BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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 : 9,362: 967 709 1,523 6,016 6,460 8,507 8,692: 855 671
Old : 9,362: 967 709 1,523 6,016 6,460 8,507 8,692: 855 671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,417: -11 -274 -361 -971 -730 -1,343 -1,365: -74 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.6 16.3 64.3 69.0 90.9 92.8: 9.1 7.2
Old : 100.0: 10.3 7.6 16.3 64.3 69.0 90.9 92.8: 9.1 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 : 43: 4 9 12 24 23 36 36:
Old : 43: 4 9 12 24 23 36 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 : 38.5 39.4 54.5 55.7 33.4 35.4 44.3 46.9
Old : 38.5 39.4 54.5 55.7 33.4 35.4 44.3 46.9
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, June 05, 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 : 42,086: 12,530 3,519 11,815 13,040 16,457 37,385 31,791: 4,701 10,295
Old : 42,086: 12,530 3,519 11,815 13,040 16,457 37,385 31,791: 4,701 10,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -5,462: -946 -1,999 -1,967 -1,566 -1,863 -4,480 -5,830: -982 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 8.4 28.1 31.0 39.1 88.8 75.5: 11.2 24.5
Old : 100.0: 29.8 8.4 28.1 31.0 39.1 88.8 75.5: 11.2 24.5
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 : 78: 23 18 24 28 29 65 57:
Old : 78: 23 18 24 28 29 65 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 24.0 50.8 39.1 26.8 18.0 37.6 24.8
Old : 34.7 24.0 50.8 39.1 26.8 18.0 37.6 24.8
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, June 05, 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 : 10,782: 686 423 2,659 6,921 7,153 10,266 10,234: 516 548
Old : 10,782: 686 423 2,659 6,921 7,153 10,266 10,234: 516 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,474: -144 -74 -352 -886 -937 -1,381 -1,363: -93 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 3.9 24.7 64.2 66.3 95.2 94.9: 4.8 5.1
Old : 100.0: 6.4 3.9 24.7 64.2 66.3 95.2 94.9: 4.8 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 6 11 12 29 22 43 37:
Old : 50: 6 11 12 29 22 43 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 : 26.2 35.6 42.9 54.3 18.7 27.5 30.6 34.4
Old : 26.2 35.6 42.9 54.3 18.7 27.5 30.6 34.4
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, June 05, 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 : 287,858: 59,119 68,990 96,148 109,280 86,187 264,547 251,325: 23,312 36,533
Old : 235,607: 54,582 67,584 74,415 87,677 64,554 216,675 206,553: 18,932 29,054
Other: 52,251: 15,904 12,773 10,366 21,602 21,633 47,872 44,772: 4,379 7,479
: : :
: : Changes in Commitments from: May 29, 2018 :
: -731: 1,047 -234 42 -1,611 -1,013 -522 -1,205: -209 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 24.0 33.4 38.0 29.9 91.9 87.3: 8.1 12.7
Old : 100.0: 23.2 28.7 31.6 37.2 27.4 92.0 87.7: 8.0 12.3
Other: 100.0: 30.4 24.4 19.8 41.3 41.4 91.6 85.7: 8.4 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 85 112 132 84 84 252 260:
Old : 304: 85 113 122 80 84 238 253:
Other: 154: 37 41 30 46 56 100 112:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 10.8 23.5 18.4 12.3 9.9 21.7 16.3
Old : 14.1 12.0 23.9 20.0 13.3 11.6 23.1 18.1
Other: 29.7 24.0 42.8 36.0 29.1 23.4 40.9 32.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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 : 384,468: 106,561 85,338 92,278 148,561 160,759 347,400 338,375: 37,068 46,092
Old : 384,468: 106,561 85,338 92,278 148,561 160,759 347,400 338,375: 37,068 46,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -40,317: -2,825 -2,634 -21,361 -11,636 -12,266 -35,822 -36,261: -4,495 -4,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 22.2 24.0 38.6 41.8 90.4 88.0: 9.6 12.0
Old : 100.0: 27.7 22.2 24.0 38.6 41.8 90.4 88.0: 9.6 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 142 103 156 142 144 359 346:
Old : 434: 142 103 156 142 144 359 346:
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 12.3 22.0 20.5 13.2 12.1 21.8 19.3
Old : 13.4 12.3 22.0 20.5 13.2 12.1 21.8 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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 : 7,429: 3,336 1,360 846 1,373 3,568 5,555 5,773: 1,874 1,655
