MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 17,756: 2,360 3,760 640 14,596 13,196 17,596 17,596: 160 160
Old : 17,756: 2,360 3,760 640 14,596 13,196 17,596 17,596: 160 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,868: -200 -100 -120 -1,428 -1,528 -1,748 -1,748: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 21.2 3.6 82.2 74.3 99.1 99.1: 0.9 0.9
Old : 100.0: 13.3 21.2 3.6 82.2 74.3 99.1 99.1: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 10 3 6 8 10 19:
Old : 21: 1 10 3 6 8 10 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 : 92.7 62.3 98.2 83.9 69.6 41.0 69.6 59.6
Old : 92.7 62.3 98.2 83.9 69.6 41.0 69.6 59.6
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, February 06, 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 : 9,795: 803 1,943 1,488 6,386 5,300 8,676 8,730: 1,119 1,064
Old : 9,795: 803 1,943 1,488 6,386 5,300 8,676 8,730: 1,119 1,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 78: 3 -331 76 81 397 159 142: -81 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 19.8 15.2 65.2 54.1 88.6 89.1: 11.4 10.9
Old : 100.0: 8.2 19.8 15.2 65.2 54.1 88.6 89.1: 11.4 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 13 12 20 19 32 36:
Old : 42: 4 13 12 20 19 32 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 : 38.0 34.6 56.2 50.9 37.3 33.3 51.6 43.2
Old : 38.0 34.6 56.2 50.9 37.3 33.3 51.6 43.2
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, February 06, 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 : 46,507: 13,159 4,912 13,885 15,227 15,111 42,272 33,907: 4,235 12,600
Old : 46,507: 13,159 4,912 13,885 15,227 15,111 42,272 33,907: 4,235 12,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -6,822: -1,111 710 -3,247 -1,807 -2,263 -6,165 -4,801: -656 -2,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 10.6 29.9 32.7 32.5 90.9 72.9: 9.1 27.1
Old : 100.0: 28.3 10.6 29.9 32.7 32.5 90.9 72.9: 9.1 27.1
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 : 80: 25 18 25 32 27 67 60:
Old : 80: 25 18 25 32 27 67 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 26.7 50.8 42.7 26.8 19.1 35.8 23.9
Old : 31.7 26.7 50.8 42.7 26.8 19.1 35.8 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 10,644: 847 617 2,126 7,012 6,932 9,985 9,676: 659 969
Old : 10,644: 847 617 2,126 7,012 6,932 9,985 9,676: 659 969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,308: -88 50 -696 -1,342 -1,549 -2,127 -2,194: -182 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.8 20.0 65.9 65.1 93.8 90.9: 6.2 9.1
Old : 100.0: 8.0 5.8 20.0 65.9 65.1 93.8 90.9: 6.2 9.1
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 : 44: 4 12 10 25 21 38 34:
Old : 44: 4 12 10 25 21 38 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 : 35.7 34.0 56.8 51.3 29.9 27.5 46.9 38.4
Old : 35.7 34.0 56.8 51.3 29.9 27.5 46.9 38.4
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, February 06, 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 : 288,095: 80,230 34,539 81,739 101,955 127,297 263,923 243,575: 24,172 44,521
Old : 276,521: 77,238 36,288 77,300 99,832 120,023 254,370 233,611: 22,152 42,910
Other: 11,574: 5,068 327 2,363 2,123 7,274 9,554 9,964: 2,020 1,610
: : :
: : Changes in Commitments from: January 30, 2018 :
: 655: -7,444 8,053 6,210 3,811 -11,121 2,576 3,142: -1,922 -2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 12.0 28.4 35.4 44.2 91.6 84.5: 8.4 15.5
Old : 100.0: 27.9 13.1 28.0 36.1 43.4 92.0 84.5: 8.0 15.5
Other: 100.0: 43.8 2.8 20.4 18.3 62.8 82.5 86.1: 17.5 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 121 74 129 74 91 255 246:
Old : 305: 115 84 129 71 90 251 245:
Other: 87: 30 10 20 23 38 58 64:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 14.1 24.7 21.5 14.9 13.2 24.3 19.3
