MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 17,996: 2,360 4,200 520 14,956 13,116 17,836 17,836: 160 160
Old : 17,996: 2,360 4,200 520 14,956 13,116 17,836 17,836: 160 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 200: 0 240 0 200 -40 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 23.3 2.9 83.1 72.9 99.1 99.1: 0.9 0.9
Old : 100.0: 13.1 23.3 2.9 83.1 72.9 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 : 92.2 62.4 98.2 83.1 68.7 39.3 68.7 57.5
Old : 92.2 62.4 98.2 83.1 68.7 39.3 68.7 57.5
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 11,228: 763 1,539 1,962 7,320 6,589 10,045 10,089: 1,183 1,138
Old : 11,228: 763 1,539 1,962 7,320 6,589 10,045 10,089: 1,183 1,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 314: 14 5 80 250 220 344 304: -30 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 13.7 17.5 65.2 58.7 89.5 89.9: 10.5 10.1
Old : 100.0: 6.8 13.7 17.5 65.2 58.7 89.5 89.9: 10.5 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 : 42: 6 10 10 21 20 31 36:
Old : 42: 6 10 10 21 20 31 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 : 37.6 35.9 55.5 53.0 36.7 32.1 49.3 42.4
Old : 37.6 35.9 55.5 53.0 36.7 32.1 49.3 42.4
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 48,846: 13,126 5,813 15,072 16,174 15,901 44,372 36,786: 4,474 12,060
Old : 48,846: 13,126 5,813 15,072 16,174 15,901 44,372 36,786: 4,474 12,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 989: -233 -467 752 338 429 856 714: 133 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 11.9 30.9 33.1 32.6 90.8 75.3: 9.2 24.7
Old : 100.0: 26.9 11.9 30.9 33.1 32.6 90.8 75.3: 9.2 24.7
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 : 82: 20 21 25 34 29 69 61:
Old : 82: 20 21 25 34 29 69 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 : 31.3 27.6 51.1 44.0 27.5 20.1 36.1 25.0
Old : 31.3 27.6 51.1 44.0 27.5 20.1 36.1 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 13,025: 844 446 3,043 8,275 8,328 12,161 11,816: 864 1,209
Old : 13,025: 844 446 3,043 8,275 8,328 12,161 11,816: 864 1,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 631: -28 -130 288 270 297 530 455: 100 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 3.4 23.4 63.5 63.9 93.4 90.7: 6.6 9.3
Old : 100.0: 6.5 3.4 23.4 63.5 63.9 93.4 90.7: 6.6 9.3
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 : 42: 5 10 11 24 20 37 33:
Old : 42: 5 10 11 24 20 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 33.6 54.0 54.0 25.6 28.0 40.4 38.1
Old : 33.9 33.6 54.0 54.0 25.6 28.0 40.4 38.1
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 274,952: 66,353 41,439 79,950 104,772 112,808 251,076 234,196: 23,877 40,756
Old : 257,474: 60,830 44,840 72,632 102,671 101,875 236,134 219,347: 21,340 38,126
Other: 17,479: 9,353 429 3,488 2,101 10,933 14,942 14,849: 2,537 2,630
: : :
: : Changes in Commitments from: February 20, 2018 :
: 3,619: -114 -1,395 1,371 695 2,350 1,952 2,326: 1,667 1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 15.1 29.1 38.1 41.0 91.3 85.2: 8.7 14.8
Old : 100.0: 23.6 17.4 28.2 39.9 39.6 91.7 85.2: 8.3 14.8
Other: 100.0: 53.5 2.5 20.0 12.0 62.5 85.5 85.0: 14.5 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 113 70 125 89 96 259 252:
Old : 308: 105 83 120 88 96 252 251:
Other: 102: 35 12 23 26 46 66 77:
:----------------------------------------------------------------------------------------------------
: 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 13.4 24.3 21.0 13.4 12.4 23.1 18.4
Old : 15.6 12.7 25.0 20.0 14.5 11.9 23.8 17.8
Other: 37.2 37.8 47.2 48.7 33.9 34.9 42.5 42.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 429,960: 153,664 32,093 96,619 148,831 241,510 399,114 370,221: 30,846 59,739
Old : 429,960: 153,664 32,093 96,619 148,831 241,510 399,114 370,221: 30,846 59,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 2,815: -849 1,093 730 2,475 937 2,357 2,761: 459 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 7.5 22.5 34.6 56.2 92.8 86.1: 7.2 13.9