Old : 7,429: 3,336 1,360 846 1,373 3,568 5,555 5,773: 1,874 1,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 116: 33 6 -45 230 48 218 8: -102 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 18.3 11.4 18.5 48.0 74.8 77.7: 25.2 22.3
Old : 100.0: 44.9 18.3 11.4 18.5 48.0 74.8 77.7: 25.2 22.3
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 : 68: 28 12 12 16 21 53 40:
Old : 68: 28 12 12 16 21 53 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 : 24.5 32.5 36.8 50.4 24.3 32.5 35.5 45.7
Old : 24.5 32.5 36.8 50.4 24.3 32.5 35.5 45.7
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, June 05, 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 : 51,052: 13,063 12,851 13,333 16,724 11,418 43,119 37,601: 7,932 13,451
Old : 51,052: 13,063 12,851 13,333 16,724 11,418 43,119 37,601: 7,932 13,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,658: 768 -1,069 -370 -985 -359 -587 -1,798: -1,071 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 25.2 26.1 32.8 22.4 84.5 73.7: 15.5 26.3
Old : 100.0: 25.6 25.2 26.1 32.8 22.4 84.5 73.7: 15.5 26.3
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 : 206: 54 58 61 64 57 152 151:
Old : 206: 54 58 61 64 57 152 151:
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 : 17.6 13.1 29.0 22.3 16.1 9.0 22.4 14.8
Old : 17.6 13.1 29.0 22.3 16.1 9.0 22.4 14.8
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, June 05, 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 : 3,996: 0 2,636 154 2,784 759 2,938 3,550: 1,058 446
Old : 3,996: 0 2,636 154 2,784 759 2,938 3,550: 1,058 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -435: 0 -269 -34 -437 -103 -470 -406: 35 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 66.0 3.9 69.7 19.0 73.5 88.8: 26.5 11.2
Old : 100.0: 0.0 66.0 3.9 69.7 19.0 73.5 88.8: 26.5 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 : 22: 1 7 4 13 6 17 14:
Old : 22: 1 7 4 13 6 17 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 : 33.8 67.5 57.1 85.4 31.9 67.2 55.2 81.5
Old : 33.8 67.5 57.1 85.4 31.9 67.2 55.2 81.5
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, June 05, 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 : 31,535: 1,599 10,522 4,534 24,196 13,443 30,329 28,499: 1,205 3,036
Old : 31,535: 1,599 10,522 4,534 24,196 13,443 30,329 28,499: 1,205 3,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -3,375: -19 -329 -857 -2,411 -2,238 -3,287 -3,425: -88 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 33.4 14.4 76.7 42.6 96.2 90.4: 3.8 9.6
Old : 100.0: 5.1 33.4 14.4 76.7 42.6 96.2 90.4: 3.8 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 : 63: 9 15 12 25 35 42 54:
Old : 63: 9 15 12 25 35 42 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 37.8 70.9 58.0 47.7 35.8 63.6 53.7
Old : 52.5 37.8 70.9 58.0 47.7 35.8 63.6 53.7
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, June 05, 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 : 27,480: 12,444 798 225 11,785 23,784 24,454 24,807: 3,026 2,673
Old : 27,480: 12,444 798 225 11,785 23,784 24,454 24,807: 3,026 2,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 958: 26 17 212 486 681 724 910: 234 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 2.9 0.8 42.9 86.6 89.0 90.3: 11.0 9.7
Old : 100.0: 45.3 2.9 0.8 42.9 86.6 89.0 90.3: 11.0 9.7
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: 9 4 3 6 8 16 14:
Old : 24: 9 4 3 6 8 16 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 : 71.6 81.9 83.6 87.8 69.9 81.1 81.9 86.5
Old : 71.6 81.9 83.6 87.8 69.9 81.1 81.9 86.5
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, June 05, 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 : 183,873: 31,963 48,978 21,479 101,007 79,850 154,449 150,308: 29,424 33,565
Old : 183,873: 31,963 48,978 21,479 101,007 79,850 154,449 150,308: 29,424 33,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 12,242: 367 4,312 1,116 11,335 6,060 12,818 11,488: -576 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 26.6 11.7 54.9 43.4 84.0 81.7: 16.0 18.3
Old : 100.0: 17.4 26.6 11.7 54.9 43.4 84.0 81.7: 16.0 18.3
