MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 16,210: 2,320 4,360 360 13,410 11,370 16,090 16,090: 120 120
Old : 16,210: 2,320 4,360 360 13,410 11,370 16,090 16,090: 120 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,786: -40 160 -160 -1,546 -1,746 -1,746 -1,746: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 26.9 2.2 82.7 70.1 99.3 99.3: 0.7 0.7
Old : 100.0: 14.3 26.9 2.2 82.7 70.1 99.3 99.3: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 10 1 6 8 8 18:
Old : 20: 1 10 1 6 8 8 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 : 92.9 59.7 99.3 82.7 66.6 34.8 66.6 55.6
Old : 92.9 59.7 99.3 82.7 66.6 34.8 66.6 55.6
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, March 06, 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 : 9,834: 665 1,224 1,697 6,353 5,757 8,715 8,678: 1,120 1,156
Old : 9,834: 665 1,224 1,697 6,353 5,757 8,715 8,678: 1,120 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,393: -99 -314 -264 -967 -832 -1,330 -1,411: -63 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 12.4 17.3 64.6 58.5 88.6 88.2: 11.4 11.8
Old : 100.0: 6.8 12.4 17.3 64.6 58.5 88.6 88.2: 11.4 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 : 42: 7 10 11 21 18 32 35:
Old : 42: 7 10 11 21 18 32 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 : 35.9 39.6 53.6 55.6 34.3 34.6 47.3 43.3
Old : 35.9 39.6 53.6 55.6 34.3 34.6 47.3 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 42,826: 11,701 5,234 12,885 14,137 14,410 38,723 32,528: 4,104 10,299
Old : 42,826: 11,701 5,234 12,885 14,137 14,410 38,723 32,528: 4,104 10,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -6,020: -1,424 -580 -2,188 -2,038 -1,491 -5,650 -4,259: -370 -1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 12.2 30.1 33.0 33.6 90.4 76.0: 9.6 24.0
Old : 100.0: 27.3 12.2 30.1 33.0 33.6 90.4 76.0: 9.6 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 23 15 24 34 29 65 60:
Old : 78: 23 15 24 34 29 65 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 : 31.9 28.5 51.9 45.4 28.2 21.7 36.5 26.5
Old : 31.9 28.5 51.9 45.4 28.2 21.7 36.5 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 12,622: 901 453 2,876 8,057 8,137 11,833 11,466: 788 1,156
Old : 12,622: 901 453 2,876 8,057 8,137 11,833 11,466: 788 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -403: 57 7 -167 -218 -191 -328 -351: -75 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 3.6 22.8 63.8 64.5 93.8 90.8: 6.2 9.2
Old : 100.0: 7.1 3.6 22.8 63.8 64.5 93.8 90.8: 6.2 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 : 41: 7 8 11 23 19 36 32:
Old : 41: 7 8 11 23 19 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 30.4 49.9 52.1 21.7 25.5 38.4 36.3
Old : 29.7 30.4 49.9 52.1 21.7 25.5 38.4 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 270,817: 65,671 43,748 79,280 100,693 108,023 245,644 231,051: 25,173 39,766
Old : 251,746: 59,146 46,449 71,792 97,913 96,541 228,851 214,782: 22,895 36,964
Other: 19,071: 10,334 1,107 3,679 2,780 11,483 16,793 16,269: 2,278 2,801
: : :
: : Changes in Commitments from: February 27, 2018 :
: -4,136: -683 2,309 -670 -4,079 -4,785 -5,432 -3,145: 1,296 -990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 16.2 29.3 37.2 39.9 90.7 85.3: 9.3 14.7
Old : 100.0: 23.5 18.5 28.5 38.9 38.3 90.9 85.3: 9.1 14.7
Other: 100.0: 54.2 5.8 19.3 14.6 60.2 88.1 85.3: 11.9 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 121 68 123 81 89 251 244:
Old : 299: 113 76 117 80 89 242 242:
Other: 107: 37 13 26 27 48 71 81:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 13.9 23.6 21.5 12.8 13.2 22.2 19.1
Old : 14.5 13.5 24.4 20.4 13.5 12.5 23.1 18.3
Other: 36.3 37.4 46.8 48.1 35.4 34.7 43.8 42.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 427,681: 142,842 29,519 100,105 152,906 238,378 395,852 368,002: 31,829 59,680
