MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 19,624: 2,560 3,980 640 16,144 14,764 19,344 19,384: 280 240
Old : 19,624: 2,560 3,980 640 16,144 14,764 19,344 19,384: 280 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 220: 0 -20 0 200 240 200 220: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 20.3 3.3 82.3 75.2 98.6 98.8: 1.4 1.2
Old : 100.0: 13.0 20.3 3.3 82.3 75.2 98.6 98.8: 1.4 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 : 23: 2 11 3 6 8 11 20:
Old : 23: 2 11 3 6 8 11 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 : 89.6 60.8 96.9 82.3 70.1 40.6 70.1 58.6
Old : 89.6 60.8 96.9 82.3 70.1 40.6 70.1 58.6
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 9,339: 823 2,163 1,382 5,881 4,607 8,085 8,152: 1,253 1,186
Old : 9,339: 823 2,163 1,382 5,881 4,607 8,085 8,152: 1,253 1,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 557: 67 300 16 418 497 502 813: 55 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 23.2 14.8 63.0 49.3 86.6 87.3: 13.4 12.7
Old : 100.0: 8.8 23.2 14.8 63.0 49.3 86.6 87.3: 13.4 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 13 11 20 20 32 36:
Old : 42: 4 13 11 20 20 32 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 : 38.8 31.3 58.2 48.1 38.2 30.1 53.3 41.1
Old : 38.8 31.3 58.2 48.1 38.2 30.1 53.3 41.1
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 52,349: 14,156 4,119 16,822 16,543 17,202 47,521 38,144: 4,828 14,206
Old : 52,349: 14,156 4,119 16,822 16,543 17,202 47,521 38,144: 4,828 14,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 544: 957 914 -535 70 39 492 418: 52 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 7.9 32.1 31.6 32.9 90.8 72.9: 9.2 27.1
Old : 100.0: 27.0 7.9 32.1 31.6 32.9 90.8 72.9: 9.2 27.1
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 : 79: 26 17 26 30 26 63 62:
Old : 79: 26 17 26 30 26 63 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 : 31.4 25.2 50.0 41.5 25.8 15.9 35.7 20.8
Old : 31.4 25.2 50.0 41.5 25.8 15.9 35.7 20.8
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 12,284: 917 602 2,655 7,919 7,944 11,491 11,202: 793 1,082
Old : 12,284: 917 602 2,655 7,919 7,944 11,491 11,202: 793 1,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 347: 87 155 -98 404 349 392 405: -46 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 4.9 21.6 64.5 64.7 93.5 91.2: 6.5 8.8
Old : 100.0: 7.5 4.9 21.6 64.5 64.7 93.5 91.2: 6.5 8.8
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 : 43: 4 10 11 24 23 37 35:
Old : 43: 4 10 11 24 23 37 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 : 34.9 36.1 56.0 53.0 29.1 27.5 43.9 37.0
Old : 34.9 36.1 56.0 53.0 29.1 27.5 43.9 37.0
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, January 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 291,213: 93,653 27,150 73,195 99,305 142,490 266,153 242,835: 25,060 48,378
Old : 282,198: 92,587 29,065 69,461 97,296 136,821 259,344 235,347: 22,854 46,851
Other: 9,015: 3,117 135 1,683 2,009 5,669 6,809 7,488: 2,206 1,528
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,368: -1,892 1,280 1,489 -259 -1,963 -661 806: 2,030 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 9.3 25.1 34.1 48.9 91.4 83.4: 8.6 16.6
Old : 100.0: 32.8 10.3 24.6 34.5 48.5 91.9 83.4: 8.1 16.6
Other: 100.0: 34.6 1.5 18.7 22.3 62.9 75.5 83.1: 24.5 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 118 82 133 81 97 271 251:
Old : 316: 113 88 132 79 97 267 251:
Other: 82: 28 10 18 23 35 56 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 14.2 23.2 21.6 13.2 13.2 22.5 19.9
Old : 14.0 14.1 24.0 21.3 13.7 13.1 23.4 19.6
Other: 21.1 36.6 37.8 49.0 19.1 31.6 31.5 41.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 410,402: 132,614 26,011 98,947 149,536 228,362 381,097 353,321: 29,305 57,081
