MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 16,498: 2,560 4,240 360 13,458 11,778 16,378 16,378: 120 120
Old : 16,498: 2,560 4,240 360 13,458 11,778 16,378 16,378: 120 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 288: 240 -120 0 48 408 288 288: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 25.7 2.2 81.6 71.4 99.3 99.3: 0.7 0.7
Old : 100.0: 15.5 25.7 2.2 81.6 71.4 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: 2 9 1 5 8 8 17:
Old : 20: 2 9 1 5 8 8 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 : 91.3 61.8 99.3 84.7 66.9 39.8 66.9 57.2
Old : 91.3 61.8 99.3 84.7 66.9 39.8 66.9 57.2
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 9,967: 716 1,414 1,678 6,600 5,794 8,994 8,886: 973 1,081
Old : 9,967: 716 1,414 1,678 6,600 5,794 8,994 8,886: 973 1,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 133: 52 189 -19 247 37 280 208: -147 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 14.2 16.8 66.2 58.1 90.2 89.2: 9.8 10.8
Old : 100.0: 7.2 14.2 16.8 66.2 58.1 90.2 89.2: 9.8 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 11 12 22 19 34 37:
Old : 45: 7 11 12 22 19 34 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 39.2 53.8 55.6 34.6 36.1 48.0 45.9
Old : 36.7 39.2 53.8 55.6 34.6 36.1 48.0 45.9
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 43,314: 11,827 5,017 13,095 14,236 14,700 39,157 32,812: 4,157 10,502
Old : 43,314: 11,827 5,017 13,095 14,236 14,700 39,157 32,812: 4,157 10,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 488: 125 -216 210 99 290 435 285: 53 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 11.6 30.2 32.9 33.9 90.4 75.8: 9.6 24.2
Old : 100.0: 27.3 11.6 30.2 32.9 33.9 90.4 75.8: 9.6 24.2
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 : 78: 21 18 25 33 29 66 60:
Old : 78: 21 18 25 33 29 66 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 27.7 51.8 44.7 28.4 21.0 36.7 25.7
Old : 31.9 27.7 51.8 44.7 28.4 21.0 36.7 25.7
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 12,894: 937 553 2,931 8,232 8,303 12,101 11,788: 794 1,107
Old : 12,894: 937 553 2,931 8,232 8,303 12,101 11,788: 794 1,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 273: 36 100 56 175 166 267 322: 5 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 4.3 22.7 63.8 64.4 93.8 91.4: 6.2 8.6
Old : 100.0: 7.3 4.3 22.7 63.8 64.4 93.8 91.4: 6.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 10 11 25 20 38 33:
Old : 42: 5 10 11 25 20 38 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 29.1 50.2 51.3 22.4 24.9 38.8 35.7
Old : 30.1 29.1 50.2 51.3 22.4 24.9 38.8 35.7
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 282,047: 62,959 48,958 85,315 108,267 106,329 256,542 240,602: 25,505 41,445
Old : 261,024: 55,058 50,245 78,819 103,711 93,900 237,588 222,964: 23,436 38,061
Other: 21,023: 10,874 1,686 3,524 4,557 12,430 18,954 17,639: 2,069 3,384
: : :
: : Changes in Commitments from: March 6, 2018 :
: 11,231: -2,711 5,210 6,035 7,574 -1,694 10,898 9,551: 332 1,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 17.4 30.2 38.4 37.7 91.0 85.3: 9.0 14.7
Old : 100.0: 21.1 19.2 30.2 39.7 36.0 91.0 85.4: 9.0 14.6
Other: 100.0: 51.7 8.0 16.8 21.7 59.1 90.2 83.9: 9.8 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 111 83 132 88 92 262 260:
Old : 310: 101 95 128 88 90 256 257:
Other: 111: 33 15 26 34 52 74 86:
:----------------------------------------------------------------------------------------------------
: 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 13.3 24.6 20.7 13.1 12.6 22.3 18.1
Old : 15.0 13.0 25.5 19.9 14.0 12.1 23.3 17.3
Other: 36.7 34.7 49.4 46.7 36.7 33.5 47.3 42.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 419,038: 132,841 27,917 101,726 150,824 228,012 385,392 357,655: 33,646 61,383
