MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 19,404: 2,560 4,000 640 15,944 14,524 19,144 19,164: 260 240
Old : 19,404: 2,560 4,000 640 15,944 14,524 19,144 19,164: 260 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,940: -360 700 360 1,920 880 1,920 1,940: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 20.6 3.3 82.2 74.9 98.7 98.8: 1.3 1.2
Old : 100.0: 13.2 20.6 3.3 82.2 74.9 98.7 98.8: 1.3 1.2
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: 2 11 3 6 8 11 20:
Old : 23: 2 11 3 6 8 11 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.0 60.9 96.9 83.0 70.9 40.9 70.9 59.0
Old : 90.0 60.9 96.9 83.0 70.9 40.9 70.9 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 8,782: 755 1,863 1,366 5,463 4,110 7,584 7,339: 1,198 1,443
Old : 8,782: 755 1,863 1,366 5,463 4,110 7,584 7,339: 1,198 1,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,054: 27 167 85 785 787 898 1,039: 155 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 21.2 15.6 62.2 46.8 86.4 83.6: 13.6 16.4
Old : 100.0: 8.6 21.2 15.6 62.2 46.8 86.4 83.6: 13.6 16.4
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 : 40: 4 12 10 18 19 29 34:
Old : 40: 4 12 10 18 19 29 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 29.2 56.9 46.1 36.5 28.1 51.6 38.5
Old : 37.9 29.2 56.9 46.1 36.5 28.1 51.6 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 51,806: 13,199 3,206 17,356 16,474 17,164 47,029 37,726: 4,776 14,080
Old : 51,806: 13,199 3,206 17,356 16,474 17,164 47,029 37,726: 4,776 14,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 611: 576 1,026 -488 326 663 414 1,201: 197 -591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 6.2 33.5 31.8 33.1 90.8 72.8: 9.2 27.2
Old : 100.0: 25.5 6.2 33.5 31.8 33.1 90.8 72.8: 9.2 27.2
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 : 81: 20 25 26 30 26 62 65:
Old : 81: 20 25 26 30 26 62 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 25.0 49.2 40.3 25.4 12.8 35.4 17.6
Old : 31.0 25.0 49.2 40.3 25.4 12.8 35.4 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 11,937: 830 448 2,753 7,516 7,595 11,099 10,796: 839 1,141
Old : 11,937: 830 448 2,753 7,516 7,595 11,099 10,796: 839 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -32: -80 99 -106 145 4 -42 -3: 9 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 3.8 23.1 63.0 63.6 93.0 90.4: 7.0 9.6
Old : 100.0: 6.9 3.8 23.1 63.0 63.6 93.0 90.4: 7.0 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 10 11 23 22 37 34:
Old : 42: 5 10 11 23 22 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 37.2 56.2 55.4 28.4 29.1 43.5 37.9
Old : 35.2 37.2 56.2 55.4 28.4 29.1 43.5 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 289,845: 95,545 25,870 71,706 99,564 144,453 266,815 242,029: 23,030 47,816
Old : 282,059: 94,925 27,694 68,301 97,848 139,640 261,073 235,634: 20,986 46,426
Other: 7,786: 2,565 122 1,460 1,717 4,813 5,742 6,395: 2,044 1,390
: : :
: : Changes in Commitments from: January 9, 2018 :
: -1,766: -326 -1,078 405 -1,926 -1,784 -1,847 -2,458: 81 692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 8.9 24.7 34.4 49.8 92.1 83.5: 7.9 16.5
Old : 100.0: 33.7 9.8 24.2 34.7 49.5 92.6 83.5: 7.4 16.5
Other: 100.0: 32.9 1.6 18.8 22.1 61.8 73.8 82.1: 26.2 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 126 69 131 81 101 270 251:
Old : 317: 123 74 130 80 101 268 251:
Other: 79: 27 10 17 22 32 54 54:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 12.9 24.1 20.3 13.8 12.1 23.3 18.8
Old : 14.6 12.7 24.8 19.9 14.2 11.9 23.9 18.5
Other: 22.4 39.2 38.3 50.9 18.6 34.7 30.0 41.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 404,794: 124,564 28,965 98,588 148,692 222,399 371,844 349,951: 32,950 54,842
