BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 9,810: 306 1,138 1,831 7,007 5,984 9,144 8,953: 667 857
Old : 9,810: 306 1,138 1,831 7,007 5,984 9,144 8,953: 667 857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 596: -187 93 238 642 204 693 535: -97 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 11.6 18.7 71.4 61.0 93.2 91.3: 6.8 8.7
Old : 100.0: 3.1 11.6 18.7 71.4 61.0 93.2 91.3: 6.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 7 12 23 22 35 36:
Old : 44: 7 7 12 23 22 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 31.4 53.2 49.1 32.1 29.2 44.8 42.8
Old : 33.7 31.4 53.2 49.1 32.1 29.2 44.8 42.8
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, November 13, 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 : 55,819: 16,245 5,586 13,132 21,933 22,210 51,311 40,928: 4,508 14,891
Old : 55,819: 16,245 5,586 13,132 21,933 22,210 51,311 40,928: 4,508 14,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 1,347: 205 -19 638 250 678 1,093 1,297: 254 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 10.0 23.5 39.3 39.8 91.9 73.3: 8.1 26.7
Old : 100.0: 29.1 10.0 23.5 39.3 39.8 91.9 73.3: 8.1 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 19 21 23 33 32 60 68:
Old : 81: 19 21 23 33 32 60 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 : 35.6 21.8 53.6 35.3 32.2 16.4 41.9 22.0
Old : 35.6 21.8 53.6 35.3 32.2 16.4 41.9 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 9,778: 1,571 573 1,697 5,684 6,875 8,952 9,145: 826 633
Old : 9,778: 1,571 573 1,697 5,684 6,875 8,952 9,145: 826 633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 416: 116 99 89 145 193 350 381: 66 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.9 17.4 58.1 70.3 91.5 93.5: 8.5 6.5
Old : 100.0: 16.1 5.9 17.4 58.1 70.3 91.5 93.5: 8.5 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 : 41: 6 8 10 22 20 34 32:
Old : 41: 6 8 10 22 20 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 45.4 52.9 64.5 32.4 39.3 45.7 47.9
Old : 33.3 45.4 52.9 64.5 32.4 39.3 45.7 47.9
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, November 13, 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 : 315,231: 66,149 37,470 120,142 103,490 113,619 289,781 271,230: 25,450 44,001
Old : 314,017: 66,209 37,463 119,683 103,229 113,171 289,120 270,317: 24,897 43,700
Other: 1,213: 157 223 243 261 447 661 913: 553 300
: : :
: : Changes in Commitments from: November 6, 2018 :
: 19,029: -3,186 134 9,397 10,676 7,868 16,887 17,399: 2,142 1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 11.9 38.1 32.8 36.0 91.9 86.0: 8.1 14.0
Old : 100.0: 21.1 11.9 38.1 32.9 36.0 92.1 86.1: 7.9 13.9
Other: 100.0: 12.9 18.4 20.0 21.5 36.8 54.5 75.2: 45.5 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 102 96 141 78 89 268 259:
Old : 320: 107 97 141 78 89 268 259:
Other: 31: 8 8 5 9 11 17 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 10.4 23.7 17.8 9.2 6.4 16.8 11.4
Old : 15.7 10.4 23.8 17.8 9.3 6.4 16.8 11.3
Other: 28.4 41.4 43.8 58.3 19.9 35.0 27.3 43.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 386,910: 112,930 33,716 103,420 137,795 201,999 354,144 339,135: 32,765 47,774
Old : 386,910: 112,930 33,716 103,420 137,795 201,999 354,144 339,135: 32,765 47,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -12,666: -7,401 989 2,531 -6,390 -13,462 -11,260 -9,943: -1,405 -2,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 8.7 26.7 35.6 52.2 91.5 87.7: 8.5 12.3
Old : 100.0: 29.2 8.7 26.7 35.6 52.2 91.5 87.7: 8.5 12.3
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 : 435: 145 77 160 148 173 372 353:
Old : 435: 145 77 160 148 173 372 353:
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 16.2 20.7 26.1 12.1 15.4 20.3 23.5
