MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 17,796: 2,360 3,960 520 14,756 13,156 17,636 17,636: 160 160
Old : 17,796: 2,360 3,960 520 14,756 13,156 17,636 17,636: 160 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -80: 0 200 -120 40 -160 -80 -80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 22.3 2.9 82.9 73.9 99.1 99.1: 0.9 0.9
Old : 100.0: 13.3 22.3 2.9 82.9 73.9 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 2 6 8 9 19:
Old : 21: 1 10 2 6 8 9 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 : 91.8 63.1 98.2 83.6 69.5 40.9 69.5 58.8
Old : 91.8 63.1 98.2 83.6 69.5 40.9 69.5 58.8
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 20, 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 : 10,914: 749 1,534 1,882 7,069 6,369 9,701 9,785: 1,213 1,128
Old : 10,914: 749 1,534 1,882 7,069 6,369 9,701 9,785: 1,213 1,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 139: -40 -245 251 -93 81 117 86: 22 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 14.1 17.2 64.8 58.4 88.9 89.7: 11.1 10.3
Old : 100.0: 6.9 14.1 17.2 64.8 58.4 88.9 89.7: 11.1 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 : 41: 5 10 10 22 20 32 35:
Old : 41: 5 10 10 22 20 32 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 : 38.2 38.0 55.3 54.5 37.1 34.1 49.2 43.8
Old : 38.2 38.0 55.3 54.5 37.1 34.1 49.2 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 47,857: 13,359 6,280 14,321 15,837 15,472 43,516 36,073: 4,341 11,784
Old : 47,857: 13,359 6,280 14,321 15,837 15,472 43,516 36,073: 4,341 11,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,009: 175 641 568 59 327 801 1,536: 208 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 13.1 29.9 33.1 32.3 90.9 75.4: 9.1 24.6
Old : 100.0: 27.9 13.1 29.9 33.1 32.3 90.9 75.4: 9.1 24.6
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 : 83: 22 22 24 33 28 68 61:
Old : 83: 22 22 24 33 28 68 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 : 30.8 27.8 50.2 43.9 26.6 20.7 35.4 25.5
Old : 30.8 27.8 50.2 43.9 26.6 20.7 35.4 25.5
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, February 20, 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 : 12,394: 872 576 2,754 8,005 8,032 11,631 11,362: 764 1,033
Old : 12,394: 872 576 2,754 8,005 8,032 11,631 11,362: 764 1,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,149: 20 27 430 662 684 1,112 1,142: 37 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 4.6 22.2 64.6 64.8 93.8 91.7: 6.2 8.3
Old : 100.0: 7.0 4.6 22.2 64.6 64.8 93.8 91.7: 6.2 8.3
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 : 44: 6 10 11 26 21 39 35:
Old : 44: 6 10 11 26 21 39 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 : 34.2 33.5 54.7 54.6 26.1 27.9 41.9 37.8
Old : 34.2 33.5 54.7 54.6 26.1 27.9 41.9 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 271,333: 66,467 42,834 78,579 104,078 110,458 249,124 231,871: 22,209 39,462
Old : 257,441: 63,457 46,022 72,165 101,847 101,629 237,469 219,817: 19,972 37,624
Other: 13,892: 6,314 115 3,110 2,231 8,829 11,655 12,054: 2,238 1,838
: : :
: : Changes in Commitments from: February 13, 2018 :
: -18,863: -1,743 3,136 -13,553 -1,980 -5,755 -17,277 -16,171: -1,587 -2,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 15.8 29.0 38.4 40.7 91.8 85.5: 8.2 14.5
Old : 100.0: 24.6 17.9 28.0 39.6 39.5 92.2 85.4: 7.8 14.6
Other: 100.0: 45.4 0.8 22.4 16.1 63.6 83.9 86.8: 16.1 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 104 78 125 87 96 258 250:
Old : 309: 99 86 121 86 95 252 249:
Other: 97: 35 8 20 26 43 66 67:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 13.4 24.5 21.0 13.8 12.2 23.5 18.5
Old : 15.6 13.0 25.0 20.3 14.8 12.0 24.3 17.9
