BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 03, 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 : 10,501: 821 1,463 1,763 6,835 6,248 9,420 9,474: 1,081 1,027
Old : 10,501: 821 1,463 1,763 6,835 6,248 9,420 9,474: 1,081 1,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -10: -5 -54 43 -80 4 -42 -7: 32 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.9 16.8 65.1 59.5 89.7 90.2: 10.3 9.8
Old : 100.0: 7.8 13.9 16.8 65.1 59.5 89.7 90.2: 10.3 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 10 12 21 20 34 38:
Old : 46: 9 10 12 21 20 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 39.8 54.2 55.3 35.6 37.4 48.4 46.7
Old : 36.7 39.8 54.2 55.3 35.6 37.4 48.4 46.7
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, April 03, 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 : 47,001: 12,823 4,988 15,151 14,772 16,262 42,746 36,400: 4,255 10,600
Old : 47,001: 12,823 4,988 15,151 14,772 16,262 42,746 36,400: 4,255 10,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 856: 176 -179 401 284 586 861 809: -6 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 10.6 32.2 31.4 34.6 90.9 77.4: 9.1 22.6
Old : 100.0: 27.3 10.6 32.2 31.4 34.6 90.9 77.4: 9.1 22.6
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 : 86: 23 23 28 34 30 72 66:
Old : 86: 23 23 28 34 30 72 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 26.8 50.1 45.1 27.1 19.8 34.7 24.8
Old : 30.9 26.8 50.1 45.1 27.1 19.8 34.7 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 03, 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 : 13,880: 894 715 3,063 9,060 8,929 13,017 12,708: 863 1,172
Old : 13,880: 894 715 3,063 9,060 8,929 13,017 12,708: 863 1,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 234: -55 99 -12 288 117 221 205: 13 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 5.2 22.1 65.3 64.3 93.8 91.6: 6.2 8.4
Old : 100.0: 6.4 5.2 22.1 65.3 64.3 93.8 91.6: 6.2 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 : 45: 5 10 10 27 22 39 35:
Old : 45: 5 10 10 27 22 39 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 : 28.5 28.6 49.3 50.1 21.8 25.2 37.0 32.8
Old : 28.5 28.6 49.3 50.1 21.8 25.2 37.0 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 03, 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 : 312,855: 66,508 59,274 110,172 111,426 103,906 288,107 273,352: 24,748 39,503
Old : 288,389: 59,931 62,387 100,307 105,665 89,944 265,904 252,639: 22,485 35,750
Other: 24,466: 11,941 2,251 4,501 5,761 13,961 22,203 20,713: 2,263 3,753
: : :
: : Changes in Commitments from: March 27, 2018 :
: 2,642: -523 1,596 2,611 1,288 -1,340 3,376 2,868: -734 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 18.9 35.2 35.6 33.2 92.1 87.4: 7.9 12.6
Old : 100.0: 20.8 21.6 34.8 36.6 31.2 92.2 87.6: 7.8 12.4
Other: 100.0: 48.8 9.2 18.4 23.5 57.1 90.7 84.7: 9.3 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 116 105 140 96 96 278 289:
Old : 341: 113 108 137 96 94 273 286:
Other: 121: 28 23 26 38 54 82 89:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 12.4 21.9 19.9 11.6 10.1 19.3 14.8
Old : 14.2 12.5 23.2 19.6 12.6 10.0 20.7 14.4
Other: 33.0 32.9 46.8 46.6 31.9 31.4 44.3 40.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 03, 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 : 440,204: 116,544 62,719 123,540 161,138 196,374 401,223 382,633: 38,981 57,570
Old : 440,204: 116,544 62,719 123,540 161,138 196,374 401,223 382,633: 38,981 57,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 9,046: 1,597 13,596 5,085 401 -8,128 7,083 10,553: 1,963 -1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 14.2 28.1 36.6 44.6 91.1 86.9: 8.9 13.1
Old : 100.0: 26.5 14.2 28.1 36.6 44.6 91.1 86.9: 8.9 13.1
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 : 439: 135 102 152 154 159 365 357:
Old : 439: 135 102 152 154 159 365 357:
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 : 13.5 12.0 22.2 18.5 13.4 11.8 21.9 17.4