Old : 410,402: 132,614 26,011 98,947 149,536 228,362 381,097 353,321: 29,305 57,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 5,608: 8,050 -2,954 359 844 5,964 9,253 3,369: -3,645 2,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 6.3 24.1 36.4 55.6 92.9 86.1: 7.1 13.9
Old : 100.0: 32.3 6.3 24.1 36.4 55.6 92.9 86.1: 7.1 13.9
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 : 450: 138 97 150 150 169 372 354:
Old : 450: 138 97 150 150 169 372 354:
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 : 15.4 16.7 25.5 24.2 15.1 16.5 24.9 23.0
Old : 15.4 16.7 25.5 24.2 15.1 16.5 24.9 23.0
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,951: 4,415 1,570 1,053 982 4,253 6,450 6,877: 1,501 1,075
Old : 7,951: 4,415 1,570 1,053 982 4,253 6,450 6,877: 1,501 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 300: 177 -166 169 -51 127 295 129: 5 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 19.7 13.2 12.4 53.5 81.1 86.5: 18.9 13.5
Old : 100.0: 55.5 19.7 13.2 12.4 53.5 81.1 86.5: 18.9 13.5
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 : 85: 37 15 11 18 27 64 46:
Old : 85: 37 15 11 18 27 64 46:
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 : 26.4 33.9 37.0 50.5 24.7 33.6 34.6 47.4
Old : 26.4 33.9 37.0 50.5 24.7 33.6 34.6 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 65,271: 23,222 10,933 18,364 14,847 16,009 56,433 45,305: 8,838 19,966
Old : 65,271: 23,222 10,933 18,364 14,847 16,009 56,433 45,305: 8,838 19,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 887: 538 -412 840 -173 -13 1,204 415: -317 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 16.7 28.1 22.7 24.5 86.5 69.4: 13.5 30.6
Old : 100.0: 35.6 16.7 28.1 22.7 24.5 86.5 69.4: 13.5 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 : 228: 59 58 81 64 77 180 174:
Old : 228: 59 58 81 64 77 180 174:
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 : 16.9 13.7 26.5 20.5 16.9 11.0 24.8 15.2
Old : 16.9 13.7 26.5 20.5 16.9 11.0 24.8 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 4,794: 441 3,188 328 2,884 818 3,653 4,334: 1,141 459
Old : 4,794: 441 3,188 328 2,884 818 3,653 4,334: 1,141 459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 12: -21 97 -49 198 -8 128 41: -117 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 66.5 6.8 60.2 17.1 76.2 90.4: 23.8 9.6
Old : 100.0: 9.2 66.5 6.8 60.2 17.1 76.2 90.4: 23.8 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 : 24: 4 8 5 12 5 21 13:
Old : 24: 4 8 5 12 5 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 67.2 53.9 85.7 36.4 66.2 53.5 78.4
Old : 36.4 67.2 53.9 85.7 36.4 66.2 53.5 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 47,910: 2,005 12,978 8,981 35,689 20,283 46,675 42,241: 1,235 5,668
Old : 47,910: 2,005 12,978 8,981 35,689 20,283 46,675 42,241: 1,235 5,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,320: 209 -494 595 506 1,079 1,311 1,180: 9 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 27.1 18.7 74.5 42.3 97.4 88.2: 2.6 11.8
Old : 100.0: 4.2 27.1 18.7 74.5 42.3 97.4 88.2: 2.6 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 12 24 18 27 33 51 63:
Old : 75: 12 24 18 27 33 51 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 : 53.6 29.5 74.4 49.2 50.5 27.4 61.6 39.5
Old : 53.6 29.5 74.4 49.2 50.5 27.4 61.6 39.5
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 62,563: 33,080 6,940 0 27,231 54,465 60,311 61,405: 2,252 1,158
Old : 62,563: 33,080 6,940 0 27,231 54,465 60,311 61,405: 2,252 1,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 53: -1,035 -65 0 803 9 -232 -56: 285 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 11.1 0.0 43.5 87.1 96.4 98.1: 3.6 1.9
Old : 100.0: 52.9 11.1 0.0 43.5 87.1 96.4 98.1: 3.6 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 4 8 21 12:
Old : 32: 17 4 0 4 8 21 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 72.9 91.4 92.3 87.0 72.6 91.4 91.9
Old : 87.0 72.9 91.4 92.3 87.0 72.6 91.4 91.9
