MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 17,464: 2,920 3,300 280 14,024 13,644 17,224 17,224: 240 240
Old : 17,464: 2,920 3,300 280 14,024 13,644 17,224 17,224: 240 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 0: 120 -80 0 -120 80 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 18.9 1.6 80.3 78.1 98.6 98.6: 1.4 1.4
Old : 100.0: 16.7 18.9 1.6 80.3 78.1 98.6 98.6: 1.4 1.4
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: 3 10 2 6 8 11 19:
Old : 23: 3 10 2 6 8 11 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.5 63.0 96.7 87.6 71.7 42.9 71.7 61.6
Old : 89.5 63.0 96.7 87.6 71.7 42.9 71.7 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,728: 728 1,696 1,280 4,677 3,324 6,686 6,300: 1,043 1,428
Old : 7,728: 728 1,696 1,280 4,677 3,324 6,686 6,300: 1,043 1,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -982: -1 -41 -312 -730 -932 -1,043 -1,285: 61 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 21.9 16.6 60.5 43.0 86.5 81.5: 13.5 18.5
Old : 100.0: 9.4 21.9 16.6 60.5 43.0 86.5 81.5: 13.5 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 : 39: 4 12 10 17 18 28 33:
Old : 39: 4 12 10 17 18 28 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 : 38.2 27.6 58.1 44.3 36.7 27.1 52.6 38.0
Old : 38.2 27.6 58.1 44.3 36.7 27.1 52.6 38.0
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 51,195: 12,624 2,179 17,844 16,148 16,501 46,616 36,524: 4,579 14,671
Old : 51,195: 12,624 2,179 17,844 16,148 16,501 46,616 36,524: 4,579 14,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -5,987: -1,917 -770 -457 -3,432 -5,202 -5,805 -6,429: -182 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 4.3 34.9 31.5 32.2 91.1 71.3: 8.9 28.7
Old : 100.0: 24.7 4.3 34.9 31.5 32.2 91.1 71.3: 8.9 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 20 22 27 29 25 61 62:
Old : 77: 20 22 27 29 25 61 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 25.0 48.7 40.2 23.9 11.8 33.8 16.4
Old : 30.6 25.0 48.7 40.2 23.9 11.8 33.8 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 11,969: 910 348 2,860 7,371 7,592 11,140 10,800: 829 1,170
Old : 11,969: 910 348 2,860 7,371 7,592 11,140 10,800: 829 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,426: -212 39 -492 -586 -1,209 -1,290 -1,662: -136 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.9 23.9 61.6 63.4 93.1 90.2: 6.9 9.8
Old : 100.0: 7.6 2.9 23.9 61.6 63.4 93.1 90.2: 6.9 9.8
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 : 41: 8 7 12 22 20 37 33:
Old : 41: 8 7 12 22 20 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 38.1 54.8 56.8 26.5 30.0 40.8 38.8
Old : 33.7 38.1 54.8 56.8 26.5 30.0 40.8 38.8
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 291,611: 95,871 26,949 71,301 101,490 146,237 268,662 244,486: 22,949 47,124
Old : 285,758: 95,755 28,444 68,686 99,809 142,585 264,250 239,714: 21,508 46,044
Other: 5,853: 1,844 233 887 1,681 3,652 4,412 4,772: 1,441 1,081
: : :
: : Changes in Commitments from: January 2, 2018 :
: 8,431: 7,417 654 1,557 -2,288 4,442 6,686 6,653: 1,745 1,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 9.2 24.5 34.8 50.1 92.1 83.8: 7.9 16.2
Old : 100.0: 33.5 10.0 24.0 34.9 49.9 92.5 83.9: 7.5 16.1
Other: 100.0: 31.5 4.0 15.2 28.7 62.4 75.4 81.5: 24.6 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 126 73 126 80 97 266 246:
Old : 316: 124 78 124 79 97 264 245:
Other: 73: 23 11 14 21 29 47 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 12.2 25.1 19.4 13.8 11.1 23.4 17.4
Old : 15.2 12.2 25.6 19.0 14.1 11.1 23.9 17.5