Old : 13.5 12.0 22.2 18.5 13.4 11.8 21.9 17.4
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, April 03, 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 : 7,360: 3,864 1,238 886 936 3,784 5,687 5,908: 1,673 1,453
Old : 7,360: 3,864 1,238 886 936 3,784 5,687 5,908: 1,673 1,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 149: 144 63 -31 -32 1 81 33: 68 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 16.8 12.0 12.7 51.4 77.3 80.3: 22.7 19.7
Old : 100.0: 52.5 16.8 12.0 12.7 51.4 77.3 80.3: 22.7 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 : 71: 31 12 11 16 22 54 40:
Old : 71: 31 12 11 16 22 54 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 : 27.0 32.0 38.1 52.3 25.6 31.1 35.8 48.3
Old : 27.0 32.0 38.1 52.3 25.6 31.1 35.8 48.3
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, April 03, 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 : 68,089: 17,788 15,826 20,848 17,596 13,444 56,232 50,118: 11,857 17,971
Old : 68,089: 17,788 15,826 20,848 17,596 13,444 56,232 50,118: 11,857 17,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -3,326: 299 1,003 -2,635 -706 -605 -3,042 -2,238: -283 -1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 23.2 30.6 25.8 19.7 82.6 73.6: 17.4 26.4
Old : 100.0: 26.1 23.2 30.6 25.8 19.7 82.6 73.6: 17.4 26.4
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 : 241: 56 72 79 73 73 181 188:
Old : 241: 56 72 79 73 73 181 188:
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 : 15.3 11.8 25.5 20.4 13.4 8.9 19.6 15.4
Old : 15.3 11.8 25.5 20.4 13.4 8.9 19.6 15.4
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, April 03, 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 : 4,256: 267 2,979 255 2,623 681 3,145 3,915: 1,110 341
Old : 4,256: 267 2,979 255 2,623 681 3,145 3,915: 1,110 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -38: -10 11 -11 -13 -33 -35 -34: -3 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 70.0 6.0 61.6 16.0 73.9 92.0: 26.1 8.0
Old : 100.0: 6.3 70.0 6.0 61.6 16.0 73.9 92.0: 26.1 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 : 37.5 71.5 54.8 86.5 37.5 70.7 53.5 82.1
Old : 37.5 71.5 54.8 86.5 37.5 70.7 53.5 82.1
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, April 03, 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 : 41,360: 2,181 12,325 7,003 31,124 17,585 40,309 36,914: 1,051 4,446
Old : 41,360: 2,181 12,325 7,003 31,124 17,585 40,309 36,914: 1,051 4,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 128: 77 231 -167 241 -13 151 50: -22 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 29.8 16.9 75.3 42.5 97.5 89.3: 2.5 10.7
Old : 100.0: 5.3 29.8 16.9 75.3 42.5 97.5 89.3: 2.5 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 14 19 14 30 37 54 60:
Old : 77: 14 19 14 30 37 54 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 : 53.5 31.6 74.1 53.2 49.5 29.5 62.3 44.0
Old : 53.5 31.6 74.1 53.2 49.5 29.5 62.3 44.0
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, April 03, 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 : 28,550: 18,882 216 48 7,643 27,589 26,573 27,853: 1,977 697
Old : 28,550: 18,882 216 48 7,643 27,589 26,573 27,853: 1,977 697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -624: -72 -562 0 -276 -2 -348 -564: -276 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 0.8 0.2 26.8 96.6 93.1 97.6: 6.9 2.4
Old : 100.0: 66.1 0.8 0.2 26.8 96.6 93.1 97.6: 6.9 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: 17 2 1 4 5 21 8:
Old : 28: 17 2 1 4 5 21 8:
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 : 68.4 92.7 81.6 97.6 68.4 92.7 81.6 97.4
Old : 68.4 92.7 81.6 97.6 68.4 92.7 81.6 97.4
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, April 03, 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 : 151,412: 30,038 60,735 17,967 72,891 40,855 120,895 119,557: 30,517 31,855