Other: 26.7 37.0 38.9 49.3 23.3 32.5 34.4 41.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 427,145: 154,513 31,000 95,889 146,355 240,572 396,757 367,460: 30,388 59,684
Old : 427,145: 154,513 31,000 95,889 146,355 240,572 396,757 367,460: 30,388 59,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 10,188: 10,156 2,502 2,637 -3,076 3,348 9,716 8,487: 472 1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 7.3 22.4 34.3 56.3 92.9 86.0: 7.1 14.0
Old : 100.0: 36.2 7.3 22.4 34.3 56.3 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 : 450: 154 90 149 137 174 369 347:
Old : 450: 154 90 149 137 174 369 347:
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 : 15.0 17.5 25.2 24.8 15.0 17.1 25.0 23.3
Old : 15.0 17.5 25.2 24.8 15.0 17.1 25.0 23.3
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 20, 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 : 8,238: 3,909 1,419 1,239 1,177 4,156 6,326 6,814: 1,912 1,424
Old : 8,238: 3,909 1,419 1,239 1,177 4,156 6,326 6,814: 1,912 1,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -117: -97 -119 -64 -29 4 -190 -179: 73 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 17.2 15.0 14.3 50.5 76.8 82.7: 23.2 17.3
Old : 100.0: 47.5 17.2 15.0 14.3 50.5 76.8 82.7: 23.2 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 : 79: 35 11 11 20 25 61 44:
Old : 79: 35 11 11 20 25 61 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 : 25.6 33.5 35.5 50.9 23.1 32.9 32.0 47.7
Old : 25.6 33.5 35.5 50.9 23.1 32.9 32.0 47.7
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 20, 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 : 67,879: 24,993 9,811 18,668 14,930 17,437 58,590 45,916: 9,289 21,963
Old : 67,879: 24,993 9,811 18,668 14,930 17,437 58,590 45,916: 9,289 21,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 2,323: 883 477 1,302 -532 -529 1,654 1,251: 669 1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 14.5 27.5 22.0 25.7 86.3 67.6: 13.7 32.4
Old : 100.0: 36.8 14.5 27.5 22.0 25.7 86.3 67.6: 13.7 32.4
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 : 241: 70 51 83 63 81 185 184:
Old : 241: 70 51 83 63 81 185 184:
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 : 14.6 14.0 23.6 20.7 14.4 9.7 21.2 14.1
Old : 14.6 14.0 23.6 20.7 14.4 9.7 21.2 14.1
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, February 20, 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 : 4,597: 333 2,957 332 2,780 890 3,445 4,180: 1,152 418
Old : 4,597: 333 2,957 332 2,780 890 3,445 4,180: 1,152 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -213: -21 5 -38 -153 -152 -211 -185: -1 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 64.3 7.2 60.5 19.4 74.9 90.9: 25.1 9.1
Old : 100.0: 7.2 64.3 7.2 60.5 19.4 74.9 90.9: 25.1 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 : 24: 4 7 5 13 6 21 14:
Old : 24: 4 7 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 : 38.0 67.0 56.5 81.1 38.0 66.0 56.3 76.6
Old : 38.0 67.0 56.5 81.1 38.0 66.0 56.3 76.6
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 20, 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 : 44,108: 2,275 11,687 7,971 32,715 19,264 42,961 38,922: 1,146 5,186
Old : 44,108: 2,275 11,687 7,971 32,715 19,264 42,961 38,922: 1,146 5,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -235: 61 -33 -80 -183 70 -203 -44: -33 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 26.5 18.1 74.2 43.7 97.4 88.2: 2.6 11.8
Old : 100.0: 5.2 26.5 18.1 74.2 43.7 97.4 88.2: 2.6 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 : 74: 14 20 15 28 34 50 61:
Old : 74: 14 20 15 28 34 50 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 : 54.1 31.2 75.3 51.7 51.0 27.7 60.3 39.9
