MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 17,398: 2,320 4,480 360 14,598 12,438 17,278 17,278: 120 120
Old : 17,398: 2,320 4,480 360 14,598 12,438 17,278 17,278: 120 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 900: -240 240 0 1,140 660 900 900: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 25.8 2.1 83.9 71.5 99.3 99.3: 0.7 0.7
Old : 100.0: 13.3 25.8 2.1 83.9 71.5 99.3 99.3: 0.7 0.7
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: 1 10 1 5 8 7 18:
Old : 20: 1 10 1 5 8 7 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 : 92.8 62.8 99.3 84.5 66.9 40.2 66.9 57.0
Old : 92.8 62.8 99.3 84.5 66.9 40.2 66.9 57.0
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 10,365: 782 1,538 1,691 6,834 5,976 9,306 9,204: 1,059 1,161
Old : 10,365: 782 1,538 1,691 6,834 5,976 9,306 9,204: 1,059 1,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 398: 66 124 12 234 182 312 318: 86 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 14.8 16.3 65.9 57.7 89.8 88.8: 10.2 11.2
Old : 100.0: 7.5 14.8 16.3 65.9 57.7 89.8 88.8: 10.2 11.2
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 : 45: 6 13 12 21 19 34 37:
Old : 45: 6 13 12 21 19 34 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 39.4 53.8 55.8 35.0 36.7 48.4 46.4
Old : 36.6 39.4 53.8 55.8 35.0 36.7 48.4 46.4
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 45,193: 12,542 5,297 14,126 14,359 15,508 41,027 34,932: 4,166 10,261
Old : 45,193: 12,542 5,297 14,126 14,359 15,508 41,027 34,932: 4,166 10,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 1,879: 715 280 1,031 123 808 1,870 2,120: 9 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 11.7 31.3 31.8 34.3 90.8 77.3: 9.2 22.7
Old : 100.0: 27.8 11.7 31.3 31.8 34.3 90.8 77.3: 9.2 22.7
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: 24 18 26 34 30 70 62:
Old : 82: 24 18 26 34 30 70 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 : 31.4 28.5 51.5 46.7 27.5 21.3 35.5 26.4
Old : 31.4 28.5 51.5 46.7 27.5 21.3 35.5 26.4
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 13,222: 963 510 3,018 8,382 8,428 12,364 11,956: 858 1,266
Old : 13,222: 963 510 3,018 8,382 8,428 12,364 11,956: 858 1,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 328: 26 -44 87 150 125 263 168: 64 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 3.9 22.8 63.4 63.7 93.5 90.4: 6.5 9.6
Old : 100.0: 7.3 3.9 22.8 63.4 63.7 93.5 90.4: 6.5 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: 6 9 11 25 20 38 33:
Old : 42: 6 9 11 25 20 38 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 : 29.6 29.0 49.9 51.3 22.3 24.7 38.3 35.1
Old : 29.6 29.0 49.9 51.3 22.3 24.7 38.3 35.1
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 294,449: 64,378 52,185 96,337 108,472 103,800 269,187 252,322: 25,263 42,127
Old : 273,092: 56,317 53,827 89,570 103,943 90,994 249,829 234,391: 23,263 38,702
Other: 21,357: 11,222 1,519 3,606 4,529 12,806 19,357 17,932: 2,000 3,425
: : :
: : Changes in Commitments from: March 13, 2018 :
: 12,402: 1,419 3,228 11,022 204 -2,529 12,644 11,720: -243 682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 17.7 32.7 36.8 35.3 91.4 85.7: 8.6 14.3
Old : 100.0: 20.6 19.7 32.8 38.1 33.3 91.5 85.8: 8.5 14.2
Other: 100.0: 52.5 7.1 16.9 21.2 60.0 90.6 84.0: 9.4 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 115 95 136 90 89 270 265:
Old : 323: 108 102 132 90 87 265 262:
Other: 111: 29 17 22 37 53 76 82:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 12.8 22.6 20.1 12.5 11.7 21.3 17.0
Old : 13.9 12.4 23.3 19.6 13.3 11.2 22.2 16.0
Other: 36.9 35.3 49.2 47.9 36.5 33.8 46.7 42.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 419,916: 122,571 34,785 110,410 152,498 215,524 385,479 360,720: 34,437 59,196
