BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,159: 284 4,426 1,706 8,542 4,367 10,532 10,500: 627 659
Old : 11,159: 284 4,426 1,706 8,542 4,367 10,532 10,500: 627 659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 121: -9 118 35 55 -80 81 73: 39 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 39.7 15.3 76.5 39.1 94.4 94.1: 5.6 5.9
Old : 100.0: 2.5 39.7 15.3 76.5 39.1 94.4 94.1: 5.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 12 10 23 21 34 35:
Old : 43: 3 12 10 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 : 38.3 35.0 57.2 58.1 38.2 30.7 52.9 45.8
Old : 38.3 35.0 57.2 58.1 38.2 30.7 52.9 45.8
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,370: 9,054 3,375 14,712 20,491 18,374 44,256 36,460: 3,113 10,910
Old : 47,370: 9,054 3,375 14,712 20,491 18,374 44,256 36,460: 3,113 10,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 769: 273 365 453 125 268 852 1,086: -82 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 7.1 31.1 43.3 38.8 93.4 77.0: 6.6 23.0
Old : 100.0: 19.1 7.1 31.1 43.3 38.8 93.4 77.0: 6.6 23.0
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 : 86: 23 20 28 39 32 72 70:
Old : 86: 23 20 28 39 32 72 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 29.0 52.4 43.7 27.6 16.6 36.3 21.0
Old : 34.9 29.0 52.4 43.7 27.6 16.6 36.3 21.0
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,510: 1,151 2,027 4,223 9,967 9,321 15,341 15,571: 1,168 939
Old : 16,510: 1,151 2,027 4,223 9,967 9,321 15,341 15,571: 1,168 939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 479: 181 143 148 214 144 542 435: -63 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 12.3 25.6 60.4 56.5 92.9 94.3: 7.1 5.7
Old : 100.0: 7.0 12.3 25.6 60.4 56.5 92.9 94.3: 7.1 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 10 11 30 23 43 37:
Old : 48: 6 10 11 30 23 43 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 39.3 48.4 63.3 15.8 21.8 26.5 29.3
Old : 30.0 39.3 48.4 63.3 15.8 21.8 26.5 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,695: 5,904 366 1,268 2,208 5,737 9,381 7,371: 314 2,324
Old : 9,695: 5,904 366 1,268 2,208 5,737 9,381 7,371: 314 2,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 182: 157 -2 18 34 202 209 217: -27 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 3.8 13.1 22.8 59.2 96.8 76.0: 3.2 24.0
Old : 100.0: 60.9 3.8 13.1 22.8 59.2 96.8 76.0: 3.2 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 2 7 13 15 22 23:
Old : 27: 8 2 7 13 15 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 : 66.8 38.5 85.8 55.6 63.4 34.9 76.2 48.0
Old : 66.8 38.5 85.8 55.6 63.4 34.9 76.2 48.0
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 373,196: 76,263 46,897 126,971 122,692 152,796 325,926 326,664: 47,269 46,531
Old : 307,500: 62,839 49,820 109,716 102,399 112,066 274,954 271,603: 32,546 35,897
Other: 65,696: 18,317 1,970 12,362 20,293 40,730 50,972 55,061: 14,724 10,635
: : :
: : Changes in Commitments from: March 12, 2019 :
: 42,172: 2,382 -14,892 10,608 14,965 44,492 27,955 40,208: 14,218 1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 12.6 34.0 32.9 40.9 87.3 87.5: 12.7 12.5
Old : 100.0: 20.4 16.2 35.7 33.3 36.4 89.4 88.3: 10.6 11.7
Other: 100.0: 27.9 3.0 18.8 30.9 62.0 77.6 83.8: 22.4 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 140 74 137 87 93 282 257:
Old : 318: 124 86 133 83 90 268 252:
Other: 158: 56 21 32 60 64 129 104:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 10.5 19.9 18.9 9.5 8.8 16.0 15.0
Old : 13.2 10.5 21.4 18.8 10.6 9.0 17.8 14.8
Other: 18.0 18.3 27.3 32.0 15.8 16.0 22.3 25.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 499,516: 196,019 26,045 120,156 147,501 273,862 463,676 420,063: 35,840 79,453