Old : 100.0: 35.7 7.5 22.5 34.6 56.2 92.8 86.1: 7.2 13.9
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 : 455: 142 103 153 140 175 375 353:
Old : 455: 142 103 153 140 175 375 353:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 17.1 25.6 24.5 15.1 16.7 25.5 23.0
Old : 15.1 17.1 25.6 24.5 15.1 16.7 25.5 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,204: 3,950 1,341 1,019 1,458 4,303 6,427 6,662: 1,777 1,542
Old : 8,204: 3,950 1,341 1,019 1,458 4,303 6,427 6,662: 1,777 1,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -35: 41 -78 -221 281 146 101 -152: -135 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 16.3 12.4 17.8 52.4 78.3 81.2: 21.7 18.8
Old : 100.0: 48.2 16.3 12.4 17.8 52.4 78.3 81.2: 21.7 18.8
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: 36 9 10 19 23 60 39:
Old : 74: 36 9 10 19 23 60 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 : 27.6 33.1 39.5 52.5 23.7 32.2 33.4 47.8
Old : 27.6 33.1 39.5 52.5 23.7 32.2 33.4 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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 68,689: 22,674 10,120 19,015 16,712 17,568 58,401 46,703: 10,288 21,986
Old : 68,689: 22,674 10,120 19,015 16,712 17,568 58,401 46,703: 10,288 21,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 810: -2,318 308 347 1,782 131 -189 787: 999 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 14.7 27.7 24.3 25.6 85.0 68.0: 15.0 32.0
Old : 100.0: 33.0 14.7 27.7 24.3 25.6 85.0 68.0: 15.0 32.0
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 : 246: 67 60 83 68 83 187 192:
Old : 246: 67 60 83 68 83 187 192:
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 : 15.4 12.5 24.0 19.2 14.2 9.1 20.3 13.2
Old : 15.4 12.5 24.0 19.2 14.2 9.1 20.3 13.2
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 4,821: 342 3,116 390 2,985 892 3,716 4,398: 1,105 423
Old : 4,821: 342 3,116 390 2,985 892 3,716 4,398: 1,105 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 224: 9 160 57 205 2 271 219: -47 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 64.6 8.1 61.9 18.5 77.1 91.2: 22.9 8.8
Old : 100.0: 7.1 64.6 8.1 61.9 18.5 77.1 91.2: 22.9 8.8
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 : 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 : 35.8 66.7 55.5 80.7 35.8 65.3 55.1 75.4
Old : 35.8 66.7 55.5 80.7 35.8 65.3 55.1 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 44,649: 2,163 12,305 8,185 33,126 19,220 43,474 39,711: 1,175 4,938
Old : 44,649: 2,163 12,305 8,185 33,126 19,220 43,474 39,711: 1,175 4,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 541: -112 618 214 410 -44 513 789: 28 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 27.6 18.3 74.2 43.0 97.4 88.9: 2.6 11.1
Old : 100.0: 4.8 27.6 18.3 74.2 43.0 97.4 88.9: 2.6 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 14 19 15 29 36 51 62:
Old : 75: 14 19 15 29 36 51 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 31.5 75.3 52.5 50.7 28.5 60.6 41.2
Old : 54.0 31.5 75.3 52.5 50.7 28.5 60.6 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 50,973: 18,591 1,511 0 30,364 48,248 48,955 49,759: 2,018 1,214
Old : 50,973: 18,591 1,511 0 30,364 48,248 48,955 49,759: 2,018 1,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 1,957: 1,023 1,369 -11 522 308 1,534 1,666: 423 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 3.0 0.0 59.6 94.7 96.0 97.6: 4.0 2.4
Old : 100.0: 36.5 3.0 0.0 59.6 94.7 96.0 97.6: 4.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 16 4 0 5 7 21 11:
Old : 30: 16 4 0 5 7 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 : 85.0 88.1 90.5 96.8 85.0 87.7 90.5 96.0
Old : 85.0 88.1 90.5 96.8 85.0 87.7 90.5 96.0
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 167,759: 54,621 30,051 17,701 55,589 96,938 127,911 144,690: 39,849 23,069
