BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 10,176: 904 1,040 1,737 6,494 6,744 9,135 9,522: 1,041 654
Old : 10,176: 904 1,040 1,737 6,494 6,744 9,135 9,522: 1,041 654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 269: -13 -61 207 83 113 276 259: -7 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 10.2 17.1 63.8 66.3 89.8 93.6: 10.2 6.4
Old : 100.0: 8.9 10.2 17.1 63.8 66.3 89.8 93.6: 10.2 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 : 44: 8 9 14 20 21 34 38:
Old : 44: 8 9 14 20 21 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 : 40.5 38.7 57.1 53.9 35.8 36.1 47.5 47.9
Old : 40.5 38.7 57.1 53.9 35.8 36.1 47.5 47.9
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, May 15, 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 : 44,674: 13,523 6,187 11,812 13,910 17,917 39,244 35,916: 5,430 8,759
Old : 44,674: 13,523 6,187 11,812 13,910 17,917 39,244 35,916: 5,430 8,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 2,799: 948 921 221 839 1,141 2,007 2,283: 792 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 13.8 26.4 31.1 40.1 87.8 80.4: 12.2 19.6
Old : 100.0: 30.3 13.8 26.4 31.1 40.1 87.8 80.4: 12.2 19.6
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: 30 16 25 35 30 75 61:
Old : 86: 30 16 25 35 30 75 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 : 29.6 28.8 46.1 43.9 25.3 22.6 33.7 28.4
Old : 29.6 28.8 46.1 43.9 25.3 22.6 33.7 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 11,808: 751 695 2,745 7,615 7,728 11,111 11,168: 698 641
Old : 11,808: 751 695 2,745 7,615 7,728 11,111 11,168: 698 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 292: -15 230 -2 214 134 197 362: 94 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 5.9 23.2 64.5 65.4 94.1 94.6: 5.9 5.4
Old : 100.0: 6.4 5.9 23.2 64.5 65.4 94.1 94.6: 5.9 5.4
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 : 48: 7 9 11 28 22 41 36:
Old : 48: 7 9 11 28 22 41 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 32.1 43.4 49.9 20.1 25.6 32.0 34.6
Old : 26.3 32.1 43.4 49.9 20.1 25.6 32.0 34.6
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, May 15, 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 : 293,640: 60,624 65,772 96,181 113,913 94,635 270,719 256,588: 22,922 37,053
Old : 252,863: 55,138 66,398 79,209 98,926 75,997 233,272 221,603: 19,590 31,260
Other: 40,777: 12,400 6,287 10,059 14,988 18,639 37,446 34,985: 3,331 5,793
: : :
: : Changes in Commitments from: May 8, 2018 :
: -5,311: 180 -282 -5,484 1,387 -17 -3,916 -5,783: -1,395 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 22.4 32.8 38.8 32.2 92.2 87.4: 7.8 12.6
Old : 100.0: 21.8 26.3 31.3 39.1 30.1 92.3 87.6: 7.7 12.4
Other: 100.0: 30.4 15.4 24.7 36.8 45.7 91.8 85.8: 8.2 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 100 100 132 89 83 258 263:
Old : 317: 99 103 127 85 83 247 261:
Other: 143: 36 28 33 48 56 97 108:
:----------------------------------------------------------------------------------------------------
: 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 10.9 23.7 18.1 11.6 10.2 20.8 15.5
Old : 15.3 12.0 24.5 19.1 12.7 11.7 22.0 17.6
Other: 27.0 27.3 40.0 40.9 27.0 26.0 37.0 31.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 432,373: 107,195 87,774 115,966 165,297 176,463 388,458 380,204: 43,915 52,169
Old : 432,373: 107,195 87,774 115,966 165,297 176,463 388,458 380,204: 43,915 52,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 4,232: -2,065 3,753 -718 3,852 -48 1,069 2,986: 3,163 1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 20.3 26.8 38.2 40.8 89.8 87.9: 10.2 12.1
Old : 100.0: 24.8 20.3 26.8 38.2 40.8 89.8 87.9: 10.2 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 : 447: 130 122 157 161 162 373 371:
Old : 447: 130 122 157 161 162 373 371:
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 : 12.7 10.8 20.6 17.7 12.7 10.6 20.6 16.6
Old : 12.7 10.8 20.6 17.7 12.7 10.6 20.6 16.6
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, May 15, 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 : 7,484: 3,806 1,348 904 889 3,715 5,599 5,966: 1,886 1,518