Old : 15.9 14.0 25.1 20.8 15.7 12.8 24.9 18.8
Other: 25.7 36.3 39.5 49.4 24.0 32.1 36.7 40.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 420,265: 144,894 27,652 91,737 153,743 242,010 390,373 361,399: 29,892 58,867
Old : 420,265: 144,894 27,652 91,737 153,743 242,010 390,373 361,399: 29,892 58,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,679: 6,707 102 -10,208 1,101 6,719 -2,400 -3,387: -278 708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 6.6 21.8 36.6 57.6 92.9 86.0: 7.1 14.0
Old : 100.0: 34.5 6.6 21.8 36.6 57.6 92.9 86.0: 7.1 14.0
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 : 449: 146 87 149 137 173 362 350:
Old : 449: 146 87 149 137 173 362 350:
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 17.1 25.2 24.6 15.1 17.0 25.0 23.4
Old : 15.2 17.1 25.2 24.6 15.1 17.0 25.0 23.4
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, February 06, 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 : 8,149: 4,162 1,590 1,231 1,077 4,085 6,471 6,906: 1,678 1,242
Old : 8,149: 4,162 1,590 1,231 1,077 4,085 6,471 6,906: 1,678 1,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 194: 15 106 79 94 -141 188 44: 6 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 19.5 15.1 13.2 50.1 79.4 84.8: 20.6 15.2
Old : 100.0: 51.1 19.5 15.1 13.2 50.1 79.4 84.8: 20.6 15.2
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 : 80: 35 15 11 17 24 60 44:
Old : 80: 35 15 11 17 24 60 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 : 26.5 34.7 37.4 51.0 25.0 33.9 34.6 47.8
Old : 26.5 34.7 37.4 51.0 25.0 33.9 34.6 47.8
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, February 06, 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 : 66,498: 26,356 10,414 16,846 15,251 18,237 58,453 45,498: 8,045 21,000
Old : 66,498: 26,356 10,414 16,846 15,251 18,237 58,453 45,498: 8,045 21,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 2,948: 2,256 -43 919 -57 842 3,118 1,717: -170 1,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 15.7 25.3 22.9 27.4 87.9 68.4: 12.1 31.6
Old : 100.0: 39.6 15.7 25.3 22.9 27.4 87.9 68.4: 12.1 31.6
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 : 229: 64 54 79 60 82 177 176:
Old : 229: 64 54 79 60 82 177 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 14.3 25.5 21.3 16.3 10.5 24.2 14.8
Old : 16.5 14.3 25.5 21.3 16.3 10.5 24.2 14.8
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, February 06, 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 : 4,558: 323 2,893 307 2,839 970 3,470 4,170: 1,088 387
Old : 4,558: 323 2,893 307 2,839 970 3,470 4,170: 1,088 387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -443: -120 -319 -28 -257 -50 -406 -397: -37 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 63.5 6.7 62.3 21.3 76.1 91.5: 23.9 8.5
Old : 100.0: 7.1 63.5 6.7 62.3 21.3 76.1 91.5: 23.9 8.5
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 : 24: 3 8 5 13 6 21 14:
Old : 24: 3 8 5 13 6 21 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 : 40.0 66.7 58.0 80.7 40.0 65.6 57.8 77.6
Old : 40.0 66.7 58.0 80.7 40.0 65.6 57.8 77.6
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, February 06, 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 : 44,222: 2,087 11,672 8,142 32,766 19,083 42,995 38,897: 1,227 5,325
Old : 44,222: 2,087 11,672 8,142 32,766 19,083 42,995 38,897: 1,227 5,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -5,201: -39 -1,592 -1,179 -3,850 -1,900 -5,068 -4,672: -132 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 26.4 18.4 74.1 43.2 97.2 88.0: 2.8 12.0
Old : 100.0: 4.7 26.4 18.4 74.1 43.2 97.2 88.0: 2.8 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 13 21 13 28 33 48 60:
Old : 73: 13 21 13 28 33 48 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 : 54.0 31.2 75.0 51.4 51.2 26.9 59.5 38.0
Old : 54.0 31.2 75.0 51.4 51.2 26.9 59.5 38.0
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, February 06, 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 : 52,446: 22,180 1,179 0 28,058 50,457 50,238 51,636: 2,208 810
Old : 52,446: 22,180 1,179 0 28,058 50,457 50,238 51,636: 2,208 810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -6,494: -5,896 -3,228 0 -388 -3,062 -6,284 -6,290: -210 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 2.2 0.0 53.5 96.2 95.8 98.5: 4.2 1.5
Old : 100.0: 42.3 2.2 0.0 53.5 96.2 95.8 98.5: 4.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 16 3 0 5 7 21 10:
Old : 30: 16 3 0 5 7 21 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 : 83.4 86.1 89.1 98.0 83.4 85.7 89.1 97.5
Old : 83.4 86.1 89.1 98.0 83.4 85.7 89.1 97.5
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, February 06, 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 : 193,578: 69,496 27,773 17,111 65,364 128,411 151,971 173,296: 41,608 20,283
Old : 193,578: 69,496 27,773 17,111 65,364 128,411 151,971 173,296: 41,608 20,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -7,343: -4,345 -11,655 606 -863 4,167 -4,602 -6,882: -2,742 -462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 14.3 8.8 33.8 66.3 78.5 89.5: 21.5 10.5
Old : 100.0: 35.9 14.3 8.8 33.8 66.3 78.5 89.5: 21.5 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 : 100: 38 19 21 33 28 83 56:
Old : 100: 38 19 21 33 28 83 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 49.0 36.7 61.0 24.6 48.4 33.8 59.6
Old : 26.4 49.0 36.7 61.0 24.6 48.4 33.8 59.6
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, February 06, 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 : 74,456: 17,053 37,124 899 41,807 23,575 59,760 61,599: 14,697 12,858
Old : 74,456: 17,053 37,124 899 41,807 23,575 59,760 61,599: 14,697 12,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 1,432: 207 159 -395 -596 3,329 -784 3,093: 2,216 -1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 49.9 1.2 56.1 31.7 80.3 82.7: 19.7 17.3
Old : 100.0: 22.9 49.9 1.2 56.1 31.7 80.3 82.7: 19.7 17.3
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 : 50: 14 17 6 10 14 26 35:
Old : 50: 14 17 6 10 14 26 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 : 53.9 42.9 65.5 57.9 53.9 42.9 65.5 57.7
Old : 53.9 42.9 65.5 57.9 53.9 42.9 65.5 57.7
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, February 06, 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 : 201,886: 127,650 34,751 1,311 66,347 161,725 195,308 197,787: 6,579 4,099
Old : 201,886: 127,650 34,751 1,311 66,347 161,725 195,308 197,787: 6,579 4,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 12,554: 16,727 3,911 -93 -3,754 8,118 12,880 11,935: -326 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 17.2 0.6 32.9 80.1 96.7 98.0: 3.3 2.0
Old : 100.0: 63.2 17.2 0.6 32.9 80.1 96.7 98.0: 3.3 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 : 138: 76 33 8 13 20 93 58:
Old : 138: 76 33 8 13 20 93 58:
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 : 50.4 63.2 66.4 77.4 50.4 63.2 66.4 77.3
Old : 50.4 63.2 66.4 77.4 50.4 63.2 66.4 77.3
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 with Delta-adjusted Options and Futures Combined, February 06, 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 : 290,010: 78,040 46,890 46,853 123,018 171,888 247,911 265,631: 42,099 24,379
Old : 290,010: 78,040 46,890 46,853 123,018 171,888 247,911 265,631: 42,099 24,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -20,637: -12,308 -8,010 -1,914 -2,519 -5,851 -16,740 -15,774: -3,897 -4,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 16.2 16.2 42.4 59.3 85.5 91.6: 14.5 8.4
