MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 19,624: 2,560 3,860 760 16,024 14,724 19,344 19,344: 280 280
Old : 19,624: 2,560 3,860 760 16,024 14,724 19,344 19,344: 280 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 0: 0 -120 120 -120 -40 0 -40: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 19.7 3.9 81.7 75.0 98.6 98.6: 1.4 1.4
Old : 100.0: 13.0 19.7 3.9 81.7 75.0 98.6 98.6: 1.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 10 4 6 8 12 19:
Old : 22: 2 10 4 6 8 12 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 : 89.0 60.6 96.2 83.1 70.1 41.0 70.1 59.0
Old : 89.0 60.6 96.2 83.1 70.1 41.0 70.1 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 with Delta-adjusted Options and Futures Combined, January 30, 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 : 9,717: 800 2,274 1,412 6,305 4,903 8,517 8,588: 1,200 1,128
Old : 9,717: 800 2,274 1,412 6,305 4,903 8,517 8,588: 1,200 1,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 378: -23 110 30 424 296 431 436: -53 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 23.4 14.5 64.9 50.5 87.7 88.4: 12.3 11.6
Old : 100.0: 8.2 23.4 14.5 64.9 50.5 87.7 88.4: 12.3 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 14 12 20 20 33 37:
Old : 44: 4 14 12 20 20 33 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 : 39.4 32.9 57.9 50.4 38.7 31.3 53.5 42.9
Old : 39.4 32.9 57.9 50.4 38.7 31.3 53.5 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 53,329: 14,270 4,202 17,132 17,034 17,374 48,437 38,708: 4,892 14,621
Old : 53,329: 14,270 4,202 17,132 17,034 17,374 48,437 38,708: 4,892 14,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 980: 114 82 311 491 172 916 564: 64 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 7.9 32.1 31.9 32.6 90.8 72.6: 9.2 27.4
Old : 100.0: 26.8 7.9 32.1 31.9 32.6 90.8 72.6: 9.2 27.4
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 : 81: 23 21 28 31 27 66 64:
Old : 81: 23 21 28 31 27 66 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 25.2 49.7 41.0 25.9 15.6 35.6 20.5
Old : 31.3 25.2 49.7 41.0 25.9 15.6 35.6 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 12,953: 935 567 2,822 8,354 8,481 12,112 11,870: 841 1,083
Old : 12,953: 935 567 2,822 8,354 8,481 12,112 11,870: 841 1,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 669: 19 -35 166 435 537 621 668: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 4.4 21.8 64.5 65.5 93.5 91.6: 6.5 8.4
Old : 100.0: 7.2 4.4 21.8 64.5 65.5 93.5 91.6: 6.5 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 : 44: 5 10 10 24 23 37 35:
Old : 44: 5 10 10 24 23 37 35:
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 : 34.5 36.2 55.4 54.2 28.7 28.5 43.3 37.4
Old : 34.5 36.2 55.4 54.2 28.7 28.5 43.3 37.4
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 with Delta-adjusted Options and Futures Combined, January 30, 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 : 287,441: 87,674 26,486 75,529 98,144 138,418 261,347 240,433: 26,094 47,008
Old : 277,217: 85,699 28,205 71,502 95,900 132,032 253,102 231,739: 24,115 45,477
Other: 10,224: 3,917 224 2,084 2,244 6,386 8,245 8,694: 1,979 1,530
: : :
: : Changes in Commitments from: January 23, 2018 :
: -3,773: -5,979 -664 2,334 -1,162 -4,072 -4,807 -2,402: 1,034 -1,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 9.2 26.3 34.1 48.2 90.9 83.6: 9.1 16.4
Old : 100.0: 30.9 10.2 25.8 34.6 47.6 91.3 83.6: 8.7 16.4
Other: 100.0: 38.3 2.2 20.4 21.9 62.5 80.6 85.0: 19.4 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 131 64 128 79 98 268 246:
Old : 315: 126 74 128 76 98 264 246:
Other: 85: 28 10 21 26 36 62 60:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 14.9 23.1 22.3 13.1 13.6 22.7 20.4
Old : 14.0 14.8 23.7 21.9 13.8 13.6 23.4 20.0
Other: 22.5 34.6 37.7 48.7 21.1 30.5 33.5 40.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 422,944: 138,187 27,551 101,944 152,642 235,291 392,774 364,786: 30,170 58,158
