MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 22,962: 320 3,696 484 22,158 18,782 22,962 22,962: 0 0
Old : 22,962: 320 3,696 484 22,158 18,782 22,962 22,962: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 960: 0 -160 0 960 1,120 960 960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 16.1 2.1 96.5 81.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 16.1 2.1 96.5 81.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 8 2 8 9 11 18:
Old : 21: 2 8 2 8 9 11 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 : 94.7 74.7 99.3 89.6 83.7 62.3 83.7 76.6
Old : 94.7 74.7 99.3 89.6 83.7 62.3 83.7 76.6
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, September 25, 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 : 10,201: 873 665 1,917 6,785 6,845 9,575 9,427: 626 774
Old : 10,201: 873 665 1,917 6,785 6,845 9,575 9,427: 626 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -178: -140 -16 4 -59 -189 -196 -201: 17 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 6.5 18.8 66.5 67.1 93.9 92.4: 6.1 7.6
Old : 100.0: 8.6 6.5 18.8 66.5 67.1 93.9 92.4: 6.1 7.6
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 : 48: 6 11 12 29 21 41 38:
Old : 48: 6 11 12 29 21 41 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 : 27.6 28.3 48.6 48.0 26.3 25.0 40.4 37.6
Old : 27.6 28.3 48.6 48.0 26.3 25.0 40.4 37.6
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, September 25, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 45,365: 15,604 3,996 11,536 14,053 17,699 41,193 33,231: 4,173 12,135
Old : 45,365: 15,604 3,996 11,536 14,053 17,699 41,193 33,231: 4,173 12,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,397: 1,342 111 -253 363 1,467 1,451 1,325: -54 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 8.8 25.4 31.0 39.0 90.8 73.3: 9.2 26.7
Old : 100.0: 34.4 8.8 25.4 31.0 39.0 90.8 73.3: 9.2 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 : 92: 24 20 32 38 38 77 75:
Old : 92: 24 20 32 38 38 77 75:
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 : 34.3 24.0 49.6 35.8 30.9 17.2 41.0 23.3
Old : 34.3 24.0 49.6 35.8 30.9 17.2 41.0 23.3
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, September 25, 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 : 10,399: 1,457 605 1,897 6,155 7,156 9,509 9,659: 890 740
Old : 10,399: 1,457 605 1,897 6,155 7,156 9,509 9,659: 890 740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 255: 96 95 0 196 223 293 318: -38 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 5.8 18.2 59.2 68.8 91.4 92.9: 8.6 7.1
Old : 100.0: 14.0 5.8 18.2 59.2 68.8 91.4 92.9: 8.6 7.1
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 : 43: 5 10 13 24 20 37 35:
Old : 43: 5 10 13 24 20 37 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 : 31.9 42.4 51.0 61.2 31.0 37.7 47.0 48.3
Old : 31.9 42.4 51.0 61.2 31.0 37.7 47.0 48.3
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, September 25, 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 : 300,919: 72,799 50,001 117,996 86,487 93,136 277,282 261,134: 23,637 39,785
Old : 50,636: 14,882 9,955 24,259 7,130 11,565 46,271 45,779: 4,365 4,857
Other: 250,283: 67,000 49,130 84,654 79,357 81,571 231,011 215,355: 19,271 34,928
: : :
: : Changes in Commitments from: September 18, 2018 :
: -757: -2,804 -4,485 4,254 -1,680 -641 -230 -871: -528 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 16.6 39.2 28.7 31.0 92.1 86.8: 7.9 13.2
Old : 100.0: 29.4 19.7 47.9 14.1 22.8 91.4 90.4: 8.6 9.6
Other: 100.0: 26.8 19.6 33.8 31.7 32.6 92.3 86.0: 7.7 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 100 97 138 78 88 257 258:
Old : 179: 57 46 50 45 64 127 136:
Other: 305: 93 104 124 74 83 242 244:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 11.6 23.1 18.7 10.8 6.9 18.7 12.5
Old : 19.8 24.2 31.1 36.0 13.8 18.2 21.8 23.8
Other: 13.5 11.8 24.6 18.9 12.4 6.8 22.3 12.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 374,502: 119,136 21,843 92,416 128,622 205,299 340,174 319,558: 34,328 54,944