Old : 7,484: 3,806 1,348 904 889 3,715 5,599 5,966: 1,886 1,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 166: -17 -15 246 11 -105 241 126: -75 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 18.0 12.1 11.9 49.6 74.8 79.7: 25.2 20.3
Old : 100.0: 50.8 18.0 12.1 11.9 49.6 74.8 79.7: 25.2 20.3
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 : 78: 36 16 14 13 21 58 45:
Old : 78: 36 16 14 13 21 58 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 30.7 34.8 49.7 23.1 30.1 31.7 45.2
Old : 24.4 30.7 34.8 49.7 23.1 30.1 31.7 45.2
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, May 15, 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 : 57,504: 12,152 14,670 16,189 18,267 12,462 46,608 43,321: 10,896 14,182
Old : 57,504: 12,152 14,670 16,189 18,267 12,462 46,608 43,321: 10,896 14,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 2,928: 328 1,337 1,914 164 -364 2,406 2,886: 522 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 25.5 28.2 31.8 21.7 81.1 75.3: 18.9 24.7
Old : 100.0: 21.1 25.5 28.2 31.8 21.7 81.1 75.3: 18.9 24.7
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 : 211: 48 64 61 70 60 152 162:
Old : 211: 48 64 61 70 60 152 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 13.4 27.5 22.8 13.1 9.3 19.6 15.1
Old : 16.1 13.4 27.5 22.8 13.1 9.3 19.6 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 3,980: 0 2,647 163 2,835 779 2,998 3,589: 982 391
Old : 3,980: 0 2,647 163 2,835 779 2,998 3,589: 982 391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 149: -235 24 13 568 107 346 144: -198 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 66.5 4.1 71.2 19.6 75.3 90.2: 24.7 9.8
Old : 100.0: 0.0 66.5 4.1 71.2 19.6 75.3 90.2: 24.7 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 : 23: 0 8 5 14 6 19 14:
Old : 23: 0 8 5 14 6 19 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 : 34.6 68.1 58.3 85.8 33.8 67.6 56.9 82.9
Old : 34.6 68.1 58.3 85.8 33.8 67.6 56.9 82.9
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, May 15, 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 : 33,597: 1,664 10,608 5,243 25,497 14,595 32,404 30,446: 1,192 3,151
Old : 33,597: 1,664 10,608 5,243 25,497 14,595 32,404 30,446: 1,192 3,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 747: -102 229 -85 634 610 448 754: 299 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 31.6 15.6 75.9 43.4 96.5 90.6: 3.5 9.4
Old : 100.0: 5.0 31.6 15.6 75.9 43.4 96.5 90.6: 3.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 11 17 12 28 33 48 53:
Old : 70: 11 17 12 28 33 48 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 34.5 70.9 56.2 46.8 33.7 61.8 50.6
Old : 51.8 34.5 70.9 56.2 46.8 33.7 61.8 50.6
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, May 15, 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 : 26,991: 12,309 1,446 7 12,393 23,345 24,709 24,798: 2,282 2,193
Old : 26,991: 12,309 1,446 7 12,393 23,345 24,709 24,798: 2,282 2,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -2,326: -1,178 -2,663 7 -1,681 0 -2,852 -2,656: 526 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 5.4 0.0 45.9 86.5 91.5 91.9: 8.5 8.1
Old : 100.0: 45.6 5.4 0.0 45.9 86.5 91.5 91.9: 8.5 8.1
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 : 26: 9 6 1 6 6 16 12:
Old : 26: 9 6 1 6 6 16 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 : 58.6 82.6 84.3 90.2 58.6 82.6 84.2 90.2
Old : 58.6 82.6 84.3 90.2 58.6 82.6 84.2 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 150,115: 29,069 53,147 16,363 73,531 46,100 118,963 115,610: 31,152 34,505
Old : 150,115: 29,069 53,147 16,363 73,531 46,100 118,963 115,610: 31,152 34,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -649: -2,839 -685 -947 2,546 254 -1,240 -1,378: 591 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 35.4 10.9 49.0 30.7 79.2 77.0: 20.8 23.0
Old : 100.0: 19.4 35.4 10.9 49.0 30.7 79.2 77.0: 20.8 23.0
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 : 95: 24 29 22 28 29 64 69:
Old : 95: 24 29 22 28 29 64 69:
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 : 24.1 23.7 38.5 36.3 22.1 23.4 32.7 34.6
