BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 11,468: 1,454 1,032 1,817 7,541 8,073 10,812 10,922: 656 546
Old : 11,468: 1,454 1,032 1,817 7,541 8,073 10,812 10,922: 656 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 224: 58 78 -21 201 194 238 250: -14 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 9.0 15.8 65.8 70.4 94.3 95.2: 5.7 4.8
Old : 100.0: 12.7 9.0 15.8 65.8 70.4 94.3 95.2: 5.7 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 7 11 14 25 24 39 42:
Old : 49: 7 11 14 25 24 39 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 : 34.4 34.1 55.6 54.3 32.5 33.0 48.9 45.1
Old : 34.4 34.1 55.6 54.3 32.5 33.0 48.9 45.1
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 24, 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 : 50,741: 15,902 3,968 16,337 13,538 17,216 45,778 37,522: 4,963 13,219
Old : 50,741: 15,902 3,968 16,337 13,538 17,216 45,778 37,522: 4,963 13,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,426: 752 572 577 282 626 1,611 1,775: -185 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 7.8 32.2 26.7 33.9 90.2 73.9: 9.8 26.1
Old : 100.0: 31.3 7.8 32.2 26.7 33.9 90.2 73.9: 9.8 26.1
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 : 78: 20 21 28 30 28 62 65:
Old : 78: 20 21 28 30 28 62 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 22.1 52.3 33.6 27.8 13.9 37.5 18.8
Old : 34.9 22.1 52.3 33.6 27.8 13.9 37.5 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 11,817: 1,182 546 2,507 7,417 8,177 11,107 11,230: 710 587
Old : 11,817: 1,182 546 2,507 7,417 8,177 11,107 11,230: 710 587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -193: 118 -146 -170 4 183 -48 -132: -144 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 4.6 21.2 62.8 69.2 94.0 95.0: 6.0 5.0
Old : 100.0: 10.0 4.6 21.2 62.8 69.2 94.0 95.0: 6.0 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 : 50: 9 8 11 29 23 42 38:
Old : 50: 9 8 11 29 23 42 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 : 28.9 41.0 44.6 59.0 22.5 28.1 35.0 38.8
Old : 28.9 41.0 44.6 59.0 22.5 28.1 35.0 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 306,535: 77,089 79,641 109,478 101,472 83,145 288,039 272,263: 18,497 34,273
Old : 183,880: 65,427 67,051 53,028 56,155 43,499 174,611 163,578: 9,270 20,302
Other: 122,655: 31,878 32,806 36,233 45,317 39,646 113,428 108,685: 9,227 13,970
: : :
: : Changes in Commitments from: July 17, 2018 :
: 4,774: 5,733 5,137 3,918 -4,042 -1,994 5,609 7,061: -835 -2,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 26.0 35.7 33.1 27.1 94.0 88.8: 6.0 11.2
Old : 100.0: 35.6 36.5 28.8 30.5 23.7 95.0 89.0: 5.0 11.0
Other: 100.0: 26.0 26.7 29.5 36.9 32.3 92.5 88.6: 7.5 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 106 108 127 77 78 251 256:
Old : 301: 98 110 102 72 71 224 230:
Other: 206: 71 49 62 58 64 162 150:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 12.1 23.6 20.2 13.8 10.9 22.3 16.2
Old : 14.2 15.2 23.5 23.1 14.2 15.0 23.0 21.5
Other: 21.0 15.8 33.3 25.6 21.0 14.4 31.6 22.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 366,055: 107,572 43,274 89,549 137,556 185,390 334,677 318,213: 31,378 47,842
Old : 366,055: 107,572 43,274 89,549 137,556 185,390 334,677 318,213: 31,378 47,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -8,997: 2,325 -8,558 -7,376 -1,224 5,817 -6,276 -10,116: -2,721 1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 11.8 24.5 37.6 50.6 91.4 86.9: 8.6 13.1
Old : 100.0: 29.4 11.8 24.5 37.6 50.6 91.4 86.9: 8.6 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 134 94 148 131 146 346 321:
Old : 418: 134 94 148 131 146 346 321:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 14.8 21.3 24.0 12.6 14.1 21.3 21.9
Old : 12.6 14.8 21.3 24.0 12.6 14.1 21.3 21.9
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 24, 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 : 5,806: 2,263 1,486 497 1,678 2,776 4,438 4,759: 1,368 1,047
Old : 5,806: 2,263 1,486 497 1,678 2,776 4,438 4,759: 1,368 1,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -196: -225 -62 1 29 -53 -195 -114: -1 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 25.6 8.6 28.9 47.8 76.4 82.0: 23.6 18.0