Other: 26.4 40.3 41.3 50.3 22.4 34.8 33.0 42.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 396,835: 127,310 25,547 92,071 146,207 223,388 365,588 341,006: 31,247 55,829
Old : 396,835: 127,310 25,547 92,071 146,207 223,388 365,588 341,006: 31,247 55,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 7,747: 1,493 4,860 5,851 -1,047 -5,797 6,297 4,914: 1,451 2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 6.4 23.2 36.8 56.3 92.1 85.9: 7.9 14.1
Old : 100.0: 32.1 6.4 23.2 36.8 56.3 92.1 85.9: 7.9 14.1
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 : 441: 144 88 155 140 172 357 359:
Old : 441: 144 88 155 140 172 357 359:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 16.5 25.8 23.6 16.1 16.2 25.6 22.9
Old : 16.2 16.5 25.8 23.6 16.1 16.2 25.6 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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 6,783: 4,039 1,735 581 630 3,444 5,250 5,761: 1,533 1,022
Old : 6,783: 4,039 1,735 581 630 3,444 5,250 5,761: 1,533 1,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 326: 293 -10 98 -137 203 255 292: 72 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 25.6 8.6 9.3 50.8 77.4 84.9: 22.6 15.1
Old : 100.0: 59.5 25.6 8.6 9.3 50.8 77.4 84.9: 22.6 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 33 13 10 11 24 52 40:
Old : 74: 33 13 10 11 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 : 29.0 34.8 40.5 52.8 28.0 34.7 38.3 49.6
Old : 29.0 34.8 40.5 52.8 28.0 34.7 38.3 49.6
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 63,688: 22,672 11,341 17,495 14,311 14,707 54,477 43,542: 9,211 20,146
Old : 63,688: 22,672 11,341 17,495 14,311 14,707 54,477 43,542: 9,211 20,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 1,109: 769 399 94 408 -131 1,270 362: -161 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 17.8 27.5 22.5 23.1 85.5 68.4: 14.5 31.6
Old : 100.0: 35.6 17.8 27.5 22.5 23.1 85.5 68.4: 14.5 31.6
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 : 225: 63 53 78 66 74 180 169:
Old : 225: 63 53 78 66 74 180 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 13.6 26.2 20.6 16.5 11.2 24.7 15.1
Old : 16.5 13.6 26.2 20.6 16.5 11.2 24.7 15.1
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 4,655: 462 2,955 379 2,657 838 3,498 4,172: 1,156 482
Old : 4,655: 462 2,955 379 2,657 838 3,498 4,172: 1,156 482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -654: -59 -155 -94 -373 -317 -527 -566: -127 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 63.5 8.1 57.1 18.0 75.2 89.6: 24.8 10.4
Old : 100.0: 9.9 63.5 8.1 57.1 18.0 75.2 89.6: 24.8 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 8 5 10 5 18 13:
Old : 21: 3 8 5 10 5 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 : 41.7 62.1 59.3 82.5 41.7 60.8 57.2 74.5
Old : 41.7 62.1 59.3 82.5 41.7 60.8 57.2 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 45,809: 1,792 12,735 8,274 34,593 19,216 44,659 40,225: 1,150 5,584
Old : 45,809: 1,792 12,735 8,274 34,593 19,216 44,659 40,225: 1,150 5,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -463: 126 -476 -185 -335 -51 -394 -712: -69 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 27.8 18.1 75.5 41.9 97.5 87.8: 2.5 12.2
Old : 100.0: 3.9 27.8 18.1 75.5 41.9 97.5 87.8: 2.5 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 9 25 16 26 31 48 59:
Old : 73: 9 25 16 26 31 48 59:
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 28.6 74.2 47.6 49.5 26.6 63.5 39.1
Old : 53.7 28.6 74.2 47.6 49.5 26.6 63.5 39.1
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 60,452: 32,366 6,404 0 26,128 52,884 58,494 59,288: 1,958 1,164