Old : 419,916: 122,571 34,785 110,410 152,498 215,524 385,479 360,720: 34,437 59,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 878: -10,271 6,869 8,684 1,674 -12,488 87 3,065: 791 -2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 8.3 26.3 36.3 51.3 91.8 85.9: 8.2 14.1
Old : 100.0: 29.2 8.3 26.3 36.3 51.3 91.8 85.9: 8.2 14.1
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 : 456: 152 98 164 140 165 368 369:
Old : 456: 152 98 164 140 165 368 369:
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 14.6 25.4 21.8 15.0 14.3 25.0 20.7
Old : 15.1 14.6 25.4 21.8 15.0 14.3 25.0 20.7
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,127: 3,645 1,264 801 1,140 3,682 5,586 5,747: 1,541 1,380
Old : 7,127: 3,645 1,264 801 1,140 3,682 5,586 5,747: 1,541 1,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 241: 112 62 78 196 154 387 295: -146 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 17.7 11.2 16.0 51.7 78.4 80.6: 21.6 19.4
Old : 100.0: 51.1 17.7 11.2 16.0 51.7 78.4 80.6: 21.6 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 : 72: 33 10 11 16 21 54 40:
Old : 72: 33 10 11 16 21 54 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 32.3 41.8 53.6 29.0 30.9 39.6 50.1
Old : 30.3 32.3 41.8 53.6 29.0 30.9 39.6 50.1
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 67,655: 17,675 12,991 20,283 17,966 13,874 55,924 47,148: 11,731 20,507
Old : 67,655: 17,675 12,991 20,283 17,966 13,874 55,924 47,148: 11,731 20,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 2,916: -697 2,152 2,175 1,104 -636 2,581 3,691: 335 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 19.2 30.0 26.6 20.5 82.7 69.7: 17.3 30.3
Old : 100.0: 26.1 19.2 30.0 26.6 20.5 82.7 69.7: 17.3 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 : 241: 67 61 78 68 77 182 183:
Old : 241: 67 61 78 68 77 182 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 12.2 25.1 20.8 14.3 9.3 20.8 13.9
Old : 14.6 12.2 25.1 20.8 14.3 9.3 20.8 13.9
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 4,115: 270 2,871 240 2,493 688 3,003 3,799: 1,112 316
Old : 4,115: 270 2,871 240 2,493 688 3,003 3,799: 1,112 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -18: 0 64 -31 3 -38 -28 -5: 10 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 69.8 5.8 60.6 16.7 73.0 92.3: 27.0 7.7
Old : 100.0: 6.6 69.8 5.8 60.6 16.7 73.0 92.3: 27.0 7.7
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 : 24: 4 7 5 13 6 21 14:
Old : 24: 4 7 5 13 6 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 72.7 55.0 86.7 37.7 72.0 53.2 82.6
Old : 37.7 72.7 55.0 86.7 37.7 72.0 53.2 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 40,848: 2,014 11,635 7,276 30,518 17,564 39,808 36,476: 1,040 4,373
Old : 40,848: 2,014 11,635 7,276 30,518 17,564 39,808 36,476: 1,040 4,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -366: 33 224 -303 -99 23 -369 -56: 3 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 28.5 17.8 74.7 43.0 97.5 89.3: 2.5 10.7
Old : 100.0: 4.9 28.5 17.8 74.7 43.0 97.5 89.3: 2.5 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 : 75: 13 18 14 30 37 52 60:
Old : 75: 13 18 14 30 37 52 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 : 53.5 31.5 74.8 52.8 49.9 28.8 61.5 42.8
Old : 53.5 31.5 74.8 52.8 49.9 28.8 61.5 42.8
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 28,873: 18,823 256 48 8,079 27,690 26,950 27,994: 1,923 879
Old : 28,873: 18,823 256 48 8,079 27,690 26,950 27,994: 1,923 879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -18,524: -3,470 0 -8 -14,700 -18,256 -18,178 -18,264: -346 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 0.9 0.2 28.0 95.9 93.3 97.0: 6.7 3.0
Old : 100.0: 65.2 0.9 0.2 28.0 95.9 93.3 97.0: 6.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 14 2 1 4 5 18 8:
Old : 25: 14 2 1 4 5 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 92.0 84.2 97.0 73.0 92.0 84.2 96.8