Old : 499,516: 196,019 26,045 120,156 147,501 273,862 463,676 420,063: 35,840 79,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 18,583: 12,998 -4,364 -2,174 5,437 19,488 16,260 12,950: 2,323 5,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 5.2 24.1 29.5 54.8 92.8 84.1: 7.2 15.9
Old : 100.0: 39.2 5.2 24.1 29.5 54.8 92.8 84.1: 7.2 15.9
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 : 528: 194 80 164 171 217 446 401:
Old : 528: 194 80 164 171 217 446 401:
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 16.3 21.8 25.5 12.3 15.8 20.8 22.9
Old : 12.3 16.3 21.8 25.5 12.3 15.8 20.8 22.9
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,004: 880 1,107 517 751 809 2,148 2,433: 856 571
Old : 3,004: 880 1,107 517 751 809 2,148 2,433: 856 571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -37: -10 84 -14 -68 -72 -92 -2: 55 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 36.8 17.2 25.0 26.9 71.5 81.0: 28.5 19.0
Old : 100.0: 29.3 36.8 17.2 25.0 26.9 71.5 81.0: 28.5 19.0
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 : 40: 13 12 9 13 10 31 26:
Old : 40: 13 12 9 13 10 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 40.6 47.1 58.2 28.1 40.4 41.0 51.2
Old : 32.7 40.6 47.1 58.2 28.1 40.4 41.0 51.2
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 60,307: 18,652 12,890 15,606 17,005 13,336 51,263 41,832: 9,045 18,476
Old : 60,307: 18,652 12,890 15,606 17,005 13,336 51,263 41,832: 9,045 18,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -2,329: 850 -2,834 -1,288 -1,074 1,153 -1,512 -2,969: -817 639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 21.4 25.9 28.2 22.1 85.0 69.4: 15.0 30.6
Old : 100.0: 30.9 21.4 25.9 28.2 22.1 85.0 69.4: 15.0 30.6
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 : 217: 64 54 64 63 73 167 161:
Old : 217: 64 54 64 63 73 167 161:
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 : 15.2 10.0 25.4 18.4 15.0 8.9 21.9 15.0
Old : 15.2 10.0 25.4 18.4 15.0 8.9 21.9 15.0
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 30,686: 2,317 8,186 5,569 22,170 14,977 30,057 28,732: 629 1,954
Old : 30,686: 2,317 8,186 5,569 22,170 14,977 30,057 28,732: 629 1,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 375: -40 -193 71 316 403 347 281: 28 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 26.7 18.1 72.2 48.8 97.9 93.6: 2.1 6.4
Old : 100.0: 7.6 26.7 18.1 72.2 48.8 97.9 93.6: 2.1 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 : 73: 9 26 20 30 30 54 61:
Old : 73: 9 26 20 30 30 54 61:
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 : 47.1 31.6 62.1 51.2 47.1 31.5 56.8 47.6
Old : 47.1 31.6 62.1 51.2 47.1 31.5 56.8 47.6
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,119: 38,189 8,055 0 16,077 47,182 54,266 55,237: 1,853 882
Old : 56,119: 38,189 8,055 0 16,077 47,182 54,266 55,237: 1,853 882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -9,847: 2,553 -5,004 -2 -12,818 -4,533 -10,267 -9,539: 420 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 14.4 0.0 28.6 84.1 96.7 98.4: 3.3 1.6
Old : 100.0: 68.1 14.4 0.0 28.6 84.1 96.7 98.4: 3.3 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 17 8 0 5 6 22 14:
Old : 35: 17 8 0 5 6 22 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 : 84.4 84.1 89.8 94.8 84.4 83.2 89.8 94.0
Old : 84.4 84.1 89.8 94.8 84.4 83.2 89.8 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 180,787: 15,960 62,841 8,915 118,856 57,354 143,731 129,110: 37,056 51,677
Old : 180,787: 15,960 62,841 8,915 118,856 57,354 143,731 129,110: 37,056 51,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 9,498: -4,197 1,635 -1,267 12,991 3,784 7,527 4,152: 1,970 5,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 34.8 4.9 65.7 31.7 79.5 71.4: 20.5 28.6
Old : 100.0: 8.8 34.8 4.9 65.7 31.7 79.5 71.4: 20.5 28.6
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 : 99: 19 33 17 37 33 67 72:
Old : 99: 19 33 17 37 33 67 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 : 31.5 17.6 48.7 29.0 30.0 16.6 43.8 27.3