Old : 60,452: 32,366 6,404 0 26,128 52,884 58,494 59,288: 1,958 1,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 978: 590 449 0 237 408 827 857: 151 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 10.6 0.0 43.2 87.5 96.8 98.1: 3.2 1.9
Old : 100.0: 53.5 10.6 0.0 43.2 87.5 96.8 98.1: 3.2 1.9
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 : 32: 17 4 0 5 8 22 12:
Old : 32: 17 4 0 5 8 22 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 : 87.0 73.5 91.4 92.2 87.0 73.1 91.4 91.8
Old : 87.0 73.5 91.4 92.2 87.0 73.1 91.4 91.8
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 166,543: 58,378 39,802 12,735 52,484 94,784 123,596 147,321: 42,946 19,222
Old : 166,543: 58,378 39,802 12,735 52,484 94,784 123,596 147,321: 42,946 19,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 18,885: 10,151 6,123 135 3,206 16,144 13,492 22,401: 5,393 -3,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 23.9 7.6 31.5 56.9 74.2 88.5: 25.8 11.5
Old : 100.0: 35.1 23.9 7.6 31.5 56.9 74.2 88.5: 25.8 11.5
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 : 97: 34 26 24 28 24 76 60:
Old : 97: 34 26 24 28 24 76 60:
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 : 20.5 44.9 32.6 55.8 19.6 44.7 29.9 55.5
Old : 20.5 44.9 32.6 55.8 19.6 44.7 29.9 55.5
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 77,503: 18,523 40,521 4,170 47,616 12,142 70,309 56,834: 7,193 20,669
Old : 77,503: 18,523 40,521 4,170 47,616 12,142 70,309 56,834: 7,193 20,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 1,580: -6,461 -657 3,581 5,424 77 2,544 3,002: -964 -1,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 52.3 5.4 61.4 15.7 90.7 73.3: 9.3 26.7
Old : 100.0: 23.9 52.3 5.4 61.4 15.7 90.7 73.3: 9.3 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 : 55: 12 21 4 13 13 27 36:
Old : 55: 12 21 4 13 13 27 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 : 63.3 34.2 74.4 46.7 58.1 32.9 69.1 44.3
Old : 63.3 34.2 74.4 46.7 58.1 32.9 69.1 44.3
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 184,449: 78,703 48,953 1,333 99,563 129,046 179,599 179,332: 4,851 5,118
Old : 184,449: 78,703 48,953 1,333 99,563 129,046 179,599 179,332: 4,851 5,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -10,086: -15,101 -9,768 -512 5,492 452 -10,121 -9,828: 35 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 26.5 0.7 54.0 70.0 97.4 97.2: 2.6 2.8
Old : 100.0: 42.7 26.5 0.7 54.0 70.0 97.4 97.2: 2.6 2.8
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 : 131: 45 55 8 18 18 68 76:
Old : 131: 45 55 8 18 18 68 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 62.3 70.3 76.2 55.5 62.2 70.3 76.2
Old : 55.5 62.3 70.3 76.2 55.5 62.2 70.3 76.2
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 235,055: 86,239 58,802 19,156 87,653 130,984 193,048 208,941: 42,007 26,114
Old : 235,055: 86,239 58,802 19,156 87,653 130,984 193,048 208,941: 42,007 26,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -20,783: -6,545 -15,646 -6,286 -9,570 2,291 -22,401 -19,641: 1,618 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 25.0 8.1 37.3 55.7 82.1 88.9: 17.9 11.1
Old : 100.0: 36.7 25.0 8.1 37.3 55.7 82.1 88.9: 17.9 11.1
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 : 126: 48 24 27 28 43 87 85:
Old : 126: 48 24 27 28 43 87 85:
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 : 26.6 36.1 35.2 46.8 26.5 34.7 33.8 44.8
Old : 26.6 36.1 35.2 46.8 26.5 34.7 33.8 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 254,773: 36,916 163,706 13,592 182,838 40,587 233,346 217,884: 21,427 36,888
Old : 254,773: 36,916 163,706 13,592 182,838 40,587 233,346 217,884: 21,427 36,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 626: -1,253 2,191 -2,246 4,855 -558 1,356 -613: -730 1,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 64.3 5.3 71.8 15.9 91.6 85.5: 8.4 14.5
