MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 22,652: 2,060 5,600 120 20,472 16,932 22,652 22,652: 0 0
Old : 22,652: 2,060 5,600 120 20,472 16,932 22,652 22,652: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 1,320: 0 600 0 1,320 720 1,320 1,320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 24.7 0.5 90.4 74.7 100.0 100.0: 0.0 0.0
Old : 100.0: 9.1 24.7 0.5 90.4 74.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 9 1 8 8 11 17:
Old : 21: 2 9 1 8 8 11 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 : 93.7 73.7 98.6 90.5 74.9 53.4 75.5 70.2
Old : 93.7 73.7 98.6 90.5 74.9 53.4 75.5 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 11,111: 1,394 861 1,866 7,195 7,727 10,455 10,454: 656 656
Old : 11,111: 1,394 861 1,866 7,195 7,727 10,455 10,454: 656 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,430: 30 -29 -228 -1,156 -1,197 -1,354 -1,454: -75 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.8 16.8 64.8 69.5 94.1 94.1: 5.9 5.9
Old : 100.0: 12.5 7.8 16.8 64.8 69.5 94.1 94.1: 5.9 5.9
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 : 48: 9 8 13 25 24 38 41:
Old : 48: 9 8 13 25 24 38 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 : 33.4 34.7 55.8 54.8 31.3 33.5 47.5 44.9
Old : 33.4 34.7 55.8 54.8 31.3 33.5 47.5 44.9
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, July 10, 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 : 49,918: 15,483 3,125 15,798 13,436 17,063 44,716 35,987: 5,201 13,931
Old : 49,918: 15,483 3,125 15,798 13,436 17,063 44,716 35,987: 5,201 13,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,621: 1,064 19 -1,148 -3,085 -2,288 -3,169 -3,417: 547 795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 6.3 31.6 26.9 34.2 89.6 72.1: 10.4 27.9
Old : 100.0: 31.0 6.3 31.6 26.9 34.2 89.6 72.1: 10.4 27.9
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 : 73: 21 17 24 28 27 58 59:
Old : 73: 21 17 24 28 27 58 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 21.5 52.1 32.4 26.9 13.7 36.8 17.9
Old : 33.8 21.5 52.1 32.4 26.9 13.7 36.8 17.9
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, July 10, 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 : 11,488: 1,136 493 2,491 7,043 7,824 10,671 10,809: 818 679
Old : 11,488: 1,136 493 2,491 7,043 7,824 10,671 10,809: 818 679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,282: 402 139 -623 -1,229 -811 -1,450 -1,294: 168 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 4.3 21.7 61.3 68.1 92.9 94.1: 7.1 5.9
Old : 100.0: 9.9 4.3 21.7 61.3 68.1 92.9 94.1: 7.1 5.9
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 : 47: 9 7 10 27 22 40 35:
Old : 47: 9 7 10 27 22 40 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 : 30.0 38.3 46.7 57.8 20.2 23.7 31.8 33.3
Old : 30.0 38.3 46.7 57.8 20.2 23.7 31.8 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 292,256: 69,311 72,842 90,093 113,243 92,652 272,647 255,587: 19,609 36,669
Old : 193,471: 60,445 63,819 52,513 67,677 53,516 180,634 169,847: 12,837 23,624
Other: 98,785: 24,743 24,899 21,704 45,566 39,136 92,013 85,740: 6,772 13,045
: : :
: : Changes in Commitments from: July 3, 2018 :
: 7,032: 3,247 5,154 2,972 300 -1,490 6,519 6,635: 513 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 24.9 30.8 38.7 31.7 93.3 87.5: 6.7 12.5
Old : 100.0: 31.2 33.0 27.1 35.0 27.7 93.4 87.8: 6.6 12.2
Other: 100.0: 25.0 25.2 22.0 46.1 39.6 93.1 86.8: 6.9 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 92 97 114 78 81 237 230:
Old : 278: 88 94 96 75 77 216 215:
Other: 182: 56 45 47 53 64 133 135:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 11.5 25.7 20.2 15.0 10.2 24.3 15.9
Old : 15.2 13.7 24.8 22.4 15.2 13.6 24.4 20.6
Other: 23.3 19.3 39.4 29.4 23.2 17.9 37.3 25.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 373,122: 106,469 53,690 95,901 138,434 178,171 340,805 327,762: 32,317 45,359
