BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 8,733: 752 467 1,660 5,620 5,842 8,032 7,969: 701 764
Old : 8,733: 752 467 1,660 5,620 5,842 8,032 7,969: 701 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,486: -171 -122 -248 -1,161 -1,196 -1,580 -1,566: 94 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 5.3 19.0 64.4 66.9 92.0 91.3: 8.0 8.7
Old : 100.0: 8.6 5.3 19.0 64.4 66.9 92.0 91.3: 8.0 8.7
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 : 40: 4 8 11 23 20 34 32:
Old : 40: 4 8 11 23 20 34 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 : 27.6 30.0 48.1 50.1 25.9 25.8 38.2 38.6
Old : 27.6 30.0 48.1 50.1 25.9 25.8 38.2 38.6
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, October 09, 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 : 42,105: 15,438 3,254 9,957 12,828 16,658 38,223 29,870: 3,882 12,236
Old : 42,105: 15,438 3,254 9,957 12,828 16,658 38,223 29,870: 3,882 12,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -4,052: -541 -606 -1,855 -1,369 -1,200 -3,765 -3,660: -287 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 7.7 23.6 30.5 39.6 90.8 70.9: 9.2 29.1
Old : 100.0: 36.7 7.7 23.6 30.5 39.6 90.8 70.9: 9.2 29.1
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 : 81: 22 18 26 32 33 65 66:
Old : 81: 22 18 26 32 33 65 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 23.6 52.2 35.1 33.0 15.8 44.1 22.0
Old : 35.5 23.6 52.2 35.1 33.0 15.8 44.1 22.0
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, October 09, 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 : 9,417: 1,553 425 1,565 5,482 6,757 8,600 8,747: 817 670
Old : 9,417: 1,553 425 1,565 5,482 6,757 8,600 8,747: 817 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,147: -156 -212 -349 -601 -524 -1,105 -1,084: -41 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 4.5 16.6 58.2 71.8 91.3 92.9: 8.7 7.1
Old : 100.0: 16.5 4.5 16.6 58.2 71.8 91.3 92.9: 8.7 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 : 42: 4 10 10 24 20 36 32:
Old : 42: 4 10 10 24 20 36 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 : 35.9 43.3 53.8 62.8 34.6 38.1 49.6 49.7
Old : 35.9 43.3 53.8 62.8 34.6 38.1 49.6 49.7
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, October 09, 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 : 318,086: 71,566 43,109 126,999 94,632 106,775 293,198 276,882: 24,888 41,204
Old : 317,606: 71,557 43,102 126,881 94,513 106,582 292,951 276,565: 24,655 41,040
Other: 480: 49 47 78 119 192 247 317: 234 163
: : :
: : Changes in Commitments from: October 2, 2018 :
: -751: -2,309 -2,434 -1,867 3,403 3,864 -773 -437: 22 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 13.6 39.9 29.8 33.6 92.2 87.0: 7.8 13.0
Old : 100.0: 22.5 13.6 39.9 29.8 33.6 92.2 87.1: 7.8 12.9
Other: 100.0: 10.2 9.7 16.3 24.8 40.0 51.4 66.1: 48.6 33.9
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 107 97 143 84 91 272 268:
Old : 328: 109 98 143 84 91 272 268:
Other: 21: 5 7 6 5 7 13 17:
:----------------------------------------------------------------------------------------------------
: 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 10.7 23.9 17.7 10.8 6.4 18.5 11.6
Old : 14.9 10.7 24.0 17.7 10.8 6.4 18.5 11.6
Other: 33.1 40.6 45.0 53.7 24.8 31.0 27.5 39.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 382,729: 123,930 25,877 89,186 136,349 212,660 349,465 327,723: 33,263 55,006
Old : 382,729: 123,930 25,877 89,186 136,349 212,660 349,465 327,723: 33,263 55,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -7,432: -809 2,838 -5,296 -944 -3,480 -7,049 -5,938: -382 -1,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 6.8 23.3 35.6 55.6 91.3 85.6: 8.7 14.4
Old : 100.0: 32.4 6.8 23.3 35.6 55.6 91.3 85.6: 8.7 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 160 84 159 138 162 377 347:
Old : 447: 160 84 159 138 162 377 347:
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 : 11.9 17.4 20.8 28.6 11.8 16.8 20.1 25.3
Old : 11.9 17.4 20.8 28.6 11.8 16.8 20.1 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, October 09, 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 : 4,142: 1,246 1,033 516 1,250 1,609 3,012 3,157: 1,130 984