Old : 374,502: 119,136 21,843 92,416 128,622 205,299 340,174 319,558: 34,328 54,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 6,845: 1,905 -3,064 4,709 -1,306 2,886 5,308 4,530: 1,536 2,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 5.8 24.7 34.3 54.8 90.8 85.3: 9.2 14.7
Old : 100.0: 31.8 5.8 24.7 34.3 54.8 90.8 85.3: 9.2 14.7
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 : 424: 147 88 157 134 156 365 330:
Old : 424: 147 88 157 134 156 365 330:
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 : 12.3 17.5 21.3 29.2 11.8 17.1 20.2 25.3
Old : 12.3 17.5 21.3 29.2 11.8 17.1 20.2 25.3
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, September 25, 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 : 4,198: 1,293 1,221 422 1,272 1,777 2,987 3,421: 1,211 778
Old : 4,198: 1,293 1,221 422 1,272 1,777 2,987 3,421: 1,211 778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 69: 95 12 42 -140 17 -3 71: 72 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 29.1 10.1 30.3 42.3 71.1 81.5: 28.9 18.5
Old : 100.0: 30.8 29.1 10.1 30.3 42.3 71.1 81.5: 28.9 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 : 45: 17 10 9 13 14 32 32:
Old : 45: 17 10 9 13 14 32 32:
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 40.0 40.6 56.7 24.7 39.0 36.5 51.4
Old : 27.4 40.0 40.6 56.7 24.7 39.0 36.5 51.4
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, September 25, 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 : 63,792: 20,186 13,592 17,675 17,819 14,492 55,680 45,759: 8,111 18,033
Old : 63,792: 20,186 13,592 17,675 17,819 14,492 55,680 45,759: 8,111 18,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,019: 734 518 215 -67 163 882 896: 137 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 21.3 27.7 27.9 22.7 87.3 71.7: 12.7 28.3
Old : 100.0: 31.6 21.3 27.7 27.9 22.7 87.3 71.7: 12.7 28.3
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 : 201: 79 48 67 51 52 162 142:
Old : 201: 79 48 67 51 52 162 142:
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 : 14.9 15.0 26.6 25.3 11.5 10.8 20.4 16.0
Old : 14.9 15.0 26.6 25.3 11.5 10.8 20.4 16.0
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, September 25, 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 : 5,585: 141 3,250 596 3,712 1,248 4,450 5,095: 1,135 490
Old : 5,585: 141 3,250 596 3,712 1,248 4,450 5,095: 1,135 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 370: -40 224 80 297 14 338 318: 32 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 58.2 10.7 66.5 22.3 79.7 91.2: 20.3 8.8
Old : 100.0: 2.5 58.2 10.7 66.5 22.3 79.7 91.2: 20.3 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 8 6 17 6 24 14:
Old : 26: 1 8 6 17 6 24 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 : 31.7 62.3 52.5 82.1 29.9 61.6 49.7 72.9
Old : 31.7 62.3 52.5 82.1 29.9 61.6 49.7 72.9
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, September 25, 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 : 31,003: 2,885 13,239 4,271 23,152 11,465 30,309 28,975: 694 2,028
Old : 31,003: 2,885 13,239 4,271 23,152 11,465 30,309 28,975: 694 2,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,300: 95 703 172 1,008 513 1,275 1,387: 25 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 42.7 13.8 74.7 37.0 97.8 93.5: 2.2 6.5
Old : 100.0: 9.3 42.7 13.8 74.7 37.0 97.8 93.5: 2.2 6.5
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 : 72: 10 24 14 30 30 51 57:
Old : 72: 10 24 14 30 30 51 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 : 43.0 39.6 61.8 63.9 41.1 38.9 59.1 59.4
Old : 43.0 39.6 61.8 63.9 41.1 38.9 59.1 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 24,833: 3,985 8,200 1 19,186 14,947 23,172 23,148: 1,661 1,685
Old : 24,833: 3,985 8,200 1 19,186 14,947 23,172 23,148: 1,661 1,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -635: -824 -439 1 1 -130 -822 -568: 187 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 33.0 0.0 77.3 60.2 93.3 93.2: 6.7 6.8
Old : 100.0: 16.0 33.0 0.0 77.3 60.2 93.3 93.2: 6.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 12 11 1 5 3 18 14:
Old : 31: 12 11 1 5 3 18 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 : 78.4 80.6 86.3 88.6 78.4 80.6 86.3 88.6