Old : 54.1 31.2 75.3 51.7 51.0 27.7 60.3 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 49,016: 17,568 142 11 29,842 47,940 47,421 48,093: 1,595 923
Old : 49,016: 17,568 142 11 29,842 47,940 47,421 48,093: 1,595 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -406: -808 -444 11 442 5 -355 -428: -51 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 0.3 0.0 60.9 97.8 96.7 98.1: 3.3 1.9
Old : 100.0: 35.8 0.3 0.0 60.9 97.8 96.7 98.1: 3.3 1.9
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 : 29: 16 1 1 6 7 22 9:
Old : 29: 16 1 1 6 7 22 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 : 79.8 91.7 88.3 98.1 79.8 91.2 88.3 97.6
Old : 79.8 91.7 88.3 98.1 79.8 91.2 88.3 97.6
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 20, 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 : 164,753: 49,890 25,520 15,401 59,242 103,852 124,533 144,773: 40,220 19,981
Old : 164,753: 49,890 25,520 15,401 59,242 103,852 124,533 144,773: 40,220 19,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -10,303: -11,492 -3,298 147 -849 -6,821 -12,195 -9,972: 1,892 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 15.5 9.3 36.0 63.0 75.6 87.9: 24.4 12.1
Old : 100.0: 30.3 15.5 9.3 36.0 63.0 75.6 87.9: 24.4 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 32 21 21 29 26 73 56:
Old : 91: 32 21 21 29 26 73 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 43.4 33.2 55.9 19.9 42.9 29.3 54.5
Old : 22.2 43.4 33.2 55.9 19.9 42.9 29.3 54.5
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 20, 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 : 69,611: 17,063 32,851 1,233 37,746 22,287 56,042 56,371: 13,570 13,240
Old : 69,611: 17,063 32,851 1,233 37,746 22,287 56,042 56,371: 13,570 13,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -5,490: -700 -4,837 143 -4,277 -1,060 -4,834 -5,754: -656 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 47.2 1.8 54.2 32.0 80.5 81.0: 19.5 19.0
Old : 100.0: 24.5 47.2 1.8 54.2 32.0 80.5 81.0: 19.5 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 11 15 3 11 13 23 30:
Old : 44: 11 15 3 11 13 23 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 43.2 66.1 57.6 54.2 43.2 66.0 57.5
Old : 54.2 43.2 66.1 57.6 54.2 43.2 66.0 57.5
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 20, 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 : 197,048: 127,065 32,215 787 62,212 159,892 190,064 192,894: 6,983 4,153
Old : 197,048: 127,065 32,215 787 62,212 159,892 190,064 192,894: 6,983 4,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 4: 4,303 6,239 -14 -4,792 -6,155 -503 70: 507 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 16.3 0.4 31.6 81.1 96.5 97.9: 3.5 2.1
Old : 100.0: 64.5 16.3 0.4 31.6 81.1 96.5 97.9: 3.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 64 43 4 13 21 79 66:
Old : 136: 64 43 4 13 21 79 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 64.1 69.7 79.7 54.5 64.1 69.7 79.7
Old : 54.5 64.1 69.7 79.7 54.5 64.1 69.7 79.7
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 20, 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 : 244,990: 57,986 47,875 36,486 111,959 135,836 206,431 220,197: 38,559 24,793
Old : 244,990: 57,986 47,875 36,486 111,959 135,836 206,431 220,197: 38,559 24,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 168: -8,389 70 3,490 5,187 -4,834 288 -1,274: -120 1,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 19.5 14.9 45.7 55.4 84.3 89.9: 15.7 10.1
Old : 100.0: 23.7 19.5 14.9 45.7 55.4 84.3 89.9: 15.7 10.1
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 : 119: 41 26 28 32 42 87 84:
Old : 119: 41 26 28 32 42 87 84:
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 36.7 36.4 50.0 24.1 33.5 31.2 42.0
Old : 26.1 36.7 36.4 50.0 24.1 33.5 31.2 42.0