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 189,081: 69,254 44,865 14,399 61,842 109,963 145,495 169,227: 43,586 19,854
Old : 189,081: 69,254 44,865 14,399 61,842 109,963 145,495 169,227: 43,586 19,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 8,252: 8,714 2,494 1,368 -1,619 6,310 8,463 10,173: -211 -1,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 23.7 7.6 32.7 58.2 76.9 89.5: 23.1 10.5
Old : 100.0: 36.6 23.7 7.6 32.7 58.2 76.9 89.5: 23.1 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 : 105: 38 26 21 32 25 82 60:
Old : 105: 38 26 21 32 25 82 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 : 24.7 45.3 35.8 57.5 23.5 45.0 33.6 56.8
Old : 24.7 45.3 35.8 57.5 23.5 45.0 33.6 56.8
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 72,150: 14,358 36,359 947 46,205 17,487 61,510 54,792: 10,641 17,358
Old : 72,150: 14,358 36,359 947 46,205 17,487 61,510 54,792: 10,641 17,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,584: 6 1,018 866 -1,167 2,588 -295 4,472: 1,879 -2,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 50.4 1.3 64.0 24.2 85.3 75.9: 14.7 24.1
Old : 100.0: 19.9 50.4 1.3 64.0 24.2 85.3 75.9: 14.7 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 10 20 8 11 16 27 38:
Old : 52: 10 20 8 11 16 27 38:
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 : 62.1 32.2 73.1 45.4 62.1 32.2 73.0 45.3
Old : 62.1 32.2 73.1 45.4 62.1 32.2 73.0 45.3
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 179,376: 98,022 36,829 1,564 72,529 137,512 172,115 175,905: 7,261 3,472
Old : 179,376: 98,022 36,829 1,564 72,529 137,512 172,115 175,905: 7,261 3,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 6,570: 15,232 806 380 -10,558 6,183 5,055 7,368: 1,515 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 20.5 0.9 40.4 76.7 96.0 98.1: 4.0 1.9
Old : 100.0: 54.6 20.5 0.9 40.4 76.7 96.0 98.1: 4.0 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 : 141: 69 41 9 16 22 87 70:
Old : 141: 69 41 9 16 22 87 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 : 53.6 65.2 65.7 76.4 53.6 65.1 65.7 76.4
Old : 53.6 65.2 65.7 76.4 53.6 65.1 65.7 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 300,486: 97,564 60,072 38,643 121,697 172,542 257,904 271,257: 42,583 29,230
Old : 300,486: 97,564 60,072 38,643 121,697 172,542 257,904 271,257: 42,583 29,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 34,076: 11,875 4,674 11,841 9,101 15,993 32,818 32,508: 1,257 1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 20.0 12.9 40.5 57.4 85.8 90.3: 14.2 9.7
Old : 100.0: 32.5 20.0 12.9 40.5 57.4 85.8 90.3: 14.2 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 : 128: 51 26 26 32 41 95 82:
Old : 128: 51 26 26 32 41 95 82:
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 : 22.7 38.7 33.3 50.1 21.3 36.9 28.0 44.3
Old : 22.7 38.7 33.3 50.1 21.3 36.9 28.0 44.3
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 272,483: 35,142 160,003 20,161 188,571 59,250 243,874 239,415: 28,610 33,068
Old : 272,483: 35,142 160,003 20,161 188,571 59,250 243,874 239,415: 28,610 33,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 5,097: -1,272 1,502 1,472 5,473 2,449 5,673 5,423: -576 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 58.7 7.4 69.2 21.7 89.5 87.9: 10.5 12.1
Old : 100.0: 12.9 58.7 7.4 69.2 21.7 89.5 87.9: 10.5 12.1
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 : 122: 25 44 28 37 40 84 90:
Old : 122: 25 44 28 37 40 84 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 : 46.6 36.6 55.7 47.0 46.0 36.3 54.2 46.1
Old : 46.6 36.6 55.7 47.0 46.0 36.3 54.2 46.1
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 711,510: 252,486 109,389 75,056 283,457 470,923 610,999 655,368: 100,511 56,141