Old : 419,038: 132,841 27,917 101,726 150,824 228,012 385,392 357,655: 33,646 61,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -8,644: -10,001 -1,603 1,622 -2,081 -10,366 -10,460 -10,347: 1,817 1,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 6.7 24.3 36.0 54.4 92.0 85.4: 8.0 14.6
Old : 100.0: 31.7 6.7 24.3 36.0 54.4 92.0 85.4: 8.0 14.6
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 : 458: 149 93 165 143 178 377 371:
Old : 458: 149 93 165 143 178 377 371:
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 : 15.6 15.0 25.9 22.6 15.5 14.7 25.6 21.4
Old : 15.6 15.0 25.9 22.6 15.5 14.7 25.6 21.4
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 6,886: 3,532 1,202 723 945 3,527 5,199 5,452: 1,687 1,434
Old : 6,886: 3,532 1,202 723 945 3,527 5,199 5,452: 1,687 1,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -167: -61 -62 91 -101 -157 -71 -128: -96 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 17.5 10.5 13.7 51.2 75.5 79.2: 24.5 20.8
Old : 100.0: 51.3 17.5 10.5 13.7 51.2 75.5 79.2: 24.5 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 31 8 9 13 19 48 34:
Old : 64: 31 8 9 13 19 48 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 33.6 40.6 54.4 28.2 32.5 38.7 51.4
Old : 29.0 33.6 40.6 54.4 28.2 32.5 38.7 51.4
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, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 64,739: 18,372 10,840 18,109 16,862 14,509 53,343 43,458: 11,396 21,282
Old : 64,739: 18,372 10,840 18,109 16,862 14,509 53,343 43,458: 11,396 21,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -2,858: -2,423 395 -586 -1,363 -2,752 -4,372 -2,944: 1,515 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 16.7 28.0 26.0 22.4 82.4 67.1: 17.6 32.9
Old : 100.0: 28.4 16.7 28.0 26.0 22.4 82.4 67.1: 17.6 32.9
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 : 229: 60 60 76 70 79 177 179:
Old : 229: 60 60 76 70 79 177 179:
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 : 15.5 11.7 25.2 19.6 15.5 9.3 21.8 12.9
Old : 15.5 11.7 25.2 19.6 15.5 9.3 21.8 12.9
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 4,134: 270 2,806 271 2,490 726 3,031 3,804: 1,103 330
Old : 4,134: 270 2,806 271 2,490 726 3,031 3,804: 1,103 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -42: 37 60 -38 -70 -2 -71 19: 29 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 67.9 6.6 60.2 17.6 73.3 92.0: 26.7 8.0
Old : 100.0: 6.5 67.9 6.6 60.2 17.6 73.3 92.0: 26.7 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 7 5 13 6 21 14:
Old : 24: 4 7 5 13 6 21 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 : 37.1 71.3 54.5 85.1 37.1 70.3 53.0 80.7
Old : 37.1 71.3 54.5 85.1 37.1 70.3 53.0 80.7
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 41,214: 1,981 11,412 7,579 30,617 17,541 40,177 36,532: 1,037 4,682
Old : 41,214: 1,981 11,412 7,579 30,617 17,541 40,177 36,532: 1,037 4,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,693: 154 577 347 1,116 594 1,617 1,518: 76 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 27.7 18.4 74.3 42.6 97.5 88.6: 2.5 11.4
Old : 100.0: 4.8 27.7 18.4 74.3 42.6 97.5 88.6: 2.5 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: 13 19 16 29 35 53 59:
Old : 74: 13 19 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 : 53.4 31.1 74.5 51.9 50.0 28.1 60.8 41.4
Old : 53.4 31.1 74.5 51.9 50.0 28.1 60.8 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 47,397: 22,293 256 56 22,779 45,946 45,128 46,258: 2,269 1,139
Old : 47,397: 22,293 256 56 22,779 45,946 45,128 46,258: 2,269 1,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 7,592: 2,717 -1,407 56 4,709 8,866 7,482 7,515: 110 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 0.5 0.1 48.1 96.9 95.2 97.6: 4.8 2.4
Old : 100.0: 47.0 0.5 0.1 48.1 96.9 95.2 97.6: 4.8 2.4
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 : 28: 18 2 1 6 6 24 9:
Old : 28: 18 2 1 6 6 24 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 : 74.6 89.1 84.7 97.5 47.5 59.4 53.6 62.5
Old : 74.6 89.1 84.7 97.5 47.5 59.4 53.6 62.5