Old : 373,122: 106,469 53,690 95,901 138,434 178,171 340,805 327,762: 32,317 45,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -4,960: 1,806 -17,542 -1,914 -5,301 13,615 -5,408 -5,840: 448 880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 14.4 25.7 37.1 47.8 91.3 87.8: 8.7 12.2
Old : 100.0: 28.5 14.4 25.7 37.1 47.8 91.3 87.8: 8.7 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 : 405: 133 93 146 131 135 335 314:
Old : 405: 133 93 146 131 135 335 314:
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 13.3 21.3 22.3 12.7 13.0 21.3 20.8
Old : 12.7 13.3 21.3 22.3 12.7 13.0 21.3 20.8
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 6,187: 2,471 1,646 528 1,680 2,873 4,679 5,048: 1,508 1,140
Old : 6,187: 2,471 1,646 528 1,680 2,873 4,679 5,048: 1,508 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -167: -137 21 -9 36 -134 -111 -123: -56 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 26.6 8.5 27.2 46.4 75.6 81.6: 24.4 18.4
Old : 100.0: 39.9 26.6 8.5 27.2 46.4 75.6 81.6: 24.4 18.4
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 : 60: 21 15 12 14 19 43 41:
Old : 60: 21 15 12 14 19 43 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 : 32.8 37.3 43.4 54.0 32.8 36.9 42.7 50.6
Old : 32.8 37.3 43.4 54.0 32.8 36.9 42.7 50.6
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, July 10, 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 : 55,937: 13,934 11,169 15,692 18,682 13,383 48,307 40,244: 7,629 15,693
Old : 55,937: 13,934 11,169 15,692 18,682 13,383 48,307 40,244: 7,629 15,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 283: 618 -429 -99 -256 477 263 -52: 20 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 20.0 28.1 33.4 23.9 86.4 71.9: 13.6 28.1
Old : 100.0: 24.9 20.0 28.1 33.4 23.9 86.4 71.9: 13.6 28.1
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 : 203: 56 58 61 57 60 151 149:
Old : 203: 56 58 61 57 60 151 149:
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 13.2 30.5 21.8 15.7 7.9 22.5 12.4
Old : 19.2 13.2 30.5 21.8 15.7 7.9 22.5 12.4
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, July 10, 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 : 4,752: 0 3,308 99 3,576 850 3,674 4,257: 1,078 495
Old : 4,752: 0 3,308 99 3,576 850 3,674 4,257: 1,078 495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -213: 0 -60 -82 -93 -26 -175 -167: -38 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 69.6 2.1 75.2 17.9 77.3 89.6: 22.7 10.4
Old : 100.0: 0.0 69.6 2.1 75.2 17.9 77.3 89.6: 22.7 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 5 2 14 5 16 10:
Old : 20: 0 5 2 14 5 16 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 : 37.3 72.1 59.0 89.4 36.0 71.8 57.5 85.7
Old : 37.3 72.1 59.0 89.4 36.0 71.8 57.5 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 36,816: 2,224 13,040 5,620 28,002 14,134 35,846 32,795: 971 4,022
Old : 36,816: 2,224 13,040 5,620 28,002 14,134 35,846 32,795: 971 4,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,286: 64 -28 -608 -1,885 -2,036 -2,430 -2,672: 143 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 35.4 15.3 76.1 38.4 97.4 89.1: 2.6 10.9
Old : 100.0: 6.0 35.4 15.3 76.1 38.4 97.4 89.1: 2.6 10.9
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 : 67: 8 19 12 31 33 48 55:
Old : 67: 8 19 12 31 33 48 55:
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 : 48.6 35.9 66.0 56.9 45.9 34.7 61.5 51.5
Old : 48.6 35.9 66.0 56.9 45.9 34.7 61.5 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 22,412: 10,418 4,052 15 9,981 16,836 20,414 20,903: 1,998 1,509
Old : 22,412: 10,418 4,052 15 9,981 16,836 20,414 20,903: 1,998 1,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 2,284: 1,985 1,191 3 136 1,298 2,124 2,492: 160 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 18.1 0.1 44.5 75.1 91.1 93.3: 8.9 6.7
Old : 100.0: 46.5 18.1 0.1 44.5 75.1 91.1 93.3: 8.9 6.7
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 : 27: 11 5 2 3 8 16 13:
Old : 27: 11 5 2 3 8 16 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 : 78.8 69.2 87.2 86.5 78.8 69.2 87.2 86.5