Old : 711,510: 252,486 109,389 75,056 283,457 470,923 610,999 655,368: 100,511 56,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 22,080: 8,432 3,683 5,458 8,615 18,507 22,504 27,647: -424 -5,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 15.4 10.5 39.8 66.2 85.9 92.1: 14.1 7.9
Old : 100.0: 35.5 15.4 10.5 39.8 66.2 85.9 92.1: 14.1 7.9
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 : 282: 125 56 70 80 66 226 171:
Old : 282: 125 56 70 80 66 226 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 40.0 27.7 54.4 18.2 39.9 26.6 53.5
Old : 18.6 40.0 27.7 54.4 18.2 39.9 26.6 53.5
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 38,175: 14,580 5,862 37 10,134 27,603 24,751 33,502: 13,424 4,673
Old : 38,175: 14,580 5,862 37 10,134 27,603 24,751 33,502: 13,424 4,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -909: -15 -791 -150 46 -480 -119 -1,421: -790 512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 15.4 0.1 26.5 72.3 64.8 87.8: 35.2 12.2
Old : 100.0: 38.2 15.4 0.1 26.5 72.3 64.8 87.8: 35.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 9 5 2 12 10 22 16:
Old : 29: 9 5 2 12 10 22 16:
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 : 34.1 74.7 43.9 83.5 32.4 72.7 41.9 80.5
Old : 34.1 74.7 43.9 83.5 32.4 72.7 41.9 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 28,901: 12,102 8,981 425 7,098 15,683 19,625 25,089: 9,276 3,812
Old : 28,901: 12,102 8,981 425 7,098 15,683 19,625 25,089: 9,276 3,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 140: 512 637 280 -21 -329 771 588: -631 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 31.1 1.5 24.6 54.3 67.9 86.8: 32.1 13.2
Old : 100.0: 41.9 31.1 1.5 24.6 54.3 67.9 86.8: 32.1 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 5 5 9 6 18 14:
Old : 22: 7 5 5 9 6 18 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 : 41.9 69.7 55.9 83.0 41.6 66.7 55.0 78.9
Old : 41.9 69.7 55.9 83.0 41.6 66.7 55.0 78.9
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 30,605: 19,152 9,581 121 9,551 20,341 28,824 30,043: 1,781 562
Old : 30,605: 19,152 9,581 121 9,551 20,341 28,824 30,043: 1,781 562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -1,270: -2,067 -431 10 735 -740 -1,322 -1,161: 52 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 31.3 0.4 31.2 66.5 94.2 98.2: 5.8 1.8
Old : 100.0: 62.6 31.3 0.4 31.2 66.5 94.2 98.2: 5.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 11 2 6 7 21 19:
Old : 36: 14 11 2 6 7 21 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 : 70.0 80.6 84.7 89.5 70.0 74.3 80.3 82.3
Old : 70.0 80.6 84.7 89.5 70.0 74.3 80.3 82.3
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 53,374: 24,620 26,086 1,594 22,850 21,606 49,064 49,286: 4,310 4,088
Old : 53,374: 24,620 26,086 1,594 22,850 21,606 49,064 49,286: 4,310 4,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 6,594: 6,825 300 733 -1,066 5,417 6,492 6,450: 102 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 48.9 3.0 42.8 40.5 91.9 92.3: 8.1 7.7
Old : 100.0: 46.1 48.9 3.0 42.8 40.5 91.9 92.3: 8.1 7.7
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 : 87: 40 27 7 8 13 51 45:
Old : 87: 40 27 7 8 13 51 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 : 51.2 43.7 64.2 61.9 51.2 43.7 64.2 61.8
Old : 51.2 43.7 64.2 61.9 51.2 43.7 64.2 61.8
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 23, 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 : 13,292: 11,254 2,660 439 203 9,313 11,896 12,412: 1,396 880
Old : 13,292: 11,254 2,660 439 203 9,313 11,896 12,412: 1,396 880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 175: -408 -249 248 203 201 43 200: 132 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 20.0 3.3 1.5 70.1 89.5 93.4: 10.5 6.6
Old : 100.0: 84.7 20.0 3.3 1.5 70.1 89.5 93.4: 10.5 6.6
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 : 26: 13 5 2 1 7 14 14:
Old : 26: 13 5 2 1 7 14 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 : 70.2 69.5 82.5 85.9 68.4 69.5 79.2 85.9
