BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 10,629: 888 901 1,841 7,143 6,895 9,872 9,637: 757 992
Old : 10,629: 888 901 1,841 7,143 6,895 9,872 9,637: 757 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 410: 43 11 8 346 356 398 375: 12 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 8.5 17.3 67.2 64.9 92.9 90.7: 7.1 9.3
Old : 100.0: 8.4 8.5 17.3 67.2 64.9 92.9 90.7: 7.1 9.3
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: 6 8 11 23 21 34 35:
Old : 43: 6 8 11 23 21 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 28.7 50.0 46.9 28.9 26.0 41.9 37.4
Old : 31.1 28.7 50.0 46.9 28.9 26.0 41.9 37.4
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 30, 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 : 58,277: 18,041 5,349 13,570 22,591 24,023 54,202 42,942: 4,075 15,335
Old : 58,277: 18,041 5,349 13,570 22,591 24,023 54,202 42,942: 4,075 15,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 4,554: 742 1,273 1,435 2,232 1,463 4,409 4,171: 145 383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 9.2 23.3 38.8 41.2 93.0 73.7: 7.0 26.3
Old : 100.0: 31.0 9.2 23.3 38.8 41.2 93.0 73.7: 7.0 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 22 20 26 36 37 67 74:
Old : 86: 22 20 26 36 37 67 74:
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 : 36.2 20.5 55.0 33.2 33.2 16.2 43.0 21.4
Old : 36.2 20.5 55.0 33.2 33.2 16.2 43.0 21.4
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 10,418: 1,586 626 1,802 6,188 7,366 9,576 9,794: 841 624
Old : 10,418: 1,586 626 1,802 6,188 7,366 9,576 9,794: 841 624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 551: 8 34 228 255 189 490 451: 60 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 6.0 17.3 59.4 70.7 91.9 94.0: 8.1 6.0
Old : 100.0: 15.2 6.0 17.3 59.4 70.7 91.9 94.0: 8.1 6.0
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 : 42: 5 10 10 23 20 35 33:
Old : 42: 5 10 10 23 20 35 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 : 33.2 42.0 52.2 61.1 32.3 35.0 47.0 45.3
Old : 33.2 42.0 52.2 61.1 32.3 35.0 47.0 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 298,271: 72,523 37,142 112,136 90,364 105,890 275,023 255,168: 23,249 43,104
Old : 297,281: 72,488 37,184 111,772 90,229 105,436 274,489 254,392: 22,792 42,889
Other: 990: 198 121 200 135 454 534 775: 457 215
: : :
: : Changes in Commitments from: October 23, 2018 :
: 2,837: 3,729 -4,813 -104 280 5,091 3,906 174: -1,069 2,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 12.5 37.6 30.3 35.5 92.2 85.5: 7.8 14.5
Old : 100.0: 24.4 12.5 37.6 30.4 35.5 92.3 85.6: 7.7 14.4
Other: 100.0: 20.0 12.2 20.2 13.6 45.8 53.9 78.3: 46.1 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 116 84 141 78 87 270 257:
Old : 321: 120 84 141 78 87 270 257:
Other: 27: 7 8 5 6 10 14 22:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 10.3 22.0 17.2 9.3 6.7 17.4 12.0
Old : 13.5 10.3 22.1 17.1 9.3 6.7 17.5 12.0
Other: 34.0 43.9 48.5 62.1 22.0 37.8 28.2 48.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 393,555: 121,131 29,674 99,506 141,050 213,098 361,687 342,278: 31,868 51,277
Old : 393,555: 121,131 29,674 99,506 141,050 213,098 361,687 342,278: 31,868 51,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 16,238: -1,867 4,300 8,709 7,556 2,318 14,398 15,328: 1,841 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 7.5 25.3 35.8 54.1 91.9 87.0: 8.1 13.0
Old : 100.0: 30.8 7.5 25.3 35.8 54.1 91.9 87.0: 8.1 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 151 85 167 141 166 376 351:
Old : 438: 151 85 167 141 166 376 351:
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 16.5 21.4 27.2 11.3 16.2 19.5 23.7
Old : 12.3 16.5 21.4 27.2 11.3 16.2 19.5 23.7