Old : 4,142: 1,246 1,033 516 1,250 1,609 3,012 3,157: 1,130 984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -331: -103 -159 -18 -10 -100 -131 -276: -200 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 24.9 12.5 30.2 38.8 72.7 76.2: 27.3 23.8
Old : 100.0: 30.1 24.9 12.5 30.2 38.8 72.7 76.2: 27.3 23.8
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 : 39: 12 10 9 12 13 28 30:
Old : 39: 12 10 9 12 13 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 37.3 50.9 54.2 33.0 36.4 44.1 46.1
Old : 35.6 37.3 50.9 54.2 33.0 36.4 44.1 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 65,830: 23,005 15,996 17,526 17,015 13,434 57,546 46,955: 8,284 18,874
Old : 65,830: 23,005 15,996 17,526 17,015 13,434 57,546 46,955: 8,284 18,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 485: 1,020 983 87 -952 -1,405 156 -334: 330 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 24.3 26.6 25.8 20.4 87.4 71.3: 12.6 28.7
Old : 100.0: 34.9 24.3 26.6 25.8 20.4 87.4 71.3: 12.6 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 76 52 65 45 55 156 147:
Old : 205: 76 52 65 45 55 156 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 15.1 25.9 24.6 11.4 12.2 21.3 17.4
Old : 15.0 15.1 25.9 24.6 11.4 12.2 21.3 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 5,157: 296 3,084 530 3,292 1,093 4,117 4,707: 1,039 450
Old : 5,157: 296 3,084 530 3,292 1,093 4,117 4,707: 1,039 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -547: 109 -229 -82 -483 -189 -456 -500: -91 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 59.8 10.3 63.8 21.2 79.8 91.3: 20.2 8.7
Old : 100.0: 5.7 59.8 10.3 63.8 21.2 79.8 91.3: 20.2 8.7
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 : 25: 2 7 6 16 7 23 15:
Old : 25: 2 7 6 16 7 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 65.1 53.2 83.1 31.1 64.3 51.3 74.4
Old : 32.4 65.1 53.2 83.1 31.1 64.3 51.3 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 30,420: 2,309 13,180 4,514 22,794 10,500 29,618 28,194: 802 2,226
Old : 30,420: 2,309 13,180 4,514 22,794 10,500 29,618 28,194: 802 2,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,361: -616 -512 129 -990 -1,133 -1,478 -1,516: 116 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 43.3 14.8 74.9 34.5 97.4 92.7: 2.6 7.3
Old : 100.0: 7.6 43.3 14.8 74.9 34.5 97.4 92.7: 2.6 7.3
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: 8 23 14 29 27 48 53:
Old : 68: 8 23 14 29 27 48 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 38.6 63.3 62.0 43.7 37.8 59.1 57.3
Old : 45.2 38.6 63.3 62.0 43.7 37.8 59.1 57.3
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, October 09, 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 : 25,075: 10,347 7,702 1 13,088 15,607 23,436 23,310: 1,639 1,765
Old : 25,075: 10,347 7,702 1 13,088 15,607 23,436 23,310: 1,639 1,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,370: 4,343 1,580 -1 -5,693 -2,977 -1,351 -1,398: -19 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 30.7 0.0 52.2 62.2 93.5 93.0: 6.5 7.0
Old : 100.0: 41.3 30.7 0.0 52.2 62.2 93.5 93.0: 6.5 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 : 31: 12 11 1 3 5 16 16:
Old : 31: 12 11 1 3 5 16 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 : 82.4 69.6 88.9 85.7 82.4 69.6 88.9 85.7
Old : 82.4 69.6 88.9 85.7 82.4 69.6 88.9 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 138,709: 38,811 50,104 12,193 54,993 48,020 105,998 110,317: 32,712 28,392
Old : 138,709: 38,811 50,104 12,193 54,993 48,020 105,998 110,317: 32,712 28,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -12,448: -1,977 -8,682 -5,894 -3,012 289 -10,883 -14,288: -1,565 1,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 36.1 8.8 39.6 34.6 76.4 79.5: 23.6 20.5
Old : 100.0: 28.0 36.1 8.8 39.6 34.6 76.4 79.5: 23.6 20.5
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 : 111: 22 45 21 30 32 67 83:
Old : 111: 22 45 21 30 32 67 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 18.2 39.3 30.2 27.6 17.0 36.7 28.4
Old : 28.3 18.2 39.3 30.2 27.6 17.0 36.7 28.4