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 20, 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 : 314,102: 46,908 153,793 29,848 198,232 101,936 274,988 285,576: 39,115 28,526
Old : 314,102: 46,908 153,793 29,848 198,232 101,936 274,988 285,576: 39,115 28,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 15,066: 2,477 -4,544 5,426 4,510 14,059 12,413 14,941: 2,653 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 49.0 9.5 63.1 32.5 87.5 90.9: 12.5 9.1
Old : 100.0: 14.9 49.0 9.5 63.1 32.5 87.5 90.9: 12.5 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 : 128: 40 35 31 41 38 97 88:
Old : 128: 40 35 31 41 38 97 88:
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 : 40.7 43.3 49.4 57.4 40.4 42.4 48.3 56.4
Old : 40.7 43.3 49.4 57.4 40.4 42.4 48.3 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 661,807: 228,853 99,496 59,768 279,114 449,264 567,735 608,529: 94,072 53,279
Old : 661,807: 228,853 99,496 59,768 279,114 449,264 567,735 608,529: 94,072 53,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 9,086: -2,817 -1,845 2,064 5,546 -1,339 4,792 -1,121: 4,294 10,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 15.0 9.0 42.2 67.9 85.8 91.9: 14.2 8.1
Old : 100.0: 34.6 15.0 9.0 42.2 67.9 85.8 91.9: 14.2 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 120 56 72 80 69 218 180:
Old : 277: 120 56 72 80 69 218 180:
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 : 17.1 41.6 28.1 56.1 16.7 40.9 25.8 55.2
Old : 17.1 41.6 28.1 56.1 16.7 40.9 25.8 55.2
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 20, 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 : 35,425: 12,559 6,648 48 8,037 24,548 20,644 31,244: 14,781 4,181
Old : 35,425: 12,559 6,648 48 8,037 24,548 20,644 31,244: 14,781 4,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -4: 699 -294 -2 -301 300 396 4: -400 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 18.8 0.1 22.7 69.3 58.3 88.2: 41.7 11.8
Old : 100.0: 35.5 18.8 0.1 22.7 69.3 58.3 88.2: 41.7 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 : 27: 9 6 3 9 9 20 16:
Old : 27: 9 6 3 9 9 20 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 : 33.1 72.9 43.3 82.1 31.6 72.9 41.4 81.0
Old : 33.1 72.9 43.3 82.1 31.6 72.9 41.4 81.0
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, February 20, 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 : 26,257: 12,636 4,928 741 5,315 16,149 18,692 21,818: 7,565 4,439
Old : 26,257: 12,636 4,928 741 5,315 16,149 18,692 21,818: 7,565 4,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -72: 1,616 -1,805 358 -1,837 1,034 137 -413: -209 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 18.8 2.8 20.2 61.5 71.2 83.1: 28.8 16.9
Old : 100.0: 48.1 18.8 2.8 20.2 61.5 71.2 83.1: 28.8 16.9
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: 8 5 5 8 7 17 16:
Old : 22: 8 5 5 8 7 17 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 65.9 58.6 75.9 44.0 63.0 55.4 71.0
Old : 44.3 65.9 58.6 75.9 44.0 63.0 55.4 71.0
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 20, 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 : 35,697: 17,871 15,453 122 15,923 19,378 33,916 34,953: 1,781 744
Old : 35,697: 17,871 15,453 122 15,923 19,378 33,916 34,953: 1,781 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 8,126: 204 8,114 -9 7,564 73 7,759 8,178: 367 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 43.3 0.3 44.6 54.3 95.0 97.9: 5.0 2.1
Old : 100.0: 50.1 43.3 0.3 44.6 54.3 95.0 97.9: 5.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 15 6 4 5 5 21 14:
Old : 30: 15 6 4 5 5 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 : 78.8 91.7 88.1 96.3 78.4 91.7 87.7 96.3
Old : 78.8 91.7 88.1 96.3 78.4 91.7 87.7 96.3