Old : 78.4 80.6 86.3 88.6 78.4 80.6 86.3 88.6
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, September 25, 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 : 132,577: 32,071 50,427 12,089 57,634 42,370 101,794 104,885: 30,783 27,692
Old : 132,577: 32,071 50,427 12,089 57,634 42,370 101,794 104,885: 30,783 27,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -35,705: 6,360 -4,628 -1,467 -41,783 -325 -36,890 -6,420: 1,185 -29,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 38.0 9.1 43.5 32.0 76.8 79.1: 23.2 20.9
Old : 100.0: 24.2 38.0 9.1 43.5 32.0 76.8 79.1: 23.2 20.9
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 : 103: 22 37 19 29 29 64 72:
Old : 103: 22 37 19 29 29 64 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 : 26.1 18.7 38.0 31.0 25.8 17.1 36.1 29.4
Old : 26.1 18.7 38.0 31.0 25.8 17.1 36.1 29.4
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, September 25, 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 : 55,093: 10,427 26,126 649 32,109 10,729 43,185 37,504: 11,908 17,589
Old : 55,093: 10,427 26,126 649 32,109 10,729 43,185 37,504: 11,908 17,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -284: 546 -1,856 -50 -1,354 1,267 -858 -639: 574 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 47.4 1.2 58.3 19.5 78.4 68.1: 21.6 31.9
Old : 100.0: 18.9 47.4 1.2 58.3 19.5 78.4 68.1: 21.6 31.9
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 : 51: 9 20 3 11 15 22 36:
Old : 51: 9 20 3 11 15 22 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 : 53.5 29.8 66.5 38.1 52.8 29.7 65.9 38.0
Old : 53.5 29.8 66.5 38.1 52.8 29.7 65.9 38.0
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, September 25, 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 : 205,480: 117,305 65,911 449 80,263 135,929 198,017 202,290: 7,464 3,191
Old : 205,480: 117,305 65,911 449 80,263 135,929 198,017 202,290: 7,464 3,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 4,481: 5,071 -5,786 -578 226 11,081 4,719 4,717: -238 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 32.1 0.2 39.1 66.2 96.4 98.4: 3.6 1.6
Old : 100.0: 57.1 32.1 0.2 39.1 66.2 96.4 98.4: 3.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 65 43 7 12 20 82 65:
Old : 138: 65 43 7 12 20 82 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 : 50.6 65.8 64.7 77.6 50.6 65.8 64.7 77.6
Old : 50.6 65.8 64.7 77.6 50.6 65.8 64.7 77.6
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, September 25, 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 : 285,878: 38,010 102,608 35,226 191,150 104,746 264,386 242,580: 21,492 43,298
Old : 285,878: 38,010 102,608 35,226 191,150 104,746 264,386 242,580: 21,492 43,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 3,146: 98 -10,454 5,323 -3,092 10,485 2,329 5,354: 817 -2,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 35.9 12.3 66.9 36.6 92.5 84.9: 7.5 15.1
Old : 100.0: 13.3 35.9 12.3 66.9 36.6 92.5 84.9: 7.5 15.1
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 : 133: 26 51 22 34 45 71 107:
Old : 133: 26 51 22 34 45 71 107:
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 : 47.4 22.2 59.3 34.5 46.3 22.0 54.5 30.3
Old : 47.4 22.2 59.3 34.5 46.3 22.0 54.5 30.3
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, September 25, 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 : 243,669: 44,811 132,369 19,944 155,509 40,044 220,265 192,358: 23,404 51,311
Old : 243,669: 44,811 132,369 19,944 155,509 40,044 220,265 192,358: 23,404 51,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 15,966: -1,401 18,089 -1,539 17,954 -320 15,015 16,230: 952 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 54.3 8.2 63.8 16.4 90.4 78.9: 9.6 21.1
Old : 100.0: 18.4 54.3 8.2 63.8 16.4 90.4 78.9: 9.6 21.1
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 : 129: 24 48 23 39 36 74 96:
Old : 129: 24 48 23 39 36 74 96:
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 : 36.9 30.2 49.3 40.0 35.8 30.2 47.8 39.5
Old : 36.9 30.2 49.3 40.0 35.8 30.2 47.8 39.5