Old : 73.0 92.0 84.2 97.0 73.0 92.0 84.2 96.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 204,712: 77,749 49,456 21,405 71,503 98,234 170,657 169,096: 34,055 35,616
Old : 204,712: 77,749 49,456 21,405 71,503 98,234 170,657 169,096: 34,055 35,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 29,967: 17,786 11,805 590 14,530 14,508 32,907 26,903: -2,940 3,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 24.2 10.5 34.9 48.0 83.4 82.6: 16.6 17.4
Old : 100.0: 38.0 24.2 10.5 34.9 48.0 83.4 82.6: 16.6 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 : 98: 21 35 24 32 30 69 73:
Old : 98: 21 35 24 32 30 69 73:
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 : 35.0 28.7 47.5 39.7 34.8 24.0 42.4 32.1
Old : 35.0 28.7 47.5 39.7 34.8 24.0 42.4 32.1
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 44,739: 17,431 25,677 145 15,432 4,555 33,008 30,377: 11,731 14,362
Old : 44,739: 17,431 25,677 145 15,432 4,555 33,008 30,377: 11,731 14,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -18,881: 241 1,915 -2,673 -13,797 -17,453 -16,229 -18,211: -2,652 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 57.4 0.3 34.5 10.2 73.8 67.9: 26.2 32.1
Old : 100.0: 39.0 57.4 0.3 34.5 10.2 73.8 67.9: 26.2 32.1
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 : 45: 13 14 2 11 8 25 23:
Old : 45: 13 14 2 11 8 25 23:
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 : 30.0 37.0 47.8 50.8 30.0 37.0 47.8 50.8
Old : 30.0 37.0 47.8 50.8 30.0 37.0 47.8 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 183,454: 105,856 39,102 1,551 69,104 138,729 176,511 179,382: 6,943 4,072
Old : 183,454: 105,856 39,102 1,551 69,104 138,729 176,511 179,382: 6,943 4,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -13,576: -8,121 12,038 -3,103 -1,508 -22,431 -12,732 -13,496: -843 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 21.3 0.8 37.7 75.6 96.2 97.8: 3.8 2.2
Old : 100.0: 57.7 21.3 0.8 37.7 75.6 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 : 149: 78 35 8 13 27 94 67:
Old : 149: 78 35 8 13 27 94 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 65.2 61.0 74.1 43.9 65.2 60.9 74.1
Old : 43.9 65.2 61.0 74.1 43.9 65.2 60.9 74.1
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 201,793: 71,508 47,122 23,827 69,363 106,874 164,699 177,823: 37,094 23,969
Old : 201,793: 71,508 47,122 23,827 69,363 106,874 164,699 177,823: 37,094 23,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -43,885: 3,608 -12,050 -3,115 -43,106 -27,230 -42,613 -42,394: -1,273 -1,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 23.4 11.8 34.4 53.0 81.6 88.1: 18.4 11.9
Old : 100.0: 35.4 23.4 11.8 34.4 53.0 81.6 88.1: 18.4 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 : 124: 50 21 22 33 45 91 80:
Old : 124: 50 21 22 33 45 91 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 32.6 32.4 43.8 20.9 32.3 28.1 42.2
Old : 22.0 32.6 32.4 43.8 20.9 32.3 28.1 42.2
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 191,584: 47,459 69,185 24,058 85,455 68,102 156,972 161,346: 34,612 30,238
Old : 191,584: 47,459 69,185 24,058 85,455 68,102 156,972 161,346: 34,612 30,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -118,277: 1,207 -56,565 2,492 -118,094 -64,617 -114,395 -118,691: -3,881 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 36.1 12.6 44.6 35.5 81.9 84.2: 18.1 15.8
Old : 100.0: 24.8 36.1 12.6 44.6 35.5 81.9 84.2: 18.1 15.8
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 : 122: 41 30 30 41 36 96 82:
Old : 122: 41 30 30 41 36 96 82:
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 : 20.2 33.3 29.0 48.0 18.9 32.3 26.1 43.9
Old : 20.2 33.3 29.0 48.0 18.9 32.3 26.1 43.9
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 570,580: 214,957 88,928 49,059 218,796 379,879 482,812 517,865: 87,768 52,714
