14 23 16 57 49:
Old : 84: 26 27 14 23 16 57 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 : 26.0 36.9 42.6 47.6 25.6 36.5 41.7 46.9
Old : 26.0 36.9 42.6 47.6 25.6 36.5 41.7 46.9
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, March 27, 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 : 481,944: 120,325 95,370 10,254 332,831 360,307 463,410 465,931: 18,534 16,013
Old : 481,944: 120,325 95,370 10,254 332,831 360,307 463,410 465,931: 18,534 16,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,310: -5,986 -6,875 1,653 6,590 4,682 2,257 -540: -947 1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 19.8 2.1 69.1 74.8 96.2 96.7: 3.8 3.3
Old : 100.0: 25.0 19.8 2.1 69.1 74.8 96.2 96.7: 3.8 3.3
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 : 290: 65 51 23 107 104 179 171:
Old : 290: 65 51 23 107 104 179 171:
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 37.6 30.2 48.7 17.1 37.5 28.3 46.5
Old : 18.3 37.6 30.2 48.7 17.1 37.5 28.3 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, March 27, 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 : 47,312: 18,846 4,632 12 22,385 38,611 41,243 43,255: 6,069 4,057
Old : 47,312: 18,846 4,632 12 22,385 38,611 41,243 43,255: 6,069 4,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 523: 1,070 -3,171 0 -31 3,029 1,039 -142: -516 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 9.8 0.0 47.3 81.6 87.2 91.4: 12.8 8.6
Old : 100.0: 39.8 9.8 0.0 47.3 81.6 87.2 91.4: 12.8 8.6
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 : 43: 16 3 1 17 13 33 17:
Old : 43: 16 3 1 17 13 33 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 : 40.8 80.6 59.3 87.3 40.8 80.6 59.3 87.1
Old : 40.8 80.6 59.3 87.3 40.8 80.6 59.3 87.1
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, March 27, 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 : 66,794: 14,001 11,453 1,101 42,876 30,709 57,978 43,263: 8,816 23,531
Old : 66,794: 14,001 11,453 1,101 42,876 30,709 57,978 43,263: 8,816 23,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -1,602: -2,846 6,157 -54 1,253 -908 -1,647 5,195: 45 -6,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 17.1 1.6 64.2 46.0 86.8 64.8: 13.2 35.2
Old : 100.0: 21.0 17.1 1.6 64.2 46.0 86.8 64.8: 13.2 35.2
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 : 65: 18 13 5 27 18 47 34:
Old : 65: 18 13 5 27 18 47 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 : 44.8 41.7 58.9 49.4 44.3 41.6 57.2 48.6
Old : 44.8 41.7 58.9 49.4 44.3 41.6 57.2 48.6
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, March 27, 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 : 107,099: 27,100 2,940 23,671 56,284 80,395 107,055 107,006: 44 93
Old : 107,099: 27,100 2,940 23,671 56,284 80,395 107,055 107,006: 44 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -772: 898 0 -922 -749 150 -773 -772: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 2.7 22.1 52.6 75.1 100.0 99.9: 0.0 0.1
Old : 100.0: 25.3 2.7 22.1 52.6 75.1 100.0 99.9: 0.0 0.1
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 : 35: 11 1 2 14 16 26 19:
Old : 35: 11 1 2 14 16 26 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 : 86.5 78.6 95.2 92.5 31.3 29.0 35.8 35.5
Old : 86.5 78.6 95.2 92.5 31.3 29.0 35.8 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2018