MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 18,358: 2,320 4,720 360 15,558 13,158 18,238 18,238: 120 120
Old : 18,358: 2,320 4,720 360 15,558 13,158 18,238 18,238: 120 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 960: 0 240 0 960 720 960 960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 25.7 2.0 84.7 71.7 99.3 99.3: 0.7 0.7
Old : 100.0: 12.6 25.7 2.0 84.7 71.7 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 : 93.2 63.4 99.3 85.3 68.6 42.1 68.6 59.2
Old : 93.2 63.4 99.3 85.3 68.6 42.1 68.6 59.2
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 10,511: 826 1,516 1,720 6,915 6,244 9,462 9,481: 1,049 1,030
Old : 10,511: 826 1,516 1,720 6,915 6,244 9,462 9,481: 1,049 1,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 145: 44 -22 30 82 268 156 277: -10 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 14.4 16.4 65.8 59.4 90.0 90.2: 10.0 9.8
Old : 100.0: 7.9 14.4 16.4 65.8 59.4 90.0 90.2: 10.0 9.8
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 : 46: 9 10 12 21 20 34 38:
Old : 46: 9 10 12 21 20 34 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 : 36.7 39.4 54.4 55.5 35.5 36.9 48.6 47.2
Old : 36.7 39.4 54.4 55.5 35.5 36.9 48.6 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 46,145: 12,647 5,167 14,749 14,489 15,676 41,885 35,592: 4,260 10,554
Old : 46,145: 12,647 5,167 14,749 14,489 15,676 41,885 35,592: 4,260 10,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 952: 105 -130 623 130 167 858 660: 94 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 11.2 32.0 31.4 34.0 90.8 77.1: 9.2 22.9
Old : 100.0: 27.4 11.2 32.0 31.4 34.0 90.8 77.1: 9.2 22.9
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 : 84: 19 25 30 34 30 73 65:
Old : 84: 19 25 30 34 30 73 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 : 31.2 27.1 50.8 45.6 27.4 19.7 35.5 24.7
Old : 31.2 27.1 50.8 45.6 27.4 19.7 35.5 24.7
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 13,646: 949 616 3,076 8,771 8,812 12,796 12,503: 850 1,143
Old : 13,646: 949 616 3,076 8,771 8,812 12,796 12,503: 850 1,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 424: -14 106 58 389 384 432 548: -8 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 4.5 22.5 64.3 64.6 93.8 91.6: 6.2 8.4
Old : 100.0: 7.0 4.5 22.5 64.3 64.6 93.8 91.6: 6.2 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 : 44: 6 10 11 25 21 38 35:
Old : 44: 6 10 11 25 21 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 29.0 48.4 51.2 22.1 25.4 37.1 32.9
Old : 28.9 29.0 48.4 51.2 22.1 25.4 37.1 32.9
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 310,213: 67,031 57,678 107,561 110,139 105,245 284,731 270,484: 25,482 39,729
Old : 287,574: 60,402 60,430 98,774 105,083 92,119 264,259 251,324: 23,316 36,251
Other: 22,639: 11,598 2,216 3,818 5,056 13,126 20,472 19,160: 2,167 3,478
: : :
: : Changes in Commitments from: March 20, 2018 :
: 15,764: 2,653 5,493 11,224 1,667 1,445 15,544 18,161: 220 -2,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 18.6 34.7 35.5 33.9 91.8 87.2: 8.2 12.8
Old : 100.0: 21.0 21.0 34.3 36.5 32.0 91.9 87.4: 8.1 12.6
Other: 100.0: 51.2 9.8 16.9 22.3 58.0 90.4 84.6: 9.6 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 129 94 139 93 96 280 282:
Old : 339: 123 101 135 93 94 275 279:
Other: 116: 29 21 24 37 53 78 86:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 12.2 21.7 19.1 11.7 11.0 20.0 16.0
Old : 13.5 12.0 22.5 18.7 12.6 10.7 21.0 15.5
Other: 35.2 33.8 47.2 47.1 35.2 32.2 45.3 41.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 431,158: 114,948 49,123 118,455 160,737 204,502 394,140 372,081: 37,018 59,077