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 30, 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 : 5,535: 834 1,480 1,214 2,030 1,636 4,078 4,330: 1,456 1,205
Old : 5,535: 834 1,480 1,214 2,030 1,636 4,078 4,330: 1,456 1,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 517: 19 359 79 396 50 494 487: 23 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 26.7 21.9 36.7 29.6 73.7 78.2: 26.3 21.8
Old : 100.0: 15.1 26.7 21.9 36.7 29.6 73.7 78.2: 26.3 21.8
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 : 52: 15 16 11 18 18 36 42:
Old : 52: 15 16 11 18 18 36 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 28.5 42.8 46.6 18.5 25.2 28.0 33.4
Old : 31.1 28.5 42.8 46.6 18.5 25.2 28.0 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 56,598: 20,003 18,414 11,707 15,426 11,019 47,136 41,140: 9,462 15,458
Old : 56,598: 20,003 18,414 11,707 15,426 11,019 47,136 41,140: 9,462 15,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -5,205: -950 -12 -2,311 -1,719 -1,702 -4,980 -4,025: -225 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 32.5 20.7 27.3 19.5 83.3 72.7: 16.7 27.3
Old : 100.0: 35.3 32.5 20.7 27.3 19.5 83.3 72.7: 16.7 27.3
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 : 197: 68 48 63 52 52 157 138:
Old : 197: 68 48 63 52 52 157 138:
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 : 12.7 19.2 23.3 28.1 12.7 18.7 21.4 26.5
Old : 12.7 19.2 23.3 28.1 12.7 18.7 21.4 26.5
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 30, 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 : 6,069: 464 3,779 606 3,761 1,260 4,831 5,645: 1,238 424
Old : 6,069: 464 3,779 606 3,761 1,260 4,831 5,645: 1,238 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 122: -36 119 11 2 -1 -22 130: 143 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 62.3 10.0 62.0 20.8 79.6 93.0: 20.4 7.0
Old : 100.0: 7.6 62.3 10.0 62.0 20.8 79.6 93.0: 20.4 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 : 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 : 34.2 66.7 54.1 85.5 34.0 65.0 51.8 76.5
Old : 34.2 66.7 54.1 85.5 34.0 65.0 51.8 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 40,238: 2,846 16,920 6,166 30,084 14,573 39,096 37,659: 1,142 2,579
Old : 40,238: 2,846 16,920 6,166 30,084 14,573 39,096 37,659: 1,142 2,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,847: 263 533 327 1,293 1,251 1,883 2,112: -36 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 42.1 15.3 74.8 36.2 97.2 93.6: 2.8 6.4
Old : 100.0: 7.1 42.1 15.3 74.8 36.2 97.2 93.6: 2.8 6.4
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 : 71: 6 26 17 30 28 50 58:
Old : 71: 6 26 17 30 28 50 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 38.1 62.9 61.4 43.0 37.2 57.6 56.4
Old : 44.8 38.1 62.9 61.4 43.0 37.2 57.6 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 30,818: 14,601 12,029 0 14,449 17,413 29,050 29,442: 1,768 1,376
Old : 30,818: 14,601 12,029 0 14,449 17,413 29,050 29,442: 1,768 1,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,329: 1,060 1,051 0 146 117 1,206 1,168: 123 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 39.0 0.0 46.9 56.5 94.3 95.5: 5.7 4.5
Old : 100.0: 47.4 39.0 0.0 46.9 56.5 94.3 95.5: 5.7 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 : 29: 9 11 0 3 6 12 17:
Old : 29: 9 11 0 3 6 12 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 : 86.1 70.4 92.1 86.5 86.1 70.4 92.1 86.5
Old : 86.1 70.4 92.1 86.5 86.1 70.4 92.1 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 136,912: 29,601 38,234 12,746 62,082 55,451 104,430 106,431: 32,482 30,480
Old : 136,912: 29,601 38,234 12,746 62,082 55,451 104,430 106,431: 32,482 30,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -595: -2,845 621 -983 2,340 1,233 -1,488 871: 893 -1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 27.9 9.3 45.3 40.5 76.3 77.7: 23.7 22.3