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, October 09, 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 : 63,021: 15,268 27,457 1,125 37,639 10,235 54,032 38,816: 8,989 24,205
Old : 63,021: 15,268 27,457 1,125 37,639 10,235 54,032 38,816: 8,989 24,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 7,035: 3,162 2,530 486 3,974 -506 7,623 2,510: -588 4,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 43.6 1.8 59.7 16.2 85.7 61.6: 14.3 38.4
Old : 100.0: 24.2 43.6 1.8 59.7 16.2 85.7 61.6: 14.3 38.4
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 : 50: 9 19 3 12 14 23 34:
Old : 50: 9 19 3 12 14 23 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 29.8 71.1 37.0 55.1 29.8 70.4 37.0
Old : 55.8 29.8 71.1 37.0 55.1 29.8 70.4 37.0
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, October 09, 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 : 209,500: 126,765 52,341 991 74,197 153,029 201,954 206,361: 7,546 3,139
Old : 209,500: 126,765 52,341 991 74,197 153,029 201,954 206,361: 7,546 3,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -8,625: -8,884 -9,535 60 366 1,981 -8,458 -7,494: -168 -1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 25.0 0.5 35.4 73.0 96.4 98.5: 3.6 1.5
Old : 100.0: 60.5 25.0 0.5 35.4 73.0 96.4 98.5: 3.6 1.5
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 : 148: 82 33 8 12 24 97 62:
Old : 148: 82 33 8 12 24 97 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 67.9 64.4 80.6 49.7 67.9 64.4 80.6
Old : 49.7 67.9 64.4 80.6 49.7 67.9 64.4 80.6
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, October 09, 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 : 260,014: 35,404 89,007 30,036 171,096 101,588 236,536 220,632: 23,477 39,382
Old : 260,014: 35,404 89,007 30,036 171,096 101,588 236,536 220,632: 23,477 39,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -6,879: 4,233 -992 -4,206 -8,355 -269 -8,328 -5,467: 1,449 -1,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 34.2 11.6 65.8 39.1 91.0 84.9: 9.0 15.1
Old : 100.0: 13.6 34.2 11.6 65.8 39.1 91.0 84.9: 9.0 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 : 130: 26 48 25 34 46 75 104:
Old : 130: 26 48 25 34 46 75 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 23.2 58.0 34.8 45.1 21.6 53.6 31.1
Old : 46.4 23.2 58.0 34.8 45.1 21.6 53.6 31.1
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, October 09, 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 : 279,633: 45,312 163,043 19,897 191,037 50,354 256,247 233,294: 23,386 46,339
Old : 279,633: 45,312 163,043 19,897 191,037 50,354 256,247 233,294: 23,386 46,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -5,532: -6,649 -5,463 -6,637 8,680 5,559 -4,606 -6,541: -926 1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 58.3 7.1 68.3 18.0 91.6 83.4: 8.4 16.6
Old : 100.0: 16.2 58.3 7.1 68.3 18.0 91.6 83.4: 8.4 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 24 55 24 43 39 79 106:
Old : 138: 24 55 24 43 39 79 106:
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 : 38.6 33.5 51.8 44.4 37.5 33.5 49.8 44.1
Old : 38.6 33.5 51.8 44.4 37.5 33.5 49.8 44.1
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, October 09, 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 : 553,282: 162,021 180,748 50,190 253,126 256,883 465,337 487,821: 87,945 65,461
Old : 553,282: 162,021 180,748 50,190 253,126 256,883 465,337 487,821: 87,945 65,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,235: -3,584 8,429 -4,527 1,398 -4,753 -6,713 -850: 4,478 -1,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 32.7 9.1 45.7 46.4 84.1 88.2: 15.9 11.8
Old : 100.0: 29.3 32.7 9.1 45.7 46.4 84.1 88.2: 15.9 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 : 307: 104 81 64 91 84 218 207:
Old : 307: 104 81 64 91 84 218 207:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 22.2 26.9 34.7 17.0 21.7 25.0 34.2
Old : 18.1 22.2 26.9 34.7 17.0 21.7 25.0 34.2
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, October 09, 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 : 37,796: 12,614 4,138 203 10,566 29,501 23,383 33,842: 14,413 3,954