Old : 431,158: 114,948 49,123 118,455 160,737 204,502 394,140 372,081: 37,018 59,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 11,242: -7,623 14,338 8,045 8,239 -11,022 8,661 11,361: 2,581 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 11.4 27.5 37.3 47.4 91.4 86.3: 8.6 13.7
Old : 100.0: 26.7 11.4 27.5 37.3 47.4 91.4 86.3: 8.6 13.7
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 : 426: 130 98 155 147 156 357 348:
Old : 426: 130 98 155 147 156 357 348:
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 13.3 23.9 20.3 14.5 13.1 23.6 19.1
Old : 14.6 13.3 23.9 20.3 14.5 13.1 23.6 19.1
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,211: 3,721 1,174 917 968 3,783 5,606 5,875: 1,606 1,336
Old : 7,211: 3,721 1,174 917 968 3,783 5,606 5,875: 1,606 1,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 84: 76 -90 116 -173 101 20 127: 64 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 16.3 12.7 13.4 52.5 77.7 81.5: 22.3 18.5
Old : 100.0: 51.6 16.3 12.7 13.4 52.5 77.7 81.5: 22.3 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 32 9 11 16 21 54 38:
Old : 71: 32 9 11 16 21 54 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 : 27.1 33.0 38.5 53.6 25.3 31.5 35.9 49.7
Old : 27.1 33.0 38.5 53.6 25.3 31.5 35.9 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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 71,415: 17,489 14,823 23,483 18,303 14,050 59,274 52,356: 12,140 19,059
Old : 71,415: 17,489 14,823 23,483 18,303 14,050 59,274 52,356: 12,140 19,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 3,759: -186 1,832 3,200 337 176 3,350 5,207: 409 -1,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 20.8 32.9 25.6 19.7 83.0 73.3: 17.0 26.7
Old : 100.0: 24.5 20.8 32.9 25.6 19.7 83.0 73.3: 17.0 26.7
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 : 250: 72 69 83 73 72 189 192:
Old : 250: 72 69 83 73 72 189 192:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 12.1 25.2 20.6 13.7 8.5 19.9 13.9
Old : 14.7 12.1 25.2 20.6 13.7 8.5 19.9 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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 4,293: 277 2,968 267 2,636 714 3,180 3,949: 1,113 345
Old : 4,293: 277 2,968 267 2,636 714 3,180 3,949: 1,113 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 178: 7 97 27 143 26 177 149: 1 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 69.1 6.2 61.4 16.6 74.1 92.0: 25.9 8.0
Old : 100.0: 6.5 69.1 6.2 61.4 16.6 74.1 92.0: 25.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 37.2 70.6 54.4 85.7 37.2 69.6 53.4 81.2
Old : 37.2 70.6 54.4 85.7 37.2 69.6 53.4 81.2
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 41,231: 2,104 12,095 7,171 30,883 17,598 40,158 36,864: 1,073 4,367
Old : 41,231: 2,104 12,095 7,171 30,883 17,598 40,158 36,864: 1,073 4,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 383: 90 459 -105 366 34 350 388: 33 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 29.3 17.4 74.9 42.7 97.4 89.4: 2.6 10.6
Old : 100.0: 5.1 29.3 17.4 74.9 42.7 97.4 89.4: 2.6 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 : 76: 13 19 14 30 37 53 60:
Old : 76: 13 19 14 30 37 53 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 : 53.3 31.5 74.3 52.9 49.8 29.2 61.7 43.6
Old : 53.3 31.5 74.3 52.9 49.8 29.2 61.7 43.6
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 29,174: 18,954 778 48 7,919 27,591 26,921 28,417: 2,253 757
Old : 29,174: 18,954 778 48 7,919 27,591 26,921 28,417: 2,253 757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 301: 131 522 0 -160 -99 -29 423: 330 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 2.7 0.2 27.1 94.6 92.3 97.4: 7.7 2.6
Old : 100.0: 65.0 2.7 0.2 27.1 94.6 92.3 97.4: 7.7 2.6
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 : 25: 13 3 1 4 5 17 9:
Old : 25: 13 3 1 4 5 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 : 71.9 90.7 83.3 97.2 71.9 90.7 83.3 97.2
Old : 71.9 90.7 83.3 97.2 71.9 90.7 83.3 97.2
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 150,934: 32,509 58,671 18,576 72,202 40,206 123,288 117,454: 27,646 33,481
Old : 150,934: 32,509 58,671 18,576 72,202 40,206 123,288 117,454: 27,646 33,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -53,778: -45,240 9,215 -2,829 699 -58,029 -47,369 -51,643: -6,409 -2,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 38.9 12.3 47.8 26.6 81.7 77.8: 18.3 22.2
Old : 100.0: 21.5 38.9 12.3 47.8 26.6 81.7 77.8: 18.3 22.2
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 : 104: 26 35 27 31 29 73 76:
Old : 104: 26 35 27 31 29 73 76:
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 : 23.5 22.0 33.8 31.8 21.1 21.8 29.9 29.2
Old : 23.5 22.0 33.8 31.8 21.1 21.8 29.9 29.2
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 45,119: 15,992 25,437 165 16,657 3,961 32,814 29,563: 12,305 15,556
Old : 45,119: 15,992 25,437 165 16,657 3,961 32,814 29,563: 12,305 15,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 380: -1,439 -240 20 1,225 -594 -194 -814: 574 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 56.4 0.4 36.9 8.8 72.7 65.5: 27.3 34.5
Old : 100.0: 35.4 56.4 0.4 36.9 8.8 72.7 65.5: 27.3 34.5
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 : 47: 15 14 3 13 7 29 23:
Old : 47: 15 14 3 13 7 29 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 : 24.1 35.7 40.9 48.9 24.1 35.7 40.9 48.8
Old : 24.1 35.7 40.9 48.9 24.1 35.7 40.9 48.8
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 200,884: 130,250 40,648 538 61,565 156,237 192,353 197,424: 8,532 3,461
Old : 200,884: 130,250 40,648 538 61,565 156,237 192,353 197,424: 8,532 3,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 17,431: 24,394 1,546 -1,013 -7,540 17,508 15,842 18,042: 1,589 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 20.2 0.3 30.6 77.8 95.8 98.3: 4.2 1.7
Old : 100.0: 64.8 20.2 0.3 30.6 77.8 95.8 98.3: 4.2 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 : 154: 92 27 6 12 29 107 59:
Old : 154: 92 27 6 12 29 107 59:
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 : 41.1 61.6 58.0 74.0 41.0 61.6 57.9 73.9
Old : 41.1 61.6 58.0 74.0 41.0 61.6 57.9 73.9
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 223,936: 87,991 54,175 28,094 68,173 115,024 184,259 197,293: 39,677 26,643
Old : 223,936: 87,991 54,175 28,094 68,173 115,024 184,259 197,293: 39,677 26,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 22,143: 16,483 7,053 4,267 -1,190 8,150 19,560 19,470: 2,583 2,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 24.2 12.5 30.4 51.4 82.3 88.1: 17.7 11.9
Old : 100.0: 39.3 24.2 12.5 30.4 51.4 82.3 88.1: 17.7 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 : 125: 50 24 29 31 44 93 85:
Old : 125: 50 24 29 31 44 93 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 30.1 33.5 42.7 21.5 29.7 28.0 40.4
Old : 23.2 30.1 33.5 42.7 21.5 29.7 28.0 40.4
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 197,468: 56,491 59,528 26,132 76,716 84,664 159,339 170,324: 38,129 27,144
Old : 197,468: 56,491 59,528 26,132 76,716 84,664 159,339 170,324: 38,129 27,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 5,883: 9,032 -9,657 2,073 -8,738 16,562 2,367 8,978: 3,516 -3,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 30.1 13.2 38.8 42.9 80.7 86.3: 19.3 13.7
Old : 100.0: 28.6 30.1 13.2 38.8 42.9 80.7 86.3: 19.3 13.7
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 : 124: 46 28 30 39 36 96 83:
Old : 124: 46 28 30 39 36 96 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 29.8 25.6 45.3 14.1 28.1 22.5 41.7
Old : 16.0 29.8 25.6 45.3 14.1 28.1 22.5 41.7
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 591,839: 226,695 94,360 50,690 227,416 390,604 504,801 535,654: 87,038 56,185
Old : 591,839: 226,695 94,360 50,690 227,416 390,604 504,801 535,654: 87,038 56,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 21,260: 11,739 5,432 1,631 8,620 10,726 21,990 17,788: -730 3,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 15.9 8.6 38.4 66.0 85.3 90.5: 14.7 9.5
Old : 100.0: 38.3 15.9 8.6 38.4 66.0 85.3 90.5: 14.7 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 : 281: 124 50 66 82 69 218 174:
Old : 281: 124 50 66 82 69 218 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 44.5 23.5 53.9 16.1 44.4 22.3 52.9
Old : 16.6 44.5 23.5 53.9 16.1 44.4 22.3 52.9
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 36,548: 12,994 4,108 68 9,308 27,604 22,370 31,780: 14,178 4,768
Old : 36,548: 12,994 4,108 68 9,308 27,604 22,370 31,780: 14,178 4,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,037: 2,405 -1,541 42 289 2,010 2,736 511: -699 1,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 11.2 0.2 25.5 75.5 61.2 87.0: 38.8 13.0
Old : 100.0: 35.6 11.2 0.2 25.5 75.5 61.2 87.0: 38.8 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 : 27: 9 5 4 10 10 21 17:
Old : 27: 9 5 4 10 10 21 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 : 35.9 72.9 46.1 81.3 34.4 72.9 44.5 80.5
Old : 35.9 72.9 46.1 81.3 34.4 72.9 44.5 80.5
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 32,300: 9,325 23,338 302 20,185 7,608 29,812 31,248: 2,488 1,052
Old : 32,300: 9,325 23,338 302 20,185 7,608 29,812 31,248: 2,488 1,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 9,479: 4,690 6,208 69 4,510 3,168 9,269 9,445: 210 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 72.3 0.9 62.5 23.6 92.3 96.7: 7.7 3.3
Old : 100.0: 28.9 72.3 0.9 62.5 23.6 92.3 96.7: 7.7 3.3
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 : 26: 9 8 2 5 6 15 15:
Old : 26: 9 8 2 5 6 15 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 : 75.6 85.2 88.6 93.4 62.8 73.8 73.3 78.9
Old : 75.6 85.2 88.6 93.4 62.8 73.8 73.3 78.9
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 46,728: 32,749 14,510 315 8,671 27,208 41,735 42,033: 4,993 4,695
Old : 46,728: 32,749 14,510 315 8,671 27,208 41,735 42,033: 4,993 4,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,246: 1,671 3,058 -114 1,030 -1,210 2,587 1,734: -341 512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 31.1 0.7 18.6 58.2 89.3 90.0: 10.7 10.0
Old : 100.0: 70.1 31.1 0.7 18.6 58.2 89.3 90.0: 10.7 10.0
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 : 81: 44 21 3 9 8 54 31:
Old : 81: 44 21 3 9 8 54 31:
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 : 32.9 60.5 49.7 74.5 32.9 58.6 49.7 72.6
Old : 32.9 60.5 49.7 74.5 32.9 58.6 49.7 72.6
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 11,206: 9,043 1,203 562 0 8,799 9,605 10,564: 1,601 642
Old : 11,206: 9,043 1,203 562 0 8,799 9,605 10,564: 1,601 642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -66: -288 -780 80 0 767 -208 67: 142 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 10.7 5.0 0.0 78.5 85.7 94.3: 14.3 5.7
Old : 100.0: 80.7 10.7 5.0 0.0 78.5 85.7 94.3: 14.3 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 7 1 0 5 8 13:
Old : 20: 8 7 1 0 5 8 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 : 77.2 79.4 85.7 88.9 75.5 77.4 80.7 85.2
Old : 77.2 79.4 85.7 88.9 75.5 77.4 80.7 85.2
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :31,417,960: 903,298 3,933,764 15,238,410 14,645,225 10,861,664 30,786,933 30,033,838: 631,028 1,384,123