Old : 100.0: 21.6 27.9 9.3 45.3 40.5 76.3 77.7: 23.7 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 19 36 16 30 32 58 75:
Old : 100: 19 36 16 30 32 58 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 16.2 40.6 27.4 28.6 14.9 36.6 25.6
Old : 29.7 16.2 40.6 27.4 28.6 14.9 36.6 25.6
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 30, 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 : 77,501: 19,233 33,002 1,443 48,135 13,774 68,811 48,220: 8,690 29,282
Old : 77,501: 19,233 33,002 1,443 48,135 13,774 68,811 48,220: 8,690 29,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 6,570: 5,658 3,008 60 -25 841 5,693 3,910: 877 2,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 42.6 1.9 62.1 17.8 88.8 62.2: 11.2 37.8
Old : 100.0: 24.8 42.6 1.9 62.1 17.8 88.8 62.2: 11.2 37.8
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 : 48: 10 17 3 13 12 24 31:
Old : 48: 10 17 3 13 12 24 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 31.6 72.1 41.0 55.7 31.6 71.5 41.0
Old : 55.9 31.6 72.1 41.0 55.7 31.6 71.5 41.0
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 30, 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 : 193,609: 93,677 59,611 1,200 92,413 128,145 187,290 188,955: 6,319 4,654
Old : 193,609: 93,677 59,611 1,200 92,413 128,145 187,290 188,955: 6,319 4,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -13,646: -17,894 6,130 -845 6,288 -19,858 -12,450 -14,573: -1,196 927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 30.8 0.6 47.7 66.2 96.7 97.6: 3.3 2.4
Old : 100.0: 48.4 30.8 0.6 47.7 66.2 96.7 97.6: 3.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 63 40 5 13 22 79 65:
Old : 134: 63 40 5 13 22 79 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 67.5 65.0 80.7 50.0 67.4 65.0 80.7
Old : 50.0 67.5 65.0 80.7 50.0 67.4 65.0 80.7
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 30, 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 : 302,875: 37,272 85,667 44,283 195,701 129,903 277,256 259,853: 25,619 43,022
Old : 302,875: 37,272 85,667 44,283 195,701 129,903 277,256 259,853: 25,619 43,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 21,934: -153 6,576 8,629 11,797 6,356 20,272 21,560: 1,662 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 28.3 14.6 64.6 42.9 91.5 85.8: 8.5 14.2
Old : 100.0: 12.3 28.3 14.6 64.6 42.9 91.5 85.8: 8.5 14.2
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 : 142: 32 50 30 39 50 87 114:
Old : 142: 32 50 30 39 50 87 114:
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 : 42.8 20.6 52.8 33.7 41.0 19.5 47.4 26.8
Old : 42.8 20.6 52.8 33.7 41.0 19.5 47.4 26.8
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 30, 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 : 238,768: 25,028 120,904 26,961 162,267 50,686 214,256 198,551: 24,512 40,217
Old : 238,768: 25,028 120,904 26,961 162,267 50,686 214,256 198,551: 24,512 40,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 6,205: -2,414 -2,103 6,118 640 4,864 4,344 8,879: 1,861 -2,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 50.6 11.3 68.0 21.2 89.7 83.2: 10.3 16.8
Old : 100.0: 10.5 50.6 11.3 68.0 21.2 89.7 83.2: 10.3 16.8
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 : 137: 24 47 23 49 44 86 101:
Old : 137: 24 47 23 49 44 86 101:
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 34.6 48.6 43.2 33.5 34.6 45.5 41.0
Old : 35.5 34.6 48.6 43.2 33.5 34.6 45.5 41.0
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 30, 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 : 592,036: 156,173 191,342 58,230 286,559 272,037 500,962 521,608: 91,075 70,428