Old : 78.8 69.2 87.2 86.5 78.8 69.2 87.2 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 178,111: 25,260 78,973 15,865 107,804 48,006 148,929 142,844: 29,181 35,266
Old : 178,111: 25,260 78,973 15,865 107,804 48,006 148,929 142,844: 29,181 35,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -8,349: 2,919 4,845 -7,254 -3,989 -3,518 -8,324 -5,928: -25 -2,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 44.3 8.9 60.5 27.0 83.6 80.2: 16.4 19.8
Old : 100.0: 14.2 44.3 8.9 60.5 27.0 83.6 80.2: 16.4 19.8
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 : 110: 16 49 20 34 30 64 85:
Old : 110: 16 49 20 34 30 64 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 19.7 46.9 31.1 36.4 19.5 45.5 30.7
Old : 37.3 19.7 46.9 31.1 36.4 19.5 45.5 30.7
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, July 10, 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 : 91,804: 8,308 48,734 858 75,975 13,696 85,142 63,288: 6,662 28,516
Old : 91,804: 8,308 48,734 858 75,975 13,696 85,142 63,288: 6,662 28,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,609: -1,291 -1,881 -675 251 560 -1,715 -1,996: 107 388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 53.1 0.9 82.8 14.9 92.7 68.9: 7.3 31.1
Old : 100.0: 9.0 53.1 0.9 82.8 14.9 92.7 68.9: 7.3 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 : 54: 7 23 3 14 15 23 39:
Old : 54: 7 23 3 14 15 23 39:
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 : 72.9 26.4 81.9 38.7 72.9 26.4 81.7 38.7
Old : 72.9 26.4 81.9 38.7 72.9 26.4 81.7 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 142,692: 66,827 38,629 3,864 67,364 94,875 138,055 137,367: 4,637 5,324
Old : 142,692: 66,827 38,629 3,864 67,364 94,875 138,055 137,367: 4,637 5,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -3,484: 5,871 -16,452 -104 -10,127 14,744 -4,360 -1,811: 876 -1,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 27.1 2.7 47.2 66.5 96.8 96.3: 3.2 3.7
Old : 100.0: 46.8 27.1 2.7 47.2 66.5 96.8 96.3: 3.2 3.7
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 : 127: 44 52 12 13 24 65 80:
Old : 127: 44 52 12 13 24 65 80:
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 : 67.6 51.0 77.6 63.6 67.6 51.0 77.1 63.0
Old : 67.6 51.0 77.6 63.6 67.6 51.0 77.1 63.0
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, July 10, 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 : 214,660: 34,103 71,957 25,801 127,880 74,930 187,784 172,688: 26,876 41,972
Old : 214,660: 34,103 71,957 25,801 127,880 74,930 187,784 172,688: 26,876 41,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -12,768: -4,469 1,614 -7,873 -2,852 -4,434 -15,193 -10,693: 2,426 -2,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 33.5 12.0 59.6 34.9 87.5 80.4: 12.5 19.6
Old : 100.0: 15.9 33.5 12.0 59.6 34.9 87.5 80.4: 12.5 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 : 114: 27 39 26 32 38 73 89:
Old : 114: 27 39 26 32 38 73 89:
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 20.6 51.9 31.6 39.2 20.0 47.7 29.5
Old : 39.5 20.6 51.9 31.6 39.2 20.0 47.7 29.5
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, July 10, 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 : 207,324: 58,567 100,495 19,907 106,589 41,673 185,063 162,075: 22,261 45,248
Old : 207,324: 58,567 100,495 19,907 106,589 41,673 185,063 162,075: 22,261 45,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 11,559: 11,885 12,873 -4,203 5,833 -1,915 13,516 6,755: -1,957 4,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 48.5 9.6 51.4 20.1 89.3 78.2: 10.7 21.8
Old : 100.0: 28.2 48.5 9.6 51.4 20.1 89.3 78.2: 10.7 21.8
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 : 134: 34 48 29 39 32 85 97:
Old : 134: 34 48 29 39 32 85 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 27.2 36.4 38.2 21.6 27.2 34.6 36.9
Old : 22.2 27.2 36.4 38.2 21.6 27.2 34.6 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 544,672: 182,949 155,756 47,178 241,098 273,309 471,225 476,242: 73,448 68,430