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 : 96: 24 31 23 33 29 69 71:
Old : 96: 24 31 23 33 29 69 71:
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 : 32.1 30.1 43.0 40.3 17.1 15.7 24.5 24.4
Old : 32.1 30.1 43.0 40.3 17.1 15.7 24.5 24.4
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, June 05, 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 : 103,214: 16,261 55,862 1,213 79,057 16,177 96,531 73,253: 6,683 29,962
Old : 103,214: 16,261 55,862 1,213 79,057 16,177 96,531 73,253: 6,683 29,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -6,145: -3,429 -7,564 -73 1,759 371 -1,744 -7,267: -4,401 1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 54.1 1.2 76.6 15.7 93.5 71.0: 6.5 29.0
Old : 100.0: 15.8 54.1 1.2 76.6 15.7 93.5 71.0: 6.5 29.0
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 : 60: 8 28 4 15 16 25 46:
Old : 60: 8 28 4 15 16 25 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 27.3 78.0 39.8 63.3 27.0 74.1 38.7
Old : 67.2 27.3 78.0 39.8 63.3 27.0 74.1 38.7
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, June 05, 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 : 203,383: 69,986 81,027 8,115 120,859 106,868 198,961 196,010: 4,423 7,373
Old : 203,383: 69,986 81,027 8,115 120,859 106,868 198,961 196,010: 4,423 7,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 20,581: -3,246 26,242 3,200 20,513 -10,169 20,467 19,272: 114 1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 39.8 4.0 59.4 52.5 97.8 96.4: 2.2 3.6
Old : 100.0: 34.4 39.8 4.0 59.4 52.5 97.8 96.4: 2.2 3.6
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 : 145: 37 74 11 19 21 65 97:
Old : 145: 37 74 11 19 21 65 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 52.8 76.0 67.6 59.7 52.5 76.0 67.4
Old : 59.7 52.8 76.0 67.6 59.7 52.5 76.0 67.4
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, June 05, 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 : 292,697: 72,728 65,254 43,824 147,221 145,210 263,772 254,287: 28,925 38,410
Old : 292,697: 72,728 65,254 43,824 147,221 145,210 263,772 254,287: 28,925 38,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 33,114: 7,125 9,010 1,306 29,159 20,779 37,591 31,095: -4,477 2,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 22.3 15.0 50.3 49.6 90.1 86.9: 9.9 13.1
Old : 100.0: 24.8 22.3 15.0 50.3 49.6 90.1 86.9: 9.9 13.1
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 : 124: 34 37 30 31 42 81 95:
Old : 124: 34 37 30 31 42 81 95:
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 : 34.9 26.4 49.1 38.6 28.5 19.4 36.4 28.0
Old : 34.9 26.4 49.1 38.6 28.5 19.4 36.4 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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 : 182,172: 44,710 53,759 32,006 77,199 62,297 153,914 148,062: 28,257 34,110
Old : 182,172: 44,710 53,759 32,006 77,199 62,297 153,914 148,062: 28,257 34,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -27,820: -11,873 -19,352 347 -14,611 -4,498 -26,137 -23,502: -1,683 -4,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 29.5 17.6 42.4 34.2 84.5 81.3: 15.5 18.7
Old : 100.0: 24.5 29.5 17.6 42.4 34.2 84.5 81.3: 15.5 18.7
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: 38 35 32 38 36 88 91:
Old : 124: 38 35 32 38 36 88 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 23.1 27.9 35.3 12.7 22.3 21.9 31.5
Old : 17.1 23.1 27.9 35.3 12.7 22.3 21.9 31.5
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, June 05, 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 : 700,377: 220,497 148,787 93,591 307,839 386,450 621,928 628,828: 78,449 71,549
Old : 700,377: 220,497 148,787 93,591 307,839 386,450 621,928 628,828: 78,449 71,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 13,233: 8,664 11,613 51 17,153 767 25,868 12,431: -12,636 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 21.2 13.4 44.0 55.2 88.8 89.8: 11.2 10.2
Old : 100.0: 31.5 21.2 13.4 44.0 55.2 88.8 89.8: 11.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 102 85 74 83 73 217 202:
Old : 297: 102 85 74 83 73 217 202:
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 : 16.7 33.0 27.9 41.5 13.9 30.3 22.2 37.5
Old : 16.7 33.0 27.9 41.5 13.9 30.3 22.2 37.5