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 174,745: 59,963 37,651 20,815 56,973 83,727 137,750 142,193: 36,995 32,552
Old : 174,745: 59,963 37,651 20,815 56,973 83,727 137,750 142,193: 36,995 32,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 9,091: 6,138 7,287 -2,142 3,150 2,250 7,146 7,396: 1,945 1,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 21.5 11.9 32.6 47.9 78.8 81.4: 21.2 18.6
Old : 100.0: 34.3 21.5 11.9 32.6 47.9 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 : 91: 20 31 21 30 29 64 67:
Old : 91: 20 31 21 30 29 64 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 : 33.8 27.4 45.1 39.0 30.0 25.9 38.8 34.6
Old : 33.8 27.4 45.1 39.0 30.0 25.9 38.8 34.6
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 63,620: 17,190 23,762 2,818 29,229 22,008 49,237 48,588: 14,383 15,032
Old : 63,620: 17,190 23,762 2,818 29,229 22,008 49,237 48,588: 14,383 15,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 680: -755 -2,660 1,565 342 317 1,152 -778: -472 1,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 37.3 4.4 45.9 34.6 77.4 76.4: 22.6 23.6
Old : 100.0: 27.0 37.3 4.4 45.9 34.6 77.4 76.4: 22.6 23.6
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 : 43: 14 13 4 10 13 25 29:
Old : 43: 14 13 4 10 13 25 29:
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 : 49.2 40.7 61.3 54.4 48.9 37.9 59.6 50.7
Old : 49.2 40.7 61.3 54.4 48.9 37.9 59.6 50.7
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 197,029: 113,977 27,064 4,654 70,612 161,160 189,243 192,878: 7,786 4,151
Old : 197,029: 113,977 27,064 4,654 70,612 161,160 189,243 192,878: 7,786 4,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 4,134: -166 -3,766 3,708 -368 3,703 3,174 3,645: 959 489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 13.7 2.4 35.8 81.8 96.0 97.9: 4.0 2.1
Old : 100.0: 57.8 13.7 2.4 35.8 81.8 96.0 97.9: 4.0 2.1
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 : 156: 86 32 14 18 24 109 67:
Old : 156: 86 32 14 18 24 109 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 : 40.5 67.4 54.4 78.7 40.5 67.4 54.4 78.7
Old : 40.5 67.4 54.4 78.7 40.5 67.4 54.4 78.7
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 245,678: 67,900 59,172 26,942 112,469 134,104 207,311 220,217: 38,367 25,461
Old : 245,678: 67,900 59,172 26,942 112,469 134,104 207,311 220,217: 38,367 25,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -7,150: 4,531 4,815 -7,707 -4,723 -5,414 -7,898 -8,306: 749 1,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 24.1 11.0 45.8 54.6 84.4 89.6: 15.6 10.4
Old : 100.0: 27.6 24.1 11.0 45.8 54.6 84.4 89.6: 15.6 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 : 120: 48 21 23 34 42 92 76:
Old : 120: 48 21 23 34 42 92 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 38.0 38.5 50.6 25.9 31.8 31.8 41.7
Old : 28.3 38.0 38.5 50.6 25.9 31.8 31.8 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 309,861: 46,253 125,751 21,566 203,549 132,720 271,368 280,037: 38,494 29,825
Old : 309,861: 46,253 125,751 21,566 203,549 132,720 271,368 280,037: 38,494 29,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -12,686: -3,878 -11,569 -10,834 3,066 9,803 -11,646 -12,600: -1,039 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 40.6 7.0 65.7 42.8 87.6 90.4: 12.4 9.6
Old : 100.0: 14.9 40.6 7.0 65.7 42.8 87.6 90.4: 12.4 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 : 127: 42 33 34 41 37 99 88:
Old : 127: 42 33 34 41 37 99 88:
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 : 44.0 46.9 52.5 61.1 42.8 45.2 50.8 59.0
Old : 44.0 46.9 52.5 61.1 42.8 45.2 50.8 59.0
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 654,157: 230,553 92,266 62,125 257,194 425,340 549,871 579,730: 104,286 74,427
Old : 654,157: 230,553 92,266 62,125 257,194 425,340 549,871 579,730: 104,286 74,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -196: 10,859 -863 -10 -21,691 -18,397 -10,842 -19,270: 10,646 19,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 14.1 9.5 39.3 65.0 84.1 88.6: 15.9 11.4