Old : 544,672: 182,949 155,756 47,178 241,098 273,309 471,225 476,242: 73,448 68,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -36,509: -178 2,518 -20,008 -13,054 -22,638 -33,239 -40,128: -3,269 3,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 28.6 8.7 44.3 50.2 86.5 87.4: 13.5 12.6
Old : 100.0: 33.6 28.6 8.7 44.3 50.2 86.5 87.4: 13.5 12.6
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 : 289: 96 81 64 86 77 203 201:
Old : 289: 96 81 64 86 77 203 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 33.5 27.0 45.0 16.4 33.0 24.1 43.3
Old : 18.1 33.5 27.0 45.0 16.4 33.0 24.1 43.3
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, July 10, 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 : 33,066: 9,652 4,458 546 8,996 24,405 19,194 29,409: 13,872 3,657
Old : 33,066: 9,652 4,458 546 8,996 24,405 19,194 29,409: 13,872 3,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -215: -1,178 -67 253 26 -486 -899 -300: 684 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 13.5 1.7 27.2 73.8 58.0 88.9: 42.0 11.1
Old : 100.0: 29.2 13.5 1.7 27.2 73.8 58.0 88.9: 42.0 11.1
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 : 28: 8 7 3 9 10 19 18:
Old : 28: 8 7 3 9 10 19 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 : 32.0 67.9 43.2 77.5 29.4 64.7 40.1 74.3
Old : 32.0 67.9 43.2 77.5 29.4 64.7 40.1 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 46,125: 7,080 34,400 231 37,335 9,038 44,646 43,669: 1,479 2,456
Old : 46,125: 7,080 34,400 231 37,335 9,038 44,646 43,669: 1,479 2,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 845: 1,200 -36 -21 -466 641 713 584: 132 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 74.6 0.5 80.9 19.6 96.8 94.7: 3.2 5.3
Old : 100.0: 15.3 74.6 0.5 80.9 19.6 96.8 94.7: 3.2 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 : 40: 12 17 4 5 9 19 28:
Old : 40: 12 17 4 5 9 19 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.4 73.9 91.7 83.5 75.8 71.9 85.9 78.3
Old : 81.4 73.9 91.7 83.5 75.8 71.9 85.9 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 52,787: 13,170 39,744 488 36,806 5,564 50,464 45,796: 2,323 6,991
Old : 52,787: 13,170 39,744 488 36,806 5,564 50,464 45,796: 2,323 6,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -889: -1,352 -1,182 30 994 94 -328 -1,058: -561 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 75.3 0.9 69.7 10.5 95.6 86.8: 4.4 13.2
Old : 100.0: 24.9 75.3 0.9 69.7 10.5 95.6 86.8: 4.4 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 17 62 7 16 8 38 72:
Old : 101: 17 62 7 16 8 38 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 31.0 71.4 47.6 53.6 30.8 71.4 45.2
Old : 53.6 31.0 71.4 47.6 53.6 30.8 71.4 45.2
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :26,212,551: 788,236 3,623,550 11,326,822 13,453,880 9,894,977 25,568,938 24,845,348: 643,614 1,367,203
Old :26,212,551: 788,236 3,623,550 11,326,822 13,453,880 9,894,977 25,568,938 24,845,348: 643,614 1,367,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 639,551: -14,881 121,687 353,170 297,612 132,726 635,901 607,583: 3,650 31,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 13.8 43.2 51.3 37.7 97.5 94.8: 2.5 5.2
Old : 100.0: 3.0 13.8 43.2 51.3 37.7 97.5 94.8: 2.5 5.2
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 : 316: 61 117 136 116 126 266 299:
Old : 316: 61 117 136 116 126 266 299:
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 : 27.6 16.4 40.8 30.1 19.4 10.3 24.0 13.1
Old : 27.6 16.4 40.8 30.1 19.4 10.3 24.0 13.1
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 2,622: 1,808 2,139 113 0 0 1,921 2,252: 701 370
Old : 2,622: 1,808 2,139 113 0 0 1,921 2,252: 701 370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 108: 128 50 65 0 0 193 115: -85 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 81.6 4.3 0.0 0.0 73.3 85.9: 26.7 14.1
Old : 100.0: 69.0 81.6 4.3 0.0 0.0 73.3 85.9: 26.7 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 18 19 4 0 0 21 20:
Old : 37: 18 19 4 0 0 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 50.5 54.3 66.0 40.6 50.1 54.3 64.6