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, September 25, 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 : 544,300: 175,574 168,045 48,922 227,868 266,013 452,364 482,980: 91,936 61,320
Old : 544,300: 175,574 168,045 48,922 227,868 266,013 452,364 482,980: 91,936 61,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 19,001: 4,867 2,933 7,229 477 13,525 12,573 23,688: 6,428 -4,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 30.9 9.0 41.9 48.9 83.1 88.7: 16.9 11.3
Old : 100.0: 32.3 30.9 9.0 41.9 48.9 83.1 88.7: 16.9 11.3
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 : 297: 98 78 70 90 84 216 205:
Old : 297: 98 78 70 90 84 216 205:
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 : 18.6 24.0 27.0 37.3 17.7 23.6 25.5 36.8
Old : 18.6 24.0 27.0 37.3 17.7 23.6 25.5 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 36,712: 11,842 3,811 236 8,804 29,372 20,882 33,419: 15,830 3,293
Old : 36,712: 11,842 3,811 236 8,804 29,372 20,882 33,419: 15,830 3,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,033: 214 678 -453 599 991 360 1,216: 673 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 10.4 0.6 24.0 80.0 56.9 91.0: 43.1 9.0
Old : 100.0: 32.3 10.4 0.6 24.0 80.0 56.9 91.0: 43.1 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 10 3 3 9 8 21 12:
Old : 25: 10 3 3 9 8 21 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 : 26.4 78.4 38.1 89.3 25.0 75.7 36.3 85.8
Old : 26.4 78.4 38.1 89.3 25.0 75.7 36.3 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 46,266: 7,952 36,541 1,539 35,106 5,836 44,597 43,916: 1,669 2,350
Old : 46,266: 7,952 36,541 1,539 35,106 5,836 44,597 43,916: 1,669 2,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 4,961: -1,542 1,047 1,532 5,078 2,679 5,068 5,258: -107 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 79.0 3.3 75.9 12.6 96.4 94.9: 3.6 5.1
Old : 100.0: 17.2 79.0 3.3 75.9 12.6 96.4 94.9: 3.6 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 : 47: 15 21 3 5 8 21 31:
Old : 47: 15 21 3 5 8 21 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 : 80.0 68.4 89.6 78.1 73.7 64.5 81.9 72.4
Old : 80.0 68.4 89.6 78.1 73.7 64.5 81.9 72.4
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, September 25, 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 : 56,994: 10,906 42,741 927 43,141 7,615 54,974 51,283: 2,020 5,711
Old : 56,994: 10,906 42,741 927 43,141 7,615 54,974 51,283: 2,020 5,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -435: -115 -269 27 -207 192 -295 -50: -140 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 75.0 1.6 75.7 13.4 96.5 90.0: 3.5 10.0
Old : 100.0: 19.1 75.0 1.6 75.7 13.4 96.5 90.0: 3.5 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 : 98: 22 58 7 11 10 37 71:
Old : 98: 22 58 7 11 10 37 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 : 66.5 39.4 77.4 56.3 66.5 37.6 77.2 53.5
Old : 66.5 39.4 77.4 56.3 66.5 37.6 77.2 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 8,541: 963 5,454 0 6,836 957 7,799 6,411: 742 2,130
Old : 8,541: 963 5,454 0 6,836 957 7,799 6,411: 742 2,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -715: -2,676 -578 0 1,893 -183 -783 -761: 68 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 63.9 0.0 80.0 11.2 91.3 75.1: 8.7 24.9
Old : 100.0: 11.3 63.9 0.0 80.0 11.2 91.3 75.1: 8.7 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 11 0 6 1 10 12:
Old : 21: 4 11 0 6 1 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 51.1 89.4 69.1 76.6 51.0 89.4 69.0
Old : 76.6 51.1 89.4 69.1 76.6 51.0 89.4 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 :26,234,169: 957,897 3,364,889 11,956,707 12,703,599 9,625,624 25,618,202 24,947,221: 615,967 1,286,948
Old :26,234,169: 957,897 3,364,889 11,956,707 12,703,599 9,625,624 25,618,202 24,947,221: 615,967 1,286,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,061,663: 60,445 35,672 717,247 262,645 288,955 1,040,336 1,041,874: 21,327 19,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 12.8 45.6 48.4 36.7 97.7 95.1: 2.3 4.9
Old : 100.0: 3.7 12.8 45.6 48.4 36.7 97.7 95.1: 2.3 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 : 332: 80 104 150 121 132 284 315:
Old : 332: 80 104 150 121 132 284 315:
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 : 26.3 17.8 38.4 30.4 16.8 9.5 20.9 12.0
Old : 26.3 17.8 38.4 30.4 16.8 9.5 20.9 12.0
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, September 25, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 2,746: 1,625 1,952 332 0 139 1,957 2,423: 789 323
Old : 2,746: 1,625 1,952 332 0 139 1,957 2,423: 789 323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 4: -31 -85 104 0 0 73 19: -69 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 71.1 12.1 0.0 5.1 71.3 88.2: 28.7 11.8
Old : 100.0: 59.2 71.1 12.1 0.0 5.1 71.3 88.2: 28.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 20 6 0 1 18 23:
Old : 35: 14 20 6 0 1 18 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 : 49.5 42.5 60.9 61.3 42.1 41.8 53.3 56.2
Old : 49.5 42.5 60.9 61.3 42.1 41.8 53.3 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 21,478: 1,287 2,076 6,779 13,334 12,538 21,400 21,393: 78 85
Old : 21,478: 1,287 2,076 6,779 13,334 12,538 21,400 21,393: 78 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 3,945: 713 109 617 2,605 3,256 3,935 3,982: 10 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 9.7 31.6 62.1 58.4 99.6 99.6: 0.4 0.4
Old : 100.0: 6.0 9.7 31.6 62.1 58.4 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 6 9 8 10 18 21:
Old : 24: 6 6 9 8 10 18 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 : 80.4 69.5 93.3 87.2 29.2 25.2 31.3 30.1
Old : 80.4 69.5 93.3 87.2 29.2 25.2 31.3 30.1
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, September 25, 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 : 795,796: 103,494 67,343 159,114 451,804 501,142 714,412 727,599: 81,384 68,197
Old : 795,796: 103,494 67,343 159,114 451,804 501,142 714,412 727,599: 81,384 68,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -189,336: -4,831 -13,945 -37,545 -120,186 -104,930 -162,562 -156,421: -26,773 -32,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 8.5 20.0 56.8 63.0 89.8 91.4: 10.2 8.6
Old : 100.0: 13.0 8.5 20.0 56.8 63.0 89.8 91.4: 10.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 640: 165 132 160 252 259 487 482:
Old : 640: 165 132 160 252 259 487 482:
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 : 13.9 15.2 22.7 25.8 8.9 10.1 14.5 16.1
Old : 13.9 15.2 22.7 25.8 8.9 10.1 14.5 16.1
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, September 25, 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 : 63,720: 2,057 3,087 15,076 28,202 31,997 45,334 50,161: 18,386 13,559
Old : 63,720: 2,057 3,087 15,076 28,202 31,997 45,334 50,161: 18,386 13,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -46,993: -3,757 -2,616 -7,292 -30,566 -17,262 -41,615 -27,169: -5,378 -19,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 4.8 23.7 44.3 50.2 71.1 78.7: 28.9 21.3
Old : 100.0: 3.2 4.8 23.7 44.3 50.2 71.1 78.7: 28.9 21.3
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 : 58: 14 15 23 19 25 46 50:
Old : 58: 14 15 23 19 25 46 50:
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 : 32.7 38.3 46.2 53.4 25.7 30.8 31.5 39.2
Old : 32.7 38.3 46.2 53.4 25.7 30.8 31.5 39.2
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, September 25, 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 : 3,660,381: 509,872 323,961 717,506 2,118,011 2,345,725 3,345,388 3,387,191: 314,992 273,189
Old : 3,660,381: 509,872 323,961 717,506 2,118,011 2,345,725 3,345,388 3,387,191: 314,992 273,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -711,715: -34,006 -85,284 -122,632 -448,100 -438,340 -604,738 -646,257: -106,977 -65,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 8.9 19.6 57.9 64.1 91.4 92.5: 8.6 7.5
Old : 100.0: 13.9 8.9 19.6 57.9 64.1 91.4 92.5: 8.6 7.5
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 : 623: 162 124 151 246 252 470 466:
Old : 623: 162 124 151 246 252 470 466:
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 16.3 23.8 27.3 9.6 12.4 15.8 19.0
Old : 14.6 16.3 23.8 27.3 9.6 12.4 15.8 19.0
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, September 25, 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 : 27,589: 1,899 0 0 22,835 26,742 24,734 26,742: 2,855 847