Old : 422,944: 138,187 27,551 101,944 152,642 235,291 392,774 364,786: 30,170 58,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 12,542: 5,573 1,539 2,997 3,106 6,929 11,677 11,465: 865 1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 6.5 24.1 36.1 55.6 92.9 86.2: 7.1 13.8
Old : 100.0: 32.7 6.5 24.1 36.1 55.6 92.9 86.2: 7.1 13.8
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 : 454: 146 96 155 143 168 375 353:
Old : 454: 146 96 155 143 168 375 353:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 16.6 25.0 23.8 14.8 16.4 24.6 22.9
Old : 15.1 16.6 25.0 23.8 14.8 16.4 24.6 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 7,955: 4,148 1,484 1,152 983 4,226 6,283 6,863: 1,672 1,092
Old : 7,955: 4,148 1,484 1,152 983 4,226 6,283 6,863: 1,672 1,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 4: -267 -86 99 1 -27 -167 -14: 170 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 18.7 14.5 12.4 53.1 79.0 86.3: 21.0 13.7
Old : 100.0: 52.1 18.7 14.5 12.4 53.1 79.0 86.3: 21.0 13.7
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 : 81: 35 14 12 18 26 61 46:
Old : 81: 35 14 12 18 26 61 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 : 25.6 34.5 35.8 50.4 24.2 33.8 33.5 47.5
Old : 25.6 34.5 35.8 50.4 24.2 33.8 33.5 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 63,550: 24,100 10,458 15,927 15,308 17,395 55,335 43,780: 8,215 19,769
Old : 63,550: 24,100 10,458 15,927 15,308 17,395 55,335 43,780: 8,215 19,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -1,722: 878 -475 -2,436 460 1,387 -1,098 -1,525: -624 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 16.5 25.1 24.1 27.4 87.1 68.9: 12.9 31.1
Old : 100.0: 37.9 16.5 25.1 24.1 27.4 87.1 68.9: 12.9 31.1
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 : 222: 56 51 75 63 81 171 171:
Old : 222: 56 51 75 63 81 171 171:
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 : 17.9 14.3 27.2 20.7 17.9 10.7 25.7 15.1
Old : 17.9 14.3 27.2 20.7 17.9 10.7 25.7 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 5,000: 444 3,211 336 3,097 1,020 3,876 4,568: 1,124 433
Old : 5,000: 444 3,211 336 3,097 1,020 3,876 4,568: 1,124 433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 207: 2 23 8 213 202 223 233: -16 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 64.2 6.7 61.9 20.4 77.5 91.3: 22.5 8.7
Old : 100.0: 8.9 64.2 6.7 61.9 20.4 77.5 91.3: 22.5 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 8 5 13 6 22 14:
Old : 25: 4 8 5 13 6 22 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 65.5 56.1 83.6 38.3 64.1 55.8 78.5
Old : 38.3 65.5 56.1 83.6 38.3 64.1 55.8 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 49,422: 2,126 13,264 9,321 36,616 20,983 48,063 43,569: 1,359 5,854
Old : 49,422: 2,126 13,264 9,321 36,616 20,983 48,063 43,569: 1,359 5,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,512: 121 286 341 927 700 1,388 1,327: 124 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 26.8 18.9 74.1 42.5 97.3 88.2: 2.7 11.8
Old : 100.0: 4.3 26.8 18.9 74.1 42.5 97.3 88.2: 2.7 11.8
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 : 76: 10 26 17 28 34 51 64:
Old : 76: 10 26 17 28 34 51 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 30.6 74.5 50.5 50.6 26.7 59.7 38.7
Old : 53.3 30.6 74.5 50.5 50.6 26.7 59.7 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 58,940: 28,076 4,407 0 28,446 53,519 56,522 57,926: 2,418 1,014
Old : 58,940: 28,076 4,407 0 28,446 53,519 56,522 57,926: 2,418 1,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -3,623: -5,004 -2,533 0 1,215 -946 -3,789 -3,479: 166 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 7.5 0.0 48.3 90.8 95.9 98.3: 4.1 1.7
Old : 100.0: 47.6 7.5 0.0 48.3 90.8 95.9 98.3: 4.1 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 : 31: 16 4 0 4 8 20 12:
Old : 31: 16 4 0 4 8 20 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 : 86.5 76.7 90.9 93.1 86.5 76.3 90.9 92.8