Old : 40.6 50.5 54.3 66.0 40.6 50.1 54.3 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 6,670: 37 1,608 2,021 4,222 2,511 6,280 6,140: 390 530
Old : 6,670: 37 1,608 2,021 4,222 2,511 6,280 6,140: 390 530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 749: 36 -238 172 601 645 809 579: -60 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 24.1 30.3 63.3 37.6 94.2 92.1: 5.8 7.9
Old : 100.0: 0.6 24.1 30.3 63.3 37.6 94.2 92.1: 5.8 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 : 20: 2 8 8 4 7 13 18:
Old : 20: 2 8 8 4 7 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 37.7 88.9 65.1 52.7 30.7 52.7 44.9
Old : 75.4 37.7 88.9 65.1 52.7 30.7 52.7 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 777,507: 105,981 72,238 133,531 444,454 477,314 683,967 683,083: 93,540 94,423
Old : 777,507: 105,981 72,238 133,531 444,454 477,314 683,967 683,083: 93,540 94,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 27,690: -1,905 -1,258 13,289 17,216 8,870 28,600 20,901: -911 6,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 9.3 17.2 57.2 61.4 88.0 87.9: 12.0 12.1
Old : 100.0: 13.6 9.3 17.2 57.2 61.4 88.0 87.9: 12.0 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 : 647: 176 137 173 244 254 494 491:
Old : 647: 176 137 173 244 254 494 491:
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 : 10.9 16.8 18.9 25.8 7.1 12.0 12.6 18.7
Old : 10.9 16.8 18.9 25.8 7.1 12.0 12.6 18.7
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, July 10, 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 : 84,799: 7,488 4,169 12,768 44,987 33,578 65,243 50,515: 19,556 34,284
Old : 84,799: 7,488 4,169 12,768 44,987 33,578 65,243 50,515: 19,556 34,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 7,424: 1,858 1,603 2,765 2,759 419 7,382 4,787: 42 2,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 4.9 15.1 53.1 39.6 76.9 59.6: 23.1 40.4
Old : 100.0: 8.8 4.9 15.1 53.1 39.6 76.9 59.6: 23.1 40.4
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 : 58: 16 13 24 19 22 47 48:
Old : 58: 16 13 24 19 22 47 48:
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 : 37.4 26.7 51.5 36.7 37.0 24.2 45.5 31.7
Old : 37.4 26.7 51.5 36.7 37.0 24.2 45.5 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 25,261: 10,706 0 0 12,230 24,733 22,936 24,733: 2,325 528
Old : 25,261: 10,706 0 0 12,230 24,733 22,936 24,733: 2,325 528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -926: -1,097 0 0 71 -761 -1,026 -761: 100 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 0.0 0.0 48.4 97.9 90.8 97.9: 9.2 2.1
Old : 100.0: 42.4 0.0 0.0 48.4 97.9 90.8 97.9: 9.2 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 : 26: 4 0 0 13 10 17 10:
Old : 26: 4 0 0 13 10 17 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 : 65.5 79.4 80.4 95.9 65.5 79.4 79.2 95.9
Old : 65.5 79.4 80.4 95.9 65.5 79.4 79.2 95.9
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, July 10, 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 : 3,463,536: 501,520 349,398 594,763 1,997,336 2,218,679 3,093,619 3,162,840: 369,917 300,696
Old : 3,463,536: 501,520 349,398 594,763 1,997,336 2,218,679 3,093,619 3,162,840: 369,917 300,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 101,328: -16,154 -11,644 49,959 72,286 42,252 106,092 80,567: -4,764 20,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 10.1 17.2 57.7 64.1 89.3 91.3: 10.7 8.7
Old : 100.0: 14.5 10.1 17.2 57.7 64.1 89.3 91.3: 10.7 8.7
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 : 635: 171 133 166 240 252 480 482:
Old : 635: 171 133 166 240 252 480 482:
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 : 11.1 18.5 19.5 28.2 8.0 16.0 14.1 22.9
Old : 11.1 18.5 19.5 28.2 8.0 16.0 14.1 22.9
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, July 10, 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 : 27,264: 2,005 0 0 23,266 26,648 25,271 26,648: 1,993 616