Old : 27,589: 1,899 0 0 22,835 26,742 24,734 26,742: 2,855 847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -10,149: 257 0 0 -9,665 -9,756 -9,408 -9,756: -741 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.0 82.8 96.9 89.7 96.9: 10.3 3.1
Old : 100.0: 6.9 0.0 0.0 82.8 96.9 89.7 96.9: 10.3 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: 5 0 0 6 12 11 12:
Old : 21: 5 0 0 6 12 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 73.1 87.1 90.5 73.1 73.1 81.9 89.6
Old : 75.8 73.1 87.1 90.5 73.1 73.1 81.9 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 Health Care In :
: : :
All : 13,706: 3,210 372 0 8,165 12,794 11,375 13,166: 2,331 540
Old : 13,706: 3,210 372 0 8,165 12,794 11,375 13,166: 2,331 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -3,244: -245 0 -530 -2,495 -2,694 -3,270 -3,224: 26 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 2.7 0.0 59.6 93.3 83.0 96.1: 17.0 3.9
Old : 100.0: 23.4 2.7 0.0 59.6 93.3 83.0 96.1: 17.0 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 1 0 9 10 14 11:
Old : 25: 5 1 0 9 10 14 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 : 48.9 62.3 68.2 87.0 48.9 62.3 68.2 87.0
Old : 48.9 62.3 68.2 87.0 48.9 62.3 68.2 87.0
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, September 25, 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 : 17,967: 790 1,933 0 14,972 15,007 15,762 16,940: 2,205 1,027
Old : 17,967: 790 1,933 0 14,972 15,007 15,762 16,940: 2,205 1,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -22,197: 216 31 -896 -21,770 -21,018 -22,450 -21,883: 253 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 10.8 0.0 83.3 83.5 87.7 94.3: 12.3 5.7
Old : 100.0: 4.4 10.8 0.0 83.3 83.5 87.7 94.3: 12.3 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 : 28: 2 4 0 13 11 15 15:
Old : 28: 2 4 0 13 11 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 : 54.9 62.3 75.0 81.7 54.7 62.3 73.7 81.7
Old : 54.9 62.3 75.0 81.7 54.7 62.3 73.7 81.7
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, September 25, 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 : 84,484: 21,524 3,590 1,468 48,353 75,284 71,345 80,342: 13,139 4,142
Old : 84,484: 21,524 3,590 1,468 48,353 75,284 71,345 80,342: 13,139 4,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -9,958: -585 -760 -182 -8,197 -8,305 -8,964 -9,247: -994 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 4.2 1.7 57.2 89.1 84.4 95.1: 15.6 4.9
Old : 100.0: 25.5 4.2 1.7 57.2 89.1 84.4 95.1: 15.6 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 : 86: 16 5 8 42 36 59 48:
Old : 86: 16 5 8 42 36 59 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 : 32.5 34.4 45.9 55.3 32.5 34.3 45.7 54.6
Old : 32.5 34.4 45.9 55.3 32.5 34.3 45.7 54.6
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, September 25, 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 : 52,630: 17,485 10,075 2,937 25,268 32,189 45,690 45,201: 6,940 7,430
Old : 52,630: 17,485 10,075 2,937 25,268 32,189 45,690 45,201: 6,940 7,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -13,530: 1,319 -209 -750 -13,098 -11,710 -12,529 -12,669: -1,001 -861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 19.1 5.6 48.0 61.2 86.8 85.9: 13.2 14.1
Old : 100.0: 33.2 19.1 5.6 48.0 61.2 86.8 85.9: 13.2 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 70 74 39 77 104 167 197:
Old : 288: 70 74 39 77 104 167 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 19.6 35.3 29.3 22.0 19.6 35.3 29.2
Old : 22.0 19.6 35.3 29.3 22.0 19.6 35.3 29.2
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, September 25, 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 : 263,151: 87,426 50,375 14,683 126,341 160,945 228,450 226,003: 34,701 37,149
Old : 263,151: 87,426 50,375 14,683 126,341 160,945 228,450 226,003: 34,701 37,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -67,648: 6,595 -1,044 -3,750 -65,489 -58,550 -62,644 -63,344: -5,004 -4,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 19.1 5.6 48.0 61.2 86.8 85.9: 13.2 14.1