Old : 24.1 23.7 38.5 36.3 22.1 23.4 32.7 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, May 15, 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 : 105,453: 25,724 62,499 958 72,036 11,220 98,718 74,678: 6,735 30,775
Old : 105,453: 25,724 62,499 958 72,036 11,220 98,718 74,678: 6,735 30,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 5,833: 34 3,867 305 5,240 953 5,579 5,125: 254 708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 59.3 0.9 68.3 10.6 93.6 70.8: 6.4 29.2
Old : 100.0: 24.4 59.3 0.9 68.3 10.6 93.6 70.8: 6.4 29.2
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 : 66: 9 32 3 16 14 27 47:
Old : 66: 9 32 3 16 14 27 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 28.9 77.4 41.9 63.8 28.9 77.4 41.9
Old : 63.8 28.9 77.4 41.9 63.8 28.9 77.4 41.9
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 184,194: 86,290 33,443 1,749 90,563 144,289 178,602 179,481: 5,592 4,713
Old : 184,194: 86,290 33,443 1,749 90,563 144,289 178,602 179,481: 5,592 4,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -16,062: -23,623 -223 714 8,321 -18,059 -14,589 -17,568: -1,474 1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 18.2 0.9 49.2 78.3 97.0 97.4: 3.0 2.6
Old : 100.0: 46.8 18.2 0.9 49.2 78.3 97.0 97.4: 3.0 2.6
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 : 128: 53 44 10 15 24 72 74:
Old : 128: 53 44 10 15 24 72 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 : 61.3 57.2 71.6 75.5 59.1 56.7 68.9 73.8
Old : 61.3 57.2 71.6 75.5 59.1 56.7 68.9 73.8
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, May 15, 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 : 236,118: 61,360 53,151 34,003 107,360 116,652 202,723 203,807: 33,395 32,311
Old : 236,118: 61,360 53,151 34,003 107,360 116,652 202,723 203,807: 33,395 32,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 2,934: -3,559 813 1,955 6,393 474 4,789 3,241: -1,855 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 22.5 14.4 45.5 49.4 85.9 86.3: 14.1 13.7
Old : 100.0: 26.0 22.5 14.4 45.5 49.4 85.9 86.3: 14.1 13.7
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: 44 30 30 30 41 86 90:
Old : 125: 44 30 30 30 41 86 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 26.6 40.8 37.9 27.3 25.1 34.9 35.2
Old : 29.5 26.6 40.8 37.9 27.3 25.1 34.9 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 201,147: 59,799 59,330 29,726 83,335 77,259 172,860 166,315: 28,286 34,831
Old : 201,147: 59,799 59,330 29,726 83,335 77,259 172,860 166,315: 28,286 34,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 12,716: 10,830 977 6,408 -3,929 2,408 13,309 9,793: -593 2,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 29.5 14.8 41.4 38.4 85.9 82.7: 14.1 17.3
Old : 100.0: 29.7 29.5 14.8 41.4 38.4 85.9 82.7: 14.1 17.3
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 : 128: 39 37 33 40 36 91 94:
Old : 128: 39 37 33 40 36 91 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 28.4 29.9 41.1 16.7 26.7 25.7 37.3
Old : 19.2 28.4 29.9 41.1 16.7 26.7 25.7 37.3
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, May 15, 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 : 596,415: 205,881 105,948 65,497 245,015 361,092 516,393 532,537: 80,022 63,878
Old : 596,415: 205,881 105,948 65,497 245,015 361,092 516,393 532,537: 80,022 63,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -6,993: -14,560 -2,013 5,745 4,838 -14,174 -3,978 -10,442: -3,015 3,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 17.8 11.0 41.1 60.5 86.6 89.3: 13.4 10.7
Old : 100.0: 34.5 17.8 11.0 41.1 60.5 86.6 89.3: 13.4 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 : 278: 103 69 74 79 70 207 190:
Old : 278: 103 69 74 79 70 207 190:
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 39.2 26.2 47.4 15.9 39.0 22.7 46.1
Old : 16.6 39.2 26.2 47.4 15.9 39.0 22.7 46.1
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, May 15, 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 : 35,107: 12,215 5,053 360 8,838 26,195 21,413 31,608: 13,694 3,499
Old : 35,107: 12,215 5,053 360 8,838 26,195 21,413 31,608: 13,694 3,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 8: -259 -41 45 -41 -131 -255 -127: 263 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 14.4 1.0 25.2 74.6 61.0 90.0: 39.0 10.0