Old : 592,036: 156,173 191,342 58,230 286,559 272,037 500,962 521,608: 91,075 70,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 31,052: 8,013 11,838 7,202 10,535 7,881 25,751 26,921: 5,301 4,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 32.3 9.8 48.4 45.9 84.6 88.1: 15.4 11.9
Old : 100.0: 26.4 32.3 9.8 48.4 45.9 84.6 88.1: 15.4 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 96 87 67 91 84 215 210:
Old : 303: 96 87 67 91 84 215 210:
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 : 17.1 22.4 26.9 33.5 16.3 22.0 24.1 32.7
Old : 17.1 22.4 26.9 33.5 16.3 22.0 24.1 32.7
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 30, 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 : 36,921: 12,838 5,079 204 9,862 27,066 22,904 32,349: 14,017 4,572
Old : 36,921: 12,838 5,079 204 9,862 27,066 22,904 32,349: 14,017 4,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 303: 263 171 0 154 384 417 555: -114 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 13.8 0.6 26.7 73.3 62.0 87.6: 38.0 12.4
Old : 100.0: 34.8 13.8 0.6 26.7 73.3 62.0 87.6: 38.0 12.4
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 : 30: 10 5 2 12 10 24 15:
Old : 30: 10 5 2 12 10 24 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 : 28.4 71.1 40.3 82.4 27.5 69.6 39.0 78.8
Old : 28.4 71.1 40.3 82.4 27.5 69.6 39.0 78.8
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 30, 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 : 26,453: 7,388 3,234 237 11,432 17,224 19,057 20,695: 7,396 5,758
Old : 26,453: 7,388 3,234 237 11,432 17,224 19,057 20,695: 7,396 5,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 837: 369 102 -12 -578 -894 -221 -804: 1,058 1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 12.2 0.9 43.2 65.1 72.0 78.2: 28.0 21.8
Old : 100.0: 27.9 12.2 0.9 43.2 65.1 72.0 78.2: 28.0 21.8
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 : 22: 5 3 1 11 11 17 14:
Old : 22: 5 3 1 11 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 57.6 60.2 68.7 44.9 53.5 56.7 62.7
Old : 47.3 57.6 60.2 68.7 44.9 53.5 56.7 62.7
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 30, 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 : 40,379: 7,777 23,434 242 30,585 15,280 38,604 38,956: 1,775 1,423
Old : 40,379: 7,777 23,434 242 30,585 15,280 38,604 38,956: 1,775 1,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,128: -595 -203 146 1,775 1,210 1,326 1,153: -198 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 58.0 0.6 75.7 37.8 95.6 96.5: 4.4 3.5
Old : 100.0: 19.3 58.0 0.6 75.7 37.8 95.6 96.5: 4.4 3.5
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 : 36: 14 13 4 3 9 21 22:
Old : 36: 14 13 4 3 9 21 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 : 84.4 76.0 90.4 84.7 79.5 72.4 85.0 79.9
Old : 84.4 76.0 90.4 84.7 79.5 72.4 85.0 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 59,720: 8,956 43,987 1,007 47,500 8,402 57,463 53,396: 2,257 6,324
Old : 59,720: 8,956 43,987 1,007 47,500 8,402 57,463 53,396: 2,257 6,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,035: -678 1,305 12 1,863 37 1,197 1,354: -162 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 73.7 1.7 79.5 14.1 96.2 89.4: 3.8 10.6
Old : 100.0: 15.0 73.7 1.7 79.5 14.1 96.2 89.4: 3.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 19 48 11 13 11 38 64:
Old : 88: 19 48 11 13 11 38 64:
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 : 68.7 37.8 79.1 55.3 68.7 35.8 78.9 53.2
Old : 68.7 37.8 79.1 55.3 68.7 35.8 78.9 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 12,140: 5,394 7,339 0 6,080 2,856 11,474 10,195: 666 1,945
Old : 12,140: 5,394 7,339 0 6,080 2,856 11,474 10,195: 666 1,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 60.5 0.0 50.1 23.5 94.5 84.0: 5.5 16.0
Old : 100.0: 44.4 60.5 0.0 50.1 23.5 94.5 84.0: 5.5 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 13 0 6 2 8 15:
Old : 22: 2 13 0 6 2 8 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 : 90.0 46.0 94.5 72.9 90.0 46.0 94.4 72.8
Old : 90.0 46.0 94.5 72.9 90.0 46.0 94.4 72.8
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 30, 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 :27,846,687: 788,848 2,747,573 13,318,051 13,068,307 10,360,987 27,175,206 26,426,610: 671,481 1,420,077
Old :27,846,687: 788,848 2,747,573 13,318,051 13,068,307 10,360,987 27,175,206 26,426,610: 671,481 1,420,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -174,660: -113,254 -224,474 -76,364 32,791 147,748 -156,827 -153,090: -17,833 -21,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 9.9 47.8 46.9 37.2 97.6 94.9: 2.4 5.1
Old : 100.0: 2.8 9.9 47.8 46.9 37.2 97.6 94.9: 2.4 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 : 325: 67 112 147 124 135 283 309:
Old : 325: 67 112 147 124 135 283 309:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 16.6 38.4 29.6 16.0 7.4 19.7 10.0
Old : 25.4 16.6 38.4 29.6 16.0 7.4 19.7 10.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 2,608: 1,973 2,033 82 0 167 2,055 2,282: 553 326
Old : 2,608: 1,973 2,033 82 0 167 2,055 2,282: 553 326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -393: 103 36 -384 0 -4 -281 -352: -112 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 78.0 3.1 0.0 6.4 78.8 87.5: 21.2 12.5
Old : 100.0: 75.7 78.0 3.1 0.0 6.4 78.8 87.5: 21.2 12.5
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 : 34: 14 19 2 0 1 15 21:
Old : 34: 14 19 2 0 1 15 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 : 51.9 46.1 65.5 64.0 51.9 46.1 64.9 62.3
Old : 51.9 46.1 65.5 64.0 51.9 46.1 64.9 62.3
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 30, 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 : 19,075: 1,287 481 7,826 9,858 10,647 18,971 18,954: 104 121
Old : 19,075: 1,287 481 7,826 9,858 10,647 18,971 18,954: 104 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 6,744: -308 111 497 6,516 6,125 6,705 6,733: 39 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 2.5 41.0 51.7 55.8 99.5 99.4: 0.5 0.6
Old : 100.0: 6.7 2.5 41.0 51.7 55.8 99.5 99.4: 0.5 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 : 24: 7 7 12 6 6 22 18:
Old : 24: 7 7 12 6 6 22 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 : 65.8 59.9 83.8 81.0 47.2 45.1 49.4 49.1
Old : 65.8 59.9 83.8 81.0 47.2 45.1 49.4 49.1
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 30, 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 : 28,675: 565 1,241 9,276 18,352 17,587 28,193 28,104: 482 571
Old : 28,675: 565 1,241 9,276 18,352 17,587 28,193 28,104: 482 571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -337: -1,476 217 313 878 -867 -285 -337: -52 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 4.3 32.3 64.0 61.3 98.3 98.0: 1.7 2.0
Old : 100.0: 2.0 4.3 32.3 64.0 61.3 98.3 98.0: 1.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 8 6 14 9 9 23 25:
Old : 28: 8 6 14 9 9 23 25:
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 64.2 90.0 85.0 22.6 21.3 25.3 25.2
Old : 78.1 64.2 90.0 85.0 22.6 21.3 25.3 25.2
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 30, 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 : 957,941: 109,900 58,137 214,733 538,047 607,018 862,680 879,888: 95,261 78,053
Old : 957,941: 109,900 58,137 214,733 538,047 607,018 862,680 879,888: 95,261 78,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 44,592: 4,747 -2,357 14,930 21,101 32,165 40,778 44,739: 3,814 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 6.1 22.4 56.2 63.4 90.1 91.9: 9.9 8.1
Old : 100.0: 11.5 6.1 22.4 56.2 63.4 90.1 91.9: 9.9 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 : 668: 184 107 165 286 278 531 490:
Old : 668: 184 107 165 286 278 531 490:
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 : 14.3 14.2 22.4 24.9 5.5 9.0 9.5 15.5
Old : 14.3 14.2 22.4 24.9 5.5 9.0 9.5 15.5
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 30, 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 : 89,309: 7,083 4,447 13,555 42,144 54,179 62,782 72,181: 26,527 17,128
Old : 89,309: 7,083 4,447 13,555 42,144 54,179 62,782 72,181: 26,527 17,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 8,120: 3,144 979 732 2,104 6,709 5,981 8,420: 2,140 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 5.0 15.2 47.2 60.7 70.3 80.8: 29.7 19.2
Old : 100.0: 7.9 5.0 15.2 47.2 60.7 70.3 80.8: 29.7 19.2
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 : 57: 11 16 21 19 26 44 49:
Old : 57: 11 16 21 19 26 44 49:
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 : 29.8 35.7 42.2 49.1 27.7 34.6 34.5 42.5
Old : 29.8 35.7 42.2 49.1 27.7 34.6 34.5 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 12,010: 646 0 0 9,019 11,228 9,665 11,228: 2,345 782
Old : 12,010: 646 0 0 9,019 11,228 9,665 11,228: 2,345 782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -905: -16 -223 0 -780 -492 -796 -715: -109 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 0.0 75.1 93.5 80.5 93.5: 19.5 6.5
Old : 100.0: 5.4 0.0 0.0 75.1 93.5 80.5 93.5: 19.5 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 10 11 12 11:
Old : 22: 2 0 0 10 11 12 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 : 56.5 62.3 70.2 84.4 55.4 62.3 68.6 84.4
Old : 56.5 62.3 70.2 84.4 55.4 62.3 68.6 84.4
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 30, 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 : 4,343,161: 546,236 300,603 973,736 2,479,516 2,764,195 3,999,488 4,038,535: 343,673 304,626
Old : 4,343,161: 546,236 300,603 973,736 2,479,516 2,764,195 3,999,488 4,038,535: 343,673 304,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 182,357: 24,509 -183 54,495 94,984 127,283 173,988 181,595: 8,369 762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 6.9 22.4 57.1 63.6 92.1 93.0: 7.9 7.0
Old : 100.0: 12.6 6.9 22.4 57.1 63.6 92.1 93.0: 7.9 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 : 658: 178 104 159 282 277 521 481:
Old : 658: 178 104 159 282 277 521 481:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 14.8 23.4 25.7 6.0 9.8 10.6 17.1
Old : 14.7 14.8 23.4 25.7 6.0 9.8 10.6 17.1
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 30, 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 : 28,906: 1,710 269 0 24,693 27,372 26,403 27,641: 2,503 1,265
Old : 28,906: 1,710 269 0 24,693 27,372 26,403 27,641: 2,503 1,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -387: -1,002 0 0 732 -472 -270 -472: -117 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.9 0.0 85.4 94.7 91.3 95.6: 8.7 4.4
Old : 100.0: 5.9 0.9 0.0 85.4 94.7 91.3 95.6: 8.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 0 7 13 10 14:
Old : 22: 3 1 0 7 13 10 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 : 76.9 68.7 89.8 87.0 74.4 68.7 84.2 84.7
Old : 76.9 68.7 89.8 87.0 74.4 68.7 84.2 84.7
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 30, 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 : 16,116: 2,956 343 0 11,003 15,494 13,959 15,837: 2,157 279
Old : 16,116: 2,956 343 0 11,003 15,494 13,959 15,837: 2,157 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 275: -483 0 0 679 542 196 542: 79 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 2.1 0.0 68.3 96.1 86.6 98.3: 13.4 1.7
Old : 100.0: 18.3 2.1 0.0 68.3 96.1 86.6 98.3: 13.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 1 0 12 12 17 13:
Old : 29: 5 1 0 12 12 17 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 : 56.2 65.8 71.1 89.2 56.2 65.8 71.1 89.2