Old : 31.5 17.6 48.7 29.0 30.0 16.6 43.8 27.3
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 76,938: 7,626 35,000 105 61,189 18,194 68,921 53,300: 8,018 23,639
Old : 76,938: 7,626 35,000 105 61,189 18,194 68,921 53,300: 8,018 23,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -9,875: -4,548 -751 -2,374 -1,434 -2,464 -8,356 -5,590: -1,519 -4,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 45.5 0.1 79.5 23.6 89.6 69.3: 10.4 30.7
Old : 100.0: 9.9 45.5 0.1 79.5 23.6 89.6 69.3: 10.4 30.7
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 : 57: 10 21 2 15 17 26 39:
Old : 57: 10 21 2 15 17 26 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 : 64.9 22.9 75.7 37.4 63.9 22.9 74.6 37.4
Old : 64.9 22.9 75.7 37.4 63.9 22.9 74.6 37.4
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 235,532: 183,580 60,691 451 44,093 171,443 228,124 232,585: 7,408 2,947
Old : 235,532: 183,580 60,691 451 44,093 171,443 228,124 232,585: 7,408 2,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -38,011: 6,376 -41,395 -15,843 -29,220 20,290 -38,688 -36,948: 677 -1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 25.8 0.2 18.7 72.8 96.9 98.7: 3.1 1.3
Old : 100.0: 77.9 25.8 0.2 18.7 72.8 96.9 98.7: 3.1 1.3
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 : 172: 89 43 7 13 31 104 79:
Old : 172: 89 43 7 13 31 104 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 53.3 58.1 66.9 44.3 53.3 58.1 66.9
Old : 44.3 53.3 58.1 66.9 44.3 53.3 58.1 66.9
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 170,881: 30,358 43,599 18,249 92,709 79,253 141,316 141,101: 29,565 29,781
Old : 170,881: 30,358 43,599 18,249 92,709 79,253 141,316 141,101: 29,565 29,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -49,573: -79 -23,168 -2,132 -47,057 -19,547 -49,267 -44,846: -305 -4,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 25.5 10.7 54.3 46.4 82.7 82.6: 17.3 17.4
Old : 100.0: 17.8 25.5 10.7 54.3 46.4 82.7 82.6: 17.3 17.4
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 : 112: 25 35 20 33 43 69 87:
Old : 112: 25 35 20 33 43 69 87:
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 : 27.2 23.6 39.8 33.3 26.2 22.9 37.7 29.7
Old : 27.2 23.6 39.8 33.3 26.2 22.9 37.7 29.7
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 175,691: 19,727 78,953 15,797 116,572 42,893 152,095 137,643: 23,595 38,048
Old : 175,691: 19,727 78,953 15,797 116,572 42,893 152,095 137,643: 23,595 38,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -40,077: -1,710 -1,822 -2,083 -27,337 -37,226 -31,129 -41,131: -8,948 1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 44.9 9.0 66.4 24.4 86.6 78.3: 13.4 21.7
Old : 100.0: 11.2 44.9 9.0 66.4 24.4 86.6 78.3: 13.4 21.7
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 : 120: 26 37 23 39 40 75 90:
Old : 120: 26 37 23 39 40 75 90:
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 24.3 45.9 34.7 34.8 23.9 43.4 34.3
Old : 36.3 24.3 45.9 34.7 34.8 23.9 43.4 34.3
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 530,038: 143,306 220,478 38,830 268,167 206,986 450,303 466,294: 79,735 63,744
Old : 530,038: 143,306 220,478 38,830 268,167 206,986 450,303 466,294: 79,735 63,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -55,918: -5,793 -8,378 -6,742 -29,084 -27,827 -41,619 -42,947: -14,299 -12,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 41.6 7.3 50.6 39.1 85.0 88.0: 15.0 12.0
Old : 100.0: 27.0 41.6 7.3 50.6 39.1 85.0 88.0: 15.0 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 89 72 57 92 87 203 194:
Old : 289: 89 72 57 92 87 203 194:
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 : 17.3 23.9 27.4 37.2 16.6 23.8 26.0 36.6
Old : 17.3 23.9 27.4 37.2 16.6 23.8 26.0 36.6
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,025: 3,898 5,632 202 10,155 13,888 14,255 19,722: 12,770 7,303