Old : 100.0: 35.2 14.1 9.5 39.3 65.0 84.1 88.6: 15.9 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 : 282: 117 65 71 79 67 217 183:
Old : 282: 117 65 71 79 67 217 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 41.4 25.2 54.8 15.4 40.8 23.2 53.8
Old : 16.0 41.4 25.2 54.8 15.4 40.8 23.2 53.8
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 39,695: 12,296 8,621 739 9,448 25,475 22,483 34,835: 17,212 4,860
Old : 39,695: 12,296 8,621 739 9,448 25,475 22,483 34,835: 17,212 4,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 3,610: -103 804 693 993 1,003 1,583 2,500: 2,027 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 21.7 1.9 23.8 64.2 56.6 87.8: 43.4 12.2
Old : 100.0: 31.0 21.7 1.9 23.8 64.2 56.6 87.8: 43.4 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 : 28: 9 6 5 9 11 21 20:
Old : 28: 9 6 5 9 11 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 68.3 41.0 77.8 29.2 68.3 38.4 77.2
Old : 30.5 68.3 41.0 77.8 29.2 68.3 38.4 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 22,650: 3,845 17,163 0 16,512 4,614 20,357 21,777: 2,293 873
Old : 22,650: 3,845 17,163 0 16,512 4,614 20,357 21,777: 2,293 873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 422: 348 1,292 -221 -89 -235 38 836: 384 -414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 75.8 0.0 72.9 20.4 89.9 96.1: 10.1 3.9
Old : 100.0: 17.0 75.8 0.0 72.9 20.4 89.9 96.1: 10.1 3.9
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: 9 9 0 6 4 15 13:
Old : 27: 9 9 0 6 4 15 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 : 75.0 82.0 84.9 92.8 75.0 80.4 84.8 91.2
Old : 75.0 82.0 84.9 92.8 75.0 80.4 84.8 91.2
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 66,872: 34,689 37,505 289 26,030 24,804 61,008 62,598: 5,864 4,274
Old : 66,872: 34,689 37,505 289 26,030 24,804 61,008 62,598: 5,864 4,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 7,518: 1,598 4,444 -265 5,665 3,265 6,998 7,444: 520 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 56.1 0.4 38.9 37.1 91.2 93.6: 8.8 6.4
Old : 100.0: 51.9 56.1 0.4 38.9 37.1 91.2 93.6: 8.8 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 50 18 2 11 15 62 34:
Old : 89: 50 18 2 11 15 62 34:
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 : 44.9 53.9 60.0 70.6 38.8 53.9 53.9 68.1
Old : 44.9 53.9 60.0 70.6 38.8 53.9 53.9 68.1
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 13, 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 : 11,672: 9,439 1,825 492 203 8,500 10,134 10,817: 1,538 855
Old : 11,672: 9,439 1,825 492 203 8,500 10,134 10,817: 1,538 855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -2,368: -106 76 -2,253 0 -193 -2,359 -2,370: -9 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 15.6 4.2 1.7 72.8 86.8 92.7: 13.2 7.3
Old : 100.0: 80.9 15.6 4.2 1.7 72.8 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 : 22: 9 7 2 1 5 10 14:
Old : 22: 9 7 2 1 5 10 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 : 76.4 70.9 84.5 85.0 75.1 70.9 81.5 83.1
Old : 76.4 70.9 84.5 85.0 75.1 70.9 81.5 83.1
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :35,814,710: 789,988 3,603,078 18,685,750 15,673,075 12,063,608 35,148,813 34,352,436: 665,896 1,462,274
Old :35,814,710: 789,988 3,603,078 18,685,750 15,673,075 12,063,608 35,148,813 34,352,436: 665,896 1,462,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,619,706: 46,900 4,331 993,530 558,398 631,596 1,598,828 1,629,457: 20,878 -9,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 10.1 52.2 43.8 33.7 98.1 95.9: 1.9 4.1
Old : 100.0: 2.2 10.1 52.2 43.8 33.7 98.1 95.9: 1.9 4.1
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 : 343: 60 129 158 120 135 289 330:
Old : 343: 60 129 158 120 135 289 330:
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 : 26.7 19.6 42.2 35.3 16.4 8.7 19.8 10.9
Old : 26.7 19.6 42.2 35.3 16.4 8.7 19.8 10.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,057,977: 113,311 101,639 163,711 677,066 691,576 954,088 956,926: 103,889 101,051
Old : 1,057,977: 113,311 101,639 163,711 677,066 691,576 954,088 956,926: 103,889 101,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 106,934: 9,097 7,024 10,567 78,346 73,936 98,010 91,527: 8,924 15,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 9.6 15.5 64.0 65.4 90.2 90.4: 9.8 9.6
Old : 100.0: 10.7 9.6 15.5 64.0 65.4 90.2 90.4: 9.8 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 : 644: 175 131 181 264 268 516 504:
Old : 644: 175 131 181 264 268 516 504:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 13.1 23.0 22.2 8.9 10.3 13.0 15.3
Old : 13.3 13.1 23.0 22.2 8.9 10.3 13.0 15.3
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 124,171: 5,885 16,446 18,987 73,451 61,099 98,323 96,532: 25,847 27,639
Old : 124,171: 5,885 16,446 18,987 73,451 61,099 98,323 96,532: 25,847 27,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 9,046: 1,398 -2,295 679 4,225 10,978 6,301 9,363: 2,745 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 13.2 15.3 59.2 49.2 79.2 77.7: 20.8 22.3
Old : 100.0: 4.7 13.2 15.3 59.2 49.2 79.2 77.7: 20.8 22.3
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 : 73: 11 19 25 33 35 62 62:
Old : 73: 11 19 25 33 35 62 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 : 26.3 22.6 41.4 37.4 24.0 19.7 34.5 28.8
Old : 26.3 22.6 41.4 37.4 24.0 19.7 34.5 28.8
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 33,072: 0 1,624 0 31,720 30,913 31,720 32,537: 1,352 535
Old : 33,072: 0 1,624 0 31,720 30,913 31,720 32,537: 1,352 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 9,120: 0 0 0 9,238 9,111 9,238 9,111: -118 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 0.0 95.9 93.5 95.9 98.4: 4.1 1.6
Old : 100.0: 0.0 4.9 0.0 95.9 93.5 95.9 98.4: 4.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 13 16 13 18:
Old : 24: 0 2 0 13 16 13 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 : 74.0 70.0 93.0 85.4 61.8 58.4 70.3 67.7
Old : 74.0 70.0 93.0 85.4 61.8 58.4 70.3 67.7
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 15,632: 1,450 0 0 11,933 15,073 13,383 15,073: 2,249 559
Old : 15,632: 1,450 0 0 11,933 15,073 13,383 15,073: 2,249 559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,673: -250 0 0 1,974 1,678 1,724 1,678: -51 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.0 0.0 76.3 96.4 85.6 96.4: 14.4 3.6
Old : 100.0: 9.3 0.0 0.0 76.3 96.4 85.6 96.4: 14.4 3.6
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 : 22: 3 0 0 14 12 17 12:
Old : 22: 3 0 0 14 12 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 60.5 65.7 89.8 36.2 60.0 54.0 78.4
Old : 46.3 60.5 65.7 89.8 36.2 60.0 54.0 78.4
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, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,669,029: 596,705 485,540 664,042 3,018,075 3,152,387 4,278,822 4,301,968: 390,207 367,060
Old : 4,669,029: 596,705 485,540 664,042 3,018,075 3,152,387 4,278,822 4,301,968: 390,207 367,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 489,441: 27,121 35,218 60,816 370,606 314,789 458,544 410,823: 30,897 78,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 10.4 14.2 64.6 67.5 91.6 92.1: 8.4 7.9
Old : 100.0: 12.8 10.4 14.2 64.6 67.5 91.6 92.1: 8.4 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 : 628: 169 125 173 259 266 499 493:
Old : 628: 169 125 173 259 266 499 493:
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 13.5 24.3 22.5 10.4 11.5 15.4 17.8
Old : 14.4 13.5 24.3 22.5 10.4 11.5 15.4 17.8
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 33,979: 13,421 0 0 17,363 33,174 30,784 33,174: 3,195 805