Old : 12.1 16.2 20.7 26.1 12.1 15.4 20.3 23.5
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, November 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,980: 976 1,235 1,116 1,662 1,439 3,754 3,790: 1,226 1,190
Old : 4,980: 976 1,235 1,116 1,662 1,439 3,754 3,790: 1,226 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -84: 132 -178 81 -246 21 -34 -76: -51 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 24.8 22.4 33.4 28.9 75.4 76.1: 24.6 23.9
Old : 100.0: 19.6 24.8 22.4 33.4 28.9 75.4 76.1: 24.6 23.9
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 : 47: 14 15 12 11 13 31 36:
Old : 47: 14 15 12 11 13 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 29.4 49.8 47.5 20.9 26.6 31.7 34.3
Old : 36.4 29.4 49.8 47.5 20.9 26.6 31.7 34.3
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, November 13, 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 : 58,424: 17,295 19,321 14,412 17,250 10,584 48,957 44,317: 9,467 14,108
Old : 58,424: 17,295 19,321 14,412 17,250 10,584 48,957 44,317: 9,467 14,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 597: -1,509 360 1,735 576 -141 802 1,954: -204 -1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 33.1 24.7 29.5 18.1 83.8 75.9: 16.2 24.1
Old : 100.0: 29.6 33.1 24.7 29.5 18.1 83.8 75.9: 16.2 24.1
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 : 198: 63 57 69 51 48 157 141:
Old : 198: 63 57 69 51 48 157 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 20.3 26.5 30.5 15.1 19.0 23.3 25.8
Old : 15.8 20.3 26.5 30.5 15.1 19.0 23.3 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 5,351: 413 3,299 487 3,259 1,114 4,159 4,900: 1,193 451
Old : 5,351: 413 3,299 487 3,259 1,114 4,159 4,900: 1,193 451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 90: -14 73 11 66 5 63 88: 27 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 61.7 9.1 60.9 20.8 77.7 91.6: 22.3 8.4
Old : 100.0: 7.7 61.7 9.1 60.9 20.8 77.7 91.6: 22.3 8.4
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 : 21: 2 6 5 12 6 18 13:
Old : 21: 2 6 5 12 6 18 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 : 36.3 68.6 56.4 87.4 36.2 67.1 54.2 77.9
Old : 36.3 68.6 56.4 87.4 36.2 67.1 54.2 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 35,660: 2,434 15,064 5,357 26,781 13,229 34,573 33,651: 1,087 2,009
Old : 35,660: 2,434 15,064 5,357 26,781 13,229 34,573 33,651: 1,087 2,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 865: -25 353 178 674 423 827 954: 38 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 42.2 15.0 75.1 37.1 97.0 94.4: 3.0 5.6
Old : 100.0: 6.8 42.2 15.0 75.1 37.1 97.0 94.4: 3.0 5.6
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 : 76: 6 27 19 33 31 54 63:
Old : 76: 6 27 19 33 31 54 63:
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 : 45.9 36.9 64.7 60.7 44.2 35.8 58.1 55.4
Old : 45.9 36.9 64.7 60.7 44.2 35.8 58.1 55.4
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, November 13, 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 : 29,478: 15,447 5,451 6 12,551 22,186 28,004 27,643: 1,474 1,835
Old : 29,478: 15,447 5,451 6 12,551 22,186 28,004 27,643: 1,474 1,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -3,220: -1,750 -7,188 6 -1,203 3,796 -2,947 -3,386: -273 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 18.5 0.0 42.6 75.3 95.0 93.8: 5.0 6.2
Old : 100.0: 52.4 18.5 0.0 42.6 75.3 95.0 93.8: 5.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 11 10 1 4 6 15 17:
Old : 30: 11 10 1 4 6 15 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 : 86.9 77.7 91.9 87.3 86.9 77.7 91.9 87.3
Old : 86.9 77.7 91.9 87.3 86.9 77.7 91.9 87.3