Old : 37,796: 12,614 4,138 203 10,566 29,501 23,383 33,842: 14,413 3,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 618: 1,800 91 -35 354 -99 2,119 -43: -1,501 661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 10.9 0.5 28.0 78.1 61.9 89.5: 38.1 10.5
Old : 100.0: 33.4 10.9 0.5 28.0 78.1 61.9 89.5: 38.1 10.5
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 : 28: 10 4 2 11 9 23 13:
Old : 28: 10 4 2 11 9 23 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 : 27.5 76.2 39.2 86.7 26.6 73.3 38.2 83.3
Old : 27.5 76.2 39.2 86.7 26.6 73.3 38.2 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 25,265: 5,342 2,694 471 11,913 18,421 17,726 21,586: 7,539 3,679
Old : 25,265: 5,342 2,694 471 11,913 18,421 17,726 21,586: 7,539 3,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 10.7 1.9 47.2 72.9 70.2 85.4: 29.8 14.6
Old : 100.0: 21.1 10.7 1.9 47.2 72.9 70.2 85.4: 29.8 14.6
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 : 21: 3 3 2 12 12 17 15:
Old : 21: 3 3 2 12 12 17 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 : 48.7 64.1 60.6 75.2 46.3 59.7 55.3 69.1
Old : 48.7 64.1 60.6 75.2 46.3 59.7 55.3 69.1
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, October 09, 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 : 37,381: 6,704 25,532 59 28,731 10,109 35,494 35,700: 1,887 1,681
Old : 37,381: 6,704 25,532 59 28,731 10,109 35,494 35,700: 1,887 1,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,179: 781 -7,630 -49 -2,968 5,782 -2,236 -1,897: 57 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 68.3 0.2 76.9 27.0 95.0 95.5: 5.0 4.5
Old : 100.0: 17.9 68.3 0.2 76.9 27.0 95.0 95.5: 5.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 15 2 4 8 19 23:
Old : 38: 13 15 2 4 8 19 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 : 85.7 68.7 92.0 79.5 84.0 68.3 90.3 79.1
Old : 85.7 68.7 92.0 79.5 84.0 68.3 90.3 79.1
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, October 09, 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 : 64,711: 15,418 49,238 864 46,161 8,119 62,443 58,221: 2,268 6,490
Old : 64,711: 15,418 49,238 864 46,161 8,119 62,443 58,221: 2,268 6,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 8,263: 4,740 7,964 -346 3,575 828 7,969 8,446: 294 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 76.1 1.3 71.3 12.5 96.5 90.0: 3.5 10.0
Old : 100.0: 23.8 76.1 1.3 71.3 12.5 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 : 102: 20 62 7 12 11 35 77:
Old : 102: 20 62 7 12 11 35 77:
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 : 66.9 34.1 79.4 50.1 66.9 32.4 79.4 47.6
Old : 66.9 34.1 79.4 50.1 66.9 32.4 79.4 47.6
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, October 09, 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 :28,000,049: 919,654 2,991,904 13,492,910 12,948,721 10,196,488 27,361,285 26,681,302: 638,764 1,318,747
Old :28,000,049: 919,654 2,991,904 13,492,910 12,948,721 10,196,488 27,361,285 26,681,302: 638,764 1,318,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 1,900,651: 35,588 -233,118 1,575,663 301,554 573,841 1,912,806 1,916,386: -12,155 -15,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 10.7 48.2 46.2 36.4 97.7 95.3: 2.3 4.7
Old : 100.0: 3.3 10.7 48.2 46.2 36.4 97.7 95.3: 2.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 72 108 149 116 129 275 310:
Old : 323: 72 108 149 116 129 275 310:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 17.3 37.9 30.3 15.3 8.7 19.5 11.2
Old : 25.2 17.3 37.9 30.3 15.3 8.7 19.5 11.2
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 2,848: 2,038 2,289 24 0 170 2,062 2,483: 786 365
Old : 2,848: 2,038 2,289 24 0 170 2,062 2,483: 786 365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 494: 448 371 1 0 15 449 387: 45 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 80.4 0.8 0.0 6.0 72.4 87.2: 27.6 12.8
Old : 100.0: 71.6 80.4 0.8 0.0 6.0 72.4 87.2: 27.6 12.8
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 : 34: 14 19 1 0 1 15 20:
Old : 34: 14 19 1 0 1 15 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 : 43.8 50.0 58.9 66.1 43.8 50.0 58.9 66.1