Old : 570,580: 214,957 88,928 49,059 218,796 379,879 482,812 517,865: 87,768 52,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -83,577: -15,596 -3,338 -13,066 -38,398 -45,462 -67,059 -61,865: -16,518 -21,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 15.6 8.6 38.3 66.6 84.6 90.8: 15.4 9.2
Old : 100.0: 37.7 15.6 8.6 38.3 66.6 84.6 90.8: 15.4 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 : 282: 114 64 65 78 67 212 178:
Old : 282: 114 64 65 78 67 212 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 44.2 24.2 54.2 16.2 43.9 22.8 53.5
Old : 16.9 44.2 24.2 54.2 16.2 43.9 22.8 53.5
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 34,511: 10,589 5,649 26 9,019 25,594 19,634 31,269: 14,877 3,242
Old : 34,511: 10,589 5,649 26 9,019 25,594 19,634 31,269: 14,877 3,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -5,184: -1,707 -2,972 -713 -429 119 -2,849 -3,566: -2,335 -1,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 16.4 0.1 26.1 74.2 56.9 90.6: 43.1 9.4
Old : 100.0: 30.7 16.4 0.1 26.1 74.2 56.9 90.6: 43.1 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 5 3 9 9 19 15:
Old : 25: 8 5 3 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 : 32.3 77.2 43.0 86.0 30.7 77.1 41.3 85.0
Old : 32.3 77.2 43.0 86.0 30.7 77.1 41.3 85.0
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 22,821: 4,635 17,130 233 15,675 4,440 20,543 21,803: 2,278 1,018
Old : 22,821: 4,635 17,130 233 15,675 4,440 20,543 21,803: 2,278 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 171: 790 -33 233 -837 -174 186 26: -15 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 75.1 1.0 68.7 19.5 90.0 95.5: 10.0 4.5
Old : 100.0: 20.3 75.1 1.0 68.7 19.5 90.0 95.5: 10.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 12 6 1 5 4 17 11:
Old : 26: 12 6 1 5 4 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 88.4 83.4 93.7 75.6 86.8 83.1 91.9
Old : 75.6 88.4 83.4 93.7 75.6 86.8 83.1 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 44,482: 31,078 11,452 429 7,641 28,418 39,148 40,299: 5,334 4,183
Old : 44,482: 31,078 11,452 429 7,641 28,418 39,148 40,299: 5,334 4,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -22,390: -3,611 -26,053 140 -18,389 3,614 -21,860 -22,299: -530 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 25.7 1.0 17.2 63.9 88.0 90.6: 12.0 9.4
Old : 100.0: 69.9 25.7 1.0 17.2 63.9 88.0 90.6: 12.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 42 22 6 9 10 53 36:
Old : 82: 42 22 6 9 10 53 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 : 37.8 61.6 54.7 73.1 37.8 60.3 54.7 71.1
Old : 37.8 61.6 54.7 73.1 37.8 60.3 54.7 71.1
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 11,272: 9,331 1,983 482 0 8,032 9,813 10,497: 1,459 775
Old : 11,272: 9,331 1,983 482 0 8,032 9,813 10,497: 1,459 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -400: -108 158 -10 -203 -468 -321 -320: -79 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 17.6 4.3 0.0 71.3 87.1 93.1: 12.9 6.9
Old : 100.0: 82.8 17.6 4.3 0.0 71.3 87.1 93.1: 12.9 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 : 21: 9 8 1 0 4 9 13:
Old : 21: 9 8 1 0 4 9 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 : 78.7 75.9 86.0 86.7 77.0 75.1 82.4 84.0
Old : 78.7 75.9 86.0 86.7 77.0 75.1 82.4 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :32,080,832: 819,217 3,739,362 16,090,506 14,545,857 10,869,503 31,455,579 30,699,372: 625,253 1,381,460
Old :32,080,832: 819,217 3,739,362 16,090,506 14,545,857 10,869,503 31,455,579 30,699,372: 625,253 1,381,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
:-3,733,877: 29,228 136,284 -2,595,244 -1,127,219 -1,194,105 -3,693,234 -3,653,064: -40,644 -80,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 11.7 50.2 45.3 33.9 98.1 95.7: 1.9 4.3
Old : 100.0: 2.6 11.7 50.2 45.3 33.9 98.1 95.7: 1.9 4.3
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 : 341: 53 136 156 123 137 290 328:
Old : 341: 53 136 156 123 137 290 328:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 19.1 42.4 34.5 18.5 9.8 22.0 12.2
Old : 26.4 19.1 42.4 34.5 18.5 9.8 22.0 12.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 749,405: 97,390 78,705 112,139 452,702 482,978 662,231 673,822: 87,174 75,583
Old : 749,405: 97,390 78,705 112,139 452,702 482,978 662,231 673,822: 87,174 75,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -308,572: -15,920 -22,934 -51,571 -224,365 -208,599 -291,857 -283,104: -16,715 -25,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.5 15.0 60.4 64.4 88.4 89.9: 11.6 10.1
Old : 100.0: 13.0 10.5 15.0 60.4 64.4 88.4 89.9: 11.6 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 : 629: 169 127 147 249 251 480 463:
Old : 629: 169 127 147 249 251 480 463:
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 : 13.5 12.3 22.6 21.7 8.4 10.4 14.5 17.7
Old : 13.5 12.3 22.6 21.7 8.4 10.4 14.5 17.7
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 56,276: 4,579 2,984 11,159 20,468 20,891 36,205 35,034: 20,070 21,242
Old : 56,276: 4,579 2,984 11,159 20,468 20,891 36,205 35,034: 20,070 21,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -67,895: -1,307 -13,462 -7,828 -52,984 -40,208 -62,118 -61,498: -5,777 -6,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 5.3 19.8 36.4 37.1 64.3 62.3: 35.7 37.7
Old : 100.0: 8.1 5.3 19.8 36.4 37.1 64.3 62.3: 35.7 37.7
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 : 56: 12 15 22 24 24 49 48:
Old : 56: 12 15 22 24 24 49 48:
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 : 20.2 22.2 33.5 37.0 17.0 19.9 24.9 27.6
Old : 20.2 22.2 33.5 37.0 17.0 19.9 24.9 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 25,085: 0 1,624 0 23,804 22,962 23,804 24,586: 1,281 499
Old : 25,085: 0 1,624 0 23,804 22,962 23,804 24,586: 1,281 499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -7,987: 0 0 0 -7,916 -7,951 -7,916 -7,951: -71 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.0 94.9 91.5 94.9 98.0: 5.1 2.0
Old : 100.0: 0.0 6.5 0.0 94.9 91.5 94.9 98.0: 5.1 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 : 20: 0 2 0 9 11 9 13:
Old : 20: 0 2 0 9 11 9 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 : 88.8 82.1 94.7 92.0 88.8 82.0 93.5 91.9
Old : 88.8 82.1 94.7 92.0 88.8 82.0 93.5 91.9
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 11,184: 1,822 0 0 7,560 10,685 9,382 10,685: 1,802 499
Old : 11,184: 1,822 0 0 7,560 10,685 9,382 10,685: 1,802 499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -4,448: 372 0 0 -4,373 -4,388 -4,001 -4,388: -447 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 0.0 0.0 67.6 95.5 83.9 95.5: 16.1 4.5
Old : 100.0: 16.3 0.0 0.0 67.6 95.5 83.9 95.5: 16.1 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 0 10 10 13 10:
Old : 20: 3 0 0 10 10 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 66.4 70.3 92.0 41.7 65.5 66.2 88.7
Old : 45.9 66.4 70.3 92.0 41.7 65.5 66.2 88.7
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,465,646: 474,038 388,585 494,922 2,161,169 2,310,433 3,130,129 3,193,940: 335,517 271,706
Old : 3,465,646: 474,038 388,585 494,922 2,161,169 2,310,433 3,130,129 3,193,940: 335,517 271,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
:-1,203,383: -122,667 -96,955 -169,120 -856,906 -841,954 -1,148,693 -1,108,029: -54,690 -95,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 11.2 14.3 62.4 66.7 90.3 92.2: 9.7 7.8
Old : 100.0: 13.7 11.2 14.3 62.4 66.7 90.3 92.2: 9.7 7.8
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 : 617: 163 123 141 244 250 466 455:
Old : 617: 163 123 141 244 250 466 455:
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 : 14.0 12.6 23.2 22.2 9.1 11.3 15.7 18.8
Old : 14.0 12.6 23.2 22.2 9.1 11.3 15.7 18.8