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, November 13, 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 : 136,026: 34,685 38,867 10,444 58,840 52,107 103,968 101,417: 32,058 34,609
Old : 136,026: 34,685 38,867 10,444 58,840 52,107 103,968 101,417: 32,058 34,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 4,179: 1,808 2,835 1,373 3,699 -2,612 6,880 1,596: -2,701 2,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 28.6 7.7 43.3 38.3 76.4 74.6: 23.6 25.4
Old : 100.0: 25.5 28.6 7.7 43.3 38.3 76.4 74.6: 23.6 25.4
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 : 107: 21 41 17 30 32 60 81:
Old : 107: 21 41 17 30 32 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 : 31.8 15.6 42.5 27.1 30.7 14.1 38.2 25.7
Old : 31.8 15.6 42.5 27.1 30.7 14.1 38.2 25.7
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, November 13, 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 : 78,688: 16,183 34,355 764 53,616 15,155 70,563 50,273: 8,125 28,415
Old : 78,688: 16,183 34,355 764 53,616 15,155 70,563 50,273: 8,125 28,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -172: -947 -1,920 -92 -96 1,570 -1,135 -442: 963 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 43.7 1.0 68.1 19.3 89.7 63.9: 10.3 36.1
Old : 100.0: 20.6 43.7 1.0 68.1 19.3 89.7 63.9: 10.3 36.1
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 : 51: 9 18 2 14 14 24 33:
Old : 51: 9 18 2 14 14 24 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 : 59.8 30.2 73.5 41.5 59.8 30.2 73.0 41.5
Old : 59.8 30.2 73.5 41.5 59.8 30.2 73.0 41.5
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, November 13, 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 : 187,669: 70,117 62,411 3,175 108,686 117,329 181,978 182,915: 5,691 4,754
Old : 187,669: 70,117 62,411 3,175 108,686 117,329 181,978 182,915: 5,691 4,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 2,074: 2,439 1,957 494 -907 -1,156 2,026 1,294: 49 780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 33.3 1.7 57.9 62.5 97.0 97.5: 3.0 2.5
Old : 100.0: 37.4 33.3 1.7 57.9 62.5 97.0 97.5: 3.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 52 46 9 18 21 74 74:
Old : 132: 52 46 9 18 21 74 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 : 53.5 65.4 67.3 77.0 53.5 64.9 67.3 76.4
Old : 53.5 65.4 67.3 77.0 53.5 64.9 67.3 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 292,706: 42,590 78,788 41,908 180,794 134,728 265,292 255,424: 27,415 37,282
Old : 292,706: 42,590 78,788 41,908 180,794 134,728 265,292 255,424: 27,415 37,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -2,483: 795 -10,312 1,208 -4,641 9,408 -2,638 303: 155 -2,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 26.9 14.3 61.8 46.0 90.6 87.3: 9.4 12.7
Old : 100.0: 14.6 26.9 14.3 61.8 46.0 90.6 87.3: 9.4 12.7
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 : 138: 35 44 26 37 50 85 107:
Old : 138: 35 44 26 37 50 85 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 24.2 53.5 36.7 41.3 23.7 47.9 31.6
Old : 42.5 24.2 53.5 36.7 41.3 23.7 47.9 31.6
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, November 13, 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 : 260,024: 36,657 142,329 19,409 179,638 50,110 235,703 211,848: 24,321 48,176
Old : 260,024: 36,657 142,329 19,409 179,638 50,110 235,703 211,848: 24,321 48,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 16,055: 7,177 20,949 -5,968 12,980 35 14,189 15,016: 1,866 1,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 54.7 7.5 69.1 19.3 90.6 81.5: 9.4 18.5
Old : 100.0: 14.1 54.7 7.5 69.1 19.3 90.6 81.5: 9.4 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 27 51 21 42 39 81 99:
Old : 136: 27 51 21 42 39 81 99:
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 : 39.0 33.2 51.4 41.5 37.2 33.2 48.7 40.3