Old : 100.0: 34.8 14.4 1.0 25.2 74.6 61.0 90.0: 39.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 10 8 5 9 9 22 19:
Old : 30: 10 8 5 9 9 22 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 : 33.2 72.6 43.7 80.7 31.6 72.2 41.6 80.0
Old : 33.2 72.6 43.7 80.7 31.6 72.2 41.6 80.0
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, May 15, 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 : 39,889: 7,635 33,320 86 30,517 4,366 38,238 37,772: 1,651 2,117
Old : 39,889: 7,635 33,320 86 30,517 4,366 38,238 37,772: 1,651 2,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 442: 418 361 79 -121 -216 376 224: 66 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 83.5 0.2 76.5 10.9 95.9 94.7: 4.1 5.3
Old : 100.0: 19.1 83.5 0.2 76.5 10.9 95.9 94.7: 4.1 5.3
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 : 41: 14 15 2 6 8 20 25:
Old : 41: 14 15 2 6 8 20 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 76.8 87.8 84.6 72.3 76.8 87.1 84.6
Old : 72.6 76.8 87.8 84.6 72.3 76.8 87.1 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 59,874: 28,754 26,801 440 27,040 26,376 56,234 53,617: 3,640 6,257
Old : 59,874: 28,754 26,801 440 27,040 26,376 56,234 53,617: 3,640 6,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 10,149: -250 10,343 182 9,943 -1,005 9,875 9,520: 274 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 44.8 0.7 45.2 44.1 93.9 89.5: 6.1 10.5
Old : 100.0: 48.0 44.8 0.7 45.2 44.1 93.9 89.5: 6.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 28 43 8 13 10 45 57:
Old : 91: 28 43 8 13 10 45 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 46.5 69.2 60.9 53.5 45.5 69.1 59.2
Old : 53.6 46.5 69.2 60.9 53.5 45.5 69.1 59.2
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 12,193: 9,384 2,874 451 1,121 7,551 10,956 10,876: 1,237 1,317
Old : 12,193: 9,384 2,874 451 1,121 7,551 10,956 10,876: 1,237 1,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,713: 1,785 1,706 -34 -74 4 1,677 1,676: 36 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 23.6 3.7 9.2 61.9 89.9 89.2: 10.1 10.8
Old : 100.0: 77.0 23.6 3.7 9.2 61.9 89.9 89.2: 10.1 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 : 26: 11 10 1 1 4 13 14:
Old : 26: 11 10 1 1 4 13 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 : 62.0 71.0 83.3 82.7 62.0 70.8 81.6 80.0
Old : 62.0 71.0 83.3 82.7 62.0 70.8 81.6 80.0
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, May 15, 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 :31,004,463: 912,319 3,722,037 14,583,293 14,849,564 11,295,882 30,345,176 29,601,212: 659,287 1,403,251
Old :31,004,463: 912,319 3,722,037 14,583,293 14,849,564 11,295,882 30,345,176 29,601,212: 659,287 1,403,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -594,551: 3,981 -296,510 -182,136 -384,010 -35,074 -562,165 -513,720: -32,386 -80,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 12.0 47.0 47.9 36.4 97.9 95.5: 2.1 4.5
Old : 100.0: 2.9 12.0 47.0 47.9 36.4 97.9 95.5: 2.1 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 : 342: 58 129 149 127 139 288 327:
Old : 342: 58 129 149 127 139 288 327:
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 : 27.2 17.6 41.8 32.5 18.0 8.7 21.5 11.9
Old : 27.2 17.6 41.8 32.5 18.0 8.7 21.5 11.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 2,505: 1,675 2,052 26 0 0 1,701 2,078: 804 427
Old : 2,505: 1,675 2,052 26 0 0 1,701 2,078: 804 427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 20: 0 -23 6 0 0 6 -17: 14 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 81.9 1.0 0.0 0.0 67.9 83.0: 32.1 17.0
Old : 100.0: 66.9 81.9 1.0 0.0 0.0 67.9 83.0: 32.1 17.0
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 : 28: 12 16 2 0 0 13 17:
Old : 28: 12 16 2 0 0 13 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 : 45.5 53.0 60.8 70.5 45.5 53.0 60.5 70.5
Old : 45.5 53.0 60.8 70.5 45.5 53.0 60.5 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 883,274: 100,679 62,343 139,939 502,887 554,237 743,506 756,520: 139,769 126,754