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 20, 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 : 54,483: 29,422 28,478 319 19,901 21,246 49,642 50,043: 4,841 4,440
Old : 54,483: 29,422 28,478 319 19,901 21,246 49,642 50,043: 4,841 4,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 744: 774 2,050 86 -275 -1,636 585 500: 159 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 52.3 0.6 36.5 39.0 91.1 91.9: 8.9 8.1
Old : 100.0: 54.0 52.3 0.6 36.5 39.0 91.1 91.9: 8.9 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 39 19 5 10 13 51 36:
Old : 79: 39 19 5 10 13 51 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 : 48.1 48.7 63.7 66.5 48.1 48.7 63.6 66.0
Old : 48.1 48.7 63.7 66.5 48.1 48.7 63.6 66.0
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 20, 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 : 14,661: 10,022 1,978 2,911 203 8,975 13,136 13,864: 1,525 797
Old : 14,661: 10,022 1,978 2,911 203 8,975 13,136 13,864: 1,525 797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 309: -363 -294 666 0 74 303 446: 6 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 13.5 19.9 1.4 61.2 89.6 94.6: 10.4 5.4
Old : 100.0: 68.4 13.5 19.9 1.4 61.2 89.6 94.6: 10.4 5.4
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 : 25: 12 6 2 1 6 14 13:
Old : 25: 12 6 2 1 6 14 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 : 73.1 72.8 83.1 86.3 59.0 58.3 65.5 70.3
Old : 73.1 72.8 83.1 86.3 59.0 58.3 65.5 70.3
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 20, 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 :32,602,658: 769,074 3,458,937 16,711,215 14,306,335 10,769,524 31,786,624 30,939,677: 816,034 1,662,981
Old :32,602,658: 769,074 3,458,937 16,711,215 14,306,335 10,769,524 31,786,624 30,939,677: 816,034 1,662,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,887,548: -96,555 -86,986 1,250,086 537,434 520,708 1,690,965 1,683,808: 196,583 203,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 10.6 51.3 43.9 33.0 97.5 94.9: 2.5 5.1
Old : 100.0: 2.4 10.6 51.3 43.9 33.0 97.5 94.9: 2.5 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 : 328: 66 116 151 118 129 277 317:
Old : 328: 66 116 151 118 129 277 317:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 20.3 42.4 34.8 16.3 8.6 19.8 10.8
Old : 27.4 20.3 42.4 34.8 16.3 8.6 19.8 10.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 982,534: 109,339 98,073 169,512 603,086 622,128 881,937 889,713: 100,597 92,821
Old : 982,534: 109,339 98,073 169,512 603,086 622,128 881,937 889,713: 100,597 92,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -101,039: -7,677 2,624 -64,676 -17,548 -30,871 -89,902 -92,923: -11,138 -8,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 10.0 17.3 61.4 63.3 89.8 90.6: 10.2 9.4
Old : 100.0: 11.1 10.0 17.3 61.4 63.3 89.8 90.6: 10.2 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 : 650: 170 137 175 253 267 499 504:
Old : 650: 170 137 175 253 267 499 504:
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 : 15.0 14.3 23.8 24.7 9.9 11.9 14.3 17.0
Old : 15.0 14.3 23.8 24.7 9.9 11.9 14.3 17.0
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 20, 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 : 124,370: 4,943 15,371 25,061 68,889 55,544 98,893 95,976: 25,476 28,393
Old : 124,370: 4,943 15,371 25,061 68,889 55,544 98,893 95,976: 25,476 28,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -26,682: -1,388 -2,266 -13,858 -11,016 -2,234 -26,262 -18,358: -419 -8,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 12.4 20.2 55.4 44.7 79.5 77.2: 20.5 22.8
Old : 100.0: 4.0 12.4 20.2 55.4 44.7 79.5 77.2: 20.5 22.8
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 : 68: 10 14 21 31 33 54 56:
Old : 68: 10 14 21 31 33 54 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 : 24.8 23.8 38.1 37.6 23.2 17.8 32.6 26.4
Old : 24.8 23.8 38.1 37.6 23.2 17.8 32.6 26.4
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 20, 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 : 22,637: 0 1,523 0 21,015 20,445 21,015 21,968: 1,622 669
Old : 22,637: 0 1,523 0 21,015 20,445 21,015 21,968: 1,622 669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -1,820: -226 -97 0 -1,612 -1,857 -1,838 -1,954: 18 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.0 92.8 90.3 92.8 97.0: 7.2 3.0
Old : 100.0: 0.0 6.7 0.0 92.8 90.3 92.8 97.0: 7.2 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 : 21: 0 2 0 9 12 9 14:
Old : 21: 0 2 0 9 12 9 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 : 80.5 77.3 92.5 89.2 80.5 77.0 91.3 88.8
Old : 80.5 77.3 92.5 89.2 80.5 77.0 91.3 88.8
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, February 20, 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 : 14,388: 2,017 0 0 10,046 13,786 12,063 13,786: 2,325 602
Old : 14,388: 2,017 0 0 10,046 13,786 12,063 13,786: 2,325 602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 254: 250 0 0 13 244 263 244: -9 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 0.0 0.0 69.8 95.8 83.8 95.8: 16.2 4.2
Old : 100.0: 14.0 0.0 0.0 69.8 95.8 83.8 95.8: 16.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 0 11 9 15 9:
Old : 23: 4 0 0 11 9 15 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 : 42.8 66.6 64.2 93.8 41.2 66.6 62.2 93.8
Old : 42.8 66.6 64.2 93.8 41.2 66.6 62.2 93.8
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 20, 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 : 4,290,823: 575,575 467,105 668,658 2,670,987 2,832,920 3,915,220 3,968,682: 375,603 322,140
Old : 4,290,823: 575,575 467,105 668,658 2,670,987 2,832,920 3,915,220 3,968,682: 375,603 322,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -371,789: -43,001 12,897 -242,535 -32,661 -143,186 -318,197 -372,824: -53,592 1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.9 15.6 62.2 66.0 91.2 92.5: 8.8 7.5
Old : 100.0: 13.4 10.9 15.6 62.2 66.0 91.2 92.5: 8.8 7.5
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 : 640: 166 135 170 248 265 488 496:
Old : 640: 166 135 170 248 265 488 496:
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 : 15.8 15.4 25.1 25.1 11.7 12.9 16.9 19.9
Old : 15.8 15.4 25.1 25.1 11.7 12.9 16.9 19.9
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 20, 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 : 29,745: 13,236 0 0 13,375 29,285 26,611 29,285: 3,134 460
Old : 29,745: 13,236 0 0 13,375 29,285 26,611 29,285: 3,134 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 298: 1,183 0 0 -619 220 564 220: -266 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 0.0 0.0 45.0 98.5 89.5 98.5: 10.5 1.5
Old : 100.0: 44.5 0.0 0.0 45.0 98.5 89.5 98.5: 10.5 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 : 28: 10 0 0 9 12 19 12:
Old : 28: 10 0 0 9 12 19 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 : 55.7 79.2 73.5 93.8 53.3 79.2 71.1 92.2
Old : 55.7 79.2 73.5 93.8 53.3 79.2 71.1 92.2
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 20, 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 : 14,032: 2,557 1,126 0 10,046 12,266 12,603 13,392: 1,429 640
Old : 14,032: 2,557 1,126 0 10,046 12,266 12,603 13,392: 1,429 640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 8.0 0.0 71.6 87.4 89.8 95.4: 10.2 4.6
Old : 100.0: 18.2 8.0 0.0 71.6 87.4 89.8 95.4: 10.2 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 : 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 : 58.1 44.6 83.6 79.1 49.1 44.6 73.8 74.6
Old : 58.1 44.6 83.6 79.1 49.1 44.6 73.8 74.6