Old : 167,759: 54,621 30,051 17,701 55,589 96,938 127,911 144,690: 39,849 23,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 3,006: 4,731 4,531 2,300 -3,653 -6,914 3,378 -83: -372 3,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 17.9 10.6 33.1 57.8 76.2 86.2: 23.8 13.8
Old : 100.0: 32.6 17.9 10.6 33.1 57.8 76.2 86.2: 23.8 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 32 23 23 29 27 74 60:
Old : 94: 32 23 23 29 27 74 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 : 21.2 39.4 33.5 50.0 19.2 38.9 29.4 48.6
Old : 21.2 39.4 33.5 50.0 19.2 38.9 29.4 48.6
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 69,488: 15,888 31,887 1,298 38,913 22,877 56,099 56,062: 13,389 13,426
Old : 69,488: 15,888 31,887 1,298 38,913 22,877 56,099 56,062: 13,389 13,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -123: -1,175 -964 65 1,168 590 58 -309: -181 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 45.9 1.9 56.0 32.9 80.7 80.7: 19.3 19.3
Old : 100.0: 22.9 45.9 1.9 56.0 32.9 80.7 80.7: 19.3 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 11 17 5 12 14 26 33:
Old : 47: 11 17 5 12 14 26 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 40.6 65.6 56.5 54.2 40.6 65.6 56.1
Old : 54.2 40.6 65.6 56.5 54.2 40.6 65.6 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 189,989: 120,144 27,597 899 62,059 157,060 183,102 185,556: 6,888 4,433
Old : 189,989: 120,144 27,597 899 62,059 157,060 183,102 185,556: 6,888 4,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -7,058: -6,921 -4,618 111 -153 -2,832 -6,963 -7,338: -95 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 14.5 0.5 32.7 82.7 96.4 97.7: 3.6 2.3
Old : 100.0: 63.2 14.5 0.5 32.7 82.7 96.4 97.7: 3.6 2.3
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 : 141: 74 34 6 15 23 92 60:
Old : 141: 74 34 6 15 23 92 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 : 51.9 66.2 66.9 79.8 51.9 66.2 66.9 79.8
Old : 51.9 66.2 66.9 79.8 51.9 66.2 66.9 79.8
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 252,645: 63,722 48,211 35,531 114,182 141,876 213,435 225,619: 39,210 27,026
Old : 252,645: 63,722 48,211 35,531 114,182 141,876 213,435 225,619: 39,210 27,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 7,655: 5,736 337 -955 2,223 6,041 7,004 5,422: 651 2,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 19.1 14.1 45.2 56.2 84.5 89.3: 15.5 10.7
Old : 100.0: 25.2 19.1 14.1 45.2 56.2 84.5 89.3: 15.5 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 44 23 24 32 45 85 83:
Old : 118: 44 23 24 32 45 85 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 : 27.0 36.3 38.5 50.7 25.1 33.0 31.9 41.6
Old : 27.0 36.3 38.5 50.7 25.1 33.0 31.9 41.6
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 304,217: 45,825 142,502 28,300 193,610 105,269 267,735 276,071: 36,482 28,146
Old : 304,217: 45,825 142,502 28,300 193,610 105,269 267,735 276,071: 36,482 28,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -9,886: -1,084 -11,291 -1,547 -4,622 3,333 -7,253 -9,505: -2,633 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 46.8 9.3 63.6 34.6 88.0 90.7: 12.0 9.3
Old : 100.0: 15.1 46.8 9.3 63.6 34.6 88.0 90.7: 12.0 9.3
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 : 133: 37 41 29 42 39 97 91:
Old : 133: 37 41 29 42 39 97 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 43.9 50.5 56.5 41.4 42.8 49.4 55.2
Old : 41.7 43.9 50.5 56.5 41.4 42.8 49.4 55.2
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 666,606: 237,909 98,059 61,895 272,090 449,299 571,894 609,252: 94,712 57,354
Old : 666,606: 237,909 98,059 61,895 272,090 449,299 571,894 609,252: 94,712 57,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 4,799: 9,056 -1,437 2,127 -7,024 34 4,159 724: 640 4,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 14.7 9.3 40.8 67.4 85.8 91.4: 14.2 8.6