Old : 100.0: 39.0 25.6 8.6 28.9 47.8 76.4 82.0: 23.6 18.0
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 : 57: 21 12 10 16 15 43 34:
Old : 57: 21 12 10 16 15 43 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 : 34.7 37.0 45.2 58.6 34.0 36.5 43.5 53.9
Old : 34.7 37.0 45.2 58.6 34.0 36.5 43.5 53.9
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 24, 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 : 62,870: 16,665 12,494 19,437 18,743 13,578 54,844 45,508: 8,026 17,362
Old : 62,870: 16,665 12,494 19,437 18,743 13,578 54,844 45,508: 8,026 17,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 5,821: 3,071 108 2,194 257 1,510 5,522 3,812: 299 2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 19.9 30.9 29.8 21.6 87.2 72.4: 12.8 27.6
Old : 100.0: 26.5 19.9 30.9 29.8 21.6 87.2 72.4: 12.8 27.6
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 : 216: 63 59 66 63 64 168 157:
Old : 216: 63 59 66 63 64 168 157:
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 13.1 28.5 21.4 14.6 7.4 22.3 11.7
Old : 16.6 13.1 28.5 21.4 14.6 7.4 22.3 11.7
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 24, 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 : 5,226: 81 3,473 186 3,917 1,096 4,184 4,755: 1,042 471
Old : 5,226: 81 3,473 186 3,917 1,096 4,184 4,755: 1,042 471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 223: 81 91 79 202 152 362 322: -139 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 66.5 3.6 74.9 21.0 80.1 91.0: 19.9 9.0
Old : 100.0: 1.5 66.5 3.6 74.9 21.0 80.1 91.0: 19.9 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 6 3 15 7 19 13:
Old : 23: 1 6 3 15 7 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 : 34.4 68.3 55.5 86.9 33.3 67.9 53.7 82.4
Old : 34.4 68.3 55.5 86.9 33.3 67.9 53.7 82.4
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 24, 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 : 38,721: 2,640 13,972 5,939 29,183 14,631 37,763 34,541: 958 4,179
Old : 38,721: 2,640 13,972 5,939 29,183 14,631 37,763 34,541: 958 4,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,109: 89 402 220 865 388 1,174 1,011: -66 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 36.1 15.3 75.4 37.8 97.5 89.2: 2.5 10.8
Old : 100.0: 6.8 36.1 15.3 75.4 37.8 97.5 89.2: 2.5 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 : 74: 10 22 14 32 34 52 60:
Old : 74: 10 22 14 32 34 52 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 35.7 65.6 56.4 44.7 34.5 61.6 51.2
Old : 47.5 35.7 65.6 56.4 44.7 34.5 61.6 51.2
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 24, 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 : 27,498: 15,427 7,270 12 10,228 18,831 25,667 26,113: 1,831 1,385
Old : 27,498: 15,427 7,270 12 10,228 18,831 25,667 26,113: 1,831 1,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 29: 247 -306 -6 -33 8 208 -304: -179 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 26.4 0.0 37.2 68.5 93.3 95.0: 6.7 5.0
Old : 100.0: 56.1 26.4 0.0 37.2 68.5 93.3 95.0: 6.7 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 : 25: 9 5 2 3 8 14 13:
Old : 25: 9 5 2 3 8 14 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 : 85.1 64.7 90.8 85.9 85.1 64.7 90.8 85.9
Old : 85.1 64.7 90.8 85.9 85.1 64.7 90.8 85.9
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 24, 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 : 171,742: 18,801 64,933 15,712 106,168 55,844 140,681 136,489: 31,061 35,253
Old : 171,742: 18,801 64,933 15,712 106,168 55,844 140,681 136,489: 31,061 35,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -5,737: -5,160 -7,141 -2,454 -1,125 7,177 -8,739 -2,419: 3,003 -3,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 37.8 9.1 61.8 32.5 81.9 79.5: 18.1 20.5
Old : 100.0: 10.9 37.8 9.1 61.8 32.5 81.9 79.5: 18.1 20.5
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 : 109: 17 44 21 37 31 68 82:
Old : 109: 17 44 21 37 31 68 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 20.9 46.0 31.7 34.3 20.7 44.0 30.6
Old : 34.9 20.9 46.0 31.7 34.3 20.7 44.0 30.6
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, July 24, 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 : 93,884: 4,764 50,993 1,094 81,682 13,866 87,541 65,953: 6,343 27,930