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, June 05, 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 : 37,028: 14,011 4,341 338 9,104 27,668 23,453 32,347: 13,575 4,681
Old : 37,028: 14,011 4,341 338 9,104 27,668 23,453 32,347: 13,575 4,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 370: 316 -13 54 105 88 475 129: -105 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 11.7 0.9 24.6 74.7 63.3 87.4: 36.7 12.6
Old : 100.0: 37.8 11.7 0.9 24.6 74.7 63.3 87.4: 36.7 12.6
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 : 28: 10 6 4 9 9 21 17:
Old : 28: 10 6 4 9 9 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 : 33.8 71.8 45.7 81.3 32.6 69.4 43.9 78.4
Old : 33.8 71.8 45.7 81.3 32.6 69.4 43.9 78.4
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, June 05, 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 : 42,457: 7,064 37,326 115 33,378 3,158 40,557 40,599: 1,900 1,858
Old : 42,457: 7,064 37,326 115 33,378 3,158 40,557 40,599: 1,900 1,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -10,722: -6,281 -1,343 -225 -4,315 -8,618 -10,821 -10,186: 99 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 87.9 0.3 78.6 7.4 95.5 95.6: 4.5 4.4
Old : 100.0: 16.6 87.9 0.3 78.6 7.4 95.5 95.6: 4.5 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 : 42: 12 19 3 5 8 19 29:
Old : 42: 12 19 3 5 8 19 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.6 79.3 90.2 84.9 76.5 77.8 87.0 82.9
Old : 79.6 79.3 90.2 84.9 76.5 77.8 87.0 82.9
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, June 05, 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 : 62,065: 33,307 28,924 1,139 25,033 25,708 59,479 55,771: 2,586 6,294
Old : 62,065: 33,307 28,924 1,139 25,033 25,708 59,479 55,771: 2,586 6,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -458: 2,362 -620 650 -3,399 -238 -387 -208: -71 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 46.6 1.8 40.3 41.4 95.8 89.9: 4.2 10.1
Old : 100.0: 53.7 46.6 1.8 40.3 41.4 95.8 89.9: 4.2 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 : 83: 22 41 7 14 11 39 56:
Old : 83: 22 41 7 14 11 39 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 44.5 71.7 61.8 54.4 43.8 71.5 59.9
Old : 54.4 44.5 71.7 61.8 54.4 43.8 71.5 59.9
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, June 05, 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 : 12,143: 9,729 2,688 678 578 7,300 10,985 10,666: 1,158 1,477
Old : 12,143: 9,729 2,688 678 578 7,300 10,985 10,666: 1,158 1,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 62: 261 -461 336 -642 -11 -45 -136: 107 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 22.1 5.6 4.8 60.1 90.5 87.8: 9.5 12.2
Old : 100.0: 80.1 22.1 5.6 4.8 60.1 90.5 87.8: 9.5 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 11 6 4 3 4 15 13:
Old : 23: 11 6 4 3 4 15 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 : 74.7 73.0 85.3 82.1 71.7 73.0 80.3 80.3
Old : 74.7 73.0 85.3 82.1 71.7 73.0 80.3 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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 :29,674,813: 821,519 3,376,275 13,873,135 14,297,496 10,990,123 28,992,150 28,239,533: 682,663 1,435,281
Old :29,674,813: 821,519 3,376,275 13,873,135 14,297,496 10,990,123 28,992,150 28,239,533: 682,663 1,435,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 1,111,302: 49,582 260,161 650,174 426,915 190,433 1,126,671 1,100,768: -15,370 10,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 11.4 46.8 48.2 37.0 97.7 95.2: 2.3 4.8
Old : 100.0: 2.8 11.4 46.8 48.2 37.0 97.7 95.2: 2.3 4.8
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 : 323: 65 112 140 123 134 274 309:
Old : 323: 65 112 140 123 134 274 309:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 17.7 42.0 32.6 17.3 8.8 20.8 11.6
Old : 27.4 17.7 42.0 32.6 17.3 8.8 20.8 11.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 2,556: 1,713 2,179 27 0 0 1,740 2,206: 816 350
Old : 2,556: 1,713 2,179 27 0 0 1,740 2,206: 816 350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -158: 17 -74 -31 0 0 -14 -105: -144 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 85.3 1.1 0.0 0.0 68.1 86.3: 31.9 13.7
