BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 10,219: 844 890 1,833 6,797 6,538 9,474 9,261: 745 958
Old : 10,219: 844 890 1,833 6,797 6,538 9,474 9,261: 745 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 656: 76 422 74 825 523 975 1,019: -319 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 8.7 17.9 66.5 64.0 92.7 90.6: 7.3 9.4
Old : 100.0: 8.3 8.7 17.9 66.5 64.0 92.7 90.6: 7.3 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 10 11 23 20 34 34:
Old : 42: 4 10 11 23 20 34 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 : 29.3 28.7 48.7 47.3 27.1 25.0 40.4 36.9
Old : 29.3 28.7 48.7 47.3 27.1 25.0 40.4 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 53,723: 17,299 4,077 12,135 20,358 22,559 49,793 38,771: 3,930 14,952
Old : 53,723: 17,299 4,077 12,135 20,358 22,559 49,793 38,771: 3,930 14,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 6,939: 892 1,055 2,574 3,627 1,842 7,092 5,471: -154 1,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 7.6 22.6 37.9 42.0 92.7 72.2: 7.3 27.8
Old : 100.0: 32.2 7.6 22.6 37.9 42.0 92.7 72.2: 7.3 27.8
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 : 85: 19 23 26 33 36 65 72:
Old : 85: 19 23 26 33 36 65 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 : 35.4 20.8 54.9 32.2 32.6 14.3 42.6 20.2
Old : 35.4 20.8 54.9 32.2 32.6 14.3 42.6 20.2
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 23, 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 : 9,867: 1,579 592 1,574 5,933 7,177 9,086 9,343: 781 524
Old : 9,867: 1,579 592 1,574 5,933 7,177 9,086 9,343: 781 524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 196: 32 125 16 239 175 287 316: -91 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 6.0 15.9 60.1 72.7 92.1 94.7: 7.9 5.3
Old : 100.0: 16.0 6.0 15.9 60.1 72.7 92.1 94.7: 7.9 5.3
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 : 43: 4 11 10 24 20 36 33:
Old : 43: 4 11 10 24 20 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 42.9 52.7 61.6 34.0 36.0 49.0 47.2
Old : 35.0 42.9 52.7 61.6 34.0 36.0 49.0 47.2
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 23, 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 : 295,435: 68,793 41,955 112,240 90,084 100,799 271,117 254,993: 24,318 40,441
Old : 294,872: 68,808 41,954 112,084 89,960 100,591 270,852 254,629: 24,020 40,243
Other: 563: 81 95 61 123 208 265 364: 298 199
: : :
: : Changes in Commitments from: October 16, 2018 :
: -223: -5,171 -2,966 6,524 -2,090 -3,442 -736 117: 513 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 14.2 38.0 30.5 34.1 91.8 86.3: 8.2 13.7
Old : 100.0: 23.3 14.2 38.0 30.5 34.1 91.9 86.4: 8.1 13.6
Other: 100.0: 14.3 17.0 10.9 21.9 36.9 47.1 64.7: 52.9 35.3
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 118 79 149 82 89 272 266:
Old : 322: 121 79 149 82 89 272 266:
Other: 23: 6 8 5 5 7 13 18:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 10.7 22.9 18.0 9.4 6.5 17.7 11.7
Old : 13.8 10.7 23.0 18.0 9.4 6.5 17.7 11.8
Other: 32.3 35.3 41.7 51.8 27.2 27.4 29.9 41.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 377,316: 122,998 25,373 90,797 133,494 210,780 347,289 326,950: 30,027 50,366
Old : 377,316: 122,998 25,373 90,797 133,494 210,780 347,289 326,950: 30,027 50,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 4,226: -994 -1,200 5,896 380 623 5,282 5,318: -1,056 -1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 6.7 24.1 35.4 55.9 92.0 86.7: 8.0 13.3
Old : 100.0: 32.6 6.7 24.1 35.4 55.9 92.0 86.7: 8.0 13.3
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 : 441: 164 81 163 139 165 377 348:
Old : 441: 164 81 163 139 165 377 348:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 17.3 20.7 28.0 12.0 16.8 20.3 25.2