Old : 33,979: 13,421 0 0 17,363 33,174 30,784 33,174: 3,195 805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 4,099: -267 0 0 3,773 3,554 3,506 3,554: 593 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 0.0 0.0 51.1 97.6 90.6 97.6: 9.4 2.4
Old : 100.0: 39.5 0.0 0.0 51.1 97.6 90.6 97.6: 9.4 2.4
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 : 28: 10 0 0 12 12 22 12:
Old : 28: 10 0 0 12 12 22 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 73.4 66.7 93.1 48.0 71.0 63.6 85.4
Old : 50.6 73.4 66.7 93.1 48.0 71.0 63.6 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 9,165: 805 446 0 6,296 8,303 7,101 8,749: 2,064 416
Old : 9,165: 805 446 0 6,296 8,303 7,101 8,749: 2,064 416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 4.9 0.0 68.7 90.6 77.5 95.5: 22.5 4.5
Old : 100.0: 8.8 4.9 0.0 68.7 90.6 77.5 95.5: 22.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 9 14 11 15:
Old : 21: 2 1 0 9 14 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 46.9 69.8 72.7 41.3 46.9 55.4 71.6
Old : 47.9 46.9 69.8 72.7 41.3 46.9 55.4 71.6
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 18,543: 2,512 1,108 0 14,463 16,147 16,975 17,255: 1,568 1,288
Old : 18,543: 2,512 1,108 0 14,463 16,147 16,975 17,255: 1,568 1,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 2,880: 18 0 0 2,736 2,107 2,754 2,107: 126 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 6.0 0.0 78.0 87.1 91.5 93.1: 8.5 6.9
Old : 100.0: 13.5 6.0 0.0 78.0 87.1 91.5 93.1: 8.5 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 : 25: 3 1 0 13 14 16 15:
Old : 25: 3 1 0 13 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 46.5 74.3 72.7 44.2 46.5 67.1 70.4
Old : 49.0 46.5 74.3 72.7 44.2 46.5 67.1 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 32,085: 0 1,785 0 26,906 29,309 26,906 31,094: 5,179 991
Old : 32,085: 0 1,785 0 26,906 29,309 26,906 31,094: 5,179 991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.0 83.9 91.3 83.9 96.9: 16.1 3.1
Old : 100.0: 0.0 5.6 0.0 83.9 91.3 83.9 96.9: 16.1 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 : 22: 0 2 0 12 11 12 13:
Old : 22: 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 : 60.0 81.1 79.7 91.6 60.0 81.1 79.7 89.6
Old : 60.0 81.1 79.7 91.6 60.0 81.1 79.7 89.6
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 89,816: 16,173 3,727 874 61,130 80,654 78,177 85,255: 11,639 4,561
Old : 89,816: 16,173 3,727 874 61,130 80,654 78,177 85,255: 11,639 4,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 14,871: 904 907 442 12,685 13,429 14,031 14,778: 840 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 4.1 1.0 68.1 89.8 87.0 94.9: 13.0 5.1
Old : 100.0: 18.0 4.1 1.0 68.1 89.8 87.0 94.9: 13.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 12 9 6 44 37 60 49:
Old : 84: 12 9 6 44 37 60 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 46.6 49.5 63.5 30.4 37.7 41.9 54.5
Old : 34.2 46.6 49.5 63.5 30.4 37.7 41.9 54.5
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 13, 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 : 63,723: 13,831 9,997 4,495 37,332 41,507 55,659 55,999: 8,065 7,724
Old : 63,723: 13,831 9,997 4,495 37,332 41,507 55,659 55,999: 8,065 7,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 11,219: 1,696 -899 1,177 7,409 10,627 10,282 10,905: 937 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 15.7 7.1 58.6 65.1 87.3 87.9: 12.7 12.1
Old : 100.0: 21.7 15.7 7.1 58.6 65.1 87.3 87.9: 12.7 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 : 270: 75 57 38 97 97 190 176:
Old : 270: 75 57 38 97 97 190 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 28.2 35.3 38.8 13.6 15.2 22.4 24.8
Old : 22.1 28.2 35.3 38.8 13.6 15.2 22.4 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 318,616: 69,154 49,983 22,476 186,662 207,535 278,293 279,995: 40,323 38,621
Old : 318,616: 69,154 49,983 22,476 186,662 207,535 278,293 279,995: 40,323 38,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 56,097: 8,482 -4,496 5,887 37,043 53,136 51,412 54,526: 4,686 1,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 15.7 7.1 58.6 65.1 87.3 87.9: 12.7 12.1