Old : 151,412: 30,038 60,735 17,967 72,891 40,855 120,895 119,557: 30,517 31,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 478: -2,471 2,063 -610 688 650 -2,393 2,103: 2,871 -1,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 40.1 11.9 48.1 27.0 79.8 79.0: 20.2 21.0
Old : 100.0: 19.8 40.1 11.9 48.1 27.0 79.8 79.0: 20.2 21.0
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 : 103: 25 38 24 30 26 70 74:
Old : 103: 25 38 24 30 26 70 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 24.2 35.0 34.2 22.1 24.0 32.0 32.9
Old : 24.2 24.2 35.0 34.2 22.1 24.0 32.0 32.9
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, April 03, 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 : 49,357: 17,908 27,819 161 19,921 5,175 37,990 33,155: 11,367 16,202
Old : 49,357: 17,908 27,819 161 19,921 5,175 37,990 33,155: 11,367 16,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 4,238: 1,916 2,382 -4 3,264 1,214 5,176 3,592: -938 646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 56.4 0.3 40.4 10.5 77.0 67.2: 23.0 32.8
Old : 100.0: 36.3 56.4 0.3 40.4 10.5 77.0 67.2: 23.0 32.8
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 : 49: 13 16 2 13 9 27 26:
Old : 49: 13 16 2 13 9 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 33.4 49.7 45.5 34.1 33.4 49.7 45.4
Old : 34.1 33.4 49.7 45.5 34.1 33.4 49.7 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 03, 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 : 211,120: 137,023 37,998 452 64,901 169,706 202,376 208,156: 8,744 2,964
Old : 211,120: 137,023 37,998 452 64,901 169,706 202,376 208,156: 8,744 2,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 10,235: 6,773 -2,651 -86 3,337 13,469 10,023 10,732: 212 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 18.0 0.2 30.7 80.4 95.9 98.6: 4.1 1.4
Old : 100.0: 64.9 18.0 0.2 30.7 80.4 95.9 98.6: 4.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 100 30 4 13 28 114 61:
Old : 166: 100 30 4 13 28 114 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 63.9 56.4 75.1 39.5 63.6 56.2 74.9
Old : 39.5 63.9 56.4 75.1 39.5 63.6 56.2 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 03, 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 : 213,596: 85,869 44,492 24,758 64,157 119,446 174,785 188,696: 38,811 24,900
Old : 213,596: 85,869 44,492 24,758 64,157 119,446 174,785 188,696: 38,811 24,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -10,340: -2,122 -9,683 -3,336 -4,016 4,422 -9,474 -8,597: -866 -1,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 20.8 11.6 30.0 55.9 81.8 88.3: 18.2 11.7
Old : 100.0: 40.2 20.8 11.6 30.0 55.9 81.8 88.3: 18.2 11.7
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 : 125: 48 25 28 32 45 92 86:
Old : 125: 48 25 28 32 45 92 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 30.6 34.4 43.2 23.1 30.3 30.2 40.9
Old : 24.0 30.6 34.4 43.2 23.1 30.3 30.2 40.9
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, April 03, 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 : 184,509: 47,738 42,376 25,839 75,142 88,399 148,718 156,614: 35,790 27,895
Old : 184,509: 47,738 42,376 25,839 75,142 88,399 148,718 156,614: 35,790 27,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -12,959: -8,754 -17,152 -293 -1,574 3,735 -10,621 -13,710: -2,338 751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 23.0 14.0 40.7 47.9 80.6 84.9: 19.4 15.1
Old : 100.0: 25.9 23.0 14.0 40.7 47.9 80.6 84.9: 19.4 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 39 29 31 37 36 90 82:
Old : 118: 39 29 31 37 36 90 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 29.4 27.6 44.2 15.3 28.0 24.7 39.5
Old : 16.6 29.4 27.6 44.2 15.3 28.0 24.7 39.5
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, April 03, 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 : 572,873: 217,796 89,537 50,943 222,772 377,579 491,512 518,059: 81,361 54,814