Old : 27,025: 3,898 5,632 202 10,155 13,888 14,255 19,722: 12,770 7,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -6,251: -3,417 1,380 -1,360 -87 -5,800 -4,864 -5,780: -1,387 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 20.8 0.7 37.6 51.4 52.7 73.0: 47.3 27.0
Old : 100.0: 14.4 20.8 0.7 37.6 51.4 52.7 73.0: 47.3 27.0
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 : 24: 5 6 2 11 9 18 15:
Old : 24: 5 6 2 11 9 18 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 : 25.7 40.2 38.3 61.4 23.7 36.7 35.3 53.5
Old : 25.7 40.2 38.3 61.4 23.7 36.7 35.3 53.5
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,594: 14,000 12,742 156 4,050 6,557 18,206 19,455: 2,388 1,139
Old : 20,594: 14,000 12,742 156 4,050 6,557 18,206 19,455: 2,388 1,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 1,796: 4,673 -1,043 -655 -2,336 3,784 1,682 2,086: 114 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 61.9 0.8 19.7 31.8 88.4 94.5: 11.6 5.5
Old : 100.0: 68.0 61.9 0.8 19.7 31.8 88.4 94.5: 11.6 5.5
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: 12 12 2 5 6 17 20:
Old : 34: 12 12 2 5 6 17 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 : 56.0 68.6 75.7 79.7 56.0 68.6 74.3 79.7
Old : 56.0 68.6 75.7 79.7 56.0 68.6 74.3 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,153: 17,301 18,431 916 14,514 12,116 32,731 31,462: 3,422 4,691
Old : 36,153: 17,301 18,431 916 14,514 12,116 32,731 31,462: 3,422 4,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -6,175: -3,673 2,054 -1,744 -682 -5,122 -6,099 -4,813: -76 -1,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 51.0 2.5 40.1 33.5 90.5 87.0: 9.5 13.0
Old : 100.0: 47.9 51.0 2.5 40.1 33.5 90.5 87.0: 9.5 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 : 75: 27 30 10 10 10 43 44:
Old : 75: 27 30 10 10 10 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 36.4 66.3 51.3 50.6 30.9 64.9 45.6
Old : 50.6 36.4 66.3 51.3 50.6 30.9 64.9 45.6
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,355: 2,668 2,852 3,000 6,787 6,064 12,455 11,916: 900 1,439
Old : 13,355: 2,668 2,852 3,000 6,787 6,064 12,455 11,916: 900 1,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -17,086: -10,480 -10,672 -195 -6,306 -6,258 -16,981 -17,125: -105 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 21.4 22.5 50.8 45.4 93.3 89.2: 6.7 10.8
Old : 100.0: 20.0 21.4 22.5 50.8 45.4 93.3 89.2: 6.7 10.8
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 : 20: 7 7 1 3 4 10 12:
Old : 20: 7 7 1 3 4 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.4 69.0 92.5 83.3 62.2 51.2 70.0 63.4
Old : 81.4 69.0 92.5 83.3 62.2 51.2 70.0 63.4
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 :21,397,510: 1,104,930 1,481,160 10,078,070 9,513,953 8,724,865 20,696,953 20,284,095: 700,558 1,113,415
Old :21,397,510: 1,104,930 1,481,160 10,078,070 9,513,953 8,724,865 20,696,953 20,284,095: 700,558 1,113,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
:-2,896,348: -117,090 -76,622 -1,619,667 -1,139,402 -1,160,697 -2,876,159 -2,856,986: -20,189 -39,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.9 47.1 44.5 40.8 96.7 94.8: 3.3 5.2
Old : 100.0: 5.2 6.9 47.1 44.5 40.8 96.7 94.8: 3.3 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 : 308: 74 99 139 118 124 278 282:
Old : 308: 74 99 139 118 124 278 282:
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 : 22.5 17.2 34.9 30.1 11.1 6.5 14.3 9.2
Old : 22.5 17.2 34.9 30.1 11.1 6.5 14.3 9.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,681: 2,383 2,833 295 0 281 2,678 3,409: 1,003 272
Old : 3,681: 2,383 2,833 295 0 281 2,678 3,409: 1,003 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 201: 76 170 -36 0 25 40 159: 161 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 77.0 8.0 0.0 7.6 72.8 92.6: 27.2 7.4