Old : 43.8 50.0 58.9 66.1 43.8 50.0 58.9 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 11,870: 1,663 251 6,875 3,305 4,675 11,843 11,801: 27 69
Old : 11,870: 1,663 251 6,875 3,305 4,675 11,843 11,801: 27 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 2,161: -270 -70 2,406 0 -175 2,136 2,161: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.1 57.9 27.8 39.4 99.8 99.4: 0.2 0.6
Old : 100.0: 14.0 2.1 57.9 27.8 39.4 99.8 99.4: 0.2 0.6
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 : 23: 7 5 13 4 6 20 19:
Old : 23: 7 5 13 4 6 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 46.4 80.9 75.6 24.2 27.3 29.3 29.4
Old : 58.4 46.4 80.9 75.6 24.2 27.3 29.3 29.4
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, October 09, 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 : 25,494: 1,935 1,415 8,226 15,297 15,813 25,458 25,454: 36 40
Old : 25,494: 1,935 1,415 8,226 15,297 15,813 25,458 25,454: 36 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 4,531: -796 -2 922 4,401 3,595 4,527 4,515: 4 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 5.6 32.3 60.0 62.0 99.9 99.8: 0.1 0.2
Old : 100.0: 7.6 5.6 32.3 60.0 62.0 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 : 23: 8 6 12 6 8 19 21:
Old : 23: 8 6 12 6 8 19 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 : 85.7 68.0 93.2 88.6 20.1 21.6 23.6 24.2
Old : 85.7 68.0 93.2 88.6 20.1 21.6 23.6 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 837,047: 113,120 62,938 163,562 473,306 534,558 749,988 761,058: 87,058 75,988
Old : 837,047: 113,120 62,938 163,562 473,306 534,558 749,988 761,058: 87,058 75,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 31,483: 7,312 -378 2,780 12,326 23,004 22,418 25,405: 9,065 6,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 7.5 19.5 56.5 63.9 89.6 90.9: 10.4 9.1
Old : 100.0: 13.5 7.5 19.5 56.5 63.9 89.6 90.9: 10.4 9.1
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 : 662: 178 134 174 264 262 517 497:
Old : 662: 178 134 174 264 262 517 497:
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 14.6 20.7 24.7 7.4 10.1 12.2 16.6
Old : 12.3 14.6 20.7 24.7 7.4 10.1 12.2 16.6
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, October 09, 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 : 73,265: 3,626 2,080 13,031 32,935 43,652 49,591 58,763: 23,674 14,502
Old : 73,265: 3,626 2,080 13,031 32,935 43,652 49,591 58,763: 23,674 14,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 8,497: 1,299 -364 -1,962 4,106 10,792 3,443 8,466: 5,054 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.8 17.8 45.0 59.6 67.7 80.2: 32.3 19.8
Old : 100.0: 4.9 2.8 17.8 45.0 59.6 67.7 80.2: 32.3 19.8
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 : 62: 20 11 25 20 28 50 54:
Old : 62: 20 11 25 20 28 50 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 : 30.3 36.4 42.9 49.7 27.3 33.0 33.1 41.3
Old : 30.3 36.4 42.9 49.7 27.3 33.0 33.1 41.3
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 11,366: 879 0 0 7,510 10,378 8,389 10,378: 2,977 988
Old : 11,366: 879 0 0 7,510 10,378 8,389 10,378: 2,977 988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 0.0 66.1 91.3 73.8 91.3: 26.2 8.7
Old : 100.0: 7.7 0.0 0.0 66.1 91.3 73.8 91.3: 26.2 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 0 0 10 9 13 9:
Old : 21: 3 0 0 10 9 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 68.5 60.9 88.8 45.8 68.5 60.3 88.8
Old : 45.8 68.5 60.9 88.8 45.8 68.5 60.3 88.8
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, October 09, 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 : 3,818,908: 557,086 313,900 743,043 2,201,858 2,454,532 3,501,986 3,511,475: 316,922 307,434
Old : 3,818,908: 557,086 313,900 743,043 2,201,858 2,454,532 3,501,986 3,511,475: 316,922 307,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 114,931: 35,898 5,764 17,875 41,102 61,059 94,875 84,697: 20,056 30,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 8.2 19.5 57.7 64.3 91.7 91.9: 8.3 8.1
Old : 100.0: 14.6 8.2 19.5 57.7 64.3 91.7 91.9: 8.3 8.1