Old : 100.0: 26.9 16.2 16.2 42.4 59.3 85.5 91.6: 14.5 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 : 125: 49 25 27 31 42 92 83:
Old : 125: 49 25 27 31 42 92 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 : 23.9 37.8 35.1 52.9 19.7 36.2 26.2 43.5
Old : 23.9 37.8 35.1 52.9 19.7 36.2 26.2 43.5
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, February 06, 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 : 291,536: 36,386 149,495 28,315 196,325 83,017 261,026 260,827: 30,510 30,709
Old : 291,536: 36,386 149,495 28,315 196,325 83,017 261,026 260,827: 30,510 30,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -9,921: -8,364 -11,412 1,023 1,087 -119 -6,254 -10,508: -3,667 587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 51.3 9.7 67.3 28.5 89.5 89.5: 10.5 10.5
Old : 100.0: 12.5 51.3 9.7 67.3 28.5 89.5 89.5: 10.5 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 : 120: 34 35 31 42 35 92 85:
Old : 120: 34 35 31 42 35 92 85:
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 : 44.0 43.3 52.4 54.1 43.4 42.2 50.7 52.6
Old : 44.0 43.3 52.4 54.1 43.4 42.2 50.7 52.6
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, February 06, 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 : 722,138: 243,070 99,468 86,528 299,640 478,566 629,239 664,563: 92,899 57,575
Old : 722,138: 243,070 99,468 86,528 299,640 478,566 629,239 664,563: 92,899 57,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -6,173: -5,405 -1,688 -1,936 5,044 -2,850 -2,297 -6,474: -3,876 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 13.8 12.0 41.5 66.3 87.1 92.0: 12.9 8.0
Old : 100.0: 33.7 13.8 12.0 41.5 66.3 87.1 92.0: 12.9 8.0
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 : 279: 124 56 79 78 67 226 179:
Old : 279: 124 56 79 78 67 226 179:
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 39.4 27.8 54.4 17.2 39.3 26.0 52.7
Old : 17.7 39.4 27.8 54.4 17.2 39.3 26.0 52.7
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, February 06, 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 : 36,209: 12,888 5,256 45 8,641 26,872 21,574 32,173: 14,635 4,036
Old : 36,209: 12,888 5,256 45 8,641 26,872 21,574 32,173: 14,635 4,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,780: -1,653 -1,134 13 -967 -699 -2,607 -1,820: 827 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 14.5 0.1 23.9 74.2 59.6 88.9: 40.4 11.1
Old : 100.0: 35.6 14.5 0.1 23.9 74.2 59.6 88.9: 40.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 8 5 2 10 9 19 15:
Old : 26: 8 5 2 10 9 19 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 : 33.6 74.1 43.6 83.8 31.7 71.9 41.3 80.7
Old : 33.6 74.1 43.6 83.8 31.7 71.9 41.3 80.7
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, February 06, 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 : 27,121: 9,631 8,156 410 7,154 15,018 17,195 23,584: 9,926 3,537
Old : 27,121: 9,631 8,156 410 7,154 15,018 17,195 23,584: 9,926 3,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,168: -3,198 -2,509 5 83 -63 -3,110 -2,567: 942 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 30.1 1.5 26.4 55.4 63.4 87.0: 36.6 13.0
Old : 100.0: 35.5 30.1 1.5 26.4 55.4 63.4 87.0: 36.6 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 : 20: 5 5 5 9 8 16 16:
Old : 20: 5 5 5 9 8 16 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 : 44.3 72.9 56.4 81.8 44.0 70.0 52.0 77.6
Old : 44.3 72.9 56.4 81.8 44.0 70.0 52.0 77.6
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, February 06, 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 : 25,295: 15,512 2,495 6 8,025 22,044 23,543 24,545: 1,752 750