Old : 100.0: 64.7 77.0 8.0 0.0 7.6 72.8 92.6: 27.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 23 18 6 0 3 29 21:
Old : 44: 23 18 6 0 3 29 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 : 38.7 49.4 49.3 70.3 37.3 44.9 46.9 63.4
Old : 38.7 49.4 49.3 70.3 37.3 44.9 46.9 63.4
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 69,474: 18,254 16,614 15,911 34,771 36,318 68,936 68,843: 538 631
Old : 69,474: 18,254 16,614 15,911 34,771 36,318 68,936 68,843: 538 631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 5,014: 1,156 3,755 -977 5,156 2,547 5,335 5,325: -321 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 23.9 22.9 50.0 52.3 99.2 99.1: 0.8 0.9
Old : 100.0: 26.3 23.9 22.9 50.0 52.3 99.2 99.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 13 15 9 11 31 28:
Old : 35: 11 13 15 9 11 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 54.6 79.3 72.3 59.4 51.7 64.4 59.6
Old : 66.0 54.6 79.3 72.3 59.4 51.7 64.4 59.6
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 79,953: 17,275 13,250 6,825 55,546 59,353 79,646 79,428: 307 525
Old : 79,953: 17,275 13,250 6,825 55,546 59,353 79,646 79,428: 307 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 12,586: 2,229 2,471 177 10,124 10,052 12,530 12,700: 56 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 16.6 8.5 69.5 74.2 99.6 99.3: 0.4 0.7
Old : 100.0: 21.6 16.6 8.5 69.5 74.2 99.6 99.3: 0.4 0.7
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 : 58: 21 13 17 18 19 44 44:
Old : 58: 21 13 17 18 19 44 44:
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 : 57.8 48.2 75.4 66.9 55.5 43.5 65.8 59.8
Old : 57.8 48.2 75.4 66.9 55.5 43.5 65.8 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 690,889: 71,648 76,562 136,657 404,058 397,609 612,364 610,828: 78,526 80,062
Old : 690,889: 71,648 76,562 136,657 404,058 397,609 612,364 610,828: 78,526 80,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -122,125: -2,822 -3,707 -24,076 -76,700 -72,245 -103,598 -100,028: -18,527 -22,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 11.1 19.8 58.5 57.6 88.6 88.4: 11.4 11.6
Old : 100.0: 10.4 11.1 19.8 58.5 57.6 88.6 88.4: 11.4 11.6
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 : 613: 135 123 149 264 266 470 468:
Old : 613: 135 123 149 264 266 470 468:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 14.2 19.3 23.6 8.3 11.9 14.5 18.4
Old : 11.1 14.2 19.3 23.6 8.3 11.9 14.5 18.4
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,800: 4,603 1,065 7,476 10,796 14,560 22,875 23,100: 16,924 16,699
Old : 39,800: 4,603 1,065 7,476 10,796 14,560 22,875 23,100: 16,924 16,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -29,411: -2,887 -1,115 -3,233 -18,116 -15,988 -24,236 -20,336: -5,175 -9,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 2.7 18.8 27.1 36.6 57.5 58.0: 42.5 42.0
Old : 100.0: 11.6 2.7 18.8 27.1 36.6 57.5 58.0: 42.5 42.0
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: 14 8 17 14 17 35 35:
Old : 42: 14 8 17 14 17 35 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 : 21.5 27.5 38.1 42.7 17.5 20.3 22.0 22.8
Old : 21.5 27.5 38.1 42.7 17.5 20.3 22.0 22.8
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,160: 2,083 0 0 9,904 13,033 11,987 13,033: 2,173 1,127
Old : 14,160: 2,083 0 0 9,904 13,033 11,987 13,033: 2,173 1,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -7,780: 53 0 -229 -2,834 -4,908 -3,010 -5,137: -4,770 -2,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 0.0 0.0 69.9 92.0 84.7 92.0: 15.3 8.0
Old : 100.0: 14.7 0.0 0.0 69.9 92.0 84.7 92.0: 15.3 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 0 11 11 15 11:
Old : 23: 4 0 0 11 11 15 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 : 53.7 80.4 69.5 90.1 53.7 80.4 69.5 90.1
Old : 53.7 80.4 69.5 90.1 53.7 80.4 69.5 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,255,450: 346,675 388,934 634,457 1,966,309 1,915,244 2,947,442 2,938,636: 308,008 316,814