Old : 27,264: 2,005 0 0 23,266 26,648 25,271 26,648: 1,993 616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -177: -349 0 0 -26 77 -375 77: 198 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 0.0 85.3 97.7 92.7 97.7: 7.3 2.3
Old : 100.0: 7.4 0.0 0.0 85.3 97.7 92.7 97.7: 7.3 2.3
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 : 23: 5 0 0 10 10 15 10:
Old : 23: 5 0 0 10 10 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 83.6 82.7 95.0 68.9 83.6 78.9 91.9
Old : 71.6 83.6 82.7 95.0 68.9 83.6 78.9 91.9
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, July 10, 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 : 12,762: 2,307 1,396 18 8,493 10,707 10,818 12,121: 1,944 641
Old : 12,762: 2,307 1,396 18 8,493 10,707 10,818 12,121: 1,944 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 216: -193 -116 -89 159 268 -123 63: 339 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 10.9 0.1 66.5 83.9 84.8 95.0: 15.2 5.0
Old : 100.0: 18.1 10.9 0.1 66.5 83.9 84.8 95.0: 15.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 1 1 7 12 11 14:
Old : 22: 4 1 1 7 12 11 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 : 53.5 48.5 77.1 78.9 50.7 48.5 74.3 78.9
Old : 53.5 48.5 77.1 78.9 50.7 48.5 74.3 78.9
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, July 10, 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 : 26,339: 0 890 0 24,605 24,356 24,605 25,246: 1,734 1,093
Old : 26,339: 0 890 0 24,605 24,356 24,605 25,246: 1,734 1,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,631: -174 -461 -91 -1,807 216 -2,072 -336: 441 -1,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 0.0 93.4 92.5 93.4 95.9: 6.6 4.1
Old : 100.0: 0.0 3.4 0.0 93.4 92.5 93.4 95.9: 6.6 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 : 21: 0 1 0 11 10 11 11:
Old : 21: 0 1 0 11 10 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 79.6 90.6 92.2 75.6 79.6 89.4 92.2
Old : 75.6 79.6 90.6 92.2 75.6 79.6 89.4 92.2
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, July 10, 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 : 84,466: 21,274 2,732 856 50,484 76,542 72,614 80,130: 11,852 4,336
Old : 84,466: 21,274 2,732 856 50,484 76,542 72,614 80,130: 11,852 4,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 572: -131 414 -311 1,991 -469 1,549 -366: -977 938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 3.2 1.0 59.8 90.6 86.0 94.9: 14.0 5.1
Old : 100.0: 25.2 3.2 1.0 59.8 90.6 86.0 94.9: 14.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 16 5 7 47 35 64 46:
Old : 86: 16 5 7 47 35 64 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 42.4 44.8 63.9 32.8 42.2 44.0 63.5
Old : 32.8 42.4 44.8 63.9 32.8 42.2 44.0 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 52,214: 19,573 15,220 2,318 22,904 26,858 44,795 44,396: 7,419 7,818
Old : 52,214: 19,573 15,220 2,318 22,904 26,858 44,795 44,396: 7,419 7,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 431: 1,280 287 -19 -431 146 830 413: -399 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 29.1 4.4 43.9 51.4 85.8 85.0: 14.2 15.0
Old : 100.0: 37.5 29.1 4.4 43.9 51.4 85.8 85.0: 14.2 15.0
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 : 271: 66 71 41 74 95 161 186:
Old : 271: 66 71 41 74 95 161 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 18.3 33.2 29.7 21.0 18.3 32.7 29.2
Old : 21.2 18.3 33.2 29.7 21.0 18.3 32.7 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, July 10, 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 : 261,071: 97,863 76,099 11,591 114,520 134,290 223,974 221,980: 37,097 39,091
Old : 261,071: 97,863 76,099 11,591 114,520 134,290 223,974 221,980: 37,097 39,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 2,156: 6,400 1,435 -96 -2,154 728 4,151 2,067: -1,994 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 29.1 4.4 43.9 51.4 85.8 85.0: 14.2 15.0
Old : 100.0: 37.5 29.1 4.4 43.9 51.4 85.8 85.0: 14.2 15.0
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 : 271: 66 71 41 74 95 161 186:
Old : 271: 66 71 41 74 95 161 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 18.3 33.2 29.7 21.0 18.3 32.7 29.2
Old : 21.2 18.3 33.2 29.7 21.0 18.3 32.7 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, July 10, 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 : 152,934: 29,816 70,450 13,183 90,597 28,308 133,596 111,941: 19,338 40,993
Old : 152,934: 29,816 70,450 13,183 90,597 28,308 133,596 111,941: 19,338 40,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -10,938: -3,318 -527 -5,192 -988 -3,457 -9,499 -9,176: -1,439 -1,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 46.1 8.6 59.2 18.5 87.4 73.2: 12.6 26.8
Old : 100.0: 19.5 46.1 8.6 59.2 18.5 87.4 73.2: 12.6 26.8
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 : 91: 19 39 19 24 25 54 72:
Old : 91: 19 39 19 24 25 54 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 22.6 58.1 33.0 44.7 22.2 55.6 32.5
Old : 45.3 22.6 58.1 33.0 44.7 22.2 55.6 32.5
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, July 10, 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 : 580,983: 158,151 113,538 16,363 379,742 432,593 554,256 562,494: 26,727 18,488
Old : 580,983: 158,151 113,538 16,363 379,742 432,593 554,256 562,494: 26,727 18,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 16,196: 75 5,991 -192 15,336 10,189 15,219 15,987: 978 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 19.5 2.8 65.4 74.5 95.4 96.8: 4.6 3.2
Old : 100.0: 27.2 19.5 2.8 65.4 74.5 95.4 96.8: 4.6 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 : 319: 76 53 24 123 112 209 179:
Old : 319: 76 53 24 123 112 209 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 34.8 30.2 47.0 17.3 34.8 28.4 45.6
Old : 18.0 34.8 30.2 47.0 17.3 34.8 28.4 45.6
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, July 10, 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 : 30,547: 6,083 12,596 238 18,254 15,394 24,575 28,228: 5,972 2,319
Old : 30,547: 6,083 12,596 238 18,254 15,394 24,575 28,228: 5,972 2,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,305: 237 -1,326 25 -1,574 1,186 -1,312 -115: 7 -1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 41.2 0.8 59.8 50.4 80.4 92.4: 19.6 7.6
Old : 100.0: 19.9 41.2 0.8 59.8 50.4 80.4 92.4: 19.6 7.6
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 : 45: 13 9 2 16 11 31 20:
Old : 45: 13 9 2 16 11 31 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 53.1 51.9 75.2 36.1 53.1 51.9 75.1
Old : 36.1 53.1 51.9 75.2 36.1 53.1 51.9 75.1
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, July 10, 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 : 53,783: 18,502 1,847 1,372 24,505 38,660 44,379 41,879: 9,404 11,904
Old : 53,783: 18,502 1,847 1,372 24,505 38,660 44,379 41,879: 9,404 11,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -326: -1,681 -1,669 44 500 15,129 -1,137 13,504: 811 -13,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 3.4 2.6 45.6 71.9 82.5 77.9: 17.5 22.1
Old : 100.0: 34.4 3.4 2.6 45.6 71.9 82.5 77.9: 17.5 22.1
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 : 60: 18 6 4 23 25 42 34:
Old : 60: 18 6 4 23 25 42 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 47.0 49.6 57.8 29.4 46.8 48.2 56.6
Old : 30.5 47.0 49.6 57.8 29.4 46.8 48.2 56.6
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, July 10, 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 : 113,725: 12,735 2,940 250 100,708 110,462 113,693 113,652: 32 73
Old : 113,725: 12,735 2,940 250 100,708 110,462 113,693 113,652: 32 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 1,188: -102 200 0 1,290 1,008 1,188 1,208: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 2.6 0.2 88.6 97.1 100.0 99.9: 0.0 0.1
Old : 100.0: 11.2 2.6 0.2 88.6 97.1 100.0 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 1 16 18 25 20:
Old : 33: 9 1 1 16 18 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.6 76.7 91.8 92.6 30.3 23.9 34.6 32.5
Old : 83.6 76.7 91.8 92.6 30.3 23.9 34.6 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2018