Old : 572,873: 217,796 89,537 50,943 222,772 377,579 491,512 518,059: 81,361 54,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -18,966: -8,899 -4,823 254 -4,644 -13,025 -13,290 -17,595: -5,676 -1,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 15.6 8.9 38.9 65.9 85.8 90.4: 14.2 9.6
Old : 100.0: 38.0 15.6 8.9 38.9 65.9 85.8 90.4: 14.2 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 : 282: 111 66 69 82 67 212 185:
Old : 282: 111 66 69 82 67 212 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 44.5 24.2 53.0 16.5 44.3 23.0 51.9
Old : 17.1 44.5 24.2 53.0 16.5 44.3 23.0 51.9
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, April 03, 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 : 36,675: 13,041 3,917 26 9,175 27,646 22,242 31,589: 14,433 5,086
Old : 36,675: 13,041 3,917 26 9,175 27,646 22,242 31,589: 14,433 5,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 127: 47 -191 -42 -133 42 -128 -191: 255 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 10.7 0.1 25.0 75.4 60.6 86.1: 39.4 13.9
Old : 100.0: 35.6 10.7 0.1 25.0 75.4 60.6 86.1: 39.4 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 9 5 3 10 10 21 16:
Old : 27: 9 5 3 10 10 21 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 : 35.5 72.3 45.6 80.6 34.0 72.3 44.0 79.8
Old : 35.5 72.3 45.6 80.6 34.0 72.3 44.0 79.8
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, April 03, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 30,426: 4,372 27,160 0 23,702 2,022 28,074 29,182: 2,352 1,244
Old : 30,426: 4,372 27,160 0 23,702 2,022 28,074 29,182: 2,352 1,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -1,874: -4,953 3,822 -302 3,517 -5,586 -1,738 -2,066: -136 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 89.3 0.0 77.9 6.6 92.3 95.9: 7.7 4.1
Old : 100.0: 14.4 89.3 0.0 77.9 6.6 92.3 95.9: 7.7 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 : 24: 8 8 0 6 4 14 12:
Old : 24: 8 8 0 6 4 14 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 : 77.0 86.6 89.3 93.6 76.1 84.4 86.1 90.4
Old : 77.0 86.6 89.3 93.6 76.1 84.4 86.1 90.4
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, April 03, 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 : 47,079: 32,948 14,571 359 8,792 27,497 42,099 42,427: 4,980 4,652
Old : 47,079: 32,948 14,571 359 8,792 27,497 42,099 42,427: 4,980 4,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 351: 199 61 44 121 289 364 394: -13 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 31.0 0.8 18.7 58.4 89.4 90.1: 10.6 9.9
Old : 100.0: 70.0 31.0 0.8 18.7 58.4 89.4 90.1: 10.6 9.9
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 : 87: 45 25 3 10 8 56 35:
Old : 87: 45 25 3 10 8 56 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 : 31.6 61.0 49.1 72.7 31.6 59.5 49.1 71.2
Old : 31.6 61.0 49.1 72.7 31.6 59.5 49.1 71.2
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, April 03, 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 : 11,396: 9,003 1,092 562 200 9,028 9,765 10,682: 1,631 714
Old : 11,396: 9,003 1,092 562 200 9,028 9,765 10,682: 1,631 714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 190: -40 -111 0 200 229 160 118: 30 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 9.6 4.9 1.8 79.2 85.7 93.7: 14.3 6.3
Old : 100.0: 79.0 9.6 4.9 1.8 79.2 85.7 93.7: 14.3 6.3
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: 10 6 1 1 5 11 12:
Old : 22: 10 6 1 1 5 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 80.4 82.1 89.4 71.3 78.1 78.6 85.7
Old : 73.3 80.4 82.1 89.4 71.3 78.1 78.6 85.7
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, April 03, 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 :31,835,396: 884,303 3,907,544 15,501,826 14,778,366 11,035,004 31,164,495 30,444,374: 670,901 1,391,021
Old :31,835,396: 884,303 3,907,544 15,501,826 14,778,366 11,035,004 31,164,495 30,444,374: 670,901 1,391,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 417,435: -18,995 -26,219 263,416 133,141 173,340 377,562 410,537: 39,873 6,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 12.3 48.7 46.4 34.7 97.9 95.6: 2.1 4.4