Old : 86.5 76.7 90.9 93.1 86.5 76.3 90.9 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 200,922: 73,841 39,428 16,505 66,227 124,245 156,573 180,177: 44,349 20,745
Old : 200,922: 73,841 39,428 16,505 66,227 124,245 156,573 180,177: 44,349 20,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 11,841: 4,587 -5,437 2,105 4,385 14,282 11,077 10,950: 763 891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 19.6 8.2 33.0 61.8 77.9 89.7: 22.1 10.3
Old : 100.0: 36.8 19.6 8.2 33.0 61.8 77.9 89.7: 22.1 10.3
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 : 104: 38 26 23 31 26 84 60:
Old : 104: 38 26 23 31 26 84 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 45.5 36.7 57.4 24.9 45.1 34.0 56.6
Old : 26.1 45.5 36.7 57.4 24.9 45.1 34.0 56.6
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 with Delta-adjusted Options and Futures Combined, January 30, 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 : 73,025: 16,846 36,965 1,294 42,404 20,246 60,544 58,505: 12,480 14,519
Old : 73,025: 16,846 36,965 1,294 42,404 20,246 60,544 58,505: 12,480 14,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 874: 2,489 606 348 -3,801 2,759 -965 3,713: 1,840 -2,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 50.6 1.8 58.1 27.7 82.9 80.1: 17.1 19.9
Old : 100.0: 23.1 50.6 1.8 58.1 27.7 82.9 80.1: 17.1 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 13 17 8 11 14 27 36:
Old : 50: 13 17 8 11 14 27 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 : 54.3 36.9 67.5 53.0 54.3 36.9 67.5 52.8
Old : 54.3 36.9 67.5 53.0 54.3 36.9 67.5 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 189,332: 110,923 30,841 1,404 70,100 153,608 182,427 185,852: 6,905 3,480
Old : 189,332: 110,923 30,841 1,404 70,100 153,608 182,427 185,852: 6,905 3,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 9,956: 12,901 -5,988 -159 -2,428 16,095 10,313 9,948: -357 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 16.3 0.7 37.0 81.1 96.4 98.2: 3.6 1.8
Old : 100.0: 58.6 16.3 0.7 37.0 81.1 96.4 98.2: 3.6 1.8
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 : 147: 80 36 10 15 22 98 65:
Old : 147: 80 36 10 15 22 98 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 : 51.9 63.2 63.9 79.0 51.9 63.1 63.9 79.0
Old : 51.9 63.2 63.9 79.0 51.9 63.1 63.9 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 310,647: 90,348 54,900 48,767 125,537 177,738 264,652 281,405: 45,996 29,242
Old : 310,647: 90,348 54,900 48,767 125,537 177,738 264,652 281,405: 45,996 29,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 10,161: -7,216 -5,172 10,124 3,840 5,196 6,748 10,149: 3,413 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 17.7 15.7 40.4 57.2 85.2 90.6: 14.8 9.4
Old : 100.0: 29.1 17.7 15.7 40.4 57.2 85.2 90.6: 14.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 55 23 27 31 43 96 83:
Old : 129: 55 23 27 31 43 96 83:
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 37.3 33.3 50.2 19.4 35.4 26.4 42.1
Old : 22.4 37.3 33.3 50.2 19.4 35.4 26.4 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 301,457: 44,750 160,907 27,292 195,239 83,137 267,280 271,335: 34,177 30,121
Old : 301,457: 44,750 160,907 27,292 195,239 83,137 267,280 271,335: 34,177 30,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 28,974: 9,608 904 7,131 6,668 23,886 23,407 31,921: 5,567 -2,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 53.4 9.1 64.8 27.6 88.7 90.0: 11.3 10.0
Old : 100.0: 14.8 53.4 9.1 64.8 27.6 88.7 90.0: 11.3 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 : 128: 38 40 29 38 36 91 90:
Old : 128: 38 40 29 38 36 91 90:
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 : 43.1 38.9 51.3 50.3 42.4 38.1 50.2 49.3
Old : 43.1 38.9 51.3 50.3 42.4 38.1 50.2 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 728,311: 248,475 101,157 88,464 294,596 481,416 631,536 671,037: 96,776 57,275