Old : 3,255,450: 346,675 388,934 634,457 1,966,309 1,915,244 2,947,442 2,938,636: 308,008 316,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -463,572: -24,499 -37,782 -79,393 -292,919 -281,286 -396,811 -398,460: -66,761 -65,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.9 19.5 60.4 58.8 90.5 90.3: 9.5 9.7
Old : 100.0: 10.6 11.9 19.5 60.4 58.8 90.5 90.3: 9.5 9.7
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 : 601: 130 120 143 261 262 459 458:
Old : 601: 130 120 143 261 262 459 458:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 14.7 19.9 24.4 8.8 12.6 15.4 19.5
Old : 11.1 14.7 19.9 24.4 8.8 12.6 15.4 19.5
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,668: 702 787 0 7,010 8,527 7,712 9,314: 1,956 354
Old : 9,668: 702 787 0 7,010 8,527 7,712 9,314: 1,956 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -9,736: 227 428 -428 -9,149 -9,326 -9,350 -9,326: -386 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.1 0.0 72.5 88.2 79.8 96.3: 20.2 3.7
Old : 100.0: 7.3 8.1 0.0 72.5 88.2 79.8 96.3: 20.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 0 9 10 10 12:
Old : 21: 1 2 0 9 10 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 59.7 77.5 83.8 61.1 59.7 77.5 83.8
Old : 61.1 59.7 77.5 83.8 61.1 59.7 77.5 83.8
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,561: 1,998 0 0 6,188 10,027 8,186 10,027: 2,375 534
Old : 10,561: 1,998 0 0 6,188 10,027 8,186 10,027: 2,375 534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -10,540: 949 0 -744 -10,073 -9,030 -9,868 -9,774: -672 -766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 0.0 0.0 58.6 94.9 77.5 94.9: 22.5 5.1
Old : 100.0: 18.9 0.0 0.0 58.6 94.9 77.5 94.9: 22.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 0 0 9 11 14 11:
Old : 22: 5 0 0 9 11 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 78.8 64.0 89.6 46.4 73.6 60.2 84.2
Old : 47.8 78.8 64.0 89.6 46.4 73.6 60.2 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 63,173: 12,455 3,684 536 39,662 55,432 52,653 59,652: 10,520 3,521
Old : 63,173: 12,455 3,684 536 39,662 55,432 52,653 59,652: 10,520 3,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -13,675: -318 -184 94 -12,624 -13,120 -12,848 -13,210: -827 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 5.8 0.8 62.8 87.7 83.3 94.4: 16.7 5.6
Old : 100.0: 19.7 5.8 0.8 62.8 87.7 83.3 94.4: 16.7 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 : 74: 9 5 4 40 35 51 42:
Old : 74: 9 5 4 40 35 51 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 : 32.6 34.5 47.1 55.9 32.1 34.5 46.3 55.9
Old : 32.6 34.5 47.1 55.9 32.1 34.5 46.3 55.9
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,559: 12,549 11,857 1,976 21,957 20,456 36,483 34,289: 6,077 8,270
Old : 42,559: 12,549 11,857 1,976 21,957 20,456 36,483 34,289: 6,077 8,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -13,061: 1,651 -1,578 -2,541 -11,628 -7,007 -12,517 -11,125: -544 -1,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 27.9 4.6 51.6 48.1 85.7 80.6: 14.3 19.4
Old : 100.0: 29.5 27.9 4.6 51.6 48.1 85.7 80.6: 14.3 19.4
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 : 235: 57 48 23 80 84 148 144:
Old : 235: 57 48 23 80 84 148 144:
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 : 20.7 19.9 31.6 31.3 20.6 19.9 31.0 30.6
Old : 20.7 19.9 31.6 31.3 20.6 19.9 31.0 30.6
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 212,797: 62,747 59,287 9,880 109,787 102,278 182,414 171,445: 30,383 41,352
Old : 212,797: 62,747 59,287 9,880 109,787 102,278 182,414 171,445: 30,383 41,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -65,307: 8,256 -7,888 -12,704 -58,139 -35,034 -62,586 -55,626: -2,721 -9,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 27.9 4.6 51.6 48.1 85.7 80.6: 14.3 19.4