Old : 100.0: 2.8 12.3 48.7 46.4 34.7 97.9 95.6: 2.1 4.4
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 : 341: 46 141 153 129 141 293 327:
Old : 341: 46 141 153 129 141 293 327:
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 : 26.9 18.6 42.4 33.9 18.4 9.9 21.9 12.3
Old : 26.9 18.6 42.4 33.9 18.4 9.9 21.9 12.3
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, April 03, 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 : 863,756: 110,037 71,534 132,555 496,618 553,895 739,210 757,984: 124,547 105,773
Old : 863,756: 110,037 71,534 132,555 496,618 553,895 739,210 757,984: 124,547 105,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 2,882: -1,152 666 -13,766 4,205 4,943 -10,713 -8,156: 13,595 11,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 8.3 15.3 57.5 64.1 85.6 87.8: 14.4 12.2
Old : 100.0: 12.7 8.3 15.3 57.5 64.1 85.6 87.8: 14.4 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 : 629: 168 135 152 245 254 480 474:
Old : 629: 168 135 152 245 254 480 474:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 14.9 20.5 25.2 6.7 12.1 11.1 18.5
Old : 12.0 14.9 20.5 25.2 6.7 12.1 11.1 18.5
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, April 03, 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 : 90,236: 9,243 8,612 12,226 45,561 19,168 67,031 40,007: 23,205 50,229
Old : 90,236: 9,243 8,612 12,226 45,561 19,168 67,031 40,007: 23,205 50,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 4,775: 3,035 504 -4,347 5,212 -4,153 3,901 -7,996: 875 12,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.5 13.5 50.5 21.2 74.3 44.3: 25.7 55.7
Old : 100.0: 10.2 9.5 13.5 50.5 21.2 74.3 44.3: 25.7 55.7
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 : 62: 13 17 21 28 24 54 49:
Old : 62: 13 17 21 28 24 54 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 : 20.0 15.3 33.5 25.2 18.1 11.9 30.0 18.3
Old : 20.0 15.3 33.5 25.2 18.1 11.9 30.0 18.3
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, April 03, 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 : 25,262: 0 1,624 0 24,362 23,239 24,362 24,863: 900 399
Old : 25,262: 0 1,624 0 24,362 23,239 24,362 24,863: 900 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 14: 0 0 0 88 288 88 288: -74 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 0.0 96.4 92.0 96.4 98.4: 3.6 1.6
Old : 100.0: 0.0 6.4 0.0 96.4 92.0 96.4 98.4: 3.6 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 : 22: 0 2 0 10 12 10 14:
Old : 22: 0 2 0 10 12 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 : 87.5 81.1 95.4 91.8 87.5 81.0 95.1 91.6
Old : 87.5 81.1 95.4 91.8 87.5 81.0 95.1 91.6
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, April 03, 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 : 13,087: 2,117 0 1 9,018 12,445 11,136 12,446: 1,951 641
Old : 13,087: 2,117 0 1 9,018 12,445 11,136 12,446: 1,951 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 1,585: -50 0 1 1,665 1,510 1,616 1,511: -31 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 0.0 0.0 68.9 95.1 85.1 95.1: 14.9 4.9
Old : 100.0: 16.2 0.0 0.0 68.9 95.1 85.1 95.1: 14.9 4.9
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 : 20: 4 0 1 9 9 13 10:
Old : 20: 4 0 1 9 9 13 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 : 47.4 77.4 69.6 95.1 43.9 77.4 66.0 91.6
Old : 47.4 77.4 69.6 95.1 43.9 77.4 66.0 91.6
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, April 03, 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 : 3,867,602: 548,674 359,314 556,938 2,255,283 2,673,633 3,360,895 3,589,885: 506,707 277,717
Old : 3,867,602: 548,674 359,314 556,938 2,255,283 2,673,633 3,360,895 3,589,885: 506,707 277,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -9,463: -11,019 10,729 -57,012 -5,035 45,482 -73,066 -800: 63,603 -8,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 9.3 14.4 58.3 69.1 86.9 92.8: 13.1 7.2