Old : 100.0: 67.0 85.3 1.1 0.0 0.0 68.1 86.3: 31.9 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 : 27: 12 15 2 0 0 13 16:
Old : 27: 12 15 2 0 0 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 60.3 62.5 74.9 50.8 60.3 62.5 74.9
Old : 50.8 60.3 62.5 74.9 50.8 60.3 62.5 74.9
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, June 05, 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 : 922,300: 102,777 63,474 128,204 533,935 584,652 764,916 776,330: 157,384 145,970
Old : 922,300: 102,777 63,474 128,204 533,935 584,652 764,916 776,330: 157,384 145,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 3,870: 5,267 -6,430 -1,964 232 6,669 3,535 -1,725: 335 5,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 6.9 13.9 57.9 63.4 82.9 84.2: 17.1 15.8
Old : 100.0: 11.1 6.9 13.9 57.9 63.4 82.9 84.2: 17.1 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 : 610: 161 123 158 258 246 490 458:
Old : 610: 161 123 158 258 246 490 458:
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 : 10.1 16.6 17.0 25.8 5.5 12.3 9.9 18.8
Old : 10.1 16.6 17.0 25.8 5.5 12.3 9.9 18.8
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, June 05, 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 : 139,394: 13,832 4,517 11,226 91,347 34,434 116,406 50,177: 22,988 89,217
Old : 139,394: 13,832 4,517 11,226 91,347 34,434 116,406 50,177: 22,988 89,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -89: 670 -4,922 57 570 580 1,297 -4,284: -1,386 4,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.2 8.1 65.5 24.7 83.5 36.0: 16.5 64.0
Old : 100.0: 9.9 3.2 8.1 65.5 24.7 83.5 36.0: 16.5 64.0
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 : 67: 13 14 20 32 25 57 48:
Old : 67: 13 14 20 32 25 57 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 : 33.8 17.9 47.7 24.0 33.0 15.6 46.7 19.2
Old : 33.8 17.9 47.7 24.0 33.0 15.6 46.7 19.2
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, June 05, 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 : 25,476: 0 2,545 0 24,666 22,118 24,666 24,663: 810 813
Old : 25,476: 0 2,545 0 24,666 22,118 24,666 24,663: 810 813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 625: 0 10 0 1,591 422 1,591 432: -966 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.0 0.0 96.8 86.8 96.8 96.8: 3.2 3.2
Old : 100.0: 0.0 10.0 0.0 96.8 86.8 96.8 96.8: 3.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 0 11 12 11 15:
Old : 23: 0 3 0 11 12 11 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 : 83.9 72.0 94.8 85.2 83.7 68.4 91.7 81.5
Old : 83.9 72.0 94.8 85.2 83.7 68.4 91.7 81.5
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, June 05, 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 : 24,813: 7,901 0 1 14,513 24,220 22,415 24,221: 2,398 592
Old : 24,813: 7,901 0 1 14,513 24,220 22,415 24,221: 2,398 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -4,000: -3,812 0 1 -293 -2,594 -4,104 -2,593: 104 -1,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 0.0 0.0 58.5 97.6 90.3 97.6: 9.7 2.4
Old : 100.0: 31.8 0.0 0.0 58.5 97.6 90.3 97.6: 9.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 0 1 10 11 15 12:
Old : 25: 5 0 1 10 11 15 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 : 59.0 75.6 76.5 94.3 59.0 75.6 76.5 94.3
Old : 59.0 75.6 76.5 94.3 59.0 75.6 76.5 94.3
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, June 05, 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 : 3,914,528: 498,264 348,327 531,347 2,212,941 2,751,093 3,242,552 3,630,766: 671,976 283,762
Old : 3,914,528: 498,264 348,327 531,347 2,212,941 2,751,093 3,242,552 3,630,766: 671,976 283,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 19,794: 3,873 -26,657 9,008 -1,692 30,444 11,188 12,795: 8,606 6,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 8.9 13.6 56.5 70.3 82.8 92.8: 17.2 7.2
Old : 100.0: 12.7 8.9 13.6 56.5 70.3 82.8 92.8: 17.2 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 : 597: 157 118 151 251 243 474 447:
Old : 597: 157 118 151 251 243 474 447:
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 : 10.8 19.6 18.2 29.6 6.2 17.5 11.0 25.4
Old : 10.8 19.6 18.2 29.6 6.2 17.5 11.0 25.4