Old : 427,681: 142,842 29,519 100,105 152,906 238,378 395,852 368,002: 31,829 59,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -2,279: -10,823 -2,573 3,486 4,075 -3,132 -3,262 -2,219: 983 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 6.9 23.4 35.8 55.7 92.6 86.0: 7.4 14.0
Old : 100.0: 33.4 6.9 23.4 35.8 55.7 92.6 86.0: 7.4 14.0
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 : 452: 148 91 155 140 175 371 356:
Old : 452: 148 91 155 140 175 371 356:
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 15.8 26.0 23.3 15.4 15.4 25.7 22.0
Old : 15.4 15.8 26.0 23.3 15.4 15.4 25.7 22.0
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, March 06, 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 : 7,053: 3,593 1,265 632 1,045 3,684 5,270 5,580: 1,783 1,473
Old : 7,053: 3,593 1,265 632 1,045 3,684 5,270 5,580: 1,783 1,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,151: -357 -76 -387 -413 -618 -1,157 -1,082: 6 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 17.9 9.0 14.8 52.2 74.7 79.1: 25.3 20.9
Old : 100.0: 50.9 17.9 9.0 14.8 52.2 74.7 79.1: 25.3 20.9
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 : 66: 29 10 8 16 21 50 35:
Old : 66: 29 10 8 16 21 50 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 : 27.1 34.7 38.4 54.8 26.6 33.6 36.8 52.0
Old : 27.1 34.7 38.4 54.8 26.6 33.6 36.8 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 67,597: 20,795 10,445 18,695 18,226 17,262 57,716 46,401: 9,882 21,196
Old : 67,597: 20,795 10,445 18,695 18,226 17,262 57,716 46,401: 9,882 21,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,092: -1,879 325 -320 1,514 -307 -685 -301: -406 -790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 15.5 27.7 27.0 25.5 85.4 68.6: 14.6 31.4
Old : 100.0: 30.8 15.5 27.7 27.0 25.5 85.4 68.6: 14.6 31.4
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 : 237: 66 56 76 71 80 184 180:
Old : 237: 66 56 76 71 80 184 180:
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 : 16.6 12.1 25.9 19.6 14.9 9.2 21.0 13.2
Old : 16.6 12.1 25.9 19.6 14.9 9.2 21.0 13.2
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, March 06, 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 : 4,176: 233 2,747 310 2,560 729 3,102 3,785: 1,074 391
Old : 4,176: 233 2,747 310 2,560 729 3,102 3,785: 1,074 391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -645: -109 -369 -80 -425 -164 -614 -613: -31 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 65.8 7.4 61.3 17.4 74.3 90.6: 25.7 9.4
Old : 100.0: 5.6 65.8 7.4 61.3 17.4 74.3 90.6: 25.7 9.4
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 7 5 13 6 20 14:
Old : 23: 3 7 5 13 6 20 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 : 36.3 69.0 56.0 82.8 36.3 67.8 54.6 77.8
Old : 36.3 69.0 56.0 82.8 36.3 67.8 54.6 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 39,521: 1,827 10,835 7,232 29,501 16,947 38,560 35,014: 961 4,507
Old : 39,521: 1,827 10,835 7,232 29,501 16,947 38,560 35,014: 961 4,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -5,128: -336 -1,470 -953 -3,625 -2,273 -4,914 -4,697: -214 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 27.4 18.3 74.6 42.9 97.6 88.6: 2.4 11.4
Old : 100.0: 4.6 27.4 18.3 74.6 42.9 97.6 88.6: 2.4 11.4
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 : 74: 15 17 16 29 35 53 59:
Old : 74: 15 17 16 29 35 53 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 : 54.4 31.6 75.7 52.8 51.0 28.5 61.7 41.8
Old : 54.4 31.6 75.7 52.8 51.0 28.5 61.7 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 39,805: 19,576 1,663 0 18,070 37,080 37,646 38,743: 2,159 1,062
Old : 39,805: 19,576 1,663 0 18,070 37,080 37,646 38,743: 2,159 1,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -11,168: 985 152 0 -12,294 -11,168 -11,309 -11,016: 141 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 4.2 0.0 45.4 93.2 94.6 97.3: 5.4 2.7