Old : 728,311: 248,475 101,157 88,464 294,596 481,416 631,536 671,037: 96,776 57,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 16,802: -4,011 -8,232 13,408 11,139 10,492 20,537 15,668: -3,735 1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 13.9 12.1 40.4 66.1 86.7 92.1: 13.3 7.9
Old : 100.0: 34.1 13.9 12.1 40.4 66.1 86.7 92.1: 13.3 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 : 286: 128 57 74 80 70 229 180:
Old : 286: 128 57 74 80 70 229 180:
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 : 17.8 39.4 27.5 54.2 17.4 39.1 25.9 52.6
Old : 17.8 39.4 27.5 54.2 17.4 39.1 25.9 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 37,989: 14,541 6,390 32 9,608 27,571 24,181 33,993: 13,808 3,996
Old : 37,989: 14,541 6,390 32 9,608 27,571 24,181 33,993: 13,808 3,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -186: -39 528 -5 -526 -32 -570 491: 384 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 16.8 0.1 25.3 72.6 63.7 89.5: 36.3 10.5
Old : 100.0: 38.3 16.8 0.1 25.3 72.6 63.7 89.5: 36.3 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 9 5 2 11 10 21 16:
Old : 28: 9 5 2 11 10 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 75.4 44.5 84.9 32.8 73.4 42.4 82.0
Old : 34.6 75.4 44.5 84.9 32.8 73.4 42.4 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 29,289: 12,829 10,665 405 7,071 15,081 20,305 26,151: 8,984 3,138
Old : 29,289: 12,829 10,665 405 7,071 15,081 20,305 26,151: 8,984 3,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 388: 727 1,684 -20 -27 -602 680 1,062: -292 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 36.4 1.4 24.1 51.5 69.3 89.3: 30.7 10.7
Old : 100.0: 43.8 36.4 1.4 24.1 51.5 69.3 89.3: 30.7 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 6 5 9 8 18 17:
Old : 23: 7 6 5 9 8 18 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 : 42.0 69.5 57.2 81.9 41.7 66.9 55.5 78.6
Old : 42.0 69.5 57.2 81.9 41.7 66.9 55.5 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 36,701: 19,226 9,298 6 15,685 26,438 34,917 35,742: 1,784 959
Old : 36,701: 19,226 9,298 6 15,685 26,438 34,917 35,742: 1,784 959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 6,096: 74 -283 -115 6,134 6,097 6,093 5,699: 3 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 25.3 0.0 42.7 72.0 95.1 97.4: 4.9 2.6
Old : 100.0: 52.4 25.3 0.0 42.7 72.0 95.1 97.4: 4.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 9 2 7 8 23 18:
Old : 35: 15 9 2 7 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 : 66.9 82.7 86.1 91.1 56.2 61.6 65.9 67.8
Old : 66.9 82.7 86.1 91.1 56.2 61.6 65.9 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 55,783: 29,667 26,197 200 21,254 26,259 51,121 52,656: 4,662 3,127
Old : 55,783: 29,667 26,197 200 21,254 26,259 51,121 52,656: 4,662 3,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,409: 5,047 111 -1,394 -1,596 4,653 2,057 3,370: 352 -961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 47.0 0.4 38.1 47.1 91.6 94.4: 8.4 5.6
Old : 100.0: 53.2 47.0 0.4 38.1 47.1 91.6 94.4: 8.4 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 : 87: 45 20 5 7 16 54 40:
Old : 87: 45 20 5 7 16 54 40:
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 : 49.6 49.1 62.8 69.1 49.6 49.1 62.8 68.9
Old : 49.6 49.1 62.8 69.1 49.6 49.1 62.8 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 14,392: 11,348 2,602 1,477 203 9,429 13,028 13,508: 1,364 884
Old : 14,392: 11,348 2,602 1,477 203 9,429 13,028 13,508: 1,364 884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,100: 94 -58 1,038 0 116 1,132 1,096: -32 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 18.1 10.3 1.4 65.5 90.5 93.9: 9.5 6.1
Old : 100.0: 78.8 18.1 10.3 1.4 65.5 90.5 93.9: 9.5 6.1
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 : 26: 13 5 2 1 7 14 14:
Old : 26: 13 5 2 1 7 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 67.2 84.0 87.5 63.4 66.2 73.7 80.0
Old : 72.2 67.2 84.0 87.5 63.4 66.2 73.7 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 :28,821,329: 971,584 3,338,369 14,258,147 13,002,273 9,745,624 28,232,003 27,342,139: 589,326 1,479,190