Old : 93,884: 4,764 50,993 1,094 81,682 13,866 87,541 65,953: 6,343 27,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -349: -2,556 996 124 2,171 265 -261 1,384: -89 -1,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 54.3 1.2 87.0 14.8 93.2 70.3: 6.8 29.7
Old : 100.0: 5.1 54.3 1.2 87.0 14.8 93.2 70.3: 6.8 29.7
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 : 55: 4 26 4 16 16 24 42:
Old : 55: 4 26 4 16 16 24 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 : 73.9 25.5 82.7 37.3 73.9 25.5 82.5 37.3
Old : 73.9 25.5 82.7 37.3 73.9 25.5 82.5 37.3
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 24, 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 : 178,398: 87,478 67,941 1,359 83,359 104,850 172,196 174,151: 6,202 4,248
Old : 178,398: 87,478 67,941 1,359 83,359 104,850 172,196 174,151: 6,202 4,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 22,531: 11,500 21,056 -1,829 12,594 3,526 22,265 22,753: 267 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 38.1 0.8 46.7 58.8 96.5 97.6: 3.5 2.4
Old : 100.0: 49.0 38.1 0.8 46.7 58.8 96.5 97.6: 3.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 58 56 13 14 21 80 82:
Old : 143: 58 56 13 14 21 80 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 48.8 75.6 67.4 63.8 48.7 75.5 67.4
Old : 63.8 48.8 75.6 67.4 63.8 48.7 75.5 67.4
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 24, 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 : 231,559: 31,022 77,641 25,980 148,621 84,863 205,622 188,484: 25,937 43,075
Old : 231,559: 31,022 77,641 25,980 148,621 84,863 205,622 188,484: 25,937 43,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 5,681: -9,363 228 -1,750 19,501 8,080 8,388 6,558: -2,706 -877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 33.5 11.2 64.2 36.6 88.8 81.4: 11.2 18.6
Old : 100.0: 13.4 33.5 11.2 64.2 36.6 88.8 81.4: 11.2 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 29 42 24 31 37 74 89:
Old : 119: 29 42 24 31 37 74 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 : 38.3 20.6 51.4 31.0 38.1 20.2 46.5 28.8
Old : 38.3 20.6 51.4 31.0 38.1 20.2 46.5 28.8
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 24, 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 : 237,625: 47,538 124,555 26,007 141,880 41,806 215,425 192,368: 22,200 45,257
Old : 237,625: 47,538 124,555 26,007 141,880 41,806 215,425 192,368: 22,200 45,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -13,268: -25,455 -7,866 -3,188 14,990 -76 -13,654 -11,130: 386 -2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 52.4 10.9 59.7 17.6 90.7 81.0: 9.3 19.0
Old : 100.0: 20.0 52.4 10.9 59.7 17.6 90.7 81.0: 9.3 19.0
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 : 145: 25 66 26 40 36 83 110:
Old : 145: 25 66 26 40 36 83 110:
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 : 30.8 25.6 43.6 36.5 29.3 25.6 40.8 34.8
Old : 30.8 25.6 43.6 36.5 29.3 25.6 40.8 34.8
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 24, 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 : 569,003: 180,104 149,667 48,739 259,401 305,229 488,243 503,635: 80,759 65,367
Old : 569,003: 180,104 149,667 48,739 259,401 305,229 488,243 503,635: 80,759 65,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 8,917: 2,545 -4,929 -1,294 692 15,573 1,943 9,350: 6,974 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 26.3 8.6 45.6 53.6 85.8 88.5: 14.2 11.5
Old : 100.0: 31.7 26.3 8.6 45.6 53.6 85.8 88.5: 14.2 11.5
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 : 292: 94 83 63 85 77 201 201:
Old : 292: 94 83 63 85 77 201 201:
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 : 18.2 35.7 28.6 46.7 17.3 35.2 26.0 44.7
Old : 18.2 35.7 28.6 46.7 17.3 35.2 26.0 44.7
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 24, 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 : 34,077: 9,646 5,815 546 9,015 24,415 19,207 30,776: 14,870 3,301
Old : 34,077: 9,646 5,815 546 9,015 24,415 19,207 30,776: 14,870 3,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,096: 63 1,985 0 31 -27 94 1,958: 1,002 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 17.1 1.6 26.5 71.6 56.4 90.3: 43.6 9.7