Old : 25,295: 15,512 2,495 6 8,025 22,044 23,543 24,545: 1,752 750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -11,406: -3,714 -6,803 0 -7,660 -4,394 -11,374 -11,197: -32 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 9.9 0.0 31.7 87.1 93.1 97.0: 6.9 3.0
Old : 100.0: 61.3 9.9 0.0 31.7 87.1 93.1 97.0: 6.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 15 5 2 5 5 21 11:
Old : 30: 15 5 2 5 5 21 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 : 68.4 89.5 83.0 95.9 68.4 89.5 83.0 95.9
Old : 68.4 89.5 83.0 95.9 68.4 89.5 83.0 95.9
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 with Delta-adjusted Options and Futures Combined, February 06, 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 : 55,563: 29,316 25,984 299 20,980 25,238 50,595 51,521: 4,968 4,042
Old : 55,563: 29,316 25,984 299 20,980 25,238 50,595 51,521: 4,968 4,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -220: -351 -213 99 -274 -1,021 -526 -1,135: 306 915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 46.8 0.5 37.8 45.4 91.1 92.7: 8.9 7.3
Old : 100.0: 52.8 46.8 0.5 37.8 45.4 91.1 92.7: 8.9 7.3
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 : 82: 38 22 4 9 15 49 40:
Old : 82: 38 22 4 9 15 49 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 : 51.4 43.6 64.6 61.8 51.4 43.2 64.5 61.4
Old : 51.4 43.6 64.6 61.8 51.4 43.2 64.5 61.4
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, February 06, 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 : 14,973: 11,322 2,883 1,913 313 9,156 13,548 13,952: 1,425 1,021
Old : 14,973: 11,322 2,883 1,913 313 9,156 13,548 13,952: 1,425 1,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 581: -26 281 436 110 -273 520 444: 61 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 19.3 12.8 2.1 61.2 90.5 93.2: 9.5 6.8
Old : 100.0: 75.6 19.3 12.8 2.1 61.2 90.5 93.2: 9.5 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 4 2 2 6 15 12:
Old : 25: 13 4 2 2 6 15 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 : 71.6 68.2 82.7 88.4 60.2 64.2 69.9 78.6
Old : 71.6 68.2 82.7 88.4 60.2 64.2 69.9 78.6
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, February 06, 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 :29,951,850: 880,272 3,353,274 15,047,777 13,443,014 10,047,480 29,371,064 28,448,531: 580,786 1,503,319
Old :29,951,850: 880,272 3,353,274 15,047,777 13,443,014 10,047,480 29,371,064 28,448,531: 580,786 1,503,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 1,130,521: -91,312 14,905 789,631 440,742 301,856 1,139,061 1,106,392: -8,540 24,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 11.2 50.2 44.9 33.5 98.1 95.0: 1.9 5.0
Old : 100.0: 2.9 11.2 50.2 44.9 33.5 98.1 95.0: 1.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 46 123 133 123 132 261 304:
Old : 314: 46 123 133 123 132 261 304:
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 : 29.1 21.1 43.6 35.7 17.3 9.0 21.2 11.2
Old : 29.1 21.1 43.6 35.7 17.3 9.0 21.2 11.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 1,159,488: 135,428 102,615 273,439 620,776 673,077 1,029,642 1,049,131: 129,847 110,357
Old : 1,159,488: 135,428 102,615 273,439 620,776 673,077 1,029,642 1,049,131: 129,847 110,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 112,236: 3,696 8,737 84,791 13,323 8,910 101,810 102,438: 10,426 9,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 8.9 23.6 53.5 58.0 88.8 90.5: 11.2 9.5
Old : 100.0: 11.7 8.9 23.6 53.5 58.0 88.8 90.5: 11.2 9.5
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 : 696: 187 153 188 272 263 549 516:
Old : 696: 187 153 188 272 263 549 516:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 15.6 25.4 26.5 8.4 10.6 12.0 15.3