Old :28,821,329: 971,584 3,338,369 14,258,147 13,002,273 9,745,624 28,232,003 27,342,139: 589,326 1,479,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,248,063: 9,137 -59,980 1,736,668 521,143 602,472 2,266,948 2,279,160: -18,885 -31,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 11.6 49.5 45.1 33.8 98.0 94.9: 2.0 5.1
Old : 100.0: 3.4 11.6 49.5 45.1 33.8 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 : 320: 44 132 133 122 135 261 311:
Old : 320: 44 132 133 122 135 261 311:
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 : 29.0 20.8 43.1 34.8 17.6 9.0 21.6 11.3
Old : 29.0 20.8 43.1 34.8 17.6 9.0 21.6 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 1,047,252: 131,731 93,878 188,648 607,453 664,166 927,832 946,693: 119,420 100,559
Old : 1,047,252: 131,731 93,878 188,648 607,453 664,166 927,832 946,693: 119,420 100,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 6,010: 5,747 -1,411 -8,345 -7,414 11,389 -10,011 1,633: 16,021 4,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 9.0 18.0 58.0 63.4 88.6 90.4: 11.4 9.6
Old : 100.0: 12.6 9.0 18.0 58.0 63.4 88.6 90.4: 11.4 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 : 730: 253 129 226 264 263 589 547:
Old : 730: 253 129 226 264 263 589 547:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 13.9 22.6 24.0 9.6 11.6 14.1 17.6
Old : 14.4 13.9 22.6 24.0 9.6 11.6 14.1 17.6
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 with Delta-adjusted Options and Futures Combined, January 30, 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 : 160,771: 7,407 7,016 33,517 77,735 96,852 118,659 137,385: 42,112 23,386
Old : 160,771: 7,407 7,016 33,517 77,735 96,852 118,659 137,385: 42,112 23,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 324: 1,627 -5,211 -5,134 1,171 10,215 -2,336 -130: 2,661 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.4 20.8 48.4 60.2 73.8 85.5: 26.2 14.5
Old : 100.0: 4.6 4.4 20.8 48.4 60.2 73.8 85.5: 26.2 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 16 16 24 31 36 62 62:
Old : 76: 16 16 24 31 36 62 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 24.2 34.9 40.3 14.5 17.3 20.4 26.6
Old : 19.9 24.2 34.9 40.3 14.5 17.3 20.4 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 23,439: 224 0 0 21,169 22,563 21,393 22,563: 2,046 876
Old : 23,439: 224 0 0 21,169 22,563 21,393 22,563: 2,046 876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 141: -15 0 0 173 362 158 362: -17 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 90.3 96.3 91.3 96.3: 8.7 3.7
Old : 100.0: 1.0 0.0 0.0 90.3 96.3 91.3 96.3: 8.7 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 : 21: 1 0 0 10 12 11 12:
Old : 21: 1 0 0 10 12 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 82.4 88.8 91.8 77.4 82.1 88.8 90.8
Old : 77.4 82.4 88.8 91.8 77.4 82.1 88.8 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 12,658: 384 230 0 9,907 11,848 10,291 12,078: 2,367 580
Old : 12,658: 384 230 0 9,907 11,848 10,291 12,078: 2,367 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.8 0.0 78.3 93.6 81.3 95.4: 18.7 4.6
Old : 100.0: 3.0 1.8 0.0 78.3 93.6 81.3 95.4: 18.7 4.6
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 : 20: 1 1 0 10 9 11 10:
Old : 20: 1 1 0 10 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 : 50.2 68.4 73.6 91.3 48.1 68.4 71.3 91.3
Old : 50.2 68.4 73.6 91.3 48.1 68.4 71.3 91.3
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 with Delta-adjusted Options and Futures Combined, January 30, 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 : 4,432,407: 655,177 467,870 742,099 2,648,590 2,836,572 4,045,866 4,046,541: 386,540 385,866
Old : 4,432,407: 655,177 467,870 742,099 2,648,590 2,836,572 4,045,866 4,046,541: 386,540 385,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 28,429: 2,417 817 2,130 -42,921 5,868 -38,375 8,814: 66,804 19,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 10.6 16.7 59.8 64.0 91.3 91.3: 8.7 8.7