Old : 100.0: 28.3 17.1 1.6 26.5 71.6 56.4 90.3: 43.6 9.7
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 : 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 : 30.9 66.0 41.7 78.6 28.4 62.9 38.7 74.8
Old : 30.9 66.0 41.7 78.6 28.4 62.9 38.7 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 27,012: 11,173 2,419 541 8,325 18,865 20,039 21,825: 6,973 5,187
Old : 27,012: 11,173 2,419 541 8,325 18,865 20,039 21,825: 6,973 5,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -468: 107 -847 27 -185 39 -51 -781: -417 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 9.0 2.0 30.8 69.8 74.2 80.8: 25.8 19.2
Old : 100.0: 41.4 9.0 2.0 30.8 69.8 74.2 80.8: 25.8 19.2
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: 5 4 3 10 8 17 13:
Old : 20: 5 4 3 10 8 17 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 : 52.3 62.5 65.8 74.5 51.4 58.9 62.7 69.4
Old : 52.3 62.5 65.8 74.5 51.4 58.9 62.7 69.4
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 24, 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 : 44,981: 7,241 33,673 209 36,027 8,717 43,477 42,599: 1,504 2,382
Old : 44,981: 7,241 33,673 209 36,027 8,717 43,477 42,599: 1,504 2,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -703: -152 -730 -2 -468 -71 -622 -803: -81 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 74.9 0.5 80.1 19.4 96.7 94.7: 3.3 5.3
Old : 100.0: 16.1 74.9 0.5 80.1 19.4 96.7 94.7: 3.3 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 : 35: 11 14 4 5 8 18 24:
Old : 35: 11 14 4 5 8 18 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 75.0 91.8 84.7 75.5 72.8 85.8 79.2
Old : 80.5 75.0 91.8 84.7 75.5 72.8 85.8 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 51,898: 14,977 39,347 730 33,704 5,488 49,411 45,565: 2,487 6,333
Old : 51,898: 14,977 39,347 730 33,704 5,488 49,411 45,565: 2,487 6,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -1,356: -415 -1,112 165 -1,114 -108 -1,364 -1,055: 8 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 75.8 1.4 64.9 10.6 95.2 87.8: 4.8 12.2
Old : 100.0: 28.9 75.8 1.4 64.9 10.6 95.2 87.8: 4.8 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 : 97: 22 56 8 13 8 38 69:
Old : 97: 22 56 8 13 8 38 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 : 50.9 28.5 69.7 45.2 50.9 28.5 69.7 42.8
Old : 50.9 28.5 69.7 45.2 50.9 28.5 69.7 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 9,149: 6,230 5,433 20 1,754 2,395 8,004 7,848: 1,145 1,301
Old : 9,149: 6,230 5,433 20 1,754 2,395 8,004 7,848: 1,145 1,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,159: 1,469 610 -172 -141 614 1,156 1,052: 3 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 59.4 0.2 19.2 26.2 87.5 85.8: 12.5 14.2
Old : 100.0: 68.1 59.4 0.2 19.2 26.2 87.5 85.8: 12.5 14.2
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 : 21: 5 12 1 2 2 8 14:
Old : 21: 5 12 1 2 2 8 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 : 82.6 52.7 87.5 77.2 82.6 52.7 87.3 77.2
Old : 82.6 52.7 87.5 77.2 82.6 52.7 87.3 77.2
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 24, 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 :26,523,136: 741,918 3,468,280 11,685,219 13,500,204 10,045,853 25,927,341 25,199,352: 595,795 1,323,784
Old :26,523,136: 741,918 3,468,280 11,685,219 13,500,204 10,045,853 25,927,341 25,199,352: 595,795 1,323,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 668,131: -118,014 -196,183 607,960 198,596 316,905 688,542 728,682: -20,411 -60,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 13.1 44.1 50.9 37.9 97.8 95.0: 2.2 5.0
Old : 100.0: 2.8 13.1 44.1 50.9 37.9 97.8 95.0: 2.2 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 : 316: 57 119 140 116 126 266 304:
Old : 316: 57 119 140 116 126 266 304:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 16.2 40.2 29.9 18.5 10.2 22.9 12.8
Old : 26.9 16.2 40.2 29.9 18.5 10.2 22.9 12.8
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,431: 2,295 2,792 205 0 77 2,500 3,074: 931 357
Old : 3,431: 2,295 2,792 205 0 77 2,500 3,074: 931 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 577: 308 458 122 0 0 430 580: 147 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 81.4 6.0 0.0 2.2 72.9 89.6: 27.1 10.4