Old : 883,274: 100,679 62,343 139,939 502,887 554,237 743,506 756,520: 139,769 126,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 19,675: 619 -9,006 2,294 12,707 20,878 15,621 14,166: 4,054 5,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 7.1 15.8 56.9 62.7 84.2 85.6: 15.8 14.4
Old : 100.0: 11.4 7.1 15.8 56.9 62.7 84.2 85.6: 15.8 14.4
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 : 636: 176 125 156 258 253 496 473:
Old : 636: 176 125 156 258 253 496 473:
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 : 11.6 14.3 19.2 24.1 6.3 11.1 10.6 17.1
Old : 11.6 14.3 19.2 24.1 6.3 11.1 10.6 17.1
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, May 15, 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 : 125,259: 11,057 8,186 12,400 78,802 33,090 102,259 53,676: 23,000 71,583
Old : 125,259: 11,057 8,186 12,400 78,802 33,090 102,259 53,676: 23,000 71,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 3,926: 412 -842 1,627 1,192 132 3,231 917: 696 3,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 6.5 9.9 62.9 26.4 81.6 42.9: 18.4 57.1
Old : 100.0: 8.8 6.5 9.9 62.9 26.4 81.6 42.9: 18.4 57.1
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 : 69: 17 14 22 31 24 60 49:
Old : 69: 17 14 22 31 24 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 : 30.7 22.8 44.6 29.1 30.0 18.8 43.1 23.3
Old : 30.7 22.8 44.6 29.1 30.0 18.8 43.1 23.3
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, May 15, 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 : 25,448: 0 2,531 0 24,653 22,254 24,653 24,785: 795 663
Old : 25,448: 0 2,531 0 24,653 22,254 24,653 24,785: 795 663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -437: 0 -6 0 -195 -247 -195 -253: -242 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 0.0 96.9 87.4 96.9 97.4: 3.1 2.6
Old : 100.0: 0.0 9.9 0.0 96.9 87.4 96.9 97.4: 3.1 2.6
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 3 0 10 13 10 16:
Old : 24: 0 3 0 10 13 10 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 : 85.9 69.2 95.9 83.6 85.9 69.2 95.1 83.6
Old : 85.9 69.2 95.9 83.6 85.9 69.2 95.1 83.6
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, May 15, 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 : 29,085: 9,652 538 0 17,293 27,826 26,945 28,364: 2,140 721
Old : 29,085: 9,652 538 0 17,293 27,826 26,945 28,364: 2,140 721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 6,157: 6,134 0 0 92 6,136 6,226 6,136: -69 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 1.8 0.0 59.5 95.7 92.6 97.5: 7.4 2.5
Old : 100.0: 33.2 1.8 0.0 59.5 95.7 92.6 97.5: 7.4 2.5
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 : 31: 8 1 0 12 12 20 13:
Old : 31: 8 1 0 12 12 20 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 : 51.0 71.3 70.7 92.3 50.1 71.3 69.7 92.3
Old : 51.0 71.3 70.7 92.3 50.1 71.3 69.7 92.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 3,790,075: 509,066 331,746 576,738 2,120,427 2,605,736 3,206,231 3,514,221: 583,844 275,855
Old : 3,790,075: 509,066 331,746 576,738 2,120,427 2,605,736 3,206,231 3,514,221: 583,844 275,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 78,743: -797 -42,658 5,171 57,578 103,733 61,951 66,246: 16,792 12,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.8 15.2 55.9 68.8 84.6 92.7: 15.4 7.3
Old : 100.0: 13.4 8.8 15.2 55.9 68.8 84.6 92.7: 15.4 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 : 618: 169 120 151 251 248 477 462:
Old : 618: 169 120 151 251 248 477 462:
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 : 12.8 16.4 20.6 26.8 7.3 16.1 12.0 22.5
Old : 12.8 16.4 20.6 26.8 7.3 16.1 12.0 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 31,635: 3,815 0 0 25,579 30,958 29,394 30,958: 2,241 677
Old : 31,635: 3,815 0 0 25,579 30,958 29,394 30,958: 2,241 677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 240: -31 0 0 203 87 172 87: 68 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 0.0 0.0 80.9 97.9 92.9 97.9: 7.1 2.1
Old : 100.0: 12.1 0.0 0.0 80.9 97.9 92.9 97.9: 7.1 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 : 29: 7 0 0 12 13 19 13:
Old : 29: 7 0 0 12 13 19 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 : 62.4 75.4 74.4 92.0 60.1 75.4 72.1 91.9