Old : 100.0: 14.8 10.6 16.7 59.8 64.0 91.3 91.3: 8.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 713: 244 126 217 256 259 569 533:
Old : 713: 244 126 217 256 259 569 533:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 14.5 24.1 23.7 11.3 12.1 16.5 19.2
Old : 15.2 14.5 24.1 23.7 11.3 12.1 16.5 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 30,001: 12,594 0 0 13,180 29,587 25,774 29,587: 4,227 414
Old : 30,001: 12,594 0 0 13,180 29,587 25,774 29,587: 4,227 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -108: -650 0 0 -2 -153 -652 -153: 544 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 0.0 0.0 43.9 98.6 85.9 98.6: 14.1 1.4
Old : 100.0: 42.0 0.0 0.0 43.9 98.6 85.9 98.6: 14.1 1.4
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 : 24: 7 0 0 9 9 16 9:
Old : 24: 7 0 0 9 9 16 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 : 58.4 80.8 74.4 96.3 58.4 80.8 73.3 96.3
Old : 58.4 80.8 74.4 96.3 58.4 80.8 73.3 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 13,478: 3,653 1,194 0 8,539 11,903 12,192 13,097: 1,286 381
Old : 13,478: 3,653 1,194 0 8,539 11,903 12,192 13,097: 1,286 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -565: -189 0 0 -641 -104 -830 -104: 265 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 8.9 0.0 63.4 88.3 90.5 97.2: 9.5 2.8
Old : 100.0: 27.1 8.9 0.0 63.4 88.3 90.5 97.2: 9.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 1 0 10 10 14 11:
Old : 23: 4 1 0 10 10 14 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 : 55.1 51.8 78.8 84.2 45.1 50.2 68.5 78.9
Old : 55.1 51.8 78.8 84.2 45.1 50.2 68.5 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 23,699: 0 671 0 22,630 21,859 22,630 22,530: 1,069 1,169
Old : 23,699: 0 671 0 22,630 21,859 22,630 22,530: 1,069 1,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -68: 0 0 0 -64 -294 -64 -294: -4 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.0 95.5 92.2 95.5 95.1: 4.5 4.9
Old : 100.0: 0.0 2.8 0.0 95.5 92.2 95.5 95.1: 4.5 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 : 22: 0 2 0 11 10 11 12:
Old : 22: 0 2 0 11 10 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 77.5 90.4 90.5 72.1 77.5 90.3 90.5
Old : 72.1 77.5 90.4 90.5 72.1 77.5 90.3 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 89,632: 22,453 1,857 1,011 51,833 82,860 75,297 85,728: 14,335 3,904
Old : 89,632: 22,453 1,857 1,011 51,833 82,860 75,297 85,728: 14,335 3,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -153: -54 -127 -172 -1,143 3 -1,369 -296: 1,216 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.1 1.1 57.8 92.4 84.0 95.6: 16.0 4.4
Old : 100.0: 25.1 2.1 1.1 57.8 92.4 84.0 95.6: 16.0 4.4
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 : 82: 16 4 5 44 32 60 41:
Old : 82: 16 4 5 44 32 60 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 : 34.6 48.1 47.2 66.8 34.6 48.0 46.8 65.7
Old : 34.6 48.1 47.2 66.8 34.6 48.0 46.8 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 57,056: 18,887 14,121 4,408 25,622 31,341 48,917 49,869: 8,139 7,187
Old : 57,056: 18,887 14,121 4,408 25,622 31,341 48,917 49,869: 8,139 7,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,876: 1,043 -373 956 -825 1,272 1,174 1,855: 703 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 24.7 7.7 44.9 54.9 85.7 87.4: 14.3 12.6
Old : 100.0: 33.1 24.7 7.7 44.9 54.9 85.7 87.4: 14.3 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 93 73 43 76 85 189 181:
Old : 295: 93 73 43 76 85 189 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 13.0 31.8 22.8 21.7 13.0 31.3 21.8
Old : 21.7 13.0 31.8 22.8 21.7 13.0 31.3 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 285,280: 94,437 70,605 22,038 128,110 156,704 244,585 249,346: 40,695 35,933
Old : 285,280: 94,437 70,605 22,038 128,110 156,704 244,585 249,346: 40,695 35,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 9,381: 5,214 -1,863 4,780 -4,126 6,360 5,868 9,276: 3,513 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 24.7 7.7 44.9 54.9 85.7 87.4: 14.3 12.6