Old : 56.2 65.8 71.1 89.2 56.2 65.8 71.1 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 Materials Inde :
: : :
All : 12,908: 376 1,079 0 12,098 10,930 12,474 12,009: 434 899
Old : 12,908: 376 1,079 0 12,098 10,930 12,474 12,009: 434 899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 8.4 0.0 93.7 84.7 96.6 93.0: 3.4 7.0
Old : 100.0: 2.9 8.4 0.0 93.7 84.7 96.6 93.0: 3.4 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 : 20: 1 2 0 6 12 7 14:
Old : 20: 1 2 0 6 12 7 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 : 88.5 58.9 96.6 78.3 88.5 58.9 95.3 77.2
Old : 88.5 58.9 96.6 78.3 88.5 58.9 95.3 77.2
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 30, 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 : 15,340: 692 0 0 12,656 14,213 13,348 14,213: 1,992 1,127
Old : 15,340: 692 0 0 12,656 14,213 13,348 14,213: 1,992 1,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -395: -26 0 0 -102 -73 -128 -73: -267 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.0 82.5 92.7 87.0 92.7: 13.0 7.3
Old : 100.0: 4.5 0.0 0.0 82.5 92.7 87.0 92.7: 13.0 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 : 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 : 57.5 65.9 76.7 85.6 56.6 65.9 75.2 85.6
Old : 57.5 65.9 76.7 85.6 56.6 65.9 75.2 85.6
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 30, 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 23, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 : 79.0 65.8 93.3 85.5 69.5 62.4 74.8 71.4
Old : 79.0 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 30, 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 : 75,349: 16,025 2,255 856 49,459 64,434 66,340 67,545: 9,009 7,804
Old : 75,349: 16,025 2,255 856 49,459 64,434 66,340 67,545: 9,009 7,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 50: -289 899 507 297 -4,870 515 -3,464: -465 3,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 3.0 1.1 65.6 85.5 88.0 89.6: 12.0 10.4
Old : 100.0: 21.3 3.0 1.1 65.6 85.5 88.0 89.6: 12.0 10.4
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 : 80: 12 3 3 45 37 57 43:
Old : 80: 12 3 3 45 37 57 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 : 31.2 34.4 44.1 51.9 29.7 34.3 42.4 51.2
Old : 31.2 34.4 44.1 51.9 29.7 34.3 42.4 51.2
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 30, 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 : 54,668: 12,093 10,168 3,761 31,334 32,383 47,188 46,312: 7,480 8,356
Old : 54,668: 12,093 10,168 3,761 31,334 32,383 47,188 46,312: 7,480 8,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -368: -2,192 -2,026 662 1,321 552 -208 -812: -160 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 18.6 6.9 57.3 59.2 86.3 84.7: 13.7 15.3
Old : 100.0: 22.1 18.6 6.9 57.3 59.2 86.3 84.7: 13.7 15.3
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 : 280: 66 72 44 92 95 177 192:
Old : 280: 66 72 44 92 95 177 192:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 15.7 35.5 27.4 22.8 15.4 34.4 27.2
Old : 23.5 15.7 35.5 27.4 22.8 15.4 34.4 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 273,340: 60,466 50,839 18,806 156,668 161,916 235,940 231,561: 37,401 41,779
Old : 273,340: 60,466 50,839 18,806 156,668 161,916 235,940 231,561: 37,401 41,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -1,842: -10,958 -10,128 3,311 6,606 2,758 -1,041 -4,059: -800 2,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 18.6 6.9 57.3 59.2 86.3 84.7: 13.7 15.3
Old : 100.0: 22.1 18.6 6.9 57.3 59.2 86.3 84.7: 13.7 15.3
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 : 280: 66 72 44 92 95 177 192:
Old : 280: 66 72 44 92 95 177 192:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 15.7 35.5 27.4 22.8 15.4 34.4 27.2