Old : 100.0: 49.2 4.2 0.0 45.4 93.2 94.6 97.3: 5.4 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 : 32: 15 6 0 5 8 20 14:
Old : 32: 15 6 0 5 8 20 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 : 79.6 84.6 87.8 94.5 72.6 80.8 79.8 87.2
Old : 79.6 84.6 87.8 94.5 72.6 80.8 79.8 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 165,654: 53,825 30,364 22,957 53,822 81,476 130,605 134,797: 35,050 30,857
Old : 165,654: 53,825 30,364 22,957 53,822 81,476 130,605 134,797: 35,050 30,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -2,105: -796 313 5,257 -1,767 -15,462 2,694 -9,893: -4,799 7,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 18.3 13.9 32.5 49.2 78.8 81.4: 21.2 18.6
Old : 100.0: 32.5 18.3 13.9 32.5 49.2 78.8 81.4: 21.2 18.6
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 : 97: 26 32 30 29 28 73 72:
Old : 97: 26 32 30 29 28 73 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 30.0 41.1 40.1 27.4 29.4 36.8 37.9
Old : 28.1 30.0 41.1 40.1 27.4 29.4 36.8 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 62,940: 17,945 26,422 1,253 28,887 21,691 48,085 49,366: 14,855 13,574
Old : 62,940: 17,945 26,422 1,253 28,887 21,691 48,085 49,366: 14,855 13,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -6,548: 2,057 -5,465 -45 -10,027 -1,187 -8,015 -6,697: 1,467 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 42.0 2.0 45.9 34.5 76.4 78.4: 23.6 21.6
Old : 100.0: 28.5 42.0 2.0 45.9 34.5 76.4 78.4: 23.6 21.6
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 : 46: 13 15 5 11 14 26 32:
Old : 46: 13 15 5 11 14 26 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 41.2 60.3 55.0 49.5 41.0 60.3 54.7
Old : 49.5 41.2 60.3 55.0 49.5 41.0 60.3 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 192,896: 114,143 30,830 946 70,980 157,457 186,069 189,233: 6,827 3,663
Old : 192,896: 114,143 30,830 946 70,980 157,457 186,069 189,233: 6,827 3,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 2,907: -6,001 3,233 47 8,921 397 2,967 3,677: -61 -771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 16.0 0.5 36.8 81.6 96.5 98.1: 3.5 1.9
Old : 100.0: 59.2 16.0 0.5 36.8 81.6 96.5 98.1: 3.5 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 : 152: 81 37 7 15 26 99 67:
Old : 152: 81 37 7 15 26 99 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 66.5 64.3 80.3 50.9 66.5 64.3 80.3
Old : 50.9 66.5 64.3 80.3 50.9 66.5 64.3 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 252,828: 63,369 54,357 34,649 117,192 139,518 215,210 228,524: 37,618 24,304
Old : 252,828: 63,369 54,357 34,649 117,192 139,518 215,210 228,524: 37,618 24,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 183: -353 6,146 -882 3,010 -2,358 1,775 2,905: -1,592 -2,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 21.5 13.7 46.4 55.2 85.1 90.4: 14.9 9.6
Old : 100.0: 25.1 21.5 13.7 46.4 55.2 85.1 90.4: 14.9 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 : 122: 45 25 27 34 43 93 81:
Old : 122: 45 25 27 34 43 93 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 36.0 39.6 50.0 25.3 31.4 31.5 40.2
Old : 27.9 36.0 39.6 50.0 25.3 31.4 31.5 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 322,547: 50,131 137,319 32,400 200,483 122,917 283,014 292,637: 39,533 29,910
Old : 322,547: 50,131 137,319 32,400 200,483 122,917 283,014 292,637: 39,533 29,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 18,330: 4,306 -5,182 4,100 6,873 17,648 15,279 16,566: 3,051 1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 42.6 10.0 62.2 38.1 87.7 90.7: 12.3 9.3
Old : 100.0: 15.5 42.6 10.0 62.2 38.1 87.7 90.7: 12.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 39 39 31 40 38 95 92:
Old : 131: 39 39 31 40 38 95 92:
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 : 41.3 42.7 49.9 57.3 40.5 41.9 47.8 55.9