Old : 100.0: 14.5 64.3 5.3 71.8 15.9 91.6 85.5: 8.4 14.5
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 : 123: 25 48 28 37 37 80 95:
Old : 123: 25 48 28 37 37 80 95:
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 : 48.6 38.8 58.5 48.8 47.6 38.8 55.9 48.8
Old : 48.6 38.8 58.5 48.8 47.6 38.8 55.9 48.8
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 631,130: 240,599 98,131 51,049 248,385 429,945 540,033 579,124: 91,097 52,005
Old : 631,130: 240,599 98,131 51,049 248,385 429,945 540,033 579,124: 91,097 52,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -950: 3,927 -8,286 -10,189 7,231 25,515 970 7,039: -1,919 -7,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 15.5 8.1 39.4 68.1 85.6 91.8: 14.4 8.2
Old : 100.0: 38.1 15.5 8.1 39.4 68.1 85.6 91.8: 14.4 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 : 278: 123 59 71 75 61 217 172:
Old : 278: 123 59 71 75 61 217 172:
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 : 20.4 42.0 28.8 56.2 20.0 41.7 28.4 55.4
Old : 20.4 42.0 28.8 56.2 20.0 41.7 28.4 55.4
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 38,809: 16,023 5,234 869 8,913 28,779 25,805 34,882: 13,004 3,927
Old : 38,809: 16,023 5,234 869 8,913 28,779 25,805 34,882: 13,004 3,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -107: -11 -1,089 6 13 435 8 -648: -115 541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 13.5 2.2 23.0 74.2 66.5 89.9: 33.5 10.1
Old : 100.0: 41.3 13.5 2.2 23.0 74.2 66.5 89.9: 33.5 10.1
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 : 30: 11 6 5 10 9 24 17:
Old : 30: 11 6 5 10 9 24 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 : 35.0 78.3 44.7 85.5 33.4 76.3 43.0 82.4
Old : 35.0 78.3 44.7 85.5 33.4 76.3 43.0 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 25,706: 15,470 10,220 197 8,346 14,546 24,013 24,963: 1,693 743
Old : 25,706: 15,470 10,220 197 8,346 14,546 24,013 24,963: 1,693 743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 6,196: 8,235 3,133 54 -2,419 3,191 5,870 6,378: 326 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 39.8 0.8 32.5 56.6 93.4 97.1: 6.6 2.9
Old : 100.0: 60.2 39.8 0.8 32.5 56.6 93.4 97.1: 6.6 2.9
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 : 36: 14 11 2 6 7 22 18:
Old : 36: 14 11 2 6 7 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 77.4 83.9 86.3 72.0 72.6 80.7 81.6
Old : 72.0 77.4 83.9 86.3 72.0 72.6 80.7 81.6
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 45,519: 17,304 28,321 194 24,560 12,630 42,058 41,145: 3,461 4,374
Old : 45,519: 17,304 28,321 194 24,560 12,630 42,058 41,145: 3,461 4,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 378: 1,795 -4,173 -509 -1,328 5,389 -42 707: 420 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 62.2 0.4 54.0 27.7 92.4 90.4: 7.6 9.6
Old : 100.0: 38.0 62.2 0.4 54.0 27.7 92.4 90.4: 7.6 9.6
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 : 80: 29 30 4 10 14 40 47:
Old : 80: 29 30 4 10 14 40 47:
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 : 58.0 31.2 69.3 54.9 58.0 31.2 69.3 54.9
Old : 58.0 31.2 69.3 54.9 58.0 31.2 69.3 54.9
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 12,529: 11,062 2,167 288 0 8,990 11,350 11,445: 1,179 1,084
Old : 12,529: 11,062 2,167 288 0 8,990 11,350 11,445: 1,179 1,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -799: -637 -778 6 0 -89 -631 -861: -168 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 17.3 2.3 0.0 71.8 90.6 91.3: 9.4 8.7