Old : 23.5 15.7 35.5 27.4 22.8 15.4 34.4 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 186,122: 22,397 93,821 16,119 124,632 30,890 163,147 140,829: 22,974 45,293
Old : 186,122: 22,397 93,821 16,119 124,632 30,890 163,147 140,829: 22,974 45,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 8,779: 3,525 2,627 2,178 5,698 2,824 11,402 7,630: -2,623 1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 50.4 8.7 67.0 16.6 87.7 75.7: 12.3 24.3
Old : 100.0: 12.0 50.4 8.7 67.0 16.6 87.7 75.7: 12.3 24.3
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 : 104: 19 49 19 26 27 57 83:
Old : 104: 19 49 19 26 27 57 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 : 49.9 20.3 62.8 32.3 49.9 20.2 60.5 31.5
Old : 49.9 20.3 62.8 32.3 49.9 20.2 60.5 31.5
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 492,701: 80,376 112,432 19,293 370,923 341,962 470,592 473,687: 22,109 19,014
Old : 492,701: 80,376 112,432 19,293 370,923 341,962 470,592 473,687: 22,109 19,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -3,892: 3,103 -45,775 -3,145 -1,980 44,662 -2,022 -4,258: -1,869 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 22.8 3.9 75.3 69.4 95.5 96.1: 4.5 3.9
Old : 100.0: 16.3 22.8 3.9 75.3 69.4 95.5 96.1: 4.5 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 63 46 25 125 112 196 175:
Old : 292: 63 46 25 125 112 196 175:
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 : 18.1 24.3 30.1 39.7 16.9 24.1 28.5 39.4
Old : 18.1 24.3 30.1 39.7 16.9 24.1 28.5 39.4
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 30, 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 : 29,026: 7,372 14,340 373 14,727 11,026 22,472 25,739: 6,554 3,287
Old : 29,026: 7,372 14,340 373 14,727 11,026 22,472 25,739: 6,554 3,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -1,249: -482 -1,341 99 -1,008 -589 -1,391 -1,831: 142 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 49.4 1.3 50.7 38.0 77.4 88.7: 22.6 11.3
Old : 100.0: 25.4 49.4 1.3 50.7 38.0 77.4 88.7: 22.6 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 : 41: 15 7 4 15 7 31 17:
Old : 41: 15 7 4 15 7 31 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 60.6 48.7 80.5 33.0 60.5 48.7 80.4
Old : 33.0 60.6 48.7 80.5 33.0 60.5 48.7 80.4
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 30, 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 : 66,078: 22,831 6,995 845 35,323 23,979 58,999 31,819: 7,079 34,259
Old : 66,078: 22,831 6,995 845 35,323 23,979 58,999 31,819: 7,079 34,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -845: -1,355 -4,296 -108 2,553 1,293 1,090 -3,111: -1,935 2,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 10.6 1.3 53.5 36.3 89.3 48.2: 10.7 51.8
Old : 100.0: 34.6 10.6 1.3 53.5 36.3 89.3 48.2: 10.7 51.8
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 : 74: 18 13 7 29 24 52 39:
Old : 74: 18 13 7 29 24 52 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 : 36.7 18.0 53.6 26.7 36.5 18.0 52.5 26.3
Old : 36.7 18.0 53.6 26.7 36.5 18.0 52.5 26.3
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 30, 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 : 114,944: 5,573 5,890 250 109,084 108,561 114,907 114,701: 37 243
Old : 114,944: 5,573 5,890 250 109,084 108,561 114,907 114,701: 37 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -6,098: -127 450 0 -5,976 -6,698 -6,103 -6,248: 5 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.1 0.2 94.9 94.4 100.0 99.8: 0.0 0.2
Old : 100.0: 4.8 5.1 0.2 94.9 94.4 100.0 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 : 31: 6 1 1 16 17 22 19:
Old : 31: 6 1 1 16 17 22 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 : 81.0 66.4 92.3 91.0 47.4 35.6 51.8 48.5
Old : 81.0 66.4 92.3 91.0 47.4 35.6 51.8 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2018