Old : 100.0: 33.1 24.7 7.7 44.9 54.9 85.7 87.4: 14.3 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 93 73 43 76 85 189 181:
Old : 295: 93 73 43 76 85 189 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 13.0 31.8 22.8 21.7 13.0 31.3 21.8
Old : 21.7 13.0 31.8 22.8 21.7 13.0 31.3 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 170,769: 61,156 47,762 19,213 52,175 75,439 132,545 142,414: 38,224 28,355
Old : 170,769: 61,156 47,762 19,213 52,175 75,439 132,545 142,414: 38,224 28,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 4,663: -1,588 605 6,334 536 -3,608 5,282 3,332: -619 1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 28.0 11.3 30.6 44.2 77.6 83.4: 22.4 16.6
Old : 100.0: 35.8 28.0 11.3 30.6 44.2 77.6 83.4: 22.4 16.6
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 : 104: 41 27 26 27 27 83 65:
Old : 104: 41 27 26 27 27 83 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 : 18.5 32.7 28.6 45.2 18.1 29.7 27.3 41.7
Old : 18.5 32.7 28.6 45.2 18.1 29.7 27.3 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 550,424: 159,790 120,687 10,541 357,912 404,135 528,243 535,363: 22,181 15,061
Old : 550,424: 159,790 120,687 10,541 357,912 404,135 528,243 535,363: 22,181 15,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 777: 6,109 4,433 65 -6,750 -1,873 -576 2,625: 1,353 -1,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 21.9 1.9 65.0 73.4 96.0 97.3: 4.0 2.7
Old : 100.0: 29.0 21.9 1.9 65.0 73.4 96.0 97.3: 4.0 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 : 307: 73 50 25 116 108 197 175:
Old : 307: 73 50 25 116 108 197 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 37.3 32.0 50.0 19.4 37.3 30.6 48.8
Old : 20.4 37.3 32.0 50.0 19.4 37.3 30.6 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 50,728: 18,621 18,524 0 22,162 29,141 40,783 47,665: 9,945 3,063
Old : 50,728: 18,621 18,524 0 22,162 29,141 40,783 47,665: 9,945 3,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 764: 304 -225 -300 308 2,746 312 2,221: 452 -1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 36.5 0.0 43.7 57.4 80.4 94.0: 19.6 6.0
Old : 100.0: 36.7 36.5 0.0 43.7 57.4 80.4 94.0: 19.6 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 17 8 0 18 9 35 17:
Old : 48: 17 8 0 18 9 35 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 : 40.1 81.3 54.4 89.1 40.1 81.3 54.4 89.1
Old : 40.1 81.3 54.4 89.1 40.1 81.3 54.4 89.1
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 with Delta-adjusted Options and Futures Combined, January 30, 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 : 68,208: 23,662 11,916 1,746 33,074 23,654 58,482 37,316: 9,726 30,892
Old : 68,208: 23,662 11,916 1,746 33,074 23,654 58,482 37,316: 9,726 30,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,825: 70 -4,204 64 1,189 6,218 1,323 2,078: 502 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 17.5 2.6 48.5 34.7 85.7 54.7: 14.3 45.3
Old : 100.0: 34.7 17.5 2.6 48.5 34.7 85.7 54.7: 14.3 45.3
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 : 84: 25 15 6 30 25 60 41:
Old : 84: 25 15 6 30 25 60 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 : 34.5 21.2 47.5 29.9 33.3 18.6 45.5 27.3
Old : 34.5 21.2 47.5 29.9 33.3 18.6 45.5 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 97,143: 17,669 2,610 24,494 54,933 70,039 97,096 97,143: 47 0
Old : 97,143: 17,669 2,610 24,494 54,933 70,039 97,096 97,143: 47 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,245: 2,447 0 23 -228 2,222 2,242 2,245: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 2.7 25.2 56.5 72.1 100.0 100.0: 0.0 0.0
Old : 100.0: 18.2 2.7 25.2 56.5 72.1 100.0 100.0: 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 : 34: 10 1 1 15 16 25 18:
Old : 34: 10 1 1 15 16 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.7 78.3 94.0 92.4 29.5 27.6 34.4 34.8
Old : 84.7 78.3 94.0 92.4 29.5 27.6 34.4 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2018