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 20, 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 : 24,420: 0 1,742 0 23,636 21,584 23,636 23,326: 784 1,094
Old : 24,420: 0 1,742 0 23,636 21,584 23,636 23,326: 784 1,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -2,151: 0 -300 0 -74 -2,098 -74 -2,398: -2,077 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 0.0 96.8 88.4 96.8 95.5: 3.2 4.5
Old : 100.0: 0.0 7.1 0.0 96.8 88.4 96.8 95.5: 3.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 10 10 10 12:
Old : 21: 0 2 0 10 10 10 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 : 71.9 78.7 93.4 90.9 71.9 78.7 93.4 90.9
Old : 71.9 78.7 93.4 90.9 71.9 78.7 93.4 90.9
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 20, 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 : 75,510: 13,817 2,502 661 49,960 68,088 64,438 71,251: 11,072 4,259
Old : 75,510: 13,817 2,502 661 49,960 68,088 64,438 71,251: 11,072 4,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -925: -1,589 720 209 1,177 -2,254 -203 -1,325: -722 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 3.3 0.9 66.2 90.2 85.3 94.4: 14.7 5.6
Old : 100.0: 18.3 3.3 0.9 66.2 90.2 85.3 94.4: 14.7 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 : 78: 11 5 4 46 30 57 39:
Old : 78: 11 5 4 46 30 57 39:
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 45.2 48.2 65.8 34.5 44.6 46.5 65.2
Old : 34.5 45.2 48.2 65.8 34.5 44.6 46.5 65.2
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 20, 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 : 49,961: 12,843 14,364 2,483 28,271 25,516 43,597 42,363: 6,364 7,598
Old : 49,961: 12,843 14,364 2,483 28,271 25,516 43,597 42,363: 6,364 7,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -845: -1,159 -1,484 -951 1,296 214 -814 -2,221: -32 1,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 28.8 5.0 56.6 51.1 87.3 84.8: 12.7 15.2
Old : 100.0: 25.7 28.8 5.0 56.6 51.1 87.3 84.8: 12.7 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 : 254: 64 65 30 78 81 155 163:
Old : 254: 64 65 30 78 81 155 163:
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 15.9 34.0 27.3 21.3 15.9 29.1 26.3
Old : 21.7 15.9 34.0 27.3 21.3 15.9 29.1 26.3
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 20, 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 : 249,805: 64,216 71,820 12,414 141,354 127,579 217,985 211,813: 31,820 37,992
Old : 249,805: 64,216 71,820 12,414 141,354 127,579 217,985 211,813: 31,820 37,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -4,227: -5,797 -7,422 -4,753 6,480 1,068 -4,069 -11,107: -159 6,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 28.8 5.0 56.6 51.1 87.3 84.8: 12.7 15.2
Old : 100.0: 25.7 28.8 5.0 56.6 51.1 87.3 84.8: 12.7 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 : 254: 64 65 30 78 81 155 163:
Old : 254: 64 65 30 78 81 155 163:
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 15.9 34.0 27.3 21.3 15.9 29.1 26.3
Old : 21.7 15.9 34.0 27.3 21.3 15.9 29.1 26.3
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 20, 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 : 136,963: 48,292 35,379 15,224 42,694 60,849 106,210 111,451: 30,753 25,512
Old : 136,963: 48,292 35,379 15,224 42,694 60,849 106,210 111,451: 30,753 25,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -3,729: -2,193 -4,681 -920 -410 260 -3,523 -5,342: -206 1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 25.8 11.1 31.2 44.4 77.5 81.4: 22.5 18.6
Old : 100.0: 35.3 25.8 11.1 31.2 44.4 77.5 81.4: 22.5 18.6
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: 31 20 22 29 25 69 58:
Old : 87: 31 20 22 29 25 69 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 : 20.4 35.3 32.1 49.2 19.5 32.7 30.5 44.6