Old : 41.3 42.7 49.9 57.3 40.5 41.9 47.8 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 654,353: 219,694 93,128 62,135 278,885 443,738 560,713 599,001: 93,640 55,352
Old : 654,353: 219,694 93,128 62,135 278,885 443,738 560,713 599,001: 93,640 55,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -12,253: -18,216 -4,931 240 6,795 -5,561 -11,181 -10,251: -1,073 -2,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 14.2 9.5 42.6 67.8 85.7 91.5: 14.3 8.5
Old : 100.0: 33.6 14.2 9.5 42.6 67.8 85.7 91.5: 14.3 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 : 280: 118 60 69 82 70 221 178:
Old : 280: 118 60 69 82 70 221 178:
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 : 16.1 41.7 26.0 55.9 15.5 40.7 23.4 54.4
Old : 16.1 41.7 26.0 55.9 15.5 40.7 23.4 54.4
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, March 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 36,085: 12,399 7,817 46 8,455 24,472 20,900 32,335: 15,185 3,750
Old : 36,085: 12,399 7,817 46 8,455 24,472 20,900 32,335: 15,185 3,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 917: 70 874 1 490 178 561 1,053: 356 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 21.7 0.1 23.4 67.8 57.9 89.6: 42.1 10.4
Old : 100.0: 34.4 21.7 0.1 23.4 67.8 57.9 89.6: 42.1 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 : 27: 9 6 3 9 9 20 16:
Old : 27: 9 6 3 9 9 20 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 : 33.2 72.8 43.4 83.0 31.7 72.8 41.5 82.3
Old : 33.2 72.8 43.4 83.0 31.7 72.8 41.5 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 22,228: 3,497 15,871 221 16,601 4,849 20,319 20,941: 1,909 1,287
Old : 22,228: 3,497 15,871 221 16,601 4,849 20,319 20,941: 1,909 1,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -25,116: -15,957 -1,050 114 -9,386 -24,596 -25,229 -25,532: 113 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 71.4 1.0 74.7 21.8 91.4 94.2: 8.6 5.8
Old : 100.0: 15.7 71.4 1.0 74.7 21.8 91.4 94.2: 8.6 5.8
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 : 24: 9 7 1 5 4 15 11:
Old : 24: 9 7 1 5 4 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 85.1 87.2 92.6 76.4 82.3 85.1 89.3
Old : 76.4 85.1 87.2 92.6 76.4 82.3 85.1 89.3
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, March 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 59,354: 33,091 33,061 554 20,365 21,539 54,010 55,154: 5,344 4,200
Old : 59,354: 33,091 33,061 554 20,365 21,539 54,010 55,154: 5,344 4,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 911: 912 -109 -377 -174 1,297 361 811: 550 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 55.7 0.9 34.3 36.3 91.0 92.9: 9.0 7.1
Old : 100.0: 55.8 55.7 0.9 34.3 36.3 91.0 92.9: 9.0 7.1
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 : 86: 45 20 4 11 13 58 36:
Old : 86: 45 20 4 11 13 58 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 : 44.2 50.2 60.4 69.5 44.2 50.2 60.4 68.8
Old : 44.2 50.2 60.4 69.5 44.2 50.2 60.4 68.8
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, March 06, 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 : 14,040: 9,545 1,749 2,745 203 8,693 12,493 13,187: 1,547 853
Old : 14,040: 9,545 1,749 2,745 203 8,693 12,493 13,187: 1,547 853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -604: -269 -145 -216 -4 -179 -489 -540: -115 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 12.5 19.6 1.4 61.9 89.0 93.9: 11.0 6.1
Old : 100.0: 68.0 12.5 19.6 1.4 61.9 89.0 93.9: 11.0 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 7 3 1 5 12 13:
Old : 22: 9 7 3 1 5 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 : 75.9 72.4 85.7 86.9 60.3 60.8 67.5 70.9
Old : 75.9 72.4 85.7 86.9 60.3 60.8 67.5 70.9
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, March 06, 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 :34,195,004: 743,088 3,598,747 17,692,220 15,114,677 11,432,011 33,549,985 32,722,979: 645,018 1,472,025