Old : 100.0: 88.3 17.3 2.3 0.0 71.8 90.6 91.3: 9.4 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 : 27: 15 5 2 0 7 15 14:
Old : 27: 15 5 2 0 7 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 70.2 83.5 84.0 75.1 70.2 81.7 83.6
Old : 75.1 70.2 83.5 84.0 75.1 70.2 81.7 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :24,740,627: 1,123,328 3,293,522 11,209,188 11,840,816 8,843,990 24,173,332 23,346,700: 567,295 1,393,926
Old :24,740,627: 1,123,328 3,293,522 11,209,188 11,840,816 8,843,990 24,173,332 23,346,700: 567,295 1,393,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 1,662,302: 103,352 -36,827 895,340 611,578 726,441 1,610,269 1,584,954: 52,032 77,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 13.3 45.3 47.9 35.7 97.7 94.4: 2.3 5.6
Old : 100.0: 4.5 13.3 45.3 47.9 35.7 97.7 94.4: 2.3 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 : 323: 56 119 134 122 136 263 313:
Old : 323: 56 119 134 122 136 263 313:
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 : 29.9 20.3 43.3 33.0 18.9 9.1 23.6 12.5
Old : 29.9 20.3 43.3 33.0 18.9 9.1 23.6 12.5
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 957,797: 110,828 96,804 158,246 579,125 602,061 848,199 857,112: 109,597 100,685
Old : 957,797: 110,828 96,804 158,246 579,125 602,061 848,199 857,112: 109,597 100,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 125,664: 1,377 19,092 41,675 71,273 55,280 114,325 116,047: 11,339 9,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.1 16.5 60.5 62.9 88.6 89.5: 11.4 10.5
Old : 100.0: 11.6 10.1 16.5 60.5 62.9 88.6 89.5: 11.4 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 : 719: 193 178 217 248 266 544 558:
Old : 719: 193 178 217 248 266 544 558:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 12.9 24.4 22.7 12.1 9.4 17.5 15.0
Old : 14.5 12.9 24.4 22.7 12.1 9.4 17.5 15.0
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 136,954: 4,846 9,097 29,605 67,223 66,969 101,674 105,670: 35,280 31,283
Old : 136,954: 4,846 9,097 29,605 67,223 66,969 101,674 105,670: 35,280 31,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 39,724: 1,282 3,678 13,034 18,394 17,175 32,709 33,887: 7,014 5,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 6.6 21.6 49.1 48.9 74.2 77.2: 25.8 22.8
Old : 100.0: 3.5 6.6 21.6 49.1 48.9 74.2 77.2: 25.8 22.8
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 : 64: 12 18 26 28 27 56 55:
Old : 64: 12 18 26 28 27 56 55:
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 : 21.4 24.7 35.3 40.7 13.7 15.0 20.8 22.0
Old : 21.4 24.7 35.3 40.7 13.7 15.0 20.8 22.0
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 22,021: 480 268 0 19,742 20,764 20,222 21,032: 1,799 989
Old : 22,021: 480 268 0 19,742 20,764 20,222 21,032: 1,799 989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.2 0.0 89.7 94.3 91.8 95.5: 8.2 4.5
Old : 100.0: 2.2 1.2 0.0 89.7 94.3 91.8 95.5: 8.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 10 10 11 11:
Old : 20: 1 1 0 10 10 11 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 : 76.2 81.4 90.0 92.0 76.2 81.0 90.0 91.4
Old : 76.2 81.4 90.0 92.0 76.2 81.0 90.0 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,104,215: 550,908 459,529 622,213 2,559,507 2,675,464 3,732,628 3,757,206: 371,587 347,009
Old : 4,104,215: 550,908 459,529 622,213 2,559,507 2,675,464 3,732,628 3,757,206: 371,587 347,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 429,699: 9,763 86,357 133,919 264,395 190,524 408,077 410,800: 21,622 18,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 11.2 15.2 62.4 65.2 90.9 91.5: 9.1 8.5
Old : 100.0: 13.4 11.2 15.2 62.4 65.2 90.9 91.5: 9.1 8.5