Old : 12.1 17.3 20.7 28.0 12.0 16.8 20.3 25.2
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 23, 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 : 5,018: 815 1,120 1,135 1,634 1,586 3,585 3,842: 1,433 1,176
Old : 5,018: 815 1,120 1,135 1,634 1,586 3,585 3,842: 1,433 1,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 342: -72 2 132 107 80 167 214: 175 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 22.3 22.6 32.6 31.6 71.4 76.6: 28.6 23.4
Old : 100.0: 16.2 22.3 22.6 32.6 31.6 71.4 76.6: 28.6 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 : 47: 16 14 11 13 15 32 37:
Old : 47: 16 14 11 13 15 32 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 : 30.8 30.9 42.3 49.4 20.2 27.9 29.7 33.8
Old : 30.8 30.9 42.3 49.4 20.2 27.9 29.7 33.8
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 23, 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 : 61,803: 20,953 18,426 14,018 17,144 12,721 52,116 45,164: 9,687 16,638
Old : 61,803: 20,953 18,426 14,018 17,144 12,721 52,116 45,164: 9,687 16,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -2,802: -261 1,251 -2,099 -186 -400 -2,545 -1,248: -256 -1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 29.8 22.7 27.7 20.6 84.3 73.1: 15.7 26.9
Old : 100.0: 33.9 29.8 22.7 27.7 20.6 84.3 73.1: 15.7 26.9
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 : 206: 73 50 67 52 55 165 145:
Old : 206: 73 50 67 52 55 165 145:
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 : 14.4 17.5 25.5 27.9 13.1 16.9 21.2 24.2
Old : 14.4 17.5 25.5 27.9 13.1 16.9 21.2 24.2
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 23, 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 : 5,947: 499 3,660 595 3,758 1,261 4,852 5,515: 1,095 432
Old : 5,947: 499 3,660 595 3,758 1,261 4,852 5,515: 1,095 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 242: 193 229 -3 184 81 374 306: -132 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 61.5 10.0 63.2 21.2 81.6 92.7: 18.4 7.3
Old : 100.0: 8.4 61.5 10.0 63.2 21.2 81.6 92.7: 18.4 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 : 25: 3 6 6 16 7 23 15:
Old : 25: 3 6 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 : 35.0 66.6 55.8 85.3 33.9 65.4 53.7 76.4
Old : 35.0 66.6 55.8 85.3 33.9 65.4 53.7 76.4
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 23, 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 : 38,391: 2,583 16,387 5,839 28,792 13,321 37,214 35,547: 1,177 2,844
Old : 38,391: 2,583 16,387 5,839 28,792 13,321 37,214 35,547: 1,177 2,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 4,113: 346 1,620 711 3,055 1,508 4,112 3,839: 1 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 42.7 15.2 75.0 34.7 96.9 92.6: 3.1 7.4
Old : 100.0: 6.7 42.7 15.2 75.0 34.7 96.9 92.6: 3.1 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 6 27 15 29 25 48 54:
Old : 68: 6 27 15 29 25 48 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 : 45.4 37.3 63.5 60.7 44.0 36.5 58.2 55.9
Old : 45.4 37.3 63.5 60.7 44.0 36.5 58.2 55.9
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 29,489: 13,541 10,978 0 14,303 17,296 27,844 28,274: 1,645 1,215
Old : 29,489: 13,541 10,978 0 14,303 17,296 27,844 28,274: 1,645 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 3,188: 2,267 2,535 -1 901 1,056 3,167 3,590: 21 -402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 37.2 0.0 48.5 58.7 94.4 95.9: 5.6 4.1
Old : 100.0: 45.9 37.2 0.0 48.5 58.7 94.4 95.9: 5.6 4.1
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: 11 12 0 3 6 14 18:
Old : 32: 11 12 0 3 6 14 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 : 84.8 70.1 90.7 87.0 84.8 70.1 90.7 87.0
Old : 84.8 70.1 90.7 87.0 84.8 70.1 90.7 87.0