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 28,224: 14,270 0 0 11,161 27,763 25,431 27,763: 2,793 461
Old : 28,224: 14,270 0 0 11,161 27,763 25,431 27,763: 2,793 461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -5,755: 849 0 0 -6,202 -5,411 -5,353 -5,411: -402 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 0.0 0.0 39.5 98.4 90.1 98.4: 9.9 1.6
Old : 100.0: 50.6 0.0 0.0 39.5 98.4 90.1 98.4: 9.9 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 0 0 7 11 17 11:
Old : 26: 10 0 0 7 11 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 73.8 74.6 94.5 54.8 73.8 71.8 93.0
Old : 57.4 73.8 74.6 94.5 54.8 73.8 71.8 93.0
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 10,650: 2,494 1,108 0 6,757 9,127 9,251 10,235: 1,399 415
Old : 10,650: 2,494 1,108 0 6,757 9,127 9,251 10,235: 1,399 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -7,893: -18 0 0 -7,706 -7,020 -7,724 -7,020: -169 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 10.4 0.0 63.4 85.7 86.9 96.1: 13.1 3.9
Old : 100.0: 23.4 10.4 0.0 63.4 85.7 86.9 96.1: 13.1 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 : 21: 3 1 0 8 11 11 12:
Old : 21: 3 1 0 8 11 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 45.6 82.1 77.7 53.3 45.2 74.7 75.4
Old : 60.8 45.6 82.1 77.7 53.3 45.2 74.7 75.4
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 21,193: 0 1,785 0 20,239 18,629 20,239 20,414: 954 779
Old : 21,193: 0 1,785 0 20,239 18,629 20,239 20,414: 954 779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -10,892: 0 0 0 -6,667 -10,680 -6,667 -10,680: -4,225 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 0.0 95.5 87.9 95.5 96.3: 4.5 3.7
Old : 100.0: 0.0 8.4 0.0 95.5 87.9 95.5 96.3: 4.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 10 10 10 12:
Old : 21: 0 2 0 10 10 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 78.9 93.0 91.0 74.6 78.9 93.0 90.8
Old : 74.6 78.9 93.0 91.0 74.6 78.9 93.0 90.8
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 79,891: 16,389 3,108 928 51,609 71,565 68,926 75,601: 10,965 4,290
Old : 79,891: 16,389 3,108 928 51,609 71,565 68,926 75,601: 10,965 4,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -9,925: 216 -619 54 -9,521 -9,089 -9,251 -9,654: -674 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.9 1.2 64.6 89.6 86.3 94.6: 13.7 5.4
Old : 100.0: 20.5 3.9 1.2 64.6 89.6 86.3 94.6: 13.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 13 7 3 43 33 57 42:
Old : 81: 13 7 3 43 33 57 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 51.0 47.4 68.3 34.5 51.0 46.8 67.8
Old : 34.5 51.0 47.4 68.3 34.5 51.0 46.8 67.8
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 49,330: 14,104 11,654 2,986 24,692 27,600 41,782 42,240: 7,548 7,090
Old : 49,330: 14,104 11,654 2,986 24,692 27,600 41,782 42,240: 7,548 7,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -14,393: 273 1,657 -1,509 -12,640 -13,907 -13,877 -13,759: -517 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 23.6 6.1 50.1 56.0 84.7 85.6: 15.3 14.4
Old : 100.0: 28.6 23.6 6.1 50.1 56.0 84.7 85.6: 15.3 14.4
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 : 257: 68 61 30 77 84 159 161:
Old : 257: 68 61 30 77 84 159 161:
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 20.5 33.6 31.5 25.6 20.5 33.4 31.5
Old : 25.6 20.5 33.6 31.5 25.6 20.5 33.4 31.5
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 246,651: 70,520 58,269 14,929 123,461 138,001 208,910 211,199: 37,741 35,451
Old : 246,651: 70,520 58,269 14,929 123,461 138,001 208,910 211,199: 37,741 35,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -71,965: 1,366 8,286 -7,547 -63,201 -69,534 -69,383 -68,795: -2,583 -3,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 23.6 6.1 50.1 56.0 84.7 85.6: 15.3 14.4
Old : 100.0: 28.6 23.6 6.1 50.1 56.0 84.7 85.6: 15.3 14.4
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 : 257: 68 61 30 77 84 159 161:
Old : 257: 68 61 30 77 84 159 161:
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 20.5 33.6 31.5 25.6 20.5 33.4 31.5
Old : 25.6 20.5 33.6 31.5 25.6 20.5 33.4 31.5
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 123,082: 54,365 34,967 18,858 26,273 42,776 99,496 96,601: 23,586 26,481
Old : 123,082: 54,365 34,967 18,858 26,273 42,776 99,496 96,601: 23,586 26,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -3,691: 16,681 -3,730 -3 -15,283 -1,407 1,396 -5,140: -5,087 1,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 28.4 15.3 21.3 34.8 80.8 78.5: 19.2 21.5
Old : 100.0: 44.2 28.4 15.3 21.3 34.8 80.8 78.5: 19.2 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 : 94: 36 24 23 28 21 68 64:
Old : 94: 36 24 23 28 21 68 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 28.8 32.6 38.0 18.7 27.6 28.8 35.3
Old : 20.3 28.8 32.6 38.0 18.7 27.6 28.8 35.3
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 489,785: 126,148 101,553 16,079 327,934 357,766 470,161 475,397: 19,624 14,388
Old : 489,785: 126,148 101,553 16,079 327,934 357,766 470,161 475,397: 19,624 14,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -119,722: 6,247 -14,279 -14,014 -98,736 -76,556 -106,504 -104,850: -13,218 -14,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 20.7 3.3 67.0 73.0 96.0 97.1: 4.0 2.9
Old : 100.0: 25.8 20.7 3.3 67.0 73.0 96.0 97.1: 4.0 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 : 288: 66 50 28 109 103 186 170:
Old : 288: 66 50 28 109 103 186 170:
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 : 18.4 37.1 30.8 48.7 17.7 37.1 29.1 46.7
Old : 18.4 37.1 30.8 48.7 17.7 37.1 29.1 46.7
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 46,789: 17,776 7,803 12 22,416 35,582 40,204 43,397: 6,585 3,392
Old : 46,789: 17,776 7,803 12 22,416 35,582 40,204 43,397: 6,585 3,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -1,889: -1,718 -3,189 -410 461 2,407 -1,667 -1,192: -222 -697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 16.7 0.0 47.9 76.0 85.9 92.8: 14.1 7.2
Old : 100.0: 38.0 16.7 0.0 47.9 76.0 85.9 92.8: 14.1 7.2
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 : 48: 16 7 1 18 12 34 20:
Old : 48: 16 7 1 18 12 34 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 : 44.6 75.2 59.9 85.6 44.6 75.2 59.9 85.6
Old : 44.6 75.2 59.9 85.6 44.6 75.2 59.9 85.6
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 68,396: 16,847 5,296 1,155 41,623 31,617 59,625 38,068: 8,771 30,328
Old : 68,396: 16,847 5,296 1,155 41,623 31,617 59,625 38,068: 8,771 30,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 3,344: 81 -1,645 93 3,426 3,883 3,600 2,331: -256 1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.7 1.7 60.9 46.2 87.2 55.7: 12.8 44.3
Old : 100.0: 24.6 7.7 1.7 60.9 46.2 87.2 55.7: 12.8 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 : 65: 20 10 4 28 17 51 28:
Old : 65: 20 10 4 28 17 51 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 37.5 54.2 44.5 39.4 37.4 53.0 43.7
Old : 40.3 37.5 54.2 44.5 39.4 37.4 53.0 43.7
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, March 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 107,871: 26,202 2,940 24,593 57,033 80,245 107,828 107,778: 43 93
Old : 107,871: 26,202 2,940 24,593 57,033 80,245 107,828 107,778: 43 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 833: 375 0 78 378 731 831 809: 2 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 2.7 22.8 52.9 74.4 100.0 99.9: 0.0 0.1
Old : 100.0: 24.3 2.7 22.8 52.9 74.4 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 1 2 14 16 26 19:
Old : 35: 11 1 2 14 16 26 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 : 85.7 78.6 95.0 92.6 31.1 29.1 35.9 35.6
Old : 85.7 78.6 95.0 92.6 31.1 29.1 35.9 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2018