Old : 39.0 33.2 51.4 41.5 37.2 33.2 48.7 40.3
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, November 13, 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 : 590,543: 160,536 204,413 45,363 298,475 268,228 504,373 518,003: 86,170 72,540
Old : 590,543: 160,536 204,413 45,363 298,475 268,228 504,373 518,003: 86,170 72,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -396: 10,792 7,820 -9,056 7,343 -2,675 9,079 -3,911: -9,475 3,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 34.6 7.7 50.5 45.4 85.4 87.7: 14.6 12.3
Old : 100.0: 27.2 34.6 7.7 50.5 45.4 85.4 87.7: 14.6 12.3
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 : 301: 100 78 53 92 86 211 198:
Old : 301: 100 78 53 92 86 211 198:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 25.3 27.8 37.2 16.8 24.6 25.7 36.0
Old : 17.5 25.3 27.8 37.2 16.8 24.6 25.7 36.0
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, November 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 37,624: 13,940 4,884 268 9,750 26,707 23,958 31,859: 13,666 5,765
Old : 37,624: 13,940 4,884 268 9,750 26,707 23,958 31,859: 13,666 5,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 385: 25 50 0 1,226 -329 1,251 -279: -866 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 13.0 0.7 25.9 71.0 63.7 84.7: 36.3 15.3
Old : 100.0: 37.1 13.0 0.7 25.9 71.0 63.7 84.7: 36.3 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 : 29: 10 5 4 11 10 23 17:
Old : 29: 10 5 4 11 10 23 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 : 27.7 68.2 41.0 79.1 26.8 66.4 39.9 75.5
Old : 27.7 68.2 41.0 79.1 26.8 66.4 39.9 75.5
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, November 13, 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 : 28,205: 9,107 4,109 236 12,523 18,197 21,866 22,542: 6,339 5,663
Old : 28,205: 9,107 4,109 236 12,523 18,197 21,866 22,542: 6,339 5,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 615: 801 179 0 172 261 973 440: -358 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 14.6 0.8 44.4 64.5 77.5 79.9: 22.5 20.1
Old : 100.0: 32.3 14.6 0.8 44.4 64.5 77.5 79.9: 22.5 20.1
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 : 24: 7 3 1 11 11 19 14:
Old : 24: 7 3 1 11 11 19 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 : 50.8 57.3 63.2 70.4 48.5 54.4 59.7 65.2
Old : 50.8 57.3 63.2 70.4 48.5 54.4 59.7 65.2
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, November 13, 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 : 10,917: 8,431 5,217 96 437 3,990 8,964 9,303: 1,953 1,614
Old : 10,917: 8,431 5,217 96 437 3,990 8,964 9,303: 1,953 1,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 584: 555 941 14 19 -345 588 610: -4 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 47.8 0.9 4.0 36.5 82.1 85.2: 17.9 14.8
Old : 100.0: 77.2 47.8 0.9 4.0 36.5 82.1 85.2: 17.9 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 14 10 2 1 7 16 18:
Old : 31: 14 10 2 1 7 16 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 : 56.7 42.1 72.3 65.2 56.7 41.3 71.6 64.5
Old : 56.7 42.1 72.3 65.2 56.7 41.3 71.6 64.5
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, November 13, 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 : 50,017: 11,138 32,006 663 35,471 11,479 47,273 44,149: 2,744 5,869
Old : 50,017: 11,138 32,006 663 35,471 11,479 47,273 44,149: 2,744 5,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -1,274: 706 -4,154 60 -2,337 2,923 -1,570 -1,170: 296 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 64.0 1.3 70.9 23.0 94.5 88.3: 5.5 11.7
Old : 100.0: 22.3 64.0 1.3 70.9 23.0 94.5 88.3: 5.5 11.7
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 : 76: 22 35 8 10 13 36 52:
Old : 76: 22 35 8 10 13 36 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 36.7 78.6 51.5 67.4 34.1 75.8 48.9
Old : 67.4 36.7 78.6 51.5 67.4 34.1 75.8 48.9
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, November 13, 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 :27,619,153: 876,181 3,003,029 12,773,579 13,328,035 10,398,232 26,977,795 26,174,840: 641,358 1,444,313
Old :27,619,153: 876,181 3,003,029 12,773,579 13,328,035 10,398,232 26,977,795 26,174,840: 641,358 1,444,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
:-1,342,256: -52,088 124,961 -1,164,428 -108,192 -321,521 -1,324,708 -1,360,988: -17,548 18,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 10.9 46.2 48.3 37.6 97.7 94.8: 2.3 5.2
Old : 100.0: 3.2 10.9 46.2 48.3 37.6 97.7 94.8: 2.3 5.2
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 : 329: 63 117 150 125 137 287 313:
Old : 329: 63 117 150 125 137 287 313:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 16.3 39.1 28.7 15.8 7.4 19.6 9.8
Old : 26.0 16.3 39.1 28.7 15.8 7.4 19.6 9.8
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, November 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,530: 2,892 3,055 1 0 167 2,893 3,223: 637 307
Old : 3,530: 2,892 3,055 1 0 167 2,893 3,223: 637 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 617: 644 597 1 0 0 645 598: -28 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 86.5 0.0 0.0 4.7 82.0 91.3: 18.0 8.7
Old : 100.0: 81.9 86.5 0.0 0.0 4.7 82.0 91.3: 18.0 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 21 22 1 0 1 22 23:
Old : 44: 21 22 1 0 1 22 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 : 45.2 54.0 60.5 69.9 45.2 54.0 60.5 69.9
Old : 45.2 54.0 60.5 69.9 45.2 54.0 60.5 69.9
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, November 13, 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 : 23,969: 1,945 669 11,576 10,372 11,655 23,893 23,900: 76 69
Old : 23,969: 1,945 669 11,576 10,372 11,655 23,893 23,900: 76 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 1,637: 123 -44 1,611 -54 106 1,680 1,673: -43 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 2.8 48.3 43.3 48.6 99.7 99.7: 0.3 0.3
Old : 100.0: 8.1 2.8 48.3 43.3 48.6 99.7 99.7: 0.3 0.3
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 : 27: 9 7 14 6 8 24 22:
Old : 27: 9 7 14 6 8 24 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 : 59.1 56.5 81.8 79.3 35.0 32.7 36.5 36.6
Old : 59.1 56.5 81.8 79.3 35.0 32.7 36.5 36.6
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, November 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 25,314: 4,498 1,365 5,529 14,799 17,257 24,826 24,151: 488 1,163
Old : 25,314: 4,498 1,365 5,529 14,799 17,257 24,826 24,151: 488 1,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 2,671: -441 -180 814 2,298 1,314 2,671 1,948: 0 723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 5.4 21.8 58.5 68.2 98.1 95.4: 1.9 4.6
Old : 100.0: 17.8 5.4 21.8 58.5 68.2 98.1 95.4: 1.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 8 11 15 12 12 30 30:
Old : 36: 8 11 15 12 12 30 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 : 61.9 47.4 80.6 78.5 32.9 30.4 42.8 39.9
Old : 61.9 47.4 80.6 78.5 32.9 30.4 42.8 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 932,107: 97,355 56,558 201,817 544,135 595,838 843,307 854,213: 88,801 77,894
Old : 932,107: 97,355 56,558 201,817 544,135 595,838 843,307 854,213: 88,801 77,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 13,021: 1,635 -600 4,901 8,074 8,541 14,610 12,842: -1,590 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.1 21.7 58.4 63.9 90.5 91.6: 9.5 8.4
Old : 100.0: 10.4 6.1 21.7 58.4 63.9 90.5 91.6: 9.5 8.4
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 : 674: 186 108 169 295 282 543 498:
Old : 674: 186 108 169 295 282 543 498:
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 : 13.3 14.2 22.4 25.1 5.5 8.8 9.7 15.6
Old : 13.3 14.2 22.4 25.1 5.5 8.8 9.7 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 83,541: 5,458 2,827 9,986 45,387 51,286 60,831 64,099: 22,710 19,442
Old : 83,541: 5,458 2,827 9,986 45,387 51,286 60,831 64,099: 22,710 19,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 367: 616 142 -928 2,433 1,962 2,121 1,177: -1,754 -810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 3.4 12.0 54.3 61.4 72.8 76.7: 27.2 23.3
Old : 100.0: 6.5 3.4 12.0 54.3 61.4 72.8 76.7: 27.2 23.3
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 : 61: 13 14 21 24 27 50 49:
Old : 61: 13 14 21 24 27 50 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 : 33.2 36.7 44.8 46.5 30.3 34.8 37.3 42.7
Old : 33.2 36.7 44.8 46.5 30.3 34.8 37.3 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 13,146: 1,849 0 0 9,560 12,600 11,409 12,600: 1,737 546
Old : 13,146: 1,849 0 0 9,560 12,600 11,409 12,600: 1,737 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.0 0.0 72.7 95.8 86.8 95.8: 13.2 4.2
Old : 100.0: 14.1 0.0 0.0 72.7 95.8 86.8 95.8: 13.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 0 7 11 10 11:
Old : 20: 3 0 0 7 11 10 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 : 65.8 66.1 83.0 89.2 52.1 59.9 69.3 78.4
Old : 65.8 66.1 83.0 89.2 52.1 59.9 69.3 78.4
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, November 13, 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 : 13,851: 384 0 0 11,269 13,109 11,653 13,109: 2,198 742
Old : 13,851: 384 0 0 11,269 13,109 11,653 13,109: 2,198 742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 401: -216 0 0 455 297 239 297: 162 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 81.4 94.6 84.1 94.6: 15.9 5.4
Old : 100.0: 2.8 0.0 0.0 81.4 94.6 84.1 94.6: 15.9 5.4
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 : 23: 1 0 0 12 12 13 12:
Old : 23: 1 0 0 12 12 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 : 58.3 62.6 73.0 87.0 58.3 62.6 71.0 87.0
Old : 58.3 62.6 73.0 87.0 58.3 62.6 71.0 87.0
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, November 13, 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 : 4,242,831: 477,020 286,189 941,619 2,493,739 2,722,762 3,912,377 3,950,570: 330,453 292,261
Old : 4,242,831: 477,020 286,189 941,619 2,493,739 2,722,762 3,912,377 3,950,570: 330,453 292,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 63,268: 11,534 2,727 22,707 28,205 32,895 62,446 58,329: 822 4,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 6.7 22.2 58.8 64.2 92.2 93.1: 7.8 6.9
Old : 100.0: 11.2 6.7 22.2 58.8 64.2 92.2 93.1: 7.8 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 661: 178 106 163 289 279 528 488:
Old : 661: 178 106 163 289 279 528 488:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 15.2 23.6 26.5 6.0 9.5 10.6 17.0
Old : 13.9 15.2 23.6 26.5 6.0 9.5 10.6 17.0
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, November 13, 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 : 17,855: 2,567 370 0 13,602 16,717 16,169 17,087: 1,686 768
Old : 17,855: 2,567 370 0 13,602 16,717 16,169 17,087: 1,686 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 2,581: 50 0 0 2,662 2,606 2,712 2,606: -131 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 2.1 0.0 76.2 93.6 90.6 95.7: 9.4 4.3
Old : 100.0: 14.4 2.1 0.0 76.2 93.6 90.6 95.7: 9.4 4.3
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 : 28: 5 1 0 12 11 17 12:
Old : 28: 5 1 0 12 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 : 59.8 69.7 75.6 87.6 59.8 69.7 75.6 87.6