Old : 100.0: 35.7 14.7 9.3 40.8 67.4 85.8 91.4: 14.2 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 : 275: 120 56 68 79 67 216 174:
Old : 275: 120 56 68 79 67 216 174:
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 : 15.7 41.5 25.4 55.2 15.2 40.2 22.1 53.8
Old : 15.7 41.5 25.4 55.2 15.2 40.2 22.1 53.8
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 35,168: 12,329 6,943 45 7,965 24,294 20,339 31,282: 14,829 3,886
Old : 35,168: 12,329 6,943 45 7,965 24,294 20,339 31,282: 14,829 3,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -257: -230 295 -3 -72 -254 -305 38: 48 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 19.7 0.1 22.6 69.1 57.8 89.0: 42.2 11.0
Old : 100.0: 35.1 19.7 0.1 22.6 69.1 57.8 89.0: 42.2 11.0
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 : 26: 9 5 2 9 9 19 15:
Old : 26: 9 5 2 9 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 : 32.6 73.4 42.8 83.8 31.0 73.4 41.1 83.1
Old : 32.6 73.4 42.8 83.8 31.0 73.4 41.1 83.1
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 25,649: 12,602 1,975 756 5,358 17,936 18,716 20,667: 6,933 4,982
Old : 25,649: 12,602 1,975 756 5,358 17,936 18,716 20,667: 6,933 4,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -608: -34 -2,953 15 43 1,787 24 -1,151: -632 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 7.7 2.9 20.9 69.9 73.0 80.6: 27.0 19.4
Old : 100.0: 49.1 7.7 2.9 20.9 69.9 73.0 80.6: 27.0 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 3 5 9 8 17 15:
Old : 20: 7 3 5 9 8 17 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 : 49.5 64.7 62.5 74.5 49.2 61.7 58.0 69.0
Old : 49.5 64.7 62.5 74.5 49.2 61.7 58.0 69.0
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 47,344: 19,454 16,921 107 25,987 29,445 45,548 46,473: 1,796 871
Old : 47,344: 19,454 16,921 107 25,987 29,445 45,548 46,473: 1,796 871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 11,647: 1,583 1,468 -15 10,064 10,067 11,632 11,520: 15 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 35.7 0.2 54.9 62.2 96.2 98.2: 3.8 1.8
Old : 100.0: 41.1 35.7 0.2 54.9 62.2 96.2 98.2: 3.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 13 6 2 6 6 20 13:
Old : 28: 13 6 2 6 6 20 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 : 79.2 90.3 91.4 96.0 63.6 72.2 70.9 75.7
Old : 79.2 90.3 91.4 96.0 63.6 72.2 70.9 75.7
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 58,443: 32,179 33,170 931 20,539 20,242 53,649 54,343: 4,794 4,100
Old : 58,443: 32,179 33,170 931 20,539 20,242 53,649 54,343: 4,794 4,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 3,960: 2,757 4,692 612 638 -1,004 4,007 4,300: -47 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 56.8 1.6 35.1 34.6 91.8 93.0: 8.2 7.0
Old : 100.0: 55.1 56.8 1.6 35.1 34.6 91.8 93.0: 8.2 7.0
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 : 92: 46 25 5 11 13 58 43:
Old : 92: 46 25 5 11 13 58 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 : 45.5 49.6 61.0 66.1 45.5 49.6 60.4 65.5
Old : 45.5 49.6 61.0 66.1 45.5 49.6 60.4 65.5
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 14,644: 9,814 1,894 2,961 207 8,872 12,982 13,727: 1,662 917
Old : 14,644: 9,814 1,894 2,961 207 8,872 12,982 13,727: 1,662 917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -17: -208 -84 50 4 -103 -154 -137: 137 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 12.9 20.2 1.4 60.6 88.7 93.7: 11.3 6.3
Old : 100.0: 67.0 12.9 20.2 1.4 60.6 88.7 93.7: 11.3 6.3
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 : 23: 9 8 2 2 5 13 13:
Old : 23: 9 8 2 2 5 13 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 : 73.6 72.5 84.1 86.8 59.9 58.7 66.4 69.5
Old : 73.6 72.5 84.1 86.8 59.9 58.7 66.4 69.5
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :34,324,197: 768,054 3,595,882 17,846,137 14,918,469 11,265,775 33,532,659 32,707,794: 791,537 1,616,403