Old : 70.2 69.5 82.5 85.9 68.4 69.5 79.2 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :26,573,266: 962,447 3,398,349 12,521,478 12,481,130 9,143,152 25,965,055 25,062,979: 608,211 1,510,287
Old :26,573,266: 962,447 3,398,349 12,521,478 12,481,130 9,143,152 25,965,055 25,062,979: 608,211 1,510,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,650,506: -304,650 -127,010 1,277,704 642,939 404,990 1,615,993 1,555,684: 34,512 94,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 12.8 47.1 47.0 34.4 97.7 94.3: 2.3 5.7
Old : 100.0: 3.6 12.8 47.1 47.0 34.4 97.7 94.3: 2.3 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 : 320: 49 124 133 122 136 261 312:
Old : 320: 49 124 133 122 136 261 312:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 20.5 43.0 33.6 18.9 9.4 22.9 12.0
Old : 29.3 20.5 43.0 33.6 18.9 9.4 22.9 12.0
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,041,242: 125,984 95,289 196,993 614,866 652,778 937,843 945,060: 103,399 96,182
Old : 1,041,242: 125,984 95,289 196,993 614,866 652,778 937,843 945,060: 103,399 96,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 7,928: 9,598 3,368 3,823 -10 2,578 13,411 9,770: -5,482 -1,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 9.2 18.9 59.1 62.7 90.1 90.8: 9.9 9.2
Old : 100.0: 12.1 9.2 18.9 59.1 62.7 90.1 90.8: 9.9 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 717: 210 158 221 258 266 564 549:
Old : 717: 210 158 221 258 266 564 549:
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 : 15.4 13.4 24.2 23.2 10.8 10.3 15.7 16.4
Old : 15.4 13.4 24.2 23.2 10.8 10.3 15.7 16.4
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, January 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 160,447: 5,780 12,227 38,651 76,564 86,637 120,995 137,515: 39,452 22,932
Old : 160,447: 5,780 12,227 38,651 76,564 86,637 120,995 137,515: 39,452 22,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 141: 187 3,616 -646 -3,890 792 -4,349 3,762: 4,490 -3,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 7.6 24.1 47.7 54.0 75.4 85.7: 24.6 14.3
Old : 100.0: 3.6 7.6 24.1 47.7 54.0 75.4 85.7: 24.6 14.3
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 : 68: 12 19 26 28 30 58 57:
Old : 68: 12 19 26 28 30 58 57:
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 26.6 36.0 42.8 13.8 15.3 19.9 24.6
Old : 20.4 26.6 36.0 42.8 13.8 15.3 19.9 24.6
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 23,298: 239 0 0 20,996 22,201 21,235 22,201: 2,063 1,097
Old : 23,298: 239 0 0 20,996 22,201 21,235 22,201: 2,063 1,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 90.1 95.3 91.1 95.3: 8.9 4.7
Old : 100.0: 1.0 0.0 0.0 90.1 95.3 91.1 95.3: 8.9 4.7
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 : 20: 1 0 0 10 11 11 11:
Old : 20: 1 0 0 10 11 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 : 77.8 82.9 89.5 92.0 77.8 82.6 89.5 91.4
Old : 77.8 82.9 89.5 92.0 77.8 82.6 89.5 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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,403,978: 652,761 467,053 739,969 2,691,512 2,830,705 4,084,241 4,037,726: 319,736 366,251
Old : 4,403,978: 652,761 467,053 739,969 2,691,512 2,830,705 4,084,241 4,037,726: 319,736 366,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 38,936: 73,526 25,230 -4,125 19,399 8,932 88,800 30,038: -49,864 8,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 10.6 16.8 61.1 64.3 92.7 91.7: 7.3 8.3
Old : 100.0: 14.8 10.6 16.8 61.1 64.3 92.7 91.7: 7.3 8.3
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 : 702: 205 151 211 252 263 545 537:
Old : 702: 205 151 211 252 263 545 537:
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 : 16.0 13.7 25.6 22.9 12.7 11.5 18.8 18.2
Old : 16.0 13.7 25.6 22.9 12.7 11.5 18.8 18.2
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 30,109: 13,244 0 0 13,182 29,740 26,426 29,740: 3,683 369