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 23, 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 : 137,507: 32,446 37,613 13,730 59,742 54,218 105,918 105,561: 31,589 31,946
Old : 137,507: 32,446 37,613 13,730 59,742 54,218 105,918 105,561: 31,589 31,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 4,397: 25 -4,569 1,284 4,477 4,360 5,785 1,075: -1,388 3,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 27.4 10.0 43.4 39.4 77.0 76.8: 23.0 23.2
Old : 100.0: 23.6 27.4 10.0 43.4 39.4 77.0 76.8: 23.0 23.2
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 : 107: 21 41 16 30 33 60 81:
Old : 107: 21 41 16 30 33 60 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 : 29.3 16.1 39.3 26.7 28.6 14.7 37.4 23.9
Old : 29.3 16.1 39.3 26.7 28.6 14.7 37.4 23.9
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 23, 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 : 70,931: 13,575 29,994 1,383 48,160 12,933 63,118 44,310: 7,813 26,621
Old : 70,931: 13,575 29,994 1,383 48,160 12,933 63,118 44,310: 7,813 26,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 5,152: -224 320 4 5,657 1,089 5,438 1,414: -286 3,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 42.3 1.9 67.9 18.2 89.0 62.5: 11.0 37.5
Old : 100.0: 19.1 42.3 1.9 67.9 18.2 89.0 62.5: 11.0 37.5
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 : 46: 8 16 3 13 13 23 30:
Old : 46: 8 16 3 13 13 23 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 : 59.4 32.8 74.5 42.1 59.2 32.8 73.9 42.1
Old : 59.4 32.8 74.5 42.1 59.2 32.8 73.9 42.1
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 23, 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 : 207,255: 111,571 53,481 2,045 86,125 148,002 199,740 203,528: 7,515 3,727
Old : 207,255: 111,571 53,481 2,045 86,125 148,002 199,740 203,528: 7,515 3,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -8,917: -15,753 -5,355 551 6,259 -4,720 -8,943 -9,525: 26 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 25.8 1.0 41.6 71.4 96.4 98.2: 3.6 1.8
Old : 100.0: 53.8 25.8 1.0 41.6 71.4 96.4 98.2: 3.6 1.8
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 : 136: 65 38 11 11 26 82 70:
Old : 136: 65 38 11 11 26 82 70:
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 : 49.4 68.7 65.3 81.7 49.4 68.7 65.2 81.7
Old : 49.4 68.7 65.3 81.7 49.4 68.7 65.2 81.7
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 23, 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 : 280,940: 37,425 79,091 35,655 183,904 123,547 256,984 238,293: 23,956 42,648
Old : 280,940: 37,425 79,091 35,655 183,904 123,547 256,984 238,293: 23,956 42,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 12,889: -203 -2,581 1,835 10,765 10,614 12,397 9,868: 492 3,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 28.2 12.7 65.5 44.0 91.5 84.8: 8.5 15.2
Old : 100.0: 13.3 28.2 12.7 65.5 44.0 91.5 84.8: 8.5 15.2
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 : 132: 30 45 22 37 46 77 103:
Old : 132: 30 45 22 37 46 77 103:
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 : 43.5 24.4 54.6 37.0 42.3 24.0 49.2 31.4
Old : 43.5 24.4 54.6 37.0 42.3 24.0 49.2 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 232,563: 27,442 123,006 20,843 161,628 45,822 209,913 189,671: 22,650 42,892
Old : 232,563: 27,442 123,006 20,843 161,628 45,822 209,913 189,671: 22,650 42,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -2,965: -931 -8,189 2,234 -4,877 1,217 -3,574 -4,738: 608 1,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 52.9 9.0 69.5 19.7 90.3 81.6: 9.7 18.4
Old : 100.0: 11.8 52.9 9.0 69.5 19.7 90.3 81.6: 9.7 18.4
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 : 132: 27 43 21 45 42 84 94:
Old : 132: 27 43 21 45 42 84 94:
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 : 36.5 36.7 50.0 45.4 34.9 36.7 47.4 43.7
Old : 36.5 36.7 50.0 45.4 34.9 36.7 47.4 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 560,984: 148,160 179,504 51,028 276,024 264,156 475,211 494,687: 85,773 66,297
Old : 560,984: 148,160 179,504 51,028 276,024 264,156 475,211 494,687: 85,773 66,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 28,602: 5,677 9,686 5,018 15,537 13,468 26,233 28,172: 2,369 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 32.0 9.1 49.2 47.1 84.7 88.2: 15.3 11.8
Old : 100.0: 26.4 32.0 9.1 49.2 47.1 84.7 88.2: 15.3 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 : 305: 100 80 65 92 86 219 204:
Old : 305: 100 80 65 92 86 219 204:
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 : 18.5 22.6 27.5 35.4 17.6 21.9 25.5 34.3
Old : 18.5 22.6 27.5 35.4 17.6 21.9 25.5 34.3
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 23, 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 : 36,618: 12,575 4,908 204 9,708 26,682 22,487 31,794: 14,131 4,824
Old : 36,618: 12,575 4,908 204 9,708 26,682 22,487 31,794: 14,131 4,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 106: -28 513 0 -27 -21 -55 492: 161 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 13.4 0.6 26.5 72.9 61.4 86.8: 38.6 13.2
Old : 100.0: 34.3 13.4 0.6 26.5 72.9 61.4 86.8: 38.6 13.2
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 : 29: 10 5 2 11 9 23 14:
Old : 29: 10 5 2 11 9 23 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 : 27.8 71.8 39.8 83.1 27.0 70.4 38.8 79.6
Old : 27.8 71.8 39.8 83.1 27.0 70.4 38.8 79.6
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 23, 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 : 25,616: 7,019 3,132 249 12,010 18,118 19,278 21,499: 6,338 4,117
Old : 25,616: 7,019 3,132 249 12,010 18,118 19,278 21,499: 6,338 4,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 286: 851 744 -39 -77 59 735 764: -449 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 12.2 1.0 46.9 70.7 75.3 83.9: 24.7 16.1
Old : 100.0: 27.4 12.2 1.0 46.9 70.7 75.3 83.9: 24.7 16.1
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 : 26: 6 3 1 13 14 20 17:
Old : 26: 6 3 1 13 14 20 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 : 47.8 59.4 60.0 70.5 45.3 55.0 55.4 64.4
Old : 47.8 59.4 60.0 70.5 45.3 55.0 55.4 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 39,251: 8,372 23,637 96 28,810 14,070 37,278 37,803: 1,973 1,448
Old : 39,251: 8,372 23,637 96 28,810 14,070 37,278 37,803: 1,973 1,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 1,563: 1,115 687 5 77 1,039 1,197 1,731: 366 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 60.2 0.2 73.4 35.8 95.0 96.3: 5.0 3.7
Old : 100.0: 21.3 60.2 0.2 73.4 35.8 95.0 96.3: 5.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 15 2 3 8 18 23:
Old : 37: 13 15 2 3 8 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 : 82.2 75.3 90.9 84.2 80.5 74.9 89.1 83.7
Old : 82.2 75.3 90.9 84.2 80.5 74.9 89.1 83.7
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 23, 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 : 58,685: 9,634 42,682 995 45,637 8,365 56,266 52,042: 2,419 6,643
Old : 58,685: 9,634 42,682 995 45,637 8,365 56,266 52,042: 2,419 6,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -3,808: -1,502 -3,866 -52 -2,629 300 -4,183 -3,618: 375 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 72.7 1.7 77.8 14.3 95.9 88.7: 4.1 11.3
Old : 100.0: 16.4 72.7 1.7 77.8 14.3 95.9 88.7: 4.1 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 : 96: 22 53 9 13 11 40 68:
Old : 96: 22 53 9 13 11 40 68:
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 : 69.1 38.2 79.3 53.1 69.1 36.3 78.6 50.3
Old : 69.1 38.2 79.3 53.1 69.1 36.3 78.6 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 :28,021,346: 902,102 2,972,046 13,394,415 13,035,516 10,213,238 27,332,033 26,579,700: 689,313 1,441,647
Old :28,021,346: 902,102 2,972,046 13,394,415 13,035,516 10,213,238 27,332,033 26,579,700: 689,313 1,441,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 862,599: 64,340 64,766 477,683 294,975 245,272 836,998 787,721: 25,602 74,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 10.6 47.8 46.5 36.4 97.5 94.9: 2.5 5.1
Old : 100.0: 3.2 10.6 47.8 46.5 36.4 97.5 94.9: 2.5 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 : 320: 69 108 143 123 132 279 303:
Old : 320: 69 108 143 123 132 279 303:
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 : 25.1 17.3 38.1 30.6 15.8 8.4 19.5 10.9
Old : 25.1 17.3 38.1 30.6 15.8 8.4 19.5 10.9
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,001: 1,870 1,997 466 0 171 2,336 2,634: 665 367
Old : 3,001: 1,870 1,997 466 0 171 2,336 2,634: 665 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 271: -92 -193 402 0 1 310 210: -39 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 66.5 15.5 0.0 5.7 77.8 87.8: 22.2 12.2
Old : 100.0: 62.3 66.5 15.5 0.0 5.7 77.8 87.8: 22.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 16 21 4 0 1 19 23:
Old : 38: 16 21 4 0 1 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 : 51.5 53.0 64.3 65.2 42.1 42.1 53.2 52.2
Old : 51.5 53.0 64.3 65.2 42.1 42.1 53.2 52.2
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 23, 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 : 12,331: 1,595 370 7,329 3,342 4,522 12,266 12,221: 65 110
Old : 12,331: 1,595 370 7,329 3,342 4,522 12,266 12,221: 65 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -1,095: -170 -163 -963 0 -10 -1,133 -1,136: 38 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 3.0 59.4 27.1 36.7 99.5 99.1: 0.5 0.9
Old : 100.0: 12.9 3.0 59.4 27.1 36.7 99.5 99.1: 0.5 0.9
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 : 23: 8 4 12 5 6 21 18:
Old : 23: 8 4 12 5 6 21 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 : 56.3 47.0 79.9 75.9 22.4 24.8 27.4 27.8
Old : 56.3 47.0 79.9 75.9 22.4 24.8 27.4 27.8
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 23, 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 : 29,012: 2,041 1,024 8,963 17,474 18,454 28,478 28,441: 534 571
Old : 29,012: 2,041 1,024 8,963 17,474 18,454 28,478 28,441: 534 571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 1,859: -383 -267 325 1,655 1,275 1,597 1,333: 262 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 3.5 30.9 60.2 63.6 98.2 98.0: 1.8 2.0
Old : 100.0: 7.0 3.5 30.9 60.2 63.6 98.2 98.0: 1.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 10 6 12 8 8 22 22:
Old : 27: 10 6 12 8 8 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.5 65.0 90.2 86.1 18.7 20.9 23.5 24.8
Old : 79.5 65.0 90.2 86.1 18.7 20.9 23.5 24.8
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 23, 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 : 913,349: 105,153 60,494 199,803 516,946 574,852 821,902 835,149: 91,448 78,200
Old : 913,349: 105,153 60,494 199,803 516,946 574,852 821,902 835,149: 91,448 78,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 8,102: 3,680 -742 -4,249 5,472 11,296 4,902 6,305: 3,199 1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 6.6 21.9 56.6 62.9 90.0 91.4: 10.0 8.6
Old : 100.0: 11.5 6.6 21.9 56.6 62.9 90.0 91.4: 10.0 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 : 655: 175 118 163 274 271 511 491:
Old : 655: 175 118 163 274 271 511 491:
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 : 13.6 14.2 21.8 25.1 5.6 9.5 9.9 16.3