Old :34,324,197: 768,054 3,595,882 17,846,137 14,918,469 11,265,775 33,532,659 32,707,794: 791,537 1,616,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 1,721,539: -1,020 136,945 1,134,922 612,134 496,251 1,746,036 1,768,117: -24,497 -46,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 10.5 52.0 43.5 32.8 97.7 95.3: 2.3 4.7
Old : 100.0: 2.2 10.5 52.0 43.5 32.8 97.7 95.3: 2.3 4.7
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 : 325: 49 125 150 119 133 277 316:
Old : 325: 49 125 150 119 133 277 316:
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 : 27.0 20.0 42.3 35.2 16.2 8.7 19.8 11.0
Old : 27.0 20.0 42.3 35.2 16.2 8.7 19.8 11.0
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 971,176: 110,473 97,539 158,221 607,398 626,446 876,091 882,206: 95,085 88,970
Old : 971,176: 110,473 97,539 158,221 607,398 626,446 876,091 882,206: 95,085 88,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -11,358: 1,134 -534 -11,291 4,311 4,318 -5,846 -7,507: -5,512 -3,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 10.0 16.3 62.5 64.5 90.2 90.8: 9.8 9.2
Old : 100.0: 11.4 10.0 16.3 62.5 64.5 90.2 90.8: 9.8 9.2
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 : 650: 180 126 169 262 262 510 490:
Old : 650: 180 126 169 262 262 510 490:
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 : 14.3 14.4 22.5 24.2 9.9 11.7 14.5 17.0
Old : 14.3 14.4 22.5 24.2 9.9 11.7 14.5 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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 127,097: 8,441 14,649 22,959 72,208 62,185 103,607 99,794: 23,490 27,303
Old : 127,097: 8,441 14,649 22,959 72,208 62,185 103,607 99,794: 23,490 27,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 2,728: 3,497 -722 -2,102 3,319 6,641 4,714 3,817: -1,986 -1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 11.5 18.1 56.8 48.9 81.5 78.5: 18.5 21.5
Old : 100.0: 6.6 11.5 18.1 56.8 48.9 81.5 78.5: 18.5 21.5
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 : 71: 13 14 25 33 34 60 60:
Old : 71: 13 14 25 33 34 60 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 : 25.6 25.3 38.2 40.3 24.4 21.8 34.6 31.5
Old : 25.6 25.3 38.2 40.3 24.4 21.8 34.6 31.5
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 23,039: 0 1,624 0 21,315 20,965 21,315 22,589: 1,724 450
Old : 23,039: 0 1,624 0 21,315 20,965 21,315 22,589: 1,724 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 402: 0 101 0 300 520 300 621: 102 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 0.0 92.5 91.0 92.5 98.0: 7.5 2.0
Old : 100.0: 0.0 7.0 0.0 92.5 91.0 92.5 98.0: 7.5 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 : 23: 0 2 0 9 14 9 16:
Old : 23: 0 2 0 9 14 9 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 : 79.1 76.0 92.2 87.4 79.1 75.6 91.0 87.1
Old : 79.1 76.0 92.2 87.4 79.1 75.6 91.0 87.1
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 14,362: 2,231 0 0 10,041 13,734 12,272 13,734: 2,090 628
Old : 14,362: 2,231 0 0 10,041 13,734 12,272 13,734: 2,090 628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -26: 214 0 0 -5 -52 209 -52: -235 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 0.0 0.0 69.9 95.6 85.4 95.6: 14.6 4.4
Old : 100.0: 15.5 0.0 0.0 69.9 95.6 85.4 95.6: 14.6 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 : 24: 5 0 0 11 9 16 9:
Old : 24: 5 0 0 11 9 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 68.0 63.8 93.6 40.8 68.0 61.8 93.6
Old : 42.4 68.0 63.8 93.6 40.8 68.0 61.8 93.6
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,220,396: 582,731 487,017 603,741 2,675,950 2,821,304 3,862,421 3,912,063: 357,974 308,333
Old : 4,220,396: 582,731 487,017 603,741 2,675,950 2,821,304 3,862,421 3,912,063: 357,974 308,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -70,427: 7,156 19,913 -64,917 4,963 -11,615 -52,799 -56,620: -17,629 -13,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 11.5 14.3 63.4 66.8 91.5 92.7: 8.5 7.3