Old : 30,109: 13,244 0 0 13,182 29,740 26,426 29,740: 3,683 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -3,690: -418 0 0 -3,558 -3,610 -3,976 -3,610: 286 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 0.0 0.0 43.8 98.8 87.8 98.8: 12.2 1.2
Old : 100.0: 44.0 0.0 0.0 43.8 98.8 87.8 98.8: 12.2 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 : 25: 8 0 0 9 9 17 9:
Old : 25: 8 0 0 9 9 17 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 : 59.1 80.3 75.0 96.4 59.1 80.3 74.0 96.4
Old : 59.1 80.3 75.0 96.4 59.1 80.3 74.0 96.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 14,043: 3,842 1,194 0 9,180 12,007 13,022 13,201: 1,021 842
Old : 14,043: 3,842 1,194 0 9,180 12,007 13,022 13,201: 1,021 842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,613: -73 11 0 1,797 1,221 1,724 1,232: -111 381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 8.5 0.0 65.4 85.5 92.7 94.0: 7.3 6.0
Old : 100.0: 27.4 8.5 0.0 65.4 85.5 92.7 94.0: 7.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 1 0 10 10 14 11:
Old : 23: 4 1 0 10 10 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 : 55.7 49.7 81.6 81.5 46.2 48.7 72.1 77.3
Old : 55.7 49.7 81.6 81.5 46.2 48.7 72.1 77.3
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 23,767: 0 671 0 22,694 22,153 22,694 22,824: 1,073 943
Old : 23,767: 0 671 0 22,694 22,153 22,694 22,824: 1,073 943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -1,729: 0 0 0 -1,441 -1,725 -1,441 -1,725: -288 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.0 95.5 93.2 95.5 96.0: 4.5 4.0
Old : 100.0: 0.0 2.8 0.0 95.5 93.2 95.5 96.0: 4.5 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 : 24: 0 2 0 12 11 12 13:
Old : 24: 0 2 0 12 11 12 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 : 71.9 77.3 89.1 90.1 71.9 77.3 89.0 90.1
Old : 71.9 77.3 89.1 90.1 71.9 77.3 89.0 90.1
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 89,785: 22,507 1,984 1,183 52,976 82,857 76,666 86,024: 13,119 3,761
Old : 89,785: 22,507 1,984 1,183 52,976 82,857 76,666 86,024: 13,119 3,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -226: -763 -226 443 274 -727 -46 -510: -180 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.2 1.3 59.0 92.3 85.4 95.8: 14.6 4.2
Old : 100.0: 25.1 2.2 1.3 59.0 92.3 85.4 95.8: 14.6 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 16 5 5 44 34 60 44:
Old : 86: 16 5 5 44 34 60 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 : 35.0 48.4 48.1 66.2 35.0 48.4 47.6 65.6
Old : 35.0 48.4 48.1 66.2 35.0 48.4 47.6 65.6
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 23, 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 : 55,180: 17,845 14,494 3,452 26,447 30,069 47,743 48,014: 7,436 7,166
Old : 55,180: 17,845 14,494 3,452 26,447 30,069 47,743 48,014: 7,436 7,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -3,367: -2,041 11 215 -1,470 -3,154 -3,296 -2,928: -70 -439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 26.3 6.3 47.9 54.5 86.5 87.0: 13.5 13.0
Old : 100.0: 32.3 26.3 6.3 47.9 54.5 86.5 87.0: 13.5 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 : 283: 86 71 41 72 83 179 174:
Old : 283: 86 71 41 72 83 179 174:
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 : 25.5 15.7 35.3 25.3 25.5 14.6 35.0 23.9
Old : 25.5 15.7 35.3 25.3 25.5 14.6 35.0 23.9
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 275,899: 89,223 72,468 17,258 132,236 150,344 238,717 240,070: 37,181 35,829
Old : 275,899: 89,223 72,468 17,258 132,236 150,344 238,717 240,070: 37,181 35,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -16,833: -10,205 55 1,074 -7,352 -15,770 -16,482 -14,641: -351 -2,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 26.3 6.3 47.9 54.5 86.5 87.0: 13.5 13.0
Old : 100.0: 32.3 26.3 6.3 47.9 54.5 86.5 87.0: 13.5 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 : 283: 86 71 41 72 83 179 174:
Old : 283: 86 71 41 72 83 179 174:
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 : 25.5 15.7 35.3 25.3 25.5 14.6 35.0 23.9
Old : 25.5 15.7 35.3 25.3 25.5 14.6 35.0 23.9
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 166,106: 62,745 47,157 12,879 51,639 79,046 127,263 139,082: 38,843 27,024
Old : 166,106: 62,745 47,157 12,879 51,639 79,046 127,263 139,082: 38,843 27,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 21,659: 12,854 8,128 -377 625 12,017 13,102 19,769: 8,557 1,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 28.4 7.8 31.1 47.6 76.6 83.7: 23.4 16.3
Old : 100.0: 37.8 28.4 7.8 31.1 47.6 76.6 83.7: 23.4 16.3
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 : 108: 43 26 24 30 27 84 66:
Old : 108: 43 26 24 30 27 84 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 32.8 28.4 46.6 17.7 32.2 27.3 45.2
Old : 18.4 32.8 28.4 46.6 17.7 32.2 27.3 45.2
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, January 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 549,647: 153,681 116,254 10,477 364,662 406,008 528,820 532,738: 20,827 16,909
Old : 549,647: 153,681 116,254 10,477 364,662 406,008 528,820 532,738: 20,827 16,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -16,406: -22,130 -18,108 -578 6,851 -2,032 -15,858 -20,719: -548 4,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 21.2 1.9 66.3 73.9 96.2 96.9: 3.8 3.1
Old : 100.0: 28.0 21.2 1.9 66.3 73.9 96.2 96.9: 3.8 3.1
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 : 298: 72 47 30 113 105 197 170:
Old : 298: 72 47 30 113 105 197 170:
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 : 20.5 36.8 32.0 49.6 19.5 36.8 30.4 48.5
Old : 20.5 36.8 32.0 49.6 19.5 36.8 30.4 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 49,964: 18,317 18,749 300 21,854 26,395 40,471 45,444: 9,493 4,520
Old : 49,964: 18,317 18,749 300 21,854 26,395 40,471 45,444: 9,493 4,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 2,766: 2,837 854 -59 -179 667 2,599 1,462: 167 1,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 37.5 0.6 43.7 52.8 81.0 91.0: 19.0 9.0
Old : 100.0: 36.7 37.5 0.6 43.7 52.8 81.0 91.0: 19.0 9.0
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 : 47: 20 7 1 15 10 35 18:
Old : 47: 20 7 1 15 10 35 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 : 37.1 76.2 52.0 84.6 37.1 76.2 52.0 84.6
Old : 37.1 76.2 52.0 84.6 37.1 76.2 52.0 84.6
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 66,383: 23,592 16,120 1,682 31,885 17,436 57,159 35,238: 9,224 31,145
Old : 66,383: 23,592 16,120 1,682 31,885 17,436 57,159 35,238: 9,224 31,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 8,218: 2,823 1,734 93 4,684 1,017 7,600 2,844: 618 5,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 24.3 2.5 48.0 26.3 86.1 53.1: 13.9 46.9
Old : 100.0: 35.5 24.3 2.5 48.0 26.3 86.1 53.1: 13.9 46.9
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 : 81: 24 17 7 30 22 57 43:
Old : 81: 24 17 7 30 22 57 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 16.6 44.8 26.8 29.5 16.0 43.1 25.3
Old : 30.0 16.6 44.8 26.8 29.5 16.0 43.1 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 94,898: 15,222 2,610 24,471 55,161 67,817 94,854 94,898: 44 0
Old : 94,898: 15,222 2,610 24,471 55,161 67,817 94,854 94,898: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,345: 380 600 40 925 705 1,345 1,345: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 2.8 25.8 58.1 71.5 100.0 100.0: 0.0 0.0
Old : 100.0: 16.0 2.8 25.8 58.1 71.5 100.0 100.0: 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 : 33: 9 1 1 15 16 24 18:
Old : 33: 9 1 1 15 16 24 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 : 89.3 79.6 95.3 92.6 29.4 25.2 31.5 31.2
Old : 89.3 79.6 95.3 92.6 29.4 25.2 31.5 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2018