Old : 59.8 69.7 75.6 87.6 59.8 69.7 75.6 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 Industrial Ind :
: : :
All : 16,737: 0 316 0 15,903 15,691 15,903 16,007: 834 730
Old : 16,737: 0 316 0 15,903 15,691 15,903 16,007: 834 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.0 95.0 93.8 95.0 95.6: 5.0 4.4
Old : 100.0: 0.0 1.9 0.0 95.0 93.8 95.0 95.6: 5.0 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 : 20: 0 1 0 9 11 9 12:
Old : 20: 0 1 0 9 11 9 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 : 87.1 66.7 94.3 87.2 87.1 66.7 94.3 87.2
Old : 87.1 66.7 94.3 87.2 87.1 66.7 94.3 87.2
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, November 13, 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 : 15,914: 720 738 32 13,339 13,473 14,091 14,243: 1,823 1,671
Old : 15,914: 720 738 32 13,339 13,473 14,091 14,243: 1,823 1,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 154: 28 738 32 349 -655 409 115: -255 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 4.6 0.2 83.8 84.7 88.5 89.5: 11.5 10.5
Old : 100.0: 4.5 4.6 0.2 83.8 84.7 88.5 89.5: 11.5 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 11 12 13 13:
Old : 23: 1 1 1 11 12 13 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 : 54.8 60.0 76.0 80.7 54.0 60.0 75.2 80.5
Old : 54.8 60.0 76.0 80.7 54.0 60.0 75.2 80.5
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, November 13, 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 : 63,790: 12,705 2,710 797 41,552 55,068 55,054 58,575: 8,736 5,215
Old : 63,790: 12,705 2,710 797 41,552 55,068 55,054 58,575: 8,736 5,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -1,818: -182 -361 -485 -1,664 -1,111 -2,331 -1,957: 513 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 4.2 1.2 65.1 86.3 86.3 91.8: 13.7 8.2
Old : 100.0: 19.9 4.2 1.2 65.1 86.3 86.3 91.8: 13.7 8.2
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 : 77: 11 4 5 42 37 54 45:
Old : 77: 11 4 5 42 37 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 : 31.0 39.9 44.8 58.0 28.9 39.8 42.4 57.9
Old : 31.0 39.9 44.8 58.0 28.9 39.8 42.4 57.9
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, November 13, 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 : 55,266: 9,000 10,079 4,253 34,775 32,291 48,028 46,623: 7,238 8,644
Old : 55,266: 9,000 10,079 4,253 34,775 32,291 48,028 46,623: 7,238 8,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 1,891: -1,538 -517 565 2,120 839 1,147 888: 744 1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 18.2 7.7 62.9 58.4 86.9 84.4: 13.1 15.6
Old : 100.0: 16.3 18.2 7.7 62.9 58.4 86.9 84.4: 13.1 15.6
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 : 275: 57 74 44 90 101 167 199:
Old : 275: 57 74 44 90 101 167 199:
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 : 22.2 15.0 33.8 26.6 20.9 13.9 31.9 23.8
Old : 22.2 15.0 33.8 26.6 20.9 13.9 31.9 23.8
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, November 13, 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 : 276,332: 45,000 50,393 21,266 173,874 161,453 240,140 233,113: 36,191 43,218
Old : 276,332: 45,000 50,393 21,266 173,874 161,453 240,140 233,113: 36,191 43,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 9,457: -7,690 -2,583 2,825 10,600 4,196 5,735 4,438: 3,722 5,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 18.2 7.7 62.9 58.4 86.9 84.4: 13.1 15.6
Old : 100.0: 16.3 18.2 7.7 62.9 58.4 86.9 84.4: 13.1 15.6
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 : 275: 57 74 44 90 101 167 199:
Old : 275: 57 74 44 90 101 167 199:
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 : 22.2 15.0 33.8 26.6 20.9 13.9 31.9 23.8
Old : 22.2 15.0 33.8 26.6 20.9 13.9 31.9 23.8