Old : 100.0: 13.8 11.5 14.3 63.4 66.8 91.5 92.7: 8.5 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 : 638: 172 126 162 257 260 496 481:
Old : 638: 172 126 162 257 260 496 481:
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 15.2 24.2 25.6 11.9 13.7 17.6 20.3
Old : 15.2 15.2 24.2 25.6 11.9 13.7 17.6 20.3
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 30,595: 14,146 509 0 13,643 29,829 27,789 30,338: 2,806 257
Old : 30,595: 14,146 509 0 13,643 29,829 27,789 30,338: 2,806 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 850: 910 509 0 268 544 1,178 1,053: -328 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 1.7 0.0 44.6 97.5 90.8 99.2: 9.2 0.8
Old : 100.0: 46.2 1.7 0.0 44.6 97.5 90.8 99.2: 9.2 0.8
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 : 31: 11 2 0 9 11 20 13:
Old : 31: 11 2 0 9 11 20 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 : 56.2 75.4 73.9 92.1 53.9 75.4 71.5 92.1
Old : 56.2 75.4 73.9 92.1 53.9 75.4 71.5 92.1
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 14,103: 2,551 1,126 0 10,048 12,354 12,599 13,480: 1,504 623
Old : 14,103: 2,551 1,126 0 10,048 12,354 12,599 13,480: 1,504 623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 71: -6 0 0 2 88 -4 88: 75 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 8.0 0.0 71.2 87.6 89.3 95.6: 10.7 4.4
Old : 100.0: 18.1 8.0 0.0 71.2 87.6 89.3 95.6: 10.7 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: 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 : 58.4 44.3 83.7 78.4 49.0 44.3 74.2 74.8
Old : 58.4 44.3 83.7 78.4 49.0 44.3 74.2 74.8
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 24,292: 0 1,785 0 23,220 21,309 23,220 23,094: 1,072 1,198
Old : 24,292: 0 1,785 0 23,220 21,309 23,220 23,094: 1,072 1,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -128: 0 43 0 -416 -275 -416 -232: 288 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 95.6 87.7 95.6 95.1: 4.4 4.9
Old : 100.0: 0.0 7.3 0.0 95.6 87.7 95.6 95.1: 4.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 9 10 9 12:
Old : 20: 0 2 0 9 10 9 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 79.2 94.3 90.6 72.3 79.2 94.3 90.1
Old : 72.3 79.2 94.3 90.6 72.3 79.2 94.3 90.1
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 74,100: 13,874 2,880 701 47,608 67,084 62,183 70,665: 11,917 3,435
Old : 74,100: 13,874 2,880 701 47,608 67,084 62,183 70,665: 11,917 3,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -1,410: 57 378 40 -2,352 -1,004 -2,255 -586: 845 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 3.9 0.9 64.2 90.5 83.9 95.4: 16.1 4.6
Old : 100.0: 18.7 3.9 0.9 64.2 90.5 83.9 95.4: 16.1 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 : 78: 11 7 4 43 29 55 39:
Old : 78: 11 7 4 43 29 55 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 46.4 48.4 67.0 34.5 46.3 47.0 66.9
Old : 34.5 46.4 48.4 67.0 34.5 46.3 47.0 66.9
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 50,056: 12,043 11,339 3,025 28,374 27,902 43,442 42,265: 6,614 7,791
Old : 50,056: 12,043 11,339 3,025 28,374 27,902 43,442 42,265: 6,614 7,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 95: -801 -3,025 542 104 2,386 -155 -97: 250 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 22.7 6.0 56.7 55.7 86.8 84.4: 13.2 15.6
Old : 100.0: 24.1 22.7 6.0 56.7 55.7 86.8 84.4: 13.2 15.6
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 : 249: 59 64 32 83 79 158 159:
Old : 249: 59 64 32 83 79 158 159:
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 : 21.5 15.3 33.2 25.6 20.6 14.7 29.3 24.4
Old : 21.5 15.3 33.2 25.6 20.6 14.7 29.3 24.4
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 250,279: 60,213 56,694 15,124 141,872 139,508 217,209 211,326: 33,070 38,953
Old : 250,279: 60,213 56,694 15,124 141,872 139,508 217,209 211,326: 33,070 38,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 474: -4,004 -15,127 2,710 518 11,929 -776 -487: 1,250 961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 22.7 6.0 56.7 55.7 86.8 84.4: 13.2 15.6