Old :34,195,004: 743,088 3,598,747 17,692,220 15,114,677 11,432,011 33,549,985 32,722,979: 645,018 1,472,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -129,193: -24,966 2,866 -153,917 196,208 166,236 17,326 15,185: -146,519 -144,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 10.5 51.7 44.2 33.4 98.1 95.7: 1.9 4.3
Old : 100.0: 2.2 10.5 51.7 44.2 33.4 98.1 95.7: 1.9 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 : 334: 48 138 157 117 131 284 322:
Old : 334: 48 138 157 117 131 284 322:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 19.7 42.5 35.2 17.1 9.2 20.7 11.5
Old : 27.2 19.7 42.5 35.2 17.1 9.2 20.7 11.5
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, March 06, 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 : 951,042: 104,214 94,615 153,144 598,721 617,640 856,078 865,398: 94,964 85,644
Old : 951,042: 104,214 94,615 153,144 598,721 617,640 856,078 865,398: 94,964 85,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -20,134: -6,259 -2,925 -5,077 -8,677 -8,806 -20,013 -16,808: -120 -3,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 9.9 16.1 63.0 64.9 90.0 91.0: 10.0 9.0
Old : 100.0: 11.0 9.9 16.1 63.0 64.9 90.0 91.0: 10.0 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 : 647: 167 134 171 263 267 505 498:
Old : 647: 167 134 171 263 267 505 498:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 13.9 22.6 23.7 9.9 11.1 14.2 16.5
Old : 14.4 13.9 22.6 23.7 9.9 11.1 14.2 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 115,125: 4,487 18,741 18,308 69,227 50,121 92,022 87,169: 23,103 27,955
Old : 115,125: 4,487 18,741 18,308 69,227 50,121 92,022 87,169: 23,103 27,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -11,972: -3,953 4,091 -4,651 -2,981 -12,065 -11,585 -12,624: -387 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 16.3 15.9 60.1 43.5 79.9 75.7: 20.1 24.3
Old : 100.0: 3.9 16.3 15.9 60.1 43.5 79.9 75.7: 20.1 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 12 19 25 30 30 58 59:
Old : 72: 12 19 25 30 30 58 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 : 27.2 25.9 39.8 38.6 26.1 20.5 36.9 30.0
Old : 27.2 25.9 39.8 38.6 26.1 20.5 36.9 30.0
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, March 06, 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 : 23,952: 0 1,624 0 22,482 21,802 22,482 23,426: 1,470 526
Old : 23,952: 0 1,624 0 22,482 21,802 22,482 23,426: 1,470 526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 913: 0 0 0 1,167 837 1,167 837: -254 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.8 0.0 93.9 91.0 93.9 97.8: 6.1 2.2
Old : 100.0: 0.0 6.8 0.0 93.9 91.0 93.9 97.8: 6.1 2.2
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 : 24: 0 2 0 10 15 10 17:
Old : 24: 0 2 0 10 15 10 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 : 77.5 73.0 92.4 85.2 77.5 72.7 88.8 83.4
Old : 77.5 73.0 92.4 85.2 77.5 72.7 88.8 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 13,959: 1,700 0 0 9,959 13,395 11,659 13,395: 2,300 564
Old : 13,959: 1,700 0 0 9,959 13,395 11,659 13,395: 2,300 564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -403: -531 0 0 -82 -339 -613 -339: 210 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 0.0 0.0 71.3 96.0 83.5 96.0: 16.5 4.0
Old : 100.0: 12.2 0.0 0.0 71.3 96.0 83.5 96.0: 16.5 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 : 22: 4 0 0 11 10 15 10:
Old : 22: 4 0 0 11 10 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 67.2 64.4 93.9 42.3 67.2 62.3 91.3
Old : 44.4 67.2 64.4 93.9 42.3 67.2 62.3 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 4,179,588: 569,584 450,322 603,225 2,647,469 2,837,598 3,820,278 3,891,145: 359,310 288,443