Old : 20.4 35.3 32.1 49.2 19.5 32.7 30.5 44.6
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 20, 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 : 536,699: 103,223 111,566 13,461 403,038 396,352 519,722 521,379: 16,977 15,319
Old : 536,699: 103,223 111,566 13,461 403,038 396,352 519,722 521,379: 16,977 15,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -16,984: -5,602 -5,794 -3,223 -8,152 -8,553 -16,977 -17,570: -7 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 20.8 2.5 75.1 73.9 96.8 97.1: 3.2 2.9
Old : 100.0: 19.2 20.8 2.5 75.1 73.9 96.8 97.1: 3.2 2.9
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: 53 51 26 112 110 176 176:
Old : 286: 53 51 26 112 110 176 176:
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 : 21.6 35.6 34.4 48.6 21.4 35.6 33.1 46.6
Old : 21.6 35.6 34.4 48.6 21.4 35.6 33.1 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 13,303: 2,650 206 0 9,360 12,310 12,010 12,516: 1,293 787
Old : 13,303: 2,650 206 0 9,360 12,310 12,010 12,516: 1,293 787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 1.5 0.0 70.4 92.5 90.3 94.1: 9.7 5.9
Old : 100.0: 19.9 1.5 0.0 70.4 92.5 90.3 94.1: 9.7 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 1 0 8 7 12 8:
Old : 20: 4 1 0 8 7 12 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 80.3 82.5 94.1 60.8 80.3 82.5 94.1
Old : 60.8 80.3 82.5 94.1 60.8 80.3 82.5 94.1
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 20, 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 : 56,484: 25,295 18,159 12 23,117 35,066 48,424 53,237: 8,060 3,247
Old : 56,484: 25,295 18,159 12 23,117 35,066 48,424 53,237: 8,060 3,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,747: 2,610 426 -61 -877 1,382 1,672 1,747: 75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 32.1 0.0 40.9 62.1 85.7 94.3: 14.3 5.7
Old : 100.0: 44.8 32.1 0.0 40.9 62.1 85.7 94.3: 14.3 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 20 7 1 18 9 38 17:
Old : 50: 20 7 1 18 9 38 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 : 38.4 83.1 54.5 89.8 38.4 83.1 54.5 89.8
Old : 38.4 83.1 54.5 89.8 38.4 83.1 54.5 89.8
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 20, 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 : 85,171: 27,101 13,649 1,896 46,473 30,856 75,470 46,401: 9,701 38,770
Old : 85,171: 27,101 13,649 1,896 46,473 30,856 75,470 46,401: 9,701 38,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 3,025: 1,206 1,696 -265 2,901 675 3,842 2,106: -817 919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 16.0 2.2 54.6 36.2 88.6 54.5: 11.4 45.5
Old : 100.0: 31.8 16.0 2.2 54.6 36.2 88.6 54.5: 11.4 45.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 28 13 5 32 26 63 41:
Old : 91: 28 13 5 32 26 63 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 : 34.1 24.6 49.4 33.2 34.1 22.9 48.4 31.2
Old : 34.1 24.6 49.4 33.2 34.1 22.9 48.4 31.2
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 20, 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 : 105,341: 23,373 2,940 24,066 57,647 78,114 105,086 105,120: 255 221
Old : 105,341: 23,373 2,940 24,066 57,647 78,114 105,086 105,120: 255 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 2,837: 2,277 0 188 357 2,629 2,822 2,817: 15 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 2.8 22.8 54.7 74.2 99.8 99.8: 0.2 0.2
Old : 100.0: 22.2 2.8 22.8 54.7 74.2 99.8 99.8: 0.2 0.2
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 : 33: 10 1 1 15 16 25 18:
Old : 33: 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 : 85.1 78.5 94.6 92.7 32.0 30.6 37.1 37.3
Old : 85.1 78.5 94.6 92.7 32.0 30.6 37.1 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2018