Old : 100.0: 24.1 22.7 6.0 56.7 55.7 86.8 84.4: 13.2 15.6
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 : 249: 59 64 32 83 79 158 159:
Old : 249: 59 64 32 83 79 158 159:
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 : 21.5 15.3 33.2 25.6 20.6 14.7 29.3 24.4
Old : 21.5 15.3 33.2 25.6 20.6 14.7 29.3 24.4
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 140,576: 49,976 38,337 16,904 42,970 58,248 109,850 113,489: 30,726 27,087
Old : 140,576: 49,976 38,337 16,904 42,970 58,248 109,850 113,489: 30,726 27,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 3,613: 1,684 2,958 1,680 276 -2,601 3,640 2,038: -27 1,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 27.3 12.0 30.6 41.4 78.1 80.7: 21.9 19.3
Old : 100.0: 35.6 27.3 12.0 30.6 41.4 78.1 80.7: 21.9 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 32 22 22 29 25 70 60:
Old : 90: 32 22 22 29 25 70 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 : 18.9 33.5 30.7 45.9 17.9 31.1 28.4 41.1
Old : 18.9 33.5 30.7 45.9 17.9 31.1 28.4 41.1
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 533,201: 109,979 114,099 11,201 394,065 392,236 515,245 517,536: 17,957 15,665
Old : 533,201: 109,979 114,099 11,201 394,065 392,236 515,245 517,536: 17,957 15,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -3,497: 6,756 2,533 -2,260 -8,973 -4,117 -4,477 -3,843: 980 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 21.4 2.1 73.9 73.6 96.6 97.1: 3.4 2.9
Old : 100.0: 20.6 21.4 2.1 73.9 73.6 96.6 97.1: 3.4 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: 52 51 23 115 108 176 173:
Old : 286: 52 51 23 115 108 176 173:
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 35.2 32.7 48.1 19.8 35.2 31.4 46.1
Old : 20.1 35.2 32.7 48.1 19.8 35.2 31.4 46.1
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 55,941: 25,645 17,277 126 23,018 35,082 48,789 52,485: 7,152 3,456
Old : 55,941: 25,645 17,277 126 23,018 35,082 48,789 52,485: 7,152 3,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -543: 350 -882 114 -99 16 365 -752: -908 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 30.9 0.2 41.1 62.7 87.2 93.8: 12.8 6.2
Old : 100.0: 45.8 30.9 0.2 41.1 62.7 87.2 93.8: 12.8 6.2
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 : 52: 22 7 3 18 9 41 18:
Old : 52: 22 7 3 18 9 41 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 : 39.4 83.9 54.3 90.2 39.4 83.9 54.3 90.0
Old : 39.4 83.9 54.3 90.2 39.4 83.9 54.3 90.0
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 82,554: 26,238 13,222 2,650 43,742 32,942 72,630 48,814: 9,924 33,740
Old : 82,554: 26,238 13,222 2,650 43,742 32,942 72,630 48,814: 9,924 33,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -2,617: -863 -427 754 -2,731 2,086 -2,840 2,413: 223 -5,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 16.0 3.2 53.0 39.9 88.0 59.1: 12.0 40.9
Old : 100.0: 31.8 16.0 3.2 53.0 39.9 88.0 59.1: 12.0 40.9
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 : 89: 27 15 6 30 24 60 42:
Old : 89: 27 15 6 30 24 60 42:
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 25.5 52.5 35.2 34.2 23.8 51.6 33.6
Old : 34.5 25.5 52.5 35.2 34.2 23.8 51.6 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 105,739: 23,389 2,940 24,464 57,631 78,114 105,484 105,518: 255 221
Old : 105,739: 23,389 2,940 24,464 57,631 78,114 105,484 105,518: 255 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 398: 16 0 398 -16 0 398 398: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 2.8 23.1 54.5 73.9 99.8 99.8: 0.2 0.2
Old : 100.0: 22.1 2.8 23.1 54.5 73.9 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 : 85.7 78.5 95.1 92.8 32.5 30.5 37.5 37.2
Old : 85.7 78.5 95.1 92.8 32.5 30.5 37.5 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2018