Old : 13.6 14.2 21.8 25.1 5.6 9.5 9.9 16.3
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 23, 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 : 81,189: 3,939 3,468 12,823 40,040 47,470 56,801 63,761: 24,387 17,427
Old : 81,189: 3,939 3,468 12,823 40,040 47,470 56,801 63,761: 24,387 17,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 398: 509 -2,062 1,150 -2,017 -1,613 -359 -2,525: 757 2,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 4.3 15.8 49.3 58.5 70.0 78.5: 30.0 21.5
Old : 100.0: 4.9 4.3 15.8 49.3 58.5 70.0 78.5: 30.0 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 10 18 23 20 26 47 50:
Old : 58: 10 18 23 20 26 47 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 : 32.3 37.8 43.7 51.0 30.2 36.6 36.0 44.3
Old : 32.3 37.8 43.7 51.0 30.2 36.6 36.0 44.3
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 23, 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 : 12,915: 662 223 0 9,799 11,720 10,461 11,943: 2,454 972
Old : 12,915: 662 223 0 9,799 11,720 10,461 11,943: 2,454 972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 2,022: -235 223 0 2,419 1,928 2,184 2,151: -162 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.7 0.0 75.9 90.7 81.0 92.5: 19.0 7.5
Old : 100.0: 5.1 1.7 0.0 75.9 90.7 81.0 92.5: 19.0 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 : 24: 2 1 0 11 11 13 12:
Old : 24: 2 1 0 11 11 13 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 : 54.9 64.7 69.5 85.1 54.9 64.7 67.4 85.1
Old : 54.9 64.7 69.5 85.1 54.9 64.7 67.4 85.1
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 23, 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 : 4,160,804: 521,727 300,786 919,242 2,384,532 2,636,911 3,825,501 3,856,939: 335,303 303,865
Old : 4,160,804: 521,727 300,786 919,242 2,384,532 2,636,911 3,825,501 3,856,939: 335,303 303,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 38,519: 6,105 -3,151 -17,243 37,443 64,545 26,305 44,150: 12,214 -5,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.2 22.1 57.3 63.4 91.9 92.7: 8.1 7.3
Old : 100.0: 12.5 7.2 22.1 57.3 63.4 91.9 92.7: 8.1 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 : 642: 168 114 155 270 269 497 480:
Old : 642: 168 114 155 270 269 497 480:
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 : 14.2 15.0 22.6 26.6 6.1 11.3 10.9 18.3
Old : 14.2 15.0 22.6 26.6 6.1 11.3 10.9 18.3
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, October 23, 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 : 29,293: 2,712 269 0 23,961 27,844 26,673 28,113: 2,620 1,180
Old : 29,293: 2,712 269 0 23,961 27,844 26,673 28,113: 2,620 1,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 480: -2 9 0 782 7 780 16: -300 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.9 0.0 81.8 95.1 91.1 96.0: 8.9 4.0
Old : 100.0: 9.3 0.9 0.0 81.8 95.1 91.1 96.0: 8.9 4.0
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 : 23: 5 1 0 6 13 11 14:
Old : 23: 5 1 0 6 13 11 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 : 75.5 69.7 88.7 87.4 72.5 69.7 83.5 85.8
Old : 75.5 69.7 88.7 87.4 72.5 69.7 83.5 85.8
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 23, 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 : 15,841: 3,439 343 0 10,324 14,952 13,763 15,295: 2,078 546
Old : 15,841: 3,439 343 0 10,324 14,952 13,763 15,295: 2,078 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 21: 0 0 0 493 12 493 12: -472 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 2.2 0.0 65.2 94.4 86.9 96.6: 13.1 3.4
Old : 100.0: 21.7 2.2 0.0 65.2 94.4 86.9 96.6: 13.1 3.4
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 : 28: 6 1 0 11 11 17 12:
Old : 28: 6 1 0 11 11 17 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 : 53.7 65.1 69.0 88.9 53.7 65.1 69.0 88.9
Old : 53.7 65.1 69.0 88.9 53.7 65.1 69.0 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 15,735: 718 0 0 12,758 14,286 13,476 14,286: 2,259 1,449
Old : 15,735: 718 0 0 12,758 14,286 13,476 14,286: 2,259 1,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -255: -12 -425 0 51 110 39 -315: -294 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.0 81.1 90.8 85.6 90.8: 14.4 9.2
Old : 100.0: 4.6 0.0 0.0 81.1 90.8 85.6 90.8: 14.4 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 11 12 12 12:
Old : 22: 1 0 0 11 12 12 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 : 54.8 64.3 76.0 83.7 54.5 64.3 75.6 83.5
Old : 54.8 64.3 76.0 83.7 54.5 64.3 75.6 83.5
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 23, 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 : 217,007: 0 21,500 0 217,007 195,107 217,007 216,607: 0 400
Old : 217,007: 0 21,500 0 217,007 195,107 217,007 216,607: 0 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 0: 0 0 0 0 -400 0 -400: 0 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 0.0 100.0 89.9 100.0 99.8: 0.0 0.2
Old : 100.0: 0.0 9.9 0.0 100.0 89.9 100.0 99.8: 0.0 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 : 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 : 78.1 65.8 93.3 85.5 69.5 62.4 74.8 71.4
Old : 78.1 65.8 93.3 85.5 69.5 62.4 74.8 71.4
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 23, 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 : 75,299: 16,314 1,356 349 49,162 69,304 65,825 71,009: 9,474 4,290
Old : 75,299: 16,314 1,356 349 49,162 69,304 65,825 71,009: 9,474 4,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -2,205: 269 -217 -1,118 -1,054 -1,257 -1,903 -2,592: -302 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 1.8 0.5 65.3 92.0 87.4 94.3: 12.6 5.7
Old : 100.0: 21.7 1.8 0.5 65.3 92.0 87.4 94.3: 12.6 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 : 79: 13 2 5 41 38 54 45:
Old : 79: 13 2 5 41 38 54 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 34.1 49.1 55.2 34.8 34.1 48.4 54.3
Old : 34.9 34.1 49.1 55.2 34.8 34.1 48.4 54.3
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 23, 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 : 55,036: 14,285 12,193 3,099 30,012 31,832 47,396 47,124: 7,640 7,912
Old : 55,036: 14,285 12,193 3,099 30,012 31,832 47,396 47,124: 7,640 7,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 150: 1,931 152 -879 -1,233 1,495 -182 768: 331 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 22.2 5.6 54.5 57.8 86.1 85.6: 13.9 14.4
Old : 100.0: 26.0 22.2 5.6 54.5 57.8 86.1 85.6: 13.9 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 : 293: 58 82 40 86 109 165 210:
Old : 293: 58 82 40 86 109 165 210:
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 : 22.6 14.9 34.5 25.3 22.6 14.9 33.8 25.3
Old : 22.6 14.9 34.5 25.3 22.6 14.9 33.8 25.3
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 23, 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 : 275,182: 71,424 60,967 15,495 150,062 159,158 236,981 235,620: 38,201 39,562
Old : 275,182: 71,424 60,967 15,495 150,062 159,158 236,981 235,620: 38,201 39,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 749: 9,654 760 -4,396 -6,166 7,476 -908 3,840: 1,657 -3,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 22.2 5.6 54.5 57.8 86.1 85.6: 13.9 14.4
Old : 100.0: 26.0 22.2 5.6 54.5 57.8 86.1 85.6: 13.9 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 : 293: 58 82 40 86 109 165 210:
Old : 293: 58 82 40 86 109 165 210:
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 : 22.6 14.9 34.5 25.3 22.6 14.9 33.8 25.3