Old :31,417,960: 903,298 3,933,764 15,238,410 14,645,225 10,861,664 30,786,933 30,033,838: 631,028 1,384,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -662,872: 84,081 194,401 -852,096 99,368 -7,839 -668,647 -665,534: 5,775 2,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 12.5 48.5 46.6 34.6 98.0 95.6: 2.0 4.4
Old : 100.0: 2.9 12.5 48.5 46.6 34.6 98.0 95.6: 2.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 44 149 156 127 136 294 328:
Old : 344: 44 149 156 127 136 294 328:
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 : 27.0 18.6 42.4 33.8 18.9 9.9 22.7 12.4
Old : 27.0 18.6 42.4 33.8 18.9 9.9 22.7 12.4
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 860,874: 111,189 70,868 146,321 492,413 548,951 749,922 766,140: 110,952 94,734
Old : 860,874: 111,189 70,868 146,321 492,413 548,951 749,922 766,140: 110,952 94,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 111,469: 13,798 -7,837 34,181 39,711 65,973 87,691 92,318: 23,778 19,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.2 17.0 57.2 63.8 87.1 89.0: 12.9 11.0
Old : 100.0: 12.9 8.2 17.0 57.2 63.8 87.1 89.0: 12.9 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 634: 176 127 152 245 256 481 475:
Old : 634: 176 127 152 245 256 481 475:
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 : 13.1 13.8 21.6 24.9 6.2 12.2 10.9 18.4
Old : 13.1 13.8 21.6 24.9 6.2 12.2 10.9 18.4
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 85,461: 6,207 8,109 16,573 40,349 23,321 63,130 48,003: 22,331 37,458
Old : 85,461: 6,207 8,109 16,573 40,349 23,321 63,130 48,003: 22,331 37,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 29,185: 1,629 5,125 5,414 19,881 2,430 26,924 12,969: 2,261 16,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 9.5 19.4 47.2 27.3 73.9 56.2: 26.1 43.8
Old : 100.0: 7.3 9.5 19.4 47.2 27.3 73.9 56.2: 26.1 43.8
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 : 58: 15 13 21 26 22 52 45:
Old : 58: 15 13 21 26 22 52 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 : 18.1 18.1 31.7 30.5 16.7 13.2 27.3 19.7
Old : 18.1 18.1 31.7 30.5 16.7 13.2 27.3 19.7
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 25,248: 0 1,624 0 24,274 22,951 24,274 24,575: 974 673
Old : 25,248: 0 1,624 0 24,274 22,951 24,274 24,575: 974 673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 163: 0 0 0 470 -11 470 -11: -307 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 0.0 96.1 90.9 96.1 97.3: 3.9 2.7
Old : 100.0: 0.0 6.4 0.0 96.1 90.9 96.1 97.3: 3.9 2.7
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 11 10 13:
Old : 21: 0 2 0 10 11 10 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 : 87.9 81.1 95.1 91.7 87.9 80.9 94.8 91.5
Old : 87.9 81.1 95.1 91.7 87.9 80.9 94.8 91.5
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 11,502: 2,167 0 0 7,353 10,935 9,520 10,935: 1,982 567
Old : 11,502: 2,167 0 0 7,353 10,935 9,520 10,935: 1,982 567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 318: 345 0 0 -207 250 138 250: 180 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 0.0 0.0 63.9 95.1 82.8 95.1: 17.2 4.9
Old : 100.0: 18.8 0.0 0.0 63.9 95.1 82.8 95.1: 17.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 0 0 9 10 13 10:
Old : 20: 4 0 0 9 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 : 45.0 66.7 69.2 91.6 41.0 65.8 65.2 89.3
Old : 45.0 66.7 69.2 91.6 41.0 65.8 65.2 89.3
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,877,065: 559,694 348,585 613,950 2,260,318 2,628,151 3,433,961 3,590,685: 443,104 286,380