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 : 701: 188 169 205 240 263 522 543:
Old : 701: 188 169 205 240 263 522 543:
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 : 15.7 13.4 25.8 22.5 14.1 11.4 20.3 18.3
Old : 15.7 13.4 25.8 22.5 14.1 11.4 20.3 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 33,801: 13,922 0 0 16,476 33,399 30,398 33,399: 3,403 402
Old : 33,801: 13,922 0 0 16,476 33,399 30,398 33,399: 3,403 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -325: -950 0 0 848 -292 -102 -292: -223 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 0.0 0.0 48.7 98.8 89.9 98.8: 10.1 1.2
Old : 100.0: 41.2 0.0 0.0 48.7 98.8 89.9 98.8: 10.1 1.2
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 : 27: 9 0 0 10 9 19 9:
Old : 27: 9 0 0 10 9 19 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 82.9 75.7 96.7 59.8 82.9 75.7 96.4
Old : 59.8 82.9 75.7 96.7 59.8 82.9 75.7 96.4
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 25,010: 0 981 0 23,722 22,959 23,722 23,940: 1,288 1,070
Old : 25,010: 0 981 0 23,722 22,959 23,722 23,940: 1,288 1,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -57: 0 0 0 1,070 -535 1,070 -535: -1,127 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.0 94.9 91.8 94.9 95.7: 5.1 4.3
Old : 100.0: 0.0 3.9 0.0 94.9 91.8 94.9 95.7: 5.1 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 : 22: 0 3 0 11 9 11 12:
Old : 22: 0 3 0 11 9 11 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 : 72.6 79.5 89.9 91.1 72.6 79.5 89.9 91.1
Old : 72.6 79.5 89.9 91.1 72.6 79.5 89.9 91.1
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 90,871: 22,991 2,876 855 53,354 83,739 77,200 87,470: 13,671 3,401
Old : 90,871: 22,991 2,876 855 53,354 83,739 77,200 87,470: 13,671 3,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,605: -1,953 -423 465 1,209 -1,101 -279 -1,059: -1,326 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 3.2 0.9 58.7 92.2 85.0 96.3: 15.0 3.7
Old : 100.0: 25.3 3.2 0.9 58.7 92.2 85.0 96.3: 15.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 15 7 5 45 33 60 45:
Old : 85: 15 7 5 45 33 60 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 : 35.5 47.6 48.9 67.5 35.5 47.5 48.1 67.1
Old : 35.5 47.6 48.9 67.5 35.5 47.5 48.1 67.1
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 54,915: 18,356 14,848 3,117 26,074 29,223 47,548 47,189: 7,367 7,726
Old : 54,915: 18,356 14,848 3,117 26,074 29,223 47,548 47,189: 7,367 7,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,351: -1,442 -1,220 655 -1,748 -2,430 -2,534 -2,994: 183 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 27.0 5.7 47.5 53.2 86.6 85.9: 13.4 14.1
Old : 100.0: 33.4 27.0 5.7 47.5 53.2 86.6 85.9: 13.4 14.1
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 : 273: 77 79 41 69 78 168 176:
Old : 273: 77 79 41 69 78 168 176:
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 : 27.9 20.5 39.0 32.1 27.9 19.9 39.0 31.5
Old : 27.9 20.5 39.0 32.1 27.9 19.9 39.0 31.5
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 274,574: 91,782 74,242 15,587 130,369 146,114 237,738 235,943: 36,836 38,631
Old : 274,574: 91,782 74,242 15,587 130,369 146,114 237,738 235,943: 36,836 38,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -11,755: -7,209 -6,102 3,277 -8,740 -12,148 -12,672 -14,972: 917 3,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 27.0 5.7 47.5 53.2 86.6 85.9: 13.4 14.1
Old : 100.0: 33.4 27.0 5.7 47.5 53.2 86.6 85.9: 13.4 14.1
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 : 273: 77 79 41 69 78 168 176:
Old : 273: 77 79 41 69 78 168 176:
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 : 27.9 20.5 39.0 32.1 27.9 19.9 39.0 31.5