Old : 62.4 75.4 74.4 92.0 60.1 75.4 72.1 91.9
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, May 15, 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 : 8,048: 600 700 0 6,093 6,688 6,693 7,388: 1,355 660
Old : 8,048: 600 700 0 6,093 6,688 6,693 7,388: 1,355 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -24: 0 0 0 92 -131 92 -131: -116 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 8.7 0.0 75.7 83.1 83.2 91.8: 16.8 8.2
Old : 100.0: 7.5 8.7 0.0 75.7 83.1 83.2 91.8: 16.8 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 0 9 8 10 10:
Old : 20: 1 2 0 9 8 10 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 : 53.1 60.3 77.1 85.0 53.1 60.3 77.1 85.0
Old : 53.1 60.3 77.1 85.0 53.1 60.3 77.1 85.0
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, May 15, 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 : 10,798: 2,855 1,517 0 6,298 8,675 9,153 10,192: 1,645 606
Old : 10,798: 2,855 1,517 0 6,298 8,675 9,153 10,192: 1,645 606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 307: 619 0 0 -290 511 329 511: -22 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 14.0 0.0 58.3 80.3 84.8 94.4: 15.2 5.6
Old : 100.0: 26.4 14.0 0.0 58.3 80.3 84.8 94.4: 15.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 1 0 8 13 12 14:
Old : 23: 4 1 0 8 13 12 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 : 60.9 51.7 78.3 78.3 60.5 51.3 77.9 78.0
Old : 60.9 51.7 78.3 78.3 60.5 51.3 77.9 78.0
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, May 15, 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 : 27,297: 200 1,351 0 26,007 25,385 26,207 26,736: 1,090 561
Old : 27,297: 200 1,351 0 26,007 25,385 26,207 26,736: 1,090 561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -1,662: 0 0 0 -1,699 -1,620 -1,699 -1,620: 37 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 4.9 0.0 95.3 93.0 96.0 97.9: 4.0 2.1
Old : 100.0: 0.7 4.9 0.0 95.3 93.0 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 : 22: 1 1 0 13 8 14 9:
Old : 22: 1 1 0 13 8 14 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 : 68.1 88.1 87.5 97.1 68.1 88.1 87.5 95.9
Old : 68.1 88.1 87.5 97.1 68.1 88.1 87.5 95.9
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, May 15, 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 : 77,138: 15,246 3,900 89 51,001 69,057 66,336 73,046: 10,802 4,092
Old : 77,138: 15,246 3,900 89 51,001 69,057 66,336 73,046: 10,802 4,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 476: 718 194 14 -655 343 77 551: 399 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 5.1 0.1 66.1 89.5 86.0 94.7: 14.0 5.3
Old : 100.0: 19.8 5.1 0.1 66.1 89.5 86.0 94.7: 14.0 5.3
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 : 80: 13 7 3 41 34 56 42:
Old : 80: 13 7 3 41 34 56 42:
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 46.9 50.4 65.3 34.2 46.8 48.1 64.3
Old : 34.2 46.9 50.4 65.3 34.2 46.8 48.1 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 53,476: 14,099 14,097 2,571 29,706 27,146 46,376 43,814: 7,100 9,663
Old : 53,476: 14,099 14,097 2,571 29,706 27,146 46,376 43,814: 7,100 9,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 2,948: 1,724 482 -455 929 575 2,198 602: 750 2,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 26.4 4.8 55.6 50.8 86.7 81.9: 13.3 18.1
Old : 100.0: 26.4 26.4 4.8 55.6 50.8 86.7 81.9: 13.3 18.1
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 : 275: 62 72 24 84 99 158 183:
Old : 275: 62 72 24 84 99 158 183:
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 : 25.4 13.4 35.0 23.9 24.0 12.8 32.7 23.1
Old : 25.4 13.4 35.0 23.9 24.0 12.8 32.7 23.1
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, May 15, 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 : 267,382: 70,496 70,484 12,854 148,532 135,731 231,882 219,069: 35,501 48,313
Old : 267,382: 70,496 70,484 12,854 148,532 135,731 231,882 219,069: 35,501 48,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 14,742: 8,622 2,410 -2,274 4,645 2,876 10,992 3,012: 3,750 11,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 26.4 4.8 55.6 50.8 86.7 81.9: 13.3 18.1