Old : 16.5 15.6 25.4 26.5 8.4 10.6 12.0 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 182,703: 5,437 26,831 48,786 78,401 80,879 132,624 156,497: 50,078 26,206
Old : 182,703: 5,437 26,831 48,786 78,401 80,879 132,624 156,497: 50,078 26,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 21,932: -1,970 19,816 15,269 666 -15,973 13,966 19,112: 7,966 2,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 14.7 26.7 42.9 44.3 72.6 85.7: 27.4 14.3
Old : 100.0: 3.0 14.7 26.7 42.9 44.3 72.6 85.7: 27.4 14.3
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 : 71: 10 17 22 33 35 57 61:
Old : 71: 10 17 22 33 35 57 61:
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 : 20.1 25.5 34.4 41.7 13.1 17.0 17.9 25.2
Old : 20.1 25.5 34.4 41.7 13.1 17.0 17.9 25.2
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, February 06, 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 : 21,053: 224 0 0 19,139 20,382 19,363 20,382: 1,690 671
Old : 21,053: 224 0 0 19,139 20,382 19,363 20,382: 1,690 671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,386: 0 0 0 -2,030 -2,181 -2,030 -2,181: -356 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 90.9 96.8 92.0 96.8: 8.0 3.2
Old : 100.0: 1.1 0.0 0.0 90.9 96.8 92.0 96.8: 8.0 3.2
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 : 22: 1 0 0 10 13 11 13:
Old : 22: 1 0 0 10 13 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 79.5 89.5 89.8 81.2 79.1 89.3 89.4
Old : 81.2 79.5 89.5 89.8 81.2 79.1 89.3 89.4
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, February 06, 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 : 13,945: 1,029 283 0 9,933 12,996 10,962 13,279: 2,983 666
Old : 13,945: 1,029 283 0 9,933 12,996 10,962 13,279: 2,983 666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 1,287: 645 53 0 26 1,148 671 1,201: 616 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 2.0 0.0 71.2 93.2 78.6 95.2: 21.4 4.8
Old : 100.0: 7.4 2.0 0.0 71.2 93.2 78.6 95.2: 21.4 4.8
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 : 22: 2 1 0 11 9 13 10:
Old : 22: 2 1 0 11 9 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 : 44.1 68.4 65.4 90.6 42.4 68.4 62.8 90.6
Old : 44.1 68.4 65.4 90.6 42.4 68.4 62.8 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 4,883,927: 758,743 487,711 1,014,470 2,711,873 2,960,988 4,485,086 4,463,170: 398,841 420,757
Old : 4,883,927: 758,743 487,711 1,014,470 2,711,873 2,960,988 4,485,086 4,463,170: 398,841 420,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 451,520: 103,566 19,842 272,371 63,283 124,416 439,220 416,629: 12,300 34,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 10.0 20.8 55.5 60.6 91.8 91.4: 8.2 8.6
Old : 100.0: 15.5 10.0 20.8 55.5 60.6 91.8 91.4: 8.2 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 : 685: 187 147 183 267 260 539 506:
Old : 685: 187 147 183 267 260 539 506:
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 : 17.0 15.4 26.4 26.8 9.8 11.9 14.3 18.3
Old : 17.0 15.4 26.4 26.8 9.8 11.9 14.3 18.3
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, February 06, 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 : 29,677: 12,581 0 0 13,383 29,493 25,964 29,493: 3,713 184
Old : 29,677: 12,581 0 0 13,383 29,493 25,964 29,493: 3,713 184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -324: -13 0 0 203 -94 190 -94: -514 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 0.0 0.0 45.1 99.4 87.5 99.4: 12.5 0.6
Old : 100.0: 42.4 0.0 0.0 45.1 99.4 87.5 99.4: 12.5 0.6
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 : 26: 7 0 0 10 11 17 11:
Old : 26: 7 0 0 10 11 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 : 59.0 81.6 75.0 96.0 59.0 81.6 74.1 95.3
Old : 59.0 81.6 75.0 96.0 59.0 81.6 74.1 95.3