Old : 4,179,588: 569,584 450,322 603,225 2,647,469 2,837,598 3,820,278 3,891,145: 359,310 288,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -40,808: -13,147 -36,696 -515 -28,481 16,294 -42,143 -20,918: 1,335 -19,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 10.8 14.4 63.3 67.9 91.4 93.1: 8.6 6.9
Old : 100.0: 13.6 10.8 14.4 63.3 67.9 91.4 93.1: 8.6 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 631: 162 127 160 258 265 488 484:
Old : 631: 162 127 160 258 265 488 484:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 14.6 24.2 24.8 11.7 12.9 17.1 19.5
Old : 15.2 14.6 24.2 24.8 11.7 12.9 17.1 19.5
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, March 06, 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 : 29,880: 13,688 0 0 13,590 29,620 27,278 29,620: 2,602 260
Old : 29,880: 13,688 0 0 13,590 29,620 27,278 29,620: 2,602 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -715: -458 -509 0 -53 -209 -511 -718: -204 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 0.0 0.0 45.5 99.1 91.3 99.1: 8.7 0.9
Old : 100.0: 45.8 0.0 0.0 45.5 99.1 91.3 99.1: 8.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 10 0 0 8 11 18 11:
Old : 27: 10 0 0 8 11 18 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 : 57.4 77.0 75.7 94.6 55.1 77.0 73.3 93.6
Old : 57.4 77.0 75.7 94.6 55.1 77.0 73.3 93.6
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, March 06, 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 : 15,663: 2,494 1,108 0 11,727 14,040 14,221 15,148: 1,442 515
Old : 15,663: 2,494 1,108 0 11,727 14,040 14,221 15,148: 1,442 515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 1,560: -57 -18 0 1,679 1,686 1,622 1,668: -62 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 7.1 0.0 74.9 89.6 90.8 96.7: 9.2 3.3
Old : 100.0: 15.9 7.1 0.0 74.9 89.6 90.8 96.7: 9.2 3.3
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: 3 1 0 10 10 13 11:
Old : 22: 3 1 0 10 10 13 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 : 54.6 55.0 81.6 84.4 48.3 55.0 75.3 83.4
Old : 54.6 55.0 81.6 84.4 48.3 55.0 75.3 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 74,945: 15,269 2,820 432 48,445 67,225 64,146 70,477: 10,799 4,468
Old : 74,945: 15,269 2,820 432 48,445 67,225 64,146 70,477: 10,799 4,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 845: 1,395 -60 -269 837 141 1,963 -188: -1,118 1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 3.8 0.6 64.6 89.7 85.6 94.0: 14.4 6.0
Old : 100.0: 20.4 3.8 0.6 64.6 89.7 85.6 94.0: 14.4 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 : 78: 14 6 5 41 30 56 40:
Old : 78: 14 6 5 41 30 56 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 : 34.5 45.9 48.9 66.4 34.5 45.8 47.8 66.3
Old : 34.5 45.9 48.9 66.4 34.5 45.8 47.8 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 52,504: 12,135 10,896 3,318 29,924 30,880 45,376 45,094: 7,128 7,410
Old : 52,504: 12,135 10,896 3,318 29,924 30,880 45,376 45,094: 7,128 7,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 2,448: 92 -443 293 1,549 2,978 1,935 2,828: 513 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 20.8 6.3 57.0 58.8 86.4 85.9: 13.6 14.1
Old : 100.0: 23.1 20.8 6.3 57.0 58.8 86.4 85.9: 13.6 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 : 250: 60 63 31 80 87 154 167:
Old : 250: 60 63 31 80 87 154 167:
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 : 21.0 17.1 35.3 28.9 20.2 15.9 30.6 24.7
Old : 21.0 17.1 35.3 28.9 20.2 15.9 30.6 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 262,519: 60,673 54,479 16,590 149,619 154,400 226,881 225,468: 35,638 37,051
Old : 262,519: 60,673 54,479 16,590 149,619 154,400 226,881 225,468: 35,638 37,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 12,240: 460 -2,215 1,466 7,747 14,891 9,673 14,142: 2,567 -1,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 20.8 6.3 57.0 58.8 86.4 85.9: 13.6 14.1
Old : 100.0: 23.1 20.8 6.3 57.0 58.8 86.4 85.9: 13.6 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 : 250: 60 63 31 80 87 154 167:
Old : 250: 60 63 31 80 87 154 167:
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 : 21.0 17.1 35.3 28.9 20.2 15.9 30.6 24.7
Old : 21.0 17.1 35.3 28.9 20.2 15.9 30.6 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 135,831: 48,425 43,077 20,733 39,142 46,082 108,300 109,893: 27,531 25,938
Old : 135,831: 48,425 43,077 20,733 39,142 46,082 108,300 109,893: 27,531 25,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -4,745: -1,551 4,740 3,829 -3,829 -12,166 -1,550 -3,596: -3,195 -1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 31.7 15.3 28.8 33.9 79.7 80.9: 20.3 19.1
Old : 100.0: 35.7 31.7 15.3 28.8 33.9 79.7 80.9: 20.3 19.1
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 : 89: 27 26 26 27 25 68 64:
Old : 89: 27 26 26 27 25 68 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 29.8 30.7 41.2 16.8 26.8 28.0 35.9
Old : 18.1 29.8 30.7 41.2 16.8 26.8 28.0 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 526,453: 105,811 110,986 14,298 388,518 386,153 508,627 511,438: 17,826 15,015
Old : 526,453: 105,811 110,986 14,298 388,518 386,153 508,627 511,438: 17,826 15,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -6,748: -4,168 -3,113 3,097 -5,547 -6,082 -6,618 -6,098: -130 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 21.1 2.7 73.8 73.4 96.6 97.1: 3.4 2.9
Old : 100.0: 20.1 21.1 2.7 73.8 73.4 96.6 97.1: 3.4 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 : 282: 54 48 27 115 113 179 179:
Old : 282: 54 48 27 115 113 179 179:
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 : 19.0 35.6 32.0 47.4 18.6 35.3 30.7 45.4
Old : 19.0 35.6 32.0 47.4 18.6 35.3 30.7 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 65,703: 25,105 16,799 4,050 27,903 40,045 57,058 60,894: 8,645 4,809
Old : 65,703: 25,105 16,799 4,050 27,903 40,045 57,058 60,894: 8,645 4,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 9,762: -540 -478 3,924 4,885 4,963 8,269 8,409: 1,493 1,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 25.6 6.2 42.5 60.9 86.8 92.7: 13.2 7.3
Old : 100.0: 38.2 25.6 6.2 42.5 60.9 86.8 92.7: 13.2 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 22 6 11 19 11 47 24:
Old : 53: 22 6 11 19 11 47 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 77.5 50.3 86.3 34.0 71.5 45.9 77.3
Old : 34.2 77.5 50.3 86.3 34.0 71.5 45.9 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 90,073: 24,398 14,418 6,048 45,003 43,709 75,449 64,175: 14,624 25,898
Old : 90,073: 24,398 14,418 6,048 45,003 43,709 75,449 64,175: 14,624 25,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 7,519: -1,840 1,196 3,398 1,261 10,767 2,819 15,361: 4,700 -7,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 16.0 6.7 50.0 48.5 83.8 71.2: 16.2 28.8
Old : 100.0: 27.1 16.0 6.7 50.0 48.5 83.8 71.2: 16.2 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 21 21 16 31 30 63 57:
Old : 86: 21 21 16 31 30 63 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 : 34.5 31.0 49.0 40.8 29.6 24.0 41.6 31.5
Old : 34.5 31.0 49.0 40.8 29.6 24.0 41.6 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 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 : 107,809: 25,380 2,940 24,754 57,635 80,094 107,769 107,788: 40 21
Old : 107,809: 25,380 2,940 24,754 57,635 80,094 107,769 107,788: 40 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 2,070: 1,991 0 290 4 1,980 2,285 2,270: -215 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 2.7 23.0 53.5 74.3 100.0 100.0: 0.0 0.0
Old : 100.0: 23.5 2.7 23.0 53.5 74.3 100.0 100.0: 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 : 35: 11 1 2 15 16 27 19:
Old : 35: 11 1 2 15 16 27 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 : 85.9 78.9 95.1 92.8 31.5 29.6 36.4 36.2
Old : 85.9 78.9 95.1 92.8 31.5 29.6 36.4 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2018