Old : 100.0: 29.5 27.9 4.6 51.6 48.1 85.7 80.6: 14.3 19.4
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 : 235: 57 48 23 80 84 148 144:
Old : 235: 57 48 23 80 84 148 144:
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 : 20.7 19.9 31.6 31.3 20.6 19.9 31.0 30.6
Old : 20.7 19.9 31.6 31.3 20.6 19.9 31.0 30.6
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 155,936: 19,972 72,609 8,134 99,779 33,611 127,885 114,354: 28,051 41,583
Old : 155,936: 19,972 72,609 8,134 99,779 33,611 127,885 114,354: 28,051 41,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -19,905: -4,916 3,648 -1,576 -13,170 -19,095 -19,661 -17,023: -244 -2,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 46.6 5.2 64.0 21.6 82.0 73.3: 18.0 26.7
Old : 100.0: 12.8 46.6 5.2 64.0 21.6 82.0 73.3: 18.0 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 : 93: 20 35 18 27 28 55 73:
Old : 93: 20 35 18 27 28 55 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 23.7 60.8 36.5 46.1 23.4 58.4 36.2
Old : 48.0 23.7 60.8 36.5 46.1 23.4 58.4 36.2
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 457,675: 104,484 93,778 10,238 322,961 335,353 437,682 439,369: 19,993 18,306
Old : 457,675: 104,484 93,778 10,238 322,961 335,353 437,682 439,369: 19,993 18,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -123,348: -1,652 -5,973 -5,671 -109,897 -108,784 -117,220 -120,428: -6,128 -2,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 20.5 2.2 70.6 73.3 95.6 96.0: 4.4 4.0
Old : 100.0: 22.8 20.5 2.2 70.6 73.3 95.6 96.0: 4.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 56 51 29 124 105 195 170:
Old : 285: 56 51 29 124 105 195 170:
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 : 17.7 26.6 31.1 42.4 16.5 26.4 29.6 41.8
Old : 17.7 26.6 31.1 42.4 16.5 26.4 29.6 41.8
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,372: 8,081 17,647 38 10,260 2,467 18,379 20,152: 4,993 3,220
Old : 23,372: 8,081 17,647 38 10,260 2,467 18,379 20,152: 4,993 3,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -752: -1,963 -74 -2 734 -652 -1,231 -728: 479 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 75.5 0.2 43.9 10.6 78.6 86.2: 21.4 13.8
Old : 100.0: 34.6 75.5 0.2 43.9 10.6 78.6 86.2: 21.4 13.8
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 : 32: 12 6 2 13 5 27 11:
Old : 32: 12 6 2 13 5 27 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 : 34.8 76.9 53.4 84.0 34.8 76.4 53.4 82.2
Old : 34.8 76.9 53.4 84.0 34.8 76.4 53.4 82.2
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,750: 27,788 11,257 33 19,882 20,385 47,703 31,675: 8,047 24,075
Old : 55,750: 27,788 11,257 33 19,882 20,385 47,703 31,675: 8,047 24,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 4,251: 2,319 -1,149 11 3,065 63 5,395 -1,075: -1,144 5,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 20.2 0.1 35.7 36.6 85.6 56.8: 14.4 43.2
Old : 100.0: 49.8 20.2 0.1 35.7 36.6 85.6 56.8: 14.4 43.2
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 : 64: 16 13 4 27 16 45 31:
Old : 64: 16 13 4 27 16 45 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 : 47.2 30.1 60.7 39.8 46.5 30.0 58.3 38.9
Old : 47.2 30.1 60.7 39.8 46.5 30.0 58.3 38.9
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 88,961: 9,302 2,252 325 79,309 86,323 88,936 88,900: 25 61
Old : 88,961: 9,302 2,252 325 79,309 86,323 88,936 88,900: 25 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 326: 420 0 0 -94 371 326 371: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 2.5 0.4 89.2 97.0 100.0 99.9: 0.0 0.1
Old : 100.0: 10.5 2.5 0.4 89.2 97.0 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 1 2 16 19 21 21:
Old : 31: 4 1 2 16 19 21 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 : 81.4 57.0 91.3 83.7 48.5 36.5 55.5 52.8
Old : 81.4 57.0 91.3 83.7 48.5 36.5 55.5 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 22, 2019