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 : 645: 170 129 164 259 258 499 483:
Old : 645: 170 129 164 259 258 499 483:
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 : 12.9 15.7 21.5 26.3 8.2 12.3 13.5 19.1
Old : 12.9 15.7 21.5 26.3 8.2 12.3 13.5 19.1
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, October 09, 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 : 14,900: 3,227 346 0 9,193 13,928 12,420 14,274: 2,480 626
Old : 14,900: 3,227 346 0 9,193 13,928 12,420 14,274: 2,480 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 557: 0 -3 0 531 621 531 618: 26 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 2.3 0.0 61.7 93.5 83.4 95.8: 16.6 4.2
Old : 100.0: 21.7 2.3 0.0 61.7 93.5 83.4 95.8: 16.6 4.2
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 : 24: 5 1 0 9 9 14 10:
Old : 24: 5 1 0 9 9 14 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 : 53.9 65.7 69.0 91.1 53.9 65.7 69.0 91.1
Old : 53.9 65.7 69.0 91.1 53.9 65.7 69.0 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 15,764: 825 0 0 12,680 14,676 13,505 14,676: 2,259 1,088
Old : 15,764: 825 0 0 12,680 14,676 13,505 14,676: 2,259 1,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,132: 341 -1,950 0 -2,422 -191 -2,081 -2,141: -51 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 0.0 80.4 93.1 85.7 93.1: 14.3 6.9
Old : 100.0: 5.2 0.0 0.0 80.4 93.1 85.7 93.1: 14.3 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 11 11 13 11:
Old : 22: 2 0 0 11 11 13 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 : 54.4 69.1 72.5 88.2 54.1 69.1 71.2 88.2
Old : 54.4 69.1 72.5 88.2 54.1 69.1 71.2 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 TOTAL RETURN INDEX x $25) :
: : :
All : 210,007: 0 21,500 0 210,007 188,507 210,007 210,007: 0 0
Old : 210,007: 0 21,500 0 210,007 188,507 210,007 210,007: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.2 0.0 100.0 89.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.2 0.0 100.0 89.8 100.0 100.0: 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 : 20: 0 1 0 16 16 16 17:
Old : 20: 0 1 0 16 16 16 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 : 78.7 66.8 93.9 84.7 67.0 63.3 74.4 72.2
Old : 78.7 66.8 93.9 84.7 67.0 63.3 74.4 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 83,178: 20,548 1,970 1,747 48,894 75,631 71,189 79,348: 11,989 3,830
Old : 83,178: 20,548 1,970 1,747 48,894 75,631 71,189 79,348: 11,989 3,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,333: -1,753 -1,675 402 -207 -559 -1,558 -1,832: -775 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 2.4 2.1 58.8 90.9 85.6 95.4: 14.4 4.6
Old : 100.0: 24.7 2.4 2.1 58.8 90.9 85.6 95.4: 14.4 4.6
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 : 85: 17 4 7 43 34 62 43:
Old : 85: 17 4 7 43 34 62 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 : 34.2 34.4 45.6 55.8 34.2 34.2 45.4 55.0
Old : 34.2 34.4 45.6 55.8 34.2 34.2 45.4 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 53,202: 15,445 12,980 2,828 27,187 29,622 45,461 45,430: 7,742 7,773
Old : 53,202: 15,445 12,980 2,828 27,187 29,622 45,461 45,430: 7,742 7,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 676: -3,164 1,734 297 2,892 -1,395 26 637: 649 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 24.4 5.3 51.1 55.7 85.4 85.4: 14.6 14.6
Old : 100.0: 29.0 24.4 5.3 51.1 55.7 85.4 85.4: 14.6 14.6
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 : 300: 77 79 43 81 103 181 202:
Old : 300: 77 79 43 81 103 181 202:
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 : 18.7 16.8 33.1 27.0 18.7 16.8 33.0 26.9
Old : 18.7 16.8 33.1 27.0 18.7 16.8 33.0 26.9
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, October 09, 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 : 266,012: 77,227 64,900 14,139 135,937 148,109 227,303 227,148: 38,709 38,864
Old : 266,012: 77,227 64,900 14,139 135,937 148,109 227,303 227,148: 38,709 38,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 3,379: -15,818 8,672 1,487 14,462 -6,975 131 3,184: 3,247 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 24.4 5.3 51.1 55.7 85.4 85.4: 14.6 14.6