Old : 404,794: 124,564 28,965 98,588 148,692 222,399 371,844 349,951: 32,950 54,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 7,959: -2,746 3,418 6,517 2,485 -990 6,256 8,946: 1,703 -987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 7.2 24.4 36.7 54.9 91.9 86.5: 8.1 13.5
Old : 100.0: 30.8 7.2 24.4 36.7 54.9 91.9 86.5: 8.1 13.5
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 : 444: 141 89 155 150 170 368 355:
Old : 444: 141 89 155 150 170 368 355:
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 15.8 25.3 22.8 15.3 15.5 25.0 21.9
Old : 15.4 15.8 25.3 22.8 15.3 15.5 25.0 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,651: 4,238 1,737 884 1,033 4,127 6,155 6,748: 1,496 903
Old : 7,651: 4,238 1,737 884 1,033 4,127 6,155 6,748: 1,496 903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 868: 199 1 303 403 682 905 987: -37 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 22.7 11.6 13.5 53.9 80.4 88.2: 19.6 11.8
Old : 100.0: 55.4 22.7 11.6 13.5 53.9 80.4 88.2: 19.6 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 : 84: 36 16 10 16 27 60 46:
Old : 84: 36 16 10 16 27 60 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 35.7 39.2 52.6 26.5 35.6 36.8 49.7
Old : 28.1 35.7 39.2 52.6 26.5 35.6 36.8 49.7
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, January 16, 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 : 64,384: 22,684 11,345 17,523 15,021 16,022 55,229 44,890: 9,155 19,493
Old : 64,384: 22,684 11,345 17,523 15,021 16,022 55,229 44,890: 9,155 19,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 696: 13 5 29 710 1,315 751 1,348: -55 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 17.6 27.2 23.3 24.9 85.8 69.7: 14.2 30.3
Old : 100.0: 35.2 17.6 27.2 23.3 24.9 85.8 69.7: 14.2 30.3
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 : 227: 64 54 78 64 76 178 170:
Old : 227: 64 54 78 64 76 178 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 13.5 26.7 20.7 17.0 11.3 25.1 15.4
Old : 17.0 13.5 26.7 20.7 17.0 11.3 25.1 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 4,782: 463 3,091 376 2,686 826 3,525 4,294: 1,257 488
Old : 4,782: 463 3,091 376 2,686 826 3,525 4,294: 1,257 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 127: 1 136 -3 29 -11 26 121: 101 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 64.6 7.9 56.2 17.3 73.7 89.8: 26.3 10.2
Old : 100.0: 9.7 64.6 7.9 56.2 17.3 73.7 89.8: 26.3 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 8 5 10 5 19 13:
Old : 22: 4 8 5 10 5 19 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 : 39.7 64.2 56.7 84.0 39.7 63.0 55.0 76.4
Old : 39.7 64.2 56.7 84.0 39.7 63.0 55.0 76.4
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, January 16, 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 : 46,590: 1,796 13,472 8,386 35,183 19,204 45,364 41,061: 1,226 5,528
Old : 46,590: 1,796 13,472 8,386 35,183 19,204 45,364 41,061: 1,226 5,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 780: 3 737 112 590 -13 705 836: 75 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 28.9 18.0 75.5 41.2 97.4 88.1: 2.6 11.9
Old : 100.0: 3.9 28.9 18.0 75.5 41.2 97.4 88.1: 2.6 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 9 28 16 26 32 48 63:
Old : 76: 9 28 16 26 32 48 63:
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 29.3 74.8 48.5 50.1 27.9 63.5 40.4
Old : 54.5 29.3 74.8 48.5 50.1 27.9 63.5 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 62,510: 34,115 7,005 0 26,428 54,456 60,543 61,461: 1,967 1,049
Old : 62,510: 34,115 7,005 0 26,428 54,456 60,543 61,461: 1,967 1,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 2,058: 1,749 601 0 300 1,572 2,049 2,173: 9 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 11.2 0.0 42.3 87.1 96.9 98.3: 3.1 1.7