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, June 05, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 33,548: 3,102 0 408 28,174 32,405 31,684 32,813: 1,864 735
Old : 33,548: 3,102 0 408 28,174 32,405 31,684 32,813: 1,864 735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 1,334: 1 0 -51 1,698 1,473 1,648 1,422: -314 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 1.2 84.0 96.6 94.4 97.8: 5.6 2.2
Old : 100.0: 9.2 0.0 1.2 84.0 96.6 94.4 97.8: 5.6 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 : 30: 6 0 1 13 13 20 14:
Old : 30: 6 0 1 13 13 20 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 : 62.1 74.6 75.0 89.1 59.9 74.6 72.6 88.6
Old : 62.1 74.6 75.0 89.1 59.9 74.6 72.6 88.6
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, June 05, 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 : 10,032: 2,614 1,417 0 4,676 7,915 7,290 9,332: 2,742 700
Old : 10,032: 2,614 1,417 0 4,676 7,915 7,290 9,332: 2,742 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -466: 29 -113 0 -1,462 -212 -1,433 -325: 967 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 14.1 0.0 46.6 78.9 72.7 93.0: 27.3 7.0
Old : 100.0: 26.1 14.1 0.0 46.6 78.9 72.7 93.0: 27.3 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 0 7 14 10 15:
Old : 22: 3 1 0 7 14 10 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 : 52.3 47.4 70.2 73.3 52.0 47.0 69.5 72.9
Old : 52.3 47.4 70.2 73.3 52.0 47.0 69.5 72.9
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, June 05, 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 : 28,917: 0 1,351 0 27,761 26,841 27,761 28,192: 1,156 725
Old : 28,917: 0 1,351 0 27,761 26,841 27,761 28,192: 1,156 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 1,898: 0 0 0 1,743 1,904 1,743 1,904: 155 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 0.0 96.0 92.8 96.0 97.5: 4.0 2.5
Old : 100.0: 0.0 4.7 0.0 96.0 92.8 96.0 97.5: 4.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 17 9 17 10:
Old : 24: 0 1 0 17 9 17 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 : 65.4 83.5 82.4 95.8 60.8 81.9 77.8 89.8
Old : 65.4 83.5 82.4 95.8 60.8 81.9 77.8 89.8
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, June 05, 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 : 84,105: 18,576 3,871 327 53,829 76,083 72,732 80,281: 11,373 3,824
Old : 84,105: 18,576 3,871 327 53,829 76,083 72,732 80,281: 11,373 3,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 2,207: 1,118 66 -103 1,218 2,542 2,233 2,505: -26 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 4.6 0.4 64.0 90.5 86.5 95.5: 13.5 4.5
Old : 100.0: 22.1 4.6 0.4 64.0 90.5 86.5 95.5: 13.5 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 : 90: 15 7 5 46 38 63 48:
Old : 90: 15 7 5 46 38 63 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 : 31.6 44.1 46.5 61.2 31.6 43.5 45.8 59.4
Old : 31.6 44.1 46.5 61.2 31.6 43.5 45.8 59.4
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, June 05, 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 : 55,745: 14,254 12,082 3,053 31,218 32,797 48,524 47,932: 7,221 7,813
Old : 55,745: 14,254 12,082 3,053 31,218 32,797 48,524 47,932: 7,221 7,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 2,277: 581 -302 499 800 1,712 1,880 1,908: 397 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 21.7 5.5 56.0 58.8 87.0 86.0: 13.0 14.0
Old : 100.0: 25.6 21.7 5.5 56.0 58.8 87.0 86.0: 13.0 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 70 70 39 91 94 182 182:
Old : 282: 70 70 39 91 94 182 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 17.1 31.6 27.5 18.7 17.1 28.5 26.6
Old : 21.2 17.1 31.6 27.5 18.7 17.1 28.5 26.6
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, June 05, 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 : 278,723: 71,268 60,409 15,264 156,089 163,985 242,621 239,658: 36,103 39,066
Old : 278,723: 71,268 60,409 15,264 156,089 163,985 242,621 239,658: 36,103 39,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 11,383: 2,906 -1,511 2,493 4,000 8,560 9,399 9,542: 1,984 1,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 21.7 5.5 56.0 58.8 87.0 86.0: 13.0 14.0