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, November 13, 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 : 164,156: 19,122 78,360 13,461 108,772 33,324 141,356 125,145: 22,800 39,011
Old : 164,156: 19,122 78,360 13,461 108,772 33,324 141,356 125,145: 22,800 39,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -10,170: -3,083 -8,794 -2,481 -5,654 1,405 -11,218 -9,870: 1,048 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 47.7 8.2 66.3 20.3 86.1 76.2: 13.9 23.8
Old : 100.0: 11.6 47.7 8.2 66.3 20.3 86.1 76.2: 13.9 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 14 40 19 24 23 48 72:
Old : 86: 14 40 19 24 23 48 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 22.0 64.0 35.1 50.2 21.1 61.0 33.1
Old : 51.1 22.0 64.0 35.1 50.2 21.1 61.0 33.1
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, November 13, 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 : 473,271: 69,393 101,320 18,372 365,382 333,780 453,147 453,473: 20,124 19,798
Old : 473,271: 69,393 101,320 18,372 365,382 333,780 453,147 453,473: 20,124 19,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -7,912: -1,035 -15,342 1,357 -9,208 6,552 -8,886 -7,432: 975 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 21.4 3.9 77.2 70.5 95.7 95.8: 4.3 4.2
Old : 100.0: 14.7 21.4 3.9 77.2 70.5 95.7 95.8: 4.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 57 47 29 125 115 190 183:
Old : 288: 57 47 29 125 115 190 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 25.9 31.0 40.3 17.1 25.8 29.3 39.5
Old : 18.7 25.9 31.0 40.3 17.1 25.8 29.3 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 30,552: 7,579 13,909 383 16,895 12,402 24,857 26,694: 5,695 3,858
Old : 30,552: 7,579 13,909 383 16,895 12,402 24,857 26,694: 5,695 3,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 1,495: 693 -1,011 9 1,210 2,007 1,912 1,005: -417 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 45.5 1.3 55.3 40.6 81.4 87.4: 18.6 12.6
Old : 100.0: 24.8 45.5 1.3 55.3 40.6 81.4 87.4: 18.6 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 16 7 4 15 7 32 17:
Old : 42: 16 7 4 15 7 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 : 36.0 66.4 50.9 80.8 36.0 66.3 50.9 80.7
Old : 36.0 66.4 50.9 80.8 36.0 66.3 50.9 80.7
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, November 13, 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 : 59,845: 23,597 7,332 836 28,467 33,044 52,900 41,212: 6,945 18,633
Old : 59,845: 23,597 7,332 836 28,467 33,044 52,900 41,212: 6,945 18,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 1,844: 298 2,240 -189 1,309 3,015 1,418 5,066: 426 -3,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 12.3 1.4 47.6 55.2 88.4 68.9: 11.6 31.1
Old : 100.0: 39.4 12.3 1.4 47.6 55.2 88.4 68.9: 11.6 31.1
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 : 74: 18 13 6 31 24 52 40:
Old : 74: 18 13 6 31 24 52 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 30.9 50.1 41.8 36.3 29.3 48.8 39.7
Old : 37.6 30.9 50.1 41.8 36.3 29.3 48.8 39.7
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, November 13, 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 : 113,262: 6,033 5,802 250 106,942 106,967 113,225 113,019: 37 243
Old : 113,262: 6,033 5,802 250 106,942 106,967 113,225 113,019: 37 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -2,712: 260 -88 0 -2,497 -2,649 -2,237 -2,737: -475 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 5.1 0.2 94.4 94.4 100.0 99.8: 0.0 0.2
Old : 100.0: 5.3 5.1 0.2 94.4 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 15 18 21 20:
Old : 31: 6 1 1 15 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 65.4 95.4 90.7 47.1 31.4 48.9 44.4
Old : 85.5 65.4 95.4 90.7 47.1 31.4 48.9 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2018