Old : 100.0: 54.6 11.2 0.0 42.3 87.1 96.9 98.3: 3.1 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 19 5 0 5 8 24 13:
Old : 35: 19 5 0 5 8 24 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 : 86.7 73.0 91.1 92.0 86.7 72.6 91.1 91.7
Old : 86.7 73.0 91.1 92.0 86.7 72.6 91.1 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 180,830: 60,540 42,371 13,031 63,461 103,653 137,033 159,054: 43,797 21,775
Old : 180,830: 60,540 42,371 13,031 63,461 103,653 137,033 159,054: 43,797 21,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 14,287: 2,162 2,568 297 10,977 8,868 13,436 11,733: 851 2,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 23.4 7.2 35.1 57.3 75.8 88.0: 24.2 12.0
Old : 100.0: 33.5 23.4 7.2 35.1 57.3 75.8 88.0: 24.2 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 30 26 22 30 23 74 57:
Old : 94: 30 26 22 30 23 74 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 46.0 35.7 57.8 22.9 45.7 33.7 57.2
Old : 23.9 46.0 35.7 57.8 22.9 45.7 33.7 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 70,566: 14,351 35,340 81 47,373 14,899 61,805 50,320: 8,762 20,246
Old : 70,566: 14,351 35,340 81 47,373 14,899 61,805 50,320: 8,762 20,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -6,936: -4,172 -5,181 -4,089 -243 2,757 -8,505 -6,513: 1,568 -423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 50.1 0.1 67.1 21.1 87.6 71.3: 12.4 28.7
Old : 100.0: 20.3 50.1 0.1 67.1 21.1 87.6 71.3: 12.4 28.7
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 : 52: 9 20 3 12 16 22 38:
Old : 52: 9 20 3 12 16 22 38:
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 : 63.9 31.0 75.1 43.9 63.8 31.0 75.0 43.9
Old : 63.9 31.0 75.1 43.9 63.8 31.0 75.0 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 172,806: 82,790 36,023 1,184 83,086 131,330 167,060 168,536: 5,746 4,270
Old : 172,806: 82,790 36,023 1,184 83,086 131,330 167,060 168,536: 5,746 4,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -11,643: 4,087 -12,930 -149 -16,476 2,284 -12,538 -10,795: 895 -848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 20.8 0.7 48.1 76.0 96.7 97.5: 3.3 2.5
Old : 100.0: 47.9 20.8 0.7 48.1 76.0 96.7 97.5: 3.3 2.5
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 : 134: 53 48 5 19 19 74 70:
Old : 134: 53 48 5 19 19 74 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 67.3 67.6 78.4 52.5 67.2 67.5 77.8
Old : 52.5 67.3 67.6 78.4 52.5 67.2 67.5 77.8
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, January 16, 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 : 266,411: 85,688 55,398 26,801 112,596 156,550 225,085 238,749: 41,325 27,662
Old : 266,411: 85,688 55,398 26,801 112,596 156,550 225,085 238,749: 41,325 27,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 31,356: -550 -3,404 7,645 24,942 25,566 32,038 29,808: -682 1,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 20.8 10.1 42.3 58.8 84.5 89.6: 15.5 10.4
Old : 100.0: 32.2 20.8 10.1 42.3 58.8 84.5 89.6: 15.5 10.4
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 : 131: 52 26 24 32 42 95 81:
Old : 131: 52 26 24 32 42 95 81:
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 : 24.0 38.7 33.3 49.6 23.1 37.2 29.8 45.0
Old : 24.0 38.7 33.3 49.6 23.1 37.2 29.8 45.0
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, January 16, 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 : 267,386: 36,413 158,501 18,689 183,098 56,801 238,200 233,991: 29,185 33,394
Old : 267,386: 36,413 158,501 18,689 183,098 56,801 238,200 233,991: 29,185 33,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 12,613: -503 -5,205 5,098 260 16,214 4,854 16,107: 7,758 -3,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 59.3 7.0 68.5 21.2 89.1 87.5: 10.9 12.5