Old : 100.0: 25.6 21.7 5.5 56.0 58.8 87.0 86.0: 13.0 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 70 70 39 91 94 182 182:
Old : 282: 70 70 39 91 94 182 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 17.1 31.6 27.5 18.7 17.1 28.5 26.6
Old : 21.2 17.1 31.6 27.5 18.7 17.1 28.5 26.6
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, June 05, 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 : 167,852: 51,553 71,310 17,248 78,817 42,331 147,618 130,889: 20,234 36,962
Old : 167,852: 51,553 71,310 17,248 78,817 42,331 147,618 130,889: 20,234 36,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -12,969: -7,204 -9,272 -243 -2,399 -25 -9,847 -9,541: -3,122 -3,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 42.5 10.3 47.0 25.2 87.9 78.0: 12.1 22.0
Old : 100.0: 30.7 42.5 10.3 47.0 25.2 87.9 78.0: 12.1 22.0
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 : 95: 30 33 24 22 22 59 72:
Old : 95: 30 33 24 22 22 59 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 29.1 62.7 40.7 49.4 29.0 58.8 39.4
Old : 51.3 29.1 62.7 40.7 49.4 29.0 58.8 39.4
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, June 05, 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 : 570,551: 164,987 95,619 15,945 365,353 441,756 546,285 553,320: 24,267 17,231
Old : 570,551: 164,987 95,619 15,945 365,353 441,756 546,285 553,320: 24,267 17,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 15,830: -953 2,429 2,196 16,260 10,790 17,503 15,416: -1,673 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 16.8 2.8 64.0 77.4 95.7 97.0: 4.3 3.0
Old : 100.0: 28.9 16.8 2.8 64.0 77.4 95.7 97.0: 4.3 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 : 314: 74 56 30 120 113 209 184:
Old : 314: 74 56 30 120 113 209 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 37.1 29.3 50.9 16.4 36.7 27.4 48.9
Old : 17.5 37.1 29.3 50.9 16.4 36.7 27.4 48.9
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, June 05, 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 : 49,016: 18,008 6,022 3,444 20,284 35,617 41,736 45,083: 7,280 3,933
Old : 49,016: 18,008 6,022 3,444 20,284 35,617 41,736 45,083: 7,280 3,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 4,922: 2,031 433 3,155 -362 335 4,824 3,923: 98 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 12.3 7.0 41.4 72.7 85.1 92.0: 14.9 8.0
Old : 100.0: 36.7 12.3 7.0 41.4 72.7 85.1 92.0: 14.9 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 : 45: 19 5 11 15 9 38 21:
Old : 45: 19 5 11 15 9 38 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 71.4 49.3 83.6 32.3 70.3 48.0 81.1
Old : 33.1 71.4 49.3 83.6 32.3 70.3 48.0 81.1
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, June 05, 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 : 78,322: 10,740 22,659 4,674 40,845 28,246 56,259 55,579: 22,063 22,743
Old : 78,322: 10,740 22,659 4,674 40,845 28,246 56,259 55,579: 22,063 22,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 16,012: -4,167 755 3,306 3,918 895 3,057 4,956: 12,955 11,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 28.9 6.0 52.2 36.1 71.8 71.0: 28.2 29.0
Old : 100.0: 13.7 28.9 6.0 52.2 36.1 71.8 71.0: 28.2 29.0
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 : 68: 13 17 9 28 24 48 43:
Old : 68: 13 17 9 28 24 48 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 26.9 45.7 39.1 32.4 26.6 44.4 38.0
Old : 32.9 26.9 45.7 39.1 32.4 26.6 44.4 38.0
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, June 05, 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 : 110,630: 33,985 2,940 23,306 53,283 84,191 110,574 110,437: 56 193
Old : 110,630: 33,985 2,940 23,306 53,283 84,191 110,574 110,437: 56 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -375: 95 0 75 -550 -550 -380 -475: 5 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 2.7 21.1 48.2 76.1 99.9 99.8: 0.1 0.2
Old : 100.0: 30.7 2.7 21.1 48.2 76.1 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 1 2 14 17 24 20:
Old : 33: 10 1 2 14 17 24 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 : 87.3 76.8 95.0 92.2 32.3 26.3 34.7 33.4
Old : 87.3 76.8 95.0 92.2 32.3 26.3 34.7 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2018