Old : 100.0: 14.2 9.3 14.4 58.3 69.1 86.9 92.8: 13.1 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 617: 162 131 144 241 251 468 461:
Old : 617: 162 131 144 241 251 468 461:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 16.1 21.7 27.0 7.0 13.8 11.7 20.9
Old : 12.6 16.1 21.7 27.0 7.0 13.8 11.7 20.9
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, April 03, 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 : 35,425: 13,767 320 0 19,268 34,740 33,035 35,060: 2,390 365
Old : 35,425: 13,767 320 0 19,268 34,740 33,035 35,060: 2,390 365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 4,855: -24 0 0 5,134 5,087 5,110 5,087: -255 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 0.9 0.0 54.4 98.1 93.3 99.0: 6.7 1.0
Old : 100.0: 38.9 0.9 0.0 54.4 98.1 93.3 99.0: 6.7 1.0
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 : 29: 8 1 0 8 14 16 15:
Old : 29: 8 1 0 8 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 : 63.8 67.6 79.2 91.0 62.0 67.6 77.2 91.0
Old : 63.8 67.6 79.2 91.0 62.0 67.6 77.2 91.0
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, April 03, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 25,589: 0 1,785 0 24,474 23,087 24,474 24,872: 1,115 717
Old : 25,589: 0 1,785 0 24,474 23,087 24,474 24,872: 1,115 717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 2,026: 0 0 0 1,887 2,038 1,887 2,038: 139 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 0.0 95.6 90.2 95.6 97.2: 4.4 2.8
Old : 100.0: 0.0 7.0 0.0 95.6 90.2 95.6 97.2: 4.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 10 10 10 12:
Old : 21: 0 2 0 10 10 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 82.6 93.1 92.6 70.8 82.6 93.1 92.5
Old : 70.8 82.6 93.1 92.6 70.8 82.6 93.1 92.5
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, April 03, 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 : 78,804: 12,930 2,412 909 54,269 70,957 68,108 74,278: 10,696 4,526
Old : 78,804: 12,930 2,412 909 54,269 70,957 68,108 74,278: 10,696 4,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -191: -2,276 599 -233 1,903 -394 -606 -28: 415 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 3.1 1.2 68.9 90.0 86.4 94.3: 13.6 5.7
Old : 100.0: 16.4 3.1 1.2 68.9 90.0 86.4 94.3: 13.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 10 6 4 44 33 56 41:
Old : 79: 10 6 4 44 33 56 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 48.9 52.2 67.1 36.1 48.8 49.0 67.0
Old : 36.1 48.9 52.2 67.1 36.1 48.8 49.0 67.0
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, April 03, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 55,264: 15,086 18,380 3,812 28,973 26,447 47,872 48,638: 7,392 6,625
Old : 55,264: 15,086 18,380 3,812 28,973 26,447 47,872 48,638: 7,392 6,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 4,039: 393 7,035 -119 3,720 -2,195 3,995 4,721: 45 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 33.3 6.9 52.4 47.9 86.6 88.0: 13.4 12.0
Old : 100.0: 27.3 33.3 6.9 52.4 47.9 86.6 88.0: 13.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 72 67 25 74 90 157 171:
Old : 267: 72 67 25 74 90 157 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 19.1 34.4 30.2 22.7 18.8 31.2 29.2
Old : 23.8 19.1 34.4 30.2 22.7 18.8 31.2 29.2
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, April 03, 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 : 276,318: 75,430 91,898 19,061 144,867 132,233 239,358 243,191: 36,960 33,127
Old : 276,318: 75,430 91,898 19,061 144,867 132,233 239,358 243,191: 36,960 33,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 20,197: 1,966 35,174 -593 18,600 -10,977 19,973 23,604: 224 -3,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 33.3 6.9 52.4 47.9 86.6 88.0: 13.4 12.0
Old : 100.0: 27.3 33.3 6.9 52.4 47.9 86.6 88.0: 13.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 72 67 25 74 90 157 171:
Old : 267: 72 67 25 74 90 157 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 19.1 34.4 30.2 22.7 18.8 31.2 29.2