Old : 100.0: 13.6 59.3 7.0 68.5 21.2 89.1 87.5: 10.9 12.5
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 : 123: 24 45 26 36 42 81 92:
Old : 123: 24 45 26 36 42 81 92:
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 : 46.3 35.7 55.5 45.7 45.8 35.6 53.9 45.6
Old : 46.3 35.7 55.5 45.7 45.8 35.6 53.9 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 689,429: 244,054 105,706 69,598 274,842 452,416 588,495 627,721: 100,935 61,709
Old : 689,429: 244,054 105,706 69,598 274,842 452,416 588,495 627,721: 100,935 61,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 58,300: 3,455 7,576 18,550 26,457 22,471 48,462 48,596: 9,838 9,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 15.3 10.1 39.9 65.6 85.4 91.0: 14.6 9.0
Old : 100.0: 35.4 15.3 10.1 39.9 65.6 85.4 91.0: 14.6 9.0
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 : 275: 119 54 65 80 66 219 165:
Old : 275: 119 54 65 80 66 219 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 39.2 28.0 52.8 18.7 39.0 26.9 52.3
Old : 19.1 39.2 28.0 52.8 18.7 39.0 26.9 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 39,084: 14,595 6,653 187 10,088 28,083 24,870 34,923: 14,214 4,161
Old : 39,084: 14,595 6,653 187 10,088 28,083 24,870 34,923: 14,214 4,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 275: -1,428 1,419 -682 1,175 -696 -935 41: 1,210 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 17.0 0.5 25.8 71.9 63.6 89.4: 36.4 10.6
Old : 100.0: 37.3 17.0 0.5 25.8 71.9 63.6 89.4: 36.4 10.6
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 : 30: 9 6 4 12 10 23 18:
Old : 30: 9 6 4 12 10 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 74.1 43.8 83.3 32.6 72.1 41.6 80.5
Old : 34.2 74.1 43.8 83.3 32.6 72.1 41.6 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 28,760: 11,589 8,343 145 7,119 16,012 18,853 24,500: 9,907 4,260
Old : 28,760: 11,589 8,343 145 7,119 16,012 18,853 24,500: 9,907 4,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 29.0 0.5 24.8 55.7 65.6 85.2: 34.4 14.8
Old : 100.0: 40.3 29.0 0.5 24.8 55.7 65.6 85.2: 34.4 14.8
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 : 20: 6 4 4 9 6 17 12:
Old : 20: 6 4 4 9 6 17 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 : 41.6 70.6 55.7 83.8 41.2 67.5 54.7 78.8
Old : 41.6 70.6 55.7 83.8 41.2 67.5 54.7 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 31,875: 21,219 10,012 111 8,816 21,081 30,146 31,204: 1,729 671
Old : 31,875: 21,219 10,012 111 8,816 21,081 30,146 31,204: 1,729 671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 6,169: 5,749 -208 -86 470 6,535 6,133 6,241: 36 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 31.4 0.3 27.7 66.1 94.6 97.9: 5.4 2.1
Old : 100.0: 66.6 31.4 0.3 27.7 66.1 94.6 97.9: 5.4 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 : 37: 15 10 2 6 8 23 18:
Old : 37: 15 10 2 6 8 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 83.6 86.6 90.4 73.1 79.0 83.2 85.8
Old : 73.1 83.6 86.6 90.4 73.1 79.0 83.2 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 46,780: 17,795 25,786 861 23,916 16,189 42,572 42,836: 4,208 3,944
Old : 46,780: 17,795 25,786 861 23,916 16,189 42,572 42,836: 4,208 3,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,261: 491 -2,535 667 -644 3,559 514 1,691: 747 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 55.1 1.8 51.1 34.6 91.0 91.6: 9.0 8.4
Old : 100.0: 38.0 55.1 1.8 51.1 34.6 91.0 91.6: 9.0 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 36 30 4 11 13 49 46:
Old : 87: 36 30 4 11 13 49 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 37.9 66.5 59.1 54.0 37.9 66.5 59.1