Old : 22.6 14.9 34.5 25.3 22.6 14.9 33.8 25.3
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 23, 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 : 177,342: 18,872 91,193 13,940 118,933 28,066 151,745 133,199: 25,597 44,143
Old : 177,342: 18,872 91,193 13,940 118,933 28,066 151,745 133,199: 25,597 44,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 2,859: -1,025 -908 1,882 -955 1,190 -98 2,164: 2,957 696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 51.4 7.9 67.1 15.8 85.6 75.1: 14.4 24.9
Old : 100.0: 10.6 51.4 7.9 67.1 15.8 85.6 75.1: 14.4 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 : 98: 19 46 21 24 24 55 79:
Old : 98: 19 46 21 24 24 55 79:
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 21.8 62.5 34.8 50.0 21.6 59.9 34.1
Old : 50.0 21.8 62.5 34.8 50.0 21.6 59.9 34.1
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 23, 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 : 496,593: 77,273 158,207 22,438 372,903 297,300 472,614 477,945: 23,979 18,648
Old : 496,593: 77,273 158,207 22,438 372,903 297,300 472,614 477,945: 23,979 18,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -9,595: -4,616 -1,511 974 -5,573 -9,414 -9,215 -9,950: -380 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 31.9 4.5 75.1 59.9 95.2 96.2: 4.8 3.8
Old : 100.0: 15.6 31.9 4.5 75.1 59.9 95.2 96.2: 4.8 3.8
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 : 293: 66 43 25 121 118 198 175:
Old : 293: 66 43 25 121 118 198 175:
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 : 18.8 23.9 30.6 39.6 17.6 23.8 29.1 38.9
Old : 18.8 23.9 30.6 39.6 17.6 23.8 29.1 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 30,275: 7,854 15,681 274 15,735 11,615 23,863 27,570: 6,412 2,705
Old : 30,275: 7,854 15,681 274 15,735 11,615 23,863 27,570: 6,412 2,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -2,300: -607 -1,908 241 -1,648 228 -2,014 -1,439: -286 -861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 51.8 0.9 52.0 38.4 78.8 91.1: 21.2 8.9
Old : 100.0: 25.9 51.8 0.9 52.0 38.4 78.8 91.1: 21.2 8.9
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 : 43: 16 6 3 15 9 32 17:
Old : 43: 16 6 3 15 9 32 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 : 30.6 62.2 48.1 82.9 30.6 62.1 48.1 82.8
Old : 30.6 62.2 48.1 82.9 30.6 62.1 48.1 82.8
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 66,923: 24,186 11,291 953 32,770 22,686 57,909 34,930: 9,014 31,993
Old : 66,923: 24,186 11,291 953 32,770 22,686 57,909 34,930: 9,014 31,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -6,180: -2,484 -2,340 -581 -3,891 749 -6,956 -2,172: 776 -4,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 16.9 1.4 49.0 33.9 86.5 52.2: 13.5 47.8
Old : 100.0: 36.1 16.9 1.4 49.0 33.9 86.5 52.2: 13.5 47.8
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 : 72: 16 14 5 27 23 46 39:
Old : 72: 16 14 5 27 23 46 39:
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 23.4 52.8 30.8 32.7 23.4 52.2 30.6
Old : 33.0 23.4 52.8 30.8 32.7 23.4 52.2 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 121,042: 5,700 5,440 250 115,060 115,259 121,010 120,949: 32 93
Old : 121,042: 5,700 5,440 250 115,060 115,259 121,010 120,949: 32 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 3,359: 607 2,500 0 2,775 859 3,382 3,359: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 4.5 0.2 95.1 95.2 100.0 99.9: 0.0 0.1
Old : 100.0: 4.7 4.5 0.2 95.1 95.2 100.0 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 17 24 19:
Old : 33: 7 1 1 17 17 24 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 : 81.7 68.3 92.6 91.2 41.2 29.9 45.8 42.1
Old : 81.7 68.3 92.6 91.2 41.2 29.9 45.8 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2018