Old : 100.0: 21.7 15.7 7.1 58.6 65.1 87.3 87.9: 12.7 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 : 270: 75 57 38 97 97 190 176:
Old : 270: 75 57 38 97 97 190 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 28.2 35.3 38.8 13.6 15.2 22.4 24.8
Old : 22.1 28.2 35.3 38.8 13.6 15.2 22.4 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 126,773: 37,684 38,697 18,861 41,556 44,183 98,100 101,741: 28,673 25,033
Old : 126,773: 37,684 38,697 18,861 41,556 44,183 98,100 101,741: 28,673 25,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -9,058: -10,741 -4,381 -1,872 2,414 -1,899 -10,200 -8,152: 1,142 -906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 30.5 14.9 32.8 34.9 77.4 80.3: 22.6 19.7
Old : 100.0: 29.7 30.5 14.9 32.8 34.9 77.4 80.3: 22.6 19.7
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: 29 23 29 26 26 69 64:
Old : 87: 29 23 29 26 26 69 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 : 18.8 29.2 30.5 40.6 16.1 26.9 25.3 36.4
Old : 18.8 29.2 30.5 40.6 16.1 26.9 25.3 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 609,507: 119,901 115,832 30,093 426,671 434,321 576,665 580,246: 32,842 29,260
Old : 609,507: 119,901 115,832 30,093 426,671 434,321 576,665 580,246: 32,842 29,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 83,054: 14,091 4,846 15,795 38,152 48,168 68,038 68,809: 15,016 14,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 19.0 4.9 70.0 71.3 94.6 95.2: 5.4 4.8
Old : 100.0: 19.7 19.0 4.9 70.0 71.3 94.6 95.2: 5.4 4.8
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 : 297: 60 57 42 127 121 208 200:
Old : 297: 60 57 42 127 121 208 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 30.0 29.7 41.4 15.9 29.8 26.1 38.4
Old : 16.2 30.0 29.7 41.4 15.9 29.8 26.1 38.4
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 48,678: 19,494 10,992 422 21,955 33,175 41,871 44,589: 6,807 4,089
Old : 48,678: 19,494 10,992 422 21,955 33,175 41,871 44,589: 6,807 4,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -17,025: -5,611 -5,807 -3,628 -5,948 -6,870 -15,187 -16,305: -1,838 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 22.6 0.9 45.1 68.2 86.0 91.6: 14.0 8.4
Old : 100.0: 40.0 22.6 0.9 45.1 68.2 86.0 91.6: 14.0 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 18 10 2 16 12 35 23:
Old : 51: 18 10 2 16 12 35 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 69.4 59.1 80.4 45.4 69.4 59.1 80.4
Old : 45.4 69.4 59.1 80.4 45.4 69.4 59.1 80.4
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 65,052: 16,766 6,941 1,062 38,197 27,734 56,025 35,737: 9,027 29,315
Old : 65,052: 16,766 6,941 1,062 38,197 27,734 56,025 35,737: 9,027 29,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -25,021: -7,632 -7,477 -4,986 -6,806 -15,975 -19,424 -28,438: -5,597 3,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 10.7 1.6 58.7 42.6 86.1 54.9: 13.9 45.1
Old : 100.0: 25.8 10.7 1.6 58.7 42.6 86.1 54.9: 13.9 45.1
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 : 64: 21 11 3 26 16 49 28:
Old : 64: 21 11 3 26 16 49 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 36.3 52.1 43.4 36.4 36.2 51.2 42.4
Old : 37.3 36.3 52.1 43.4 36.4 36.2 51.2 42.4
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 107,038: 25,827 2,940 24,515 56,655 79,514 106,997 106,969: 41 69
Old : 107,038: 25,827 2,940 24,515 56,655 79,514 106,997 106,969: 41 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -771: 447 0 -239 -980 -580 -772 -819: 1 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 2.7 22.9 52.9 74.3 100.0 99.9: 0.0 0.1
Old : 100.0: 24.1 2.7 22.9 52.9 74.3 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 85.7 78.7 95.0 92.8 31.2 29.3 36.1 35.9
Old : 85.7 78.7 95.0 92.8 31.2 29.3 36.1 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2018