Old : 54.0 37.9 66.5 59.1 54.0 37.9 66.5 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 13,117: 11,662 2,909 191 0 9,112 11,853 12,212: 1,264 905
Old : 13,117: 11,662 2,909 191 0 9,112 11,853 12,212: 1,264 905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 588: 600 742 -97 0 122 503 767: 85 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 22.2 1.5 0.0 69.5 90.4 93.1: 9.6 6.9
Old : 100.0: 88.9 22.2 1.5 0.0 69.5 90.4 93.1: 9.6 6.9
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 : 25: 14 4 1 0 7 14 12:
Old : 25: 14 4 1 0 7 14 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 : 72.4 71.1 84.3 88.2 72.4 71.1 82.8 88.2
Old : 72.4 71.1 84.3 88.2 72.4 71.1 82.8 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 :24,922,760: 1,267,097 3,525,358 11,243,774 11,838,190 8,738,162 24,349,062 23,507,294: 573,699 1,415,466
Old :24,922,760: 1,267,097 3,525,358 11,243,774 11,838,190 8,738,162 24,349,062 23,507,294: 573,699 1,415,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 182,134: 143,769 231,836 34,586 -2,626 -105,828 175,730 160,594: 6,404 21,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 14.1 45.1 47.5 35.1 97.7 94.3: 2.3 5.7
Old : 100.0: 5.1 14.1 45.1 47.5 35.1 97.7 94.3: 2.3 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 : 323: 55 118 134 121 135 261 314:
Old : 323: 55 118 134 121 135 261 314:
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 : 30.5 21.1 44.2 34.3 19.5 9.7 24.1 12.7
Old : 30.5 21.1 44.2 34.3 19.5 9.7 24.1 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,033,314: 116,386 91,921 193,170 614,877 650,199 924,432 935,290: 108,881 98,024
Old : 1,033,314: 116,386 91,921 193,170 614,877 650,199 924,432 935,290: 108,881 98,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 75,517: 5,558 -4,883 34,923 35,752 48,138 76,233 78,178: -716 -2,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 8.9 18.7 59.5 62.9 89.5 90.5: 10.5 9.5
Old : 100.0: 11.3 8.9 18.7 59.5 62.9 89.5 90.5: 10.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 224 148 220 255 266 563 551:
Old : 722: 224 148 220 255 266 563 551:
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 : 15.5 13.2 24.8 22.9 11.2 8.8 16.2 14.2
Old : 15.5 13.2 24.8 22.9 11.2 8.8 16.2 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 160,305: 5,593 8,610 39,297 80,454 85,845 125,344 133,752: 34,961 26,553
Old : 160,305: 5,593 8,610 39,297 80,454 85,845 125,344 133,752: 34,961 26,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 23,352: 747 -487 9,692 13,231 18,876 23,670 28,082: -319 -4,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 5.4 24.5 50.2 53.6 78.2 83.4: 21.8 16.6
Old : 100.0: 3.5 5.4 24.5 50.2 53.6 78.2 83.4: 21.8 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 16 14 27 29 32 58 61:
Old : 69: 16 14 27 29 32 58 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 25.8 36.2 40.9 11.7 13.6 18.1 20.3
Old : 20.9 25.8 36.2 40.9 11.7 13.6 18.1 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 4,365,042: 579,234 441,822 744,094 2,672,113 2,821,772 3,995,441 4,007,689: 369,601 357,353
Old : 4,365,042: 579,234 441,822 744,094 2,672,113 2,821,772 3,995,441 4,007,689: 369,601 357,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 260,827: 28,326 -17,707 121,881 112,606 146,308 262,813 250,483: -1,986 10,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 10.1 17.0 61.2 64.6 91.5 91.8: 8.5 8.2
Old : 100.0: 13.3 10.1 17.0 61.2 64.6 91.5 91.8: 8.5 8.2
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 : 705: 217 142 209 249 262 544 535:
Old : 705: 217 142 209 249 262 544 535:
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 : 15.9 13.5 25.8 22.7 13.2 10.6 19.1 17.7
Old : 15.9 13.5 25.8 22.7 13.2 10.6 19.1 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 33,799: 13,662 0 0 16,740 33,350 30,402 33,350: 3,397 449