Old : 100.0: 29.0 24.4 5.3 51.1 55.7 85.4 85.4: 14.6 14.6
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 : 300: 77 79 43 81 103 181 202:
Old : 300: 77 79 43 81 103 181 202:
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 : 18.7 16.8 33.1 27.0 18.7 16.8 33.0 26.9
Old : 18.7 16.8 33.1 27.0 18.7 16.8 33.0 26.9
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, October 09, 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 : 189,206: 25,016 99,197 13,512 123,987 29,809 162,515 142,518: 26,691 46,688
Old : 189,206: 25,016 99,197 13,512 123,987 29,809 162,515 142,518: 26,691 46,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 13,402: 4,914 6,129 -973 4,853 1,675 8,794 6,831: 4,608 6,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 52.4 7.1 65.5 15.8 85.9 75.3: 14.1 24.7
Old : 100.0: 13.2 52.4 7.1 65.5 15.8 85.9 75.3: 14.1 24.7
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 : 102: 19 49 21 21 26 52 84:
Old : 102: 19 49 21 21 26 52 84:
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 19.9 63.2 32.7 50.8 19.8 61.3 32.3
Old : 50.8 19.9 63.2 32.7 50.8 19.8 61.3 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 532,675: 121,695 168,911 20,094 364,646 324,677 506,435 513,682: 26,239 18,993
Old : 532,675: 121,695 168,911 20,094 364,646 324,677 506,435 513,682: 26,239 18,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -4,003: -18,518 -8,423 1,426 13,979 5,280 -3,113 -1,718: -890 -2,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 31.7 3.8 68.5 61.0 95.1 96.4: 4.9 3.6
Old : 100.0: 22.8 31.7 3.8 68.5 61.0 95.1 96.4: 4.9 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 : 316: 78 51 31 125 114 214 185:
Old : 316: 78 51 31 125 114 214 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 28.2 30.8 43.3 16.5 27.6 29.4 42.5
Old : 16.9 28.2 30.8 43.3 16.5 27.6 29.4 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 33,725: 8,864 17,840 272 18,287 12,152 27,423 30,264: 6,302 3,461
Old : 33,725: 8,864 17,840 272 18,287 12,152 27,423 30,264: 6,302 3,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 538: -221 62 29 1,404 454 1,212 545: -674 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 52.9 0.8 54.2 36.0 81.3 89.7: 18.7 10.3
Old : 100.0: 26.3 52.9 0.8 54.2 36.0 81.3 89.7: 18.7 10.3
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 : 45: 16 8 2 15 9 32 18:
Old : 45: 16 8 2 15 9 32 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 : 33.0 59.4 49.1 76.1 33.0 59.3 49.1 76.0
Old : 33.0 59.4 49.1 76.1 33.0 59.3 49.1 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, October 09, 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 : 65,347: 24,297 17,155 1,164 30,482 23,768 55,943 42,087: 9,404 23,260
Old : 65,347: 24,297 17,155 1,164 30,482 23,768 55,943 42,087: 9,404 23,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -6,740: -3,138 331 -377 -3,583 -1,477 -7,098 -1,523: 358 -5,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 26.3 1.8 46.6 36.4 85.6 64.4: 14.4 35.6
Old : 100.0: 37.2 26.3 1.8 46.6 36.4 85.6 64.4: 14.4 35.6
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 : 70: 17 14 3 25 22 43 38:
Old : 70: 17 14 3 25 22 43 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 : 40.5 29.6 54.0 41.2 39.9 29.6 53.2 41.2
Old : 40.5 29.6 54.0 41.2 39.9 29.6 53.2 41.2
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, October 09, 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 : 117,054: 5,093 2,940 250 111,656 113,771 116,999 116,961: 55 93
Old : 117,054: 5,093 2,940 250 111,656 113,771 116,999 116,961: 55 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 1,497: -56 0 0 1,530 1,497 1,474 1,497: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.5 0.2 95.4 97.2 100.0 99.9: 0.0 0.1
Old : 100.0: 4.4 2.5 0.2 95.4 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 : 32: 6 1 1 17 18 23 20:
Old : 32: 6 1 1 17 18 23 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 : 82.7 73.0 92.0 91.7 35.9 27.7 40.7 37.2
Old : 82.7 73.0 92.0 91.7 35.9 27.7 40.7 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2018