Old : 23.8 19.1 34.4 30.2 22.7 18.8 31.2 29.2
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, April 03, 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 : 134,340: 46,310 43,645 18,632 44,911 43,372 109,854 105,649: 24,487 28,691
Old : 134,340: 46,310 43,645 18,632 44,911 43,372 109,854 105,649: 24,487 28,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 4,319: -5,637 1,866 782 7,845 234 2,991 2,882: 1,328 1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 32.5 13.9 33.4 32.3 81.8 78.6: 18.2 21.4
Old : 100.0: 34.5 32.5 13.9 33.4 32.3 81.8 78.6: 18.2 21.4
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 : 86: 29 26 23 22 23 58 65:
Old : 86: 29 26 23 22 23 58 65:
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 : 26.9 31.9 40.5 41.3 25.4 31.6 37.7 39.4
Old : 26.9 31.9 40.5 41.3 25.4 31.6 37.7 39.4
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, April 03, 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 : 491,386: 107,581 88,277 19,661 346,763 367,484 474,005 475,423: 17,381 15,963
Old : 491,386: 107,581 88,277 19,661 346,763 367,484 474,005 475,423: 17,381 15,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -969: -12,693 -6,096 703 12,524 4,710 534 -682: -1,503 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 18.0 4.0 70.6 74.8 96.5 96.8: 3.5 3.2
Old : 100.0: 21.9 18.0 4.0 70.6 74.8 96.5 96.8: 3.5 3.2
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 : 285: 70 41 28 113 101 190 163:
Old : 285: 70 41 28 113 101 190 163:
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 : 18.0 36.9 29.9 47.5 16.8 36.9 27.9 45.5
Old : 18.0 36.9 29.9 47.5 16.8 36.9 27.9 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 03, 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 : 44,359: 15,415 4,487 896 21,544 36,119 37,855 41,502: 6,504 2,857
Old : 44,359: 15,415 4,487 896 21,544 36,119 37,855 41,502: 6,504 2,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -2,953: -3,431 -145 884 -841 -2,492 -3,388 -1,753: 435 -1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 10.1 2.0 48.6 81.4 85.3 93.6: 14.7 6.4
Old : 100.0: 34.8 10.1 2.0 48.6 81.4 85.3 93.6: 14.7 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 : 42: 15 4 3 17 11 32 18:
Old : 42: 15 4 3 17 11 32 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 : 41.7 77.5 58.7 88.1 41.7 77.5 58.3 87.0
Old : 41.7 77.5 58.7 88.1 41.7 77.5 58.3 87.0
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, April 03, 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 : 64,511: 15,479 11,583 941 39,413 34,066 55,833 46,590: 8,678 17,921
Old : 64,511: 15,479 11,583 941 39,413 34,066 55,833 46,590: 8,678 17,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -2,283: 1,478 130 -160 -3,463 3,357 -2,145 3,327: -138 -5,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 18.0 1.5 61.1 52.8 86.5 72.2: 13.5 27.8
Old : 100.0: 24.0 18.0 1.5 61.1 52.8 86.5 72.2: 13.5 27.8
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 : 63: 22 12 3 23 17 46 31:
Old : 63: 22 12 3 23 17 46 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 40.7 59.5 50.7 44.8 40.6 57.7 50.2
Old : 45.6 40.7 59.5 50.7 44.8 40.6 57.7 50.2
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, April 03, 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 : 107,179: 27,066 2,940 23,711 56,356 80,435 107,133 107,086: 46 93
Old : 107,179: 27,066 2,940 23,711 56,356 80,435 107,133 107,086: 46 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 80: -34 0 40 72 40 78 80: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 2.7 22.1 52.6 75.0 100.0 99.9: 0.0 0.1
Old : 100.0: 25.3 2.7 22.1 52.6 75.0 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 1 2 14 16 26 19:
Old : 35: 11 1 2 14 16 26 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 : 86.4 78.7 95.8 92.5 31.2 29.1 35.5 34.8
Old : 86.4 78.7 95.8 92.5 31.2 29.1 35.5 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2018