Old : 33,799: 13,662 0 0 16,740 33,350 30,402 33,350: 3,397 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -2: -260 0 0 264 -49 4 -49: -6 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 0.0 0.0 49.5 98.7 89.9 98.7: 10.1 1.3
Old : 100.0: 40.4 0.0 0.0 49.5 98.7 89.9 98.7: 10.1 1.3
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 : 25: 8 0 0 9 9 17 9:
Old : 25: 8 0 0 9 9 17 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 83.1 76.1 97.0 59.7 83.1 75.6 96.5
Old : 59.7 83.1 76.1 97.0 59.7 83.1 75.6 96.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 12,430: 3,915 1,183 0 7,383 10,786 11,298 11,969: 1,132 461
Old : 12,430: 3,915 1,183 0 7,383 10,786 11,298 11,969: 1,132 461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 9.5 0.0 59.4 86.8 90.9 96.3: 9.1 3.7
Old : 100.0: 31.5 9.5 0.0 59.4 86.8 90.9 96.3: 9.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 1 0 7 9 11 10:
Old : 20: 4 1 0 7 9 11 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 57.3 84.5 90.5 51.8 55.6 72.9 81.5
Old : 57.2 57.3 84.5 90.5 51.8 55.6 72.9 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 25,496: 0 671 0 24,135 23,878 24,135 24,549: 1,361 947
Old : 25,496: 0 671 0 24,135 23,878 24,135 24,549: 1,361 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 486: 0 -310 0 413 919 413 609: 73 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.0 94.7 93.7 94.7 96.3: 5.3 3.7
Old : 100.0: 0.0 2.6 0.0 94.7 93.7 94.7 96.3: 5.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 11 11 11 13:
Old : 23: 0 2 0 11 11 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 76.2 90.5 90.6 75.3 76.2 90.2 90.6
Old : 75.3 76.2 90.5 90.6 75.3 76.2 90.2 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 90,011: 23,270 2,210 740 52,702 83,584 76,712 86,534: 13,299 3,477
Old : 90,011: 23,270 2,210 740 52,702 83,584 76,712 86,534: 13,299 3,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -860: 279 -666 -115 -652 -155 -488 -936: -372 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 2.5 0.8 58.6 92.9 85.2 96.1: 14.8 3.9
Old : 100.0: 25.9 2.5 0.8 58.6 92.9 85.2 96.1: 14.8 3.9
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 : 85: 16 5 7 45 33 61 45:
Old : 85: 16 5 7 45 33 61 45:
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 : 35.2 48.0 48.2 67.5 35.2 48.0 47.5 67.0
Old : 35.2 48.0 48.2 67.5 35.2 48.0 47.5 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 58,546: 19,886 14,483 3,237 27,918 33,223 51,040 50,942: 7,506 7,604
Old : 58,546: 19,886 14,483 3,237 27,918 33,223 51,040 50,942: 7,506 7,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 3,632: 1,529 -366 119 1,844 4,000 3,492 3,754: 139 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 24.7 5.5 47.7 56.7 87.2 87.0: 12.8 13.0
Old : 100.0: 34.0 24.7 5.5 47.7 56.7 87.2 87.0: 12.8 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 85 71 39 72 86 177 176:
Old : 280: 85 71 39 72 86 177 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 17.1 36.6 28.0 26.2 16.2 36.5 27.1
Old : 26.2 17.1 36.6 28.0 26.2 16.2 36.5 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 292,732: 99,428 72,413 16,184 139,588 166,114 255,200 254,711: 37,532 38,021
Old : 292,732: 99,428 72,413 16,184 139,588 166,114 255,200 254,711: 37,532 38,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 18,158: 7,646 -1,828 597 9,219 19,999 17,462 18,768: 696 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 24.7 5.5 47.7 56.7 87.2 87.0: 12.8 13.0
Old : 100.0: 34.0 24.7 5.5 47.7 56.7 87.2 87.0: 12.8 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 85 71 39 72 86 177 176:
Old : 280: 85 71 39 72 86 177 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 17.1 36.6 28.0 26.2 16.2 36.5 27.1
Old : 26.2 17.1 36.6 28.0 26.2 16.2 36.5 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 144,447: 49,891 39,028 13,256 51,014 67,029 114,161 119,313: 30,286 25,133
Old : 144,447: 49,891 39,028 13,256 51,014 67,029 114,161 119,313: 30,286 25,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 4,772: -2,801 -6,523 2,189 7,136 9,526 6,524 5,192: -1,753 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 27.0 9.2 35.3 46.4 79.0 82.6: 21.0 17.4
Old : 100.0: 34.5 27.0 9.2 35.3 46.4 79.0 82.6: 21.0 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 38 26 23 27 26 74 66:
Old : 101: 38 26 23 27 26 74 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 : 21.0 29.1 32.2 42.5 20.6 27.0 31.4 39.3
Old : 21.0 29.1 32.2 42.5 20.6 27.0 31.4 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 566,053: 175,811 134,361 11,055 357,811 408,040 544,677 553,457: 21,376 12,596
Old : 566,053: 175,811 134,361 11,055 357,811 408,040 544,677 553,457: 21,376 12,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -16,566: -486 -4,773 -212 -14,490 -8,489 -15,188 -13,474: -1,378 -3,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 23.7 2.0 63.2 72.1 96.2 97.8: 3.8 2.2
Old : 100.0: 31.1 23.7 2.0 63.2 72.1 96.2 97.8: 3.8 2.2
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 : 301: 74 46 29 115 111 204 171:
Old : 301: 74 46 29 115 111 204 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 35.7 32.4 50.4 19.9 35.7 30.8 49.4
Old : 20.8 35.7 32.4 50.4 19.9 35.7 30.8 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 47,198: 15,480 17,895 359 22,033 25,728 37,872 43,982: 9,326 3,216
Old : 47,198: 15,480 17,895 359 22,033 25,728 37,872 43,982: 9,326 3,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 878: 1,332 -777 -154 -391 1,933 787 1,002: 91 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 37.9 0.8 46.7 54.5 80.2 93.2: 19.8 6.8
Old : 100.0: 32.8 37.9 0.8 46.7 54.5 80.2 93.2: 19.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 21 7 2 14 9 36 17:
Old : 47: 21 7 2 14 9 36 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 : 37.5 79.3 51.3 87.7 37.5 79.3 51.3 87.6
Old : 37.5 79.3 51.3 87.7 37.5 79.3 51.3 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 58,165: 20,769 14,386 1,589 27,201 16,419 49,559 32,394: 8,606 25,771
Old : 58,165: 20,769 14,386 1,589 27,201 16,419 49,559 32,394: 8,606 25,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -3,707: -2,215 -654 175 -995 122 -3,035 -357: -672 -3,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 24.7 2.7 46.8 28.2 85.2 55.7: 14.8 44.3
Old : 100.0: 35.7 24.7 2.7 46.8 28.2 85.2 55.7: 14.8 44.3
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 : 80: 21 19 5 29 22 53 43:
Old : 80: 21 19 5 29 22 53 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 : 32.8 15.6 45.4 26.3 31.7 15.1 44.2 25.6
Old : 32.8 15.6 45.4 26.3 31.7 15.1 44.2 25.6
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, January 16, 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 : 93,553: 14,842 2,010 24,431 54,236 67,112 93,509 93,553: 44 0
Old : 93,553: 14,842 2,010 24,431 54,236 67,112 93,509 93,553: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -30: 4,230 0 -1,000 -3,260 970 -30 -30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 2.1 26.1 58.0 71.7 100.0 100.0: 0.0 0.0
Old : 100.0: 15.9 2.1 26.1 58.0 71.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 1 1 14 16 22 18:
Old : 31: 8 1 1 14 16 22 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 : 90.4 79.7 96.0 92.7 31.1 25.5 33.2 32.4
Old : 90.4 79.7 96.0 92.7 31.1 25.5 33.2 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2018