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, February 06, 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 : 15,243: 2,978 1,126 0 9,929 12,838 12,907 13,964: 2,336 1,279
Old : 15,243: 2,978 1,126 0 9,929 12,838 12,907 13,964: 2,336 1,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 1,765: -675 -68 0 1,390 935 715 867: 1,050 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 7.4 0.0 65.1 84.2 84.7 91.6: 15.3 8.4
Old : 100.0: 19.5 7.4 0.0 65.1 84.2 84.7 91.6: 15.3 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 : 22: 3 1 0 9 11 12 12:
Old : 22: 3 1 0 9 11 12 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 : 54.7 44.7 78.9 76.4 46.2 44.7 69.8 72.3
Old : 54.7 44.7 78.9 76.4 46.2 44.7 69.8 72.3
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, February 06, 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 : 24,183: 177 671 23 22,714 22,434 22,914 23,128: 1,269 1,055
Old : 24,183: 177 671 23 22,714 22,434 22,914 23,128: 1,269 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 484: 177 0 23 84 575 284 598: 200 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.8 0.1 93.9 92.8 94.8 95.6: 5.2 4.4
Old : 100.0: 0.7 2.8 0.1 93.9 92.8 94.8 95.6: 5.2 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 : 22: 1 2 1 10 10 11 13:
Old : 22: 1 2 1 10 10 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 77.5 89.8 91.1 70.7 77.5 89.8 91.1
Old : 70.7 77.5 89.8 91.1 70.7 77.5 89.8 91.1
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, February 06, 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 : 85,114: 21,260 2,055 1,033 49,887 78,291 72,180 81,379: 12,934 3,735
Old : 85,114: 21,260 2,055 1,033 49,887 78,291 72,180 81,379: 12,934 3,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -4,518: -1,193 198 22 -1,946 -4,569 -3,117 -4,349: -1,401 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 2.4 1.2 58.6 92.0 84.8 95.6: 15.2 4.4
Old : 100.0: 25.0 2.4 1.2 58.6 92.0 84.8 95.6: 15.2 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: 17 5 6 43 33 61 43:
Old : 82: 17 5 6 43 33 61 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 46.8 47.5 65.8 33.3 46.3 45.7 64.5
Old : 34.8 46.8 47.5 65.8 33.3 46.3 45.7 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 55,816: 16,967 13,891 4,871 26,197 30,398 48,035 49,160: 7,781 6,657
Old : 55,816: 16,967 13,891 4,871 26,197 30,398 48,035 49,160: 7,781 6,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,240: -1,920 -230 463 575 -943 -882 -710: -358 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 24.9 8.7 46.9 54.5 86.1 88.1: 13.9 11.9
Old : 100.0: 30.4 24.9 8.7 46.9 54.5 86.1 88.1: 13.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 85 66 40 73 79 173 170:
Old : 274: 85 66 40 73 79 173 170:
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 : 21.9 15.1 33.2 26.4 20.2 14.9 29.0 25.4
Old : 21.9 15.1 33.2 26.4 20.2 14.9 29.0 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 279,081: 84,835 69,453 24,354 130,986 151,991 240,175 245,798: 38,906 33,283
Old : 279,081: 84,835 69,453 24,354 130,986 151,991 240,175 245,798: 38,906 33,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -6,199: -9,602 -1,152 2,316 2,876 -4,713 -4,410 -3,548: -1,789 -2,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 24.9 8.7 46.9 54.5 86.1 88.1: 13.9 11.9
Old : 100.0: 30.4 24.9 8.7 46.9 54.5 86.1 88.1: 13.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 85 66 40 73 79 173 170:
Old : 274: 85 66 40 73 79 173 170:
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 : 21.9 15.1 33.2 26.4 20.2 14.9 29.0 25.4
Old : 21.9 15.1 33.2 26.4 20.2 14.9 29.0 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 172,551: 69,460 53,659 18,923 47,410 75,013 135,794 147,596: 36,757 24,955