Old : 100.0: 26.4 26.4 4.8 55.6 50.8 86.7 81.9: 13.3 18.1
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 : 275: 62 72 24 84 99 158 183:
Old : 275: 62 72 24 84 99 158 183:
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 : 25.4 13.4 35.0 23.9 24.0 12.8 32.7 23.1
Old : 25.4 13.4 35.0 23.9 24.0 12.8 32.7 23.1
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, May 15, 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 : 197,734: 72,110 93,510 17,139 86,920 45,347 176,170 155,997: 21,564 41,737
Old : 197,734: 72,110 93,510 17,139 86,920 45,347 176,170 155,997: 21,564 41,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 12,242: 9,228 15,288 -478 7,074 -3,917 15,824 10,893: -3,582 1,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 47.3 8.7 44.0 22.9 89.1 78.9: 10.9 21.1
Old : 100.0: 36.5 47.3 8.7 44.0 22.9 89.1 78.9: 10.9 21.1
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 : 94: 23 39 23 21 25 53 78:
Old : 94: 23 39 23 21 25 53 78:
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 30.7 63.6 39.5 46.0 30.5 61.2 39.3
Old : 47.4 30.7 63.6 39.5 46.0 30.5 61.2 39.3
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, May 15, 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 : 521,439: 142,660 91,069 14,019 343,667 400,124 500,346 505,213: 21,093 16,226
Old : 521,439: 142,660 91,069 14,019 343,667 400,124 500,346 505,213: 21,093 16,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 2,585: 15,120 664 -6,441 -6,519 8,078 2,160 2,301: 426 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 17.5 2.7 65.9 76.7 96.0 96.9: 4.0 3.1
Old : 100.0: 27.4 17.5 2.7 65.9 76.7 96.0 96.9: 4.0 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 : 304: 71 50 24 114 112 193 178:
Old : 304: 71 50 24 114 112 193 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 38.3 29.7 50.0 16.3 38.3 27.9 48.3
Old : 17.5 38.3 29.7 50.0 16.3 38.3 27.9 48.3
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, May 15, 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 : 44,659: 15,731 5,032 1,122 21,488 34,976 38,341 41,130: 6,318 3,529
Old : 44,659: 15,731 5,032 1,122 21,488 34,976 38,341 41,130: 6,318 3,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -547: -826 -374 124 65 -60 -637 -310: 90 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 11.3 2.5 48.1 78.3 85.9 92.1: 14.1 7.9
Old : 100.0: 35.2 11.3 2.5 48.1 78.3 85.9 92.1: 14.1 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 4 2 16 9 34 15:
Old : 43: 18 4 2 16 9 34 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 : 37.6 77.2 53.7 88.8 37.6 77.2 53.7 86.6
Old : 37.6 77.2 53.7 88.8 37.6 77.2 53.7 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 61,995: 12,583 15,628 841 39,349 26,215 52,773 42,684: 9,222 19,311
Old : 61,995: 12,583 15,628 841 39,349 26,215 52,773 42,684: 9,222 19,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -4,935: -526 -605 -144 -3,467 -3,553 -4,137 -4,302: -798 -633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 25.2 1.4 63.5 42.3 85.1 68.9: 14.9 31.1
Old : 100.0: 20.3 25.2 1.4 63.5 42.3 85.1 68.9: 14.9 31.1
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 : 66: 14 18 6 27 15 45 35:
Old : 66: 14 18 6 27 15 45 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 : 46.1 28.6 61.1 43.1 45.1 28.5 59.5 43.0
Old : 46.1 28.6 61.1 43.1 45.1 28.5 59.5 43.0
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, May 15, 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 : 108,970: 30,890 2,940 23,266 54,763 82,671 108,919 108,877: 51 93
Old : 108,970: 30,890 2,940 23,266 54,763 82,671 108,919 108,877: 51 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 362: 798 0 22 -460 340 360 362: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 2.7 21.4 50.3 75.9 100.0 99.9: 0.0 0.1
Old : 100.0: 28.3 2.7 21.4 50.3 75.9 100.0 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 : 33: 9 1 2 14 16 24 19:
Old : 33: 9 1 2 14 16 24 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 : 88.3 76.9 95.3 92.2 34.1 28.4 36.2 34.8
Old : 88.3 76.9 95.3 92.2 34.1 28.4 36.2 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 18, 2018