Old : 100.0: 33.2 19.1 5.6 48.0 61.2 86.8 85.9: 13.2 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 70 74 39 77 104 167 197:
Old : 288: 70 74 39 77 104 167 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 19.6 35.3 29.3 22.0 19.6 35.3 29.2
Old : 22.0 19.6 35.3 29.3 22.0 19.6 35.3 29.2
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, September 25, 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 : 181,988: 20,932 93,955 16,828 122,895 28,594 160,655 139,378: 21,333 42,611
Old : 181,988: 20,932 93,955 16,828 122,895 28,594 160,655 139,378: 21,333 42,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -4,444: -4,483 -129 -1,105 67 213 -5,522 -1,022: 1,078 -3,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 51.6 9.2 67.5 15.7 88.3 76.6: 11.7 23.4
Old : 100.0: 11.5 51.6 9.2 67.5 15.7 88.3 76.6: 11.7 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 18 46 21 24 26 54 81:
Old : 98: 18 46 21 24 26 54 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 22.5 63.3 35.5 50.0 22.3 61.0 34.9
Old : 50.0 22.5 63.3 35.5 50.0 22.3 61.0 34.9
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, September 25, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 533,153: 147,818 165,061 18,182 341,734 329,123 507,734 512,365: 25,419 20,788
Old : 533,153: 147,818 165,061 18,182 341,734 329,123 507,734 512,365: 25,419 20,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -119,211: -7,787 11,173 -4,207 -96,914 -119,148 -108,907 -112,182: -10,304 -7,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 31.0 3.4 64.1 61.7 95.2 96.1: 4.8 3.9
Old : 100.0: 27.7 31.0 3.4 64.1 61.7 95.2 96.1: 4.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 79 56 37 125 104 220 181:
Old : 318: 79 56 37 125 104 220 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 29.1 32.8 44.1 19.1 29.1 31.3 43.3
Old : 19.6 29.1 32.8 44.1 19.1 29.1 31.3 43.3
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, September 25, 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 : 31,793: 8,440 17,147 29 16,393 10,807 24,862 27,983: 6,931 3,810
Old : 31,793: 8,440 17,147 29 16,393 10,807 24,862 27,983: 6,931 3,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 40: -47 -276 6 98 762 57 492: -17 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 53.9 0.1 51.6 34.0 78.2 88.0: 21.8 12.0
Old : 100.0: 26.5 53.9 0.1 51.6 34.0 78.2 88.0: 21.8 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 : 45: 17 9 1 14 7 32 16:
Old : 45: 17 9 1 14 7 32 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 : 33.1 60.7 47.4 76.1 33.1 60.6 47.4 76.0
Old : 33.1 60.7 47.4 76.1 33.1 60.6 47.4 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 70,422: 26,014 9,694 1,213 34,024 22,393 61,251 33,300: 9,171 37,122
Old : 70,422: 26,014 9,694 1,213 34,024 22,393 61,251 33,300: 9,171 37,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 7,446: -428 317 -230 7,197 -2,849 6,539 -2,762: 907 10,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 13.8 1.7 48.3 31.8 87.0 47.3: 13.0 52.7
Old : 100.0: 36.9 13.8 1.7 48.3 31.8 87.0 47.3: 13.0 52.7
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 : 72: 22 14 3 22 22 46 37:
Old : 72: 22 14 3 22 22 46 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 : 43.6 21.5 57.7 30.0 43.4 21.5 57.5 30.0
Old : 43.6 21.5 57.7 30.0 43.4 21.5 57.5 30.0
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, September 25, 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 : 115,666: 5,469 2,940 250 109,915 112,383 115,634 115,573: 32 93
Old : 115,666: 5,469 2,940 250 109,915 112,383 115,634 115,573: 32 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -135: 375 0 0 -510 -135 -135 -135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.5 0.2 95.0 97.2 100.0 99.9: 0.0 0.1
Old : 100.0: 4.7 2.5 0.2 95.0 97.2 100.0 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 : 33: 7 1 1 17 19 24 21:
Old : 33: 7 1 1 17 19 24 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 : 82.7 73.8 91.8 91.6 35.0 27.2 39.8 36.2
Old : 82.7 73.8 91.8 91.6 35.0 27.2 39.8 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2018