Old : 172,551: 69,460 53,659 18,923 47,410 75,013 135,794 147,596: 36,757 24,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 1,782: 8,304 5,898 -290 -4,765 -426 3,249 5,182: -1,467 -3,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 31.1 11.0 27.5 43.5 78.7 85.5: 21.3 14.5
Old : 100.0: 40.3 31.1 11.0 27.5 43.5 78.7 85.5: 21.3 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 : 100: 40 24 22 29 26 81 60:
Old : 100: 40 24 22 29 26 81 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 : 18.0 34.6 28.7 48.1 16.8 31.7 26.9 44.4
Old : 18.0 34.6 28.7 48.1 16.8 31.7 26.9 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 563,349: 134,687 120,383 17,885 391,613 408,202 544,184 546,469: 19,165 16,880
Old : 563,349: 134,687 120,383 17,885 391,613 408,202 544,184 546,469: 19,165 16,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 12,925: -25,103 -304 7,343 33,701 4,067 15,941 11,106: -3,016 1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 21.4 3.2 69.5 72.5 96.6 97.0: 3.4 3.0
Old : 100.0: 23.9 21.4 3.2 69.5 72.5 96.6 97.0: 3.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 69 41 28 123 112 199 174:
Old : 298: 69 41 28 123 112 199 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 36.0 32.9 48.3 20.1 36.0 31.8 47.2
Old : 20.4 36.0 32.9 48.3 20.1 36.0 31.8 47.2
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, February 06, 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 : 53,591: 21,961 18,372 93 23,440 31,862 45,494 50,327: 8,097 3,264
Old : 53,591: 21,961 18,372 93 23,440 31,862 45,494 50,327: 8,097 3,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 2,863: 3,340 -152 93 1,278 2,721 4,711 2,662: -1,848 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 34.3 0.2 43.7 59.5 84.9 93.9: 15.1 6.1
Old : 100.0: 41.0 34.3 0.2 43.7 59.5 84.9 93.9: 15.1 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 : 52: 19 8 2 19 11 39 20:
Old : 52: 19 8 2 19 11 39 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 81.8 54.9 89.6 39.2 81.8 54.9 89.5
Old : 39.2 81.8 54.9 89.6 39.2 81.8 54.9 89.5
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, February 06, 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 : 72,611: 23,190 11,062 1,775 38,089 28,991 63,054 41,828: 9,557 30,783
Old : 72,611: 23,190 11,062 1,775 38,089 28,991 63,054 41,828: 9,557 30,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 4,403: -472 -854 29 5,015 5,337 4,572 4,512: -169 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 15.2 2.4 52.5 39.9 86.8 57.6: 13.2 42.4
Old : 100.0: 31.9 15.2 2.4 52.5 39.9 86.8 57.6: 13.2 42.4
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 : 91: 26 16 8 32 29 62 49:
Old : 91: 26 16 8 32 29 62 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 : 38.0 25.1 49.4 32.4 37.0 23.0 47.4 30.3
Old : 38.0 25.1 49.4 32.4 37.0 23.0 47.4 30.3
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, February 06, 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 : 101,282: 19,169 2,940 24,257 57,710 73,965 101,136 101,162: 146 120
Old : 101,282: 19,169 2,940 24,257 57,710 73,965 101,136 101,162: 146 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 4,139: 1,500 330 -237 2,777 3,926 4,040 4,019: 99 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 2.9 23.9 57.0 73.0 99.9 99.9: 0.1 0.1
Old : 100.0: 18.9 2.9 23.9 57.0 73.0 99.9 99.9: 0.1 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 : 33: 9 1 1 16 16 25 18:
Old : 33: 9 1 1 16 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 : 84.3 78.4 93.8 93.3 30.6 30.9 36.9 37.9
Old : 84.3 78.4 93.8 93.3 30.6 30.9 36.9 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 9, 2018