Old : 27.9 20.5 39.0 32.1 27.9 19.9 39.0 31.5
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 139,675: 52,691 45,551 11,067 43,878 57,503 107,636 114,121: 32,039 25,554
Old : 139,675: 52,691 45,551 11,067 43,878 57,503 107,636 114,121: 32,039 25,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,546: 7,782 -16,506 -2,950 -10,332 18,603 -5,500 -854: 2,955 -1,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 32.6 7.9 31.4 41.2 77.1 81.7: 22.9 18.3
Old : 100.0: 37.7 32.6 7.9 31.4 41.2 77.1 81.7: 22.9 18.3
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 : 98: 37 23 20 27 27 71 63:
Old : 98: 37 23 20 27 27 71 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 : 20.8 23.3 31.9 39.8 20.5 22.8 31.0 37.4
Old : 20.8 23.3 31.9 39.8 20.5 22.8 31.0 37.4
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 582,619: 176,297 139,134 11,267 372,301 416,529 559,865 566,931: 22,754 15,688
Old : 582,619: 176,297 139,134 11,267 372,301 416,529 559,865 566,931: 22,754 15,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -10,681: -9,287 2,946 1,532 -1,568 -16,798 -9,323 -12,321: -1,358 1,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 23.9 1.9 63.9 71.5 96.1 97.3: 3.9 2.7
Old : 100.0: 30.3 23.9 1.9 63.9 71.5 96.1 97.3: 3.9 2.7
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 : 295: 74 44 29 114 105 197 169:
Old : 295: 74 44 29 114 105 197 169:
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 : 21.1 35.2 32.3 49.4 20.3 35.2 30.8 48.6
Old : 21.1 35.2 32.3 49.4 20.3 35.2 30.8 48.6
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 46,320: 14,148 18,672 513 22,424 23,795 37,085 42,980: 9,235 3,340
Old : 46,320: 14,148 18,672 513 22,424 23,795 37,085 42,980: 9,235 3,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 5,845: 1,247 6,413 245 3,553 -569 5,045 6,089: 800 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 40.3 1.1 48.4 51.4 80.1 92.8: 19.9 7.2
Old : 100.0: 30.5 40.3 1.1 48.4 51.4 80.1 92.8: 19.9 7.2
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 : 49: 18 11 2 15 10 34 22:
Old : 49: 18 11 2 15 10 34 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 : 38.6 76.2 52.8 84.3 38.6 76.2 52.8 83.9
Old : 38.6 76.2 52.8 84.3 38.6 76.2 52.8 83.9
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 61,872: 22,984 15,040 1,414 28,196 16,297 52,594 32,751: 9,278 29,121
Old : 61,872: 22,984 15,040 1,414 28,196 16,297 52,594 32,751: 9,278 29,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 9,084: 6,470 4,544 755 1,860 -229 9,085 5,070: -1 4,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 24.3 2.3 45.6 26.3 85.0 52.9: 15.0 47.1
Old : 100.0: 37.1 24.3 2.3 45.6 26.3 85.0 52.9: 15.0 47.1
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 : 84: 27 15 7 32 22 62 41:
Old : 84: 27 15 7 32 22 62 41:
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 : 35.2 17.3 44.6 28.1 34.1 17.3 43.6 28.1
Old : 35.2 17.3 44.6 28.1 34.1 17.3 43.6 28.1
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 93,583: 10,612 2,010 25,431 57,496 66,142 93,539 93,583: 44 0
Old : 93,583: 10,612 2,010 25,431 57,496 66,142 93,539 93,583: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 627: 74 0 160 393 467 627 627: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 2.1 27.2 61.4 70.7 100.0 100.0: 0.0 0.0
Old : 100.0: 11.3 2.1 27.2 61.4 70.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 1 1 15 16 22 18:
Old : 30: 7 1 1 15 16 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.7 79.9 95.6 93.1 28.4 24.5 31.2 30.8
Old : 86.7 79.9 95.6 93.1 28.4 24.5 31.2 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2018