Old : 3,877,065: 559,694 348,585 613,950 2,260,318 2,628,151 3,433,961 3,590,685: 443,104 286,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 411,419: 85,655 -40,000 119,027 99,150 317,718 303,832 396,746: 107,587 14,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 9.0 15.8 58.3 67.8 88.6 92.6: 11.4 7.4
Old : 100.0: 14.4 9.0 15.8 58.3 67.8 88.6 92.6: 11.4 7.4
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 : 623: 169 125 147 241 254 468 468:
Old : 623: 169 125 147 241 254 468 468:
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 : 13.4 14.8 22.5 26.2 6.9 13.5 11.7 20.5
Old : 13.4 14.8 22.5 26.2 6.9 13.5 11.7 20.5
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 30,570: 13,791 320 0 14,134 29,653 27,925 29,973: 2,645 597
Old : 30,570: 13,791 320 0 14,134 29,653 27,925 29,973: 2,645 597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,346: -479 320 0 2,973 1,890 2,494 2,210: -148 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 1.0 0.0 46.2 97.0 91.3 98.0: 8.7 2.0
Old : 100.0: 45.1 1.0 0.0 46.2 97.0 91.3 98.0: 8.7 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 : 27: 8 1 0 8 12 16 13:
Old : 27: 8 1 0 8 12 16 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 : 57.2 67.5 75.0 91.1 55.1 67.5 72.6 91.1
Old : 57.2 67.5 75.0 91.1 55.1 67.5 72.6 91.1
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 23,563: 0 1,785 0 22,587 21,049 22,587 22,834: 976 729
Old : 23,563: 0 1,785 0 22,587 21,049 22,587 22,834: 976 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,370: 0 0 0 2,348 2,420 2,348 2,420: 22 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 0.0 95.9 89.3 95.9 96.9: 4.1 3.1
Old : 100.0: 0.0 7.6 0.0 95.9 89.3 95.9 96.9: 4.1 3.1
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 : 21: 0 2 0 11 9 11 11:
Old : 21: 0 2 0 11 9 11 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 : 73.5 86.8 91.6 93.4 73.5 86.8 91.6 93.2
Old : 73.5 86.8 91.6 93.4 73.5 86.8 91.6 93.2
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 78,995: 15,206 1,813 1,142 52,366 71,351 68,714 74,306: 10,281 4,689
Old : 78,995: 15,206 1,813 1,142 52,366 71,351 68,714 74,306: 10,281 4,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -896: -1,183 -1,295 214 757 -214 -212 -1,295: -684 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 2.3 1.4 66.3 90.3 87.0 94.1: 13.0 5.9
Old : 100.0: 19.2 2.3 1.4 66.3 90.3 87.0 94.1: 13.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 14 4 1 46 32 60 37:
Old : 81: 14 4 1 46 32 60 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 : 34.4 50.0 47.3 68.8 34.4 49.9 44.9 68.5
Old : 34.4 50.0 47.3 68.8 34.4 49.9 44.9 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 51,224: 14,693 11,345 3,931 25,254 28,642 43,877 43,917: 7,347 7,307
Old : 51,224: 14,693 11,345 3,931 25,254 28,642 43,877 43,917: 7,347 7,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,894: 589 -309 945 561 1,042 2,095 1,678: -201 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 22.1 7.7 49.3 55.9 85.7 85.7: 14.3 14.3
Old : 100.0: 28.7 22.1 7.7 49.3 55.9 85.7 85.7: 14.3 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 69 60 26 77 87 153 166:
Old : 259: 69 60 26 77 87 153 166:
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 : 24.3 17.1 34.4 27.8 23.9 17.1 32.1 27.6
Old : 24.3 17.1 34.4 27.8 23.9 17.1 32.1 27.6
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 256,121: 73,464 56,724 19,653 126,268 143,210 219,385 219,587: 36,736 36,534
Old : 256,121: 73,464 56,724 19,653 126,268 143,210 219,385 219,587: 36,736 36,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 9,470: 2,944 -1,545 4,724 2,807 5,209 10,475 8,388: -1,005 1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 22.1 7.7 49.3 55.9 85.7 85.7: 14.3 14.3
Old : 100.0: 28.7 22.1 7.7 49.3 55.9 85.7 85.7: 14.3 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 69 60 26 77 87 153 166:
Old : 259: 69 60 26 77 87 153 166:
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 : 24.3 17.1 34.4 27.8 23.9 17.1 32.1 27.6
Old : 24.3 17.1 34.4 27.8 23.9 17.1 32.1 27.6
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 130,021: 51,947 41,779 17,850 37,066 43,137 106,863 102,767: 23,159 27,255
Old : 130,021: 51,947 41,779 17,850 37,066 43,137 106,863 102,767: 23,159 27,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 6,939: -2,418 6,813 -1,008 10,793 361 7,367 6,166: -427 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 32.1 13.7 28.5 33.2 82.2 79.0: 17.8 21.0
Old : 100.0: 40.0 32.1 13.7 28.5 33.2 82.2 79.0: 17.8 21.0
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 : 89: 30 26 24 26 23 64 65:
Old : 89: 30 26 24 26 23 64 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 : 21.3 30.2 36.1 39.6 20.5 29.4 33.5 37.8
Old : 21.3 30.2 36.1 39.6 20.5 29.4 33.5 37.8
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 492,355: 120,274 94,373 18,958 334,239 362,774 473,471 476,105: 18,884 16,250
Old : 492,355: 120,274 94,373 18,958 334,239 362,774 473,471 476,105: 18,884 16,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,570: -5,874 -7,180 2,879 6,305 5,008 3,310 708: -740 1,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 19.2 3.9 67.9 73.7 96.2 96.7: 3.8 3.3
Old : 100.0: 24.4 19.2 3.9 67.9 73.7 96.2 96.7: 3.8 3.3
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 : 291: 68 49 28 108 106 183 176:
Old : 291: 68 49 28 108 106 183 176:
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 : 17.9 36.8 29.5 47.7 16.8 36.7 27.7 45.5
Old : 17.9 36.8 29.5 47.7 16.8 36.7 27.7 45.5
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 47,312: 18,846 4,632 12 22,385 38,611 41,243 43,255: 6,069 4,057
Old : 47,312: 18,846 4,632 12 22,385 38,611 41,243 43,255: 6,069 4,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 523: 1,070 -3,171 0 -31 3,029 1,039 -142: -516 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 9.8 0.0 47.3 81.6 87.2 91.4: 12.8 8.6
Old : 100.0: 39.8 9.8 0.0 47.3 81.6 87.2 91.4: 12.8 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 3 1 17 13 33 17:
Old : 43: 16 3 1 17 13 33 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 : 40.8 80.6 59.3 87.3 40.8 80.6 59.3 87.1
Old : 40.8 80.6 59.3 87.3 40.8 80.6 59.3 87.1
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 66,794: 14,001 11,453 1,101 42,876 30,709 57,978 43,263: 8,816 23,531
Old : 66,794: 14,001 11,453 1,101 42,876 30,709 57,978 43,263: 8,816 23,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -1,602: -2,846 6,157 -54 1,253 -908 -1,647 5,195: 45 -6,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 17.1 1.6 64.2 46.0 86.8 64.8: 13.2 35.2
Old : 100.0: 21.0 17.1 1.6 64.2 46.0 86.8 64.8: 13.2 35.2
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 : 65: 18 13 5 27 18 47 34:
Old : 65: 18 13 5 27 18 47 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 : 44.8 41.7 58.9 49.4 44.3 41.6 57.2 48.6
Old : 44.8 41.7 58.9 49.4 44.3 41.6 57.2 48.6
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 107,099: 27,100 2,940 23,671 56,284 80,395 107,055 107,006: 44 93
Old : 107,099: 27,100 2,940 23,671 56,284 80,395 107,055 107,006: 44 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -772: 898 0 -922 -749 150 -773 -772: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 2.7 22.1 52.6 75.1 100.0 99.9: 0.0 0.1
Old : 100.0: 25.3 2.7 22.1 52.6 75.1 100.0 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 : 86.5 78.6 95.2 92.5 31.3 29.0 35.8 35.5
Old : 86.5 78.6 95.2 92.5 31.3 29.0 35.8 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2018