Old : 100.0: 66.9 81.4 6.0 0.0 2.2 72.9 89.6: 27.1 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 19 16 5 0 1 23 18:
Old : 36: 19 16 5 0 1 23 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 : 35.7 61.4 51.4 75.0 35.7 60.7 51.1 72.5
Old : 35.7 61.4 51.4 75.0 35.7 60.7 51.1 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 9,192: 468 1,762 1,696 6,856 5,447 9,020 8,905: 172 287
Old : 9,192: 468 1,762 1,696 6,856 5,447 9,020 8,905: 172 287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 19.2 18.5 74.6 59.3 98.1 96.9: 1.9 3.1
Old : 100.0: 5.1 19.2 18.5 74.6 59.3 98.1 96.9: 1.9 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 : 20: 4 6 8 6 5 15 17:
Old : 20: 4 6 8 6 5 15 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 : 71.2 71.8 88.9 85.9 39.7 38.3 43.2 42.3
Old : 71.2 71.8 88.9 85.9 39.7 38.3 43.2 42.3
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 24, 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 : 12,655: 882 3,873 2,990 8,304 5,388 12,176 12,251: 479 404
Old : 12,655: 882 3,873 2,990 8,304 5,388 12,176 12,251: 479 404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 3,776: 854 1,527 790 2,064 1,437 3,708 3,754: 68 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 30.6 23.6 65.6 42.6 96.2 96.8: 3.8 3.2
Old : 100.0: 7.0 30.6 23.6 65.6 42.6 96.2 96.8: 3.8 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 : 22: 5 6 10 4 7 15 20:
Old : 22: 5 6 10 4 7 15 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 : 79.7 50.0 91.3 75.5 64.2 47.3 65.3 64.0
Old : 79.7 50.0 91.3 75.5 64.2 47.3 65.3 64.0
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 24, 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 : 796,711: 109,968 70,455 138,093 452,071 492,906 700,132 701,454: 96,580 95,257
Old : 796,711: 109,968 70,455 138,093 452,071 492,906 700,132 701,454: 96,580 95,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -7,415: -369 -3,547 -3,900 -1,038 6,035 -5,307 -1,412: -2,108 -6,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 8.8 17.3 56.7 61.9 87.9 88.0: 12.1 12.0
Old : 100.0: 13.8 8.8 17.3 56.7 61.9 87.9 88.0: 12.1 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 637: 167 135 170 246 260 484 494:
Old : 637: 167 135 170 246 260 484 494:
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 : 11.7 16.4 19.5 25.3 7.0 11.9 12.5 18.0
Old : 11.7 16.4 19.5 25.3 7.0 11.9 12.5 18.0
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 24, 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 : 88,591: 6,693 3,325 12,708 48,079 35,984 67,480 52,017: 21,111 36,574
Old : 88,591: 6,693 3,325 12,708 48,079 35,984 67,480 52,017: 21,111 36,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -1,811: -1,262 187 -1,649 292 1,338 -2,618 -124: 807 -1,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 3.8 14.3 54.3 40.6 76.2 58.7: 23.8 41.3
Old : 100.0: 7.6 3.8 14.3 54.3 40.6 76.2 58.7: 23.8 41.3
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 : 57: 13 14 21 22 24 47 47:
Old : 57: 13 14 21 22 24 47 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 : 37.7 26.6 50.7 36.5 36.7 24.6 44.6 31.6
Old : 37.7 26.6 50.7 36.5 36.7 24.6 44.6 31.6
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, July 24, 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 : 25,629: 11,065 0 0 11,776 25,161 22,841 25,161: 2,788 468
Old : 25,629: 11,065 0 0 11,776 25,161 22,841 25,161: 2,788 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 354: 280 0 0 -233 446 47 446: 307 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 0.0 0.0 45.9 98.2 89.1 98.2: 10.9 1.8
Old : 100.0: 43.2 0.0 0.0 45.9 98.2 89.1 98.2: 10.9 1.8
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: 5 0 0 11 11 16 11:
Old : 26: 5 0 0 11 11 16 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 : 64.9 78.3 79.6 95.2 64.9 78.3 78.5 95.2
Old : 64.9 78.3 79.6 95.2 64.9 78.3 78.5 95.2
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 24, 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 : 3,540,600: 521,279 340,554 622,021 2,019,958 2,284,606 3,163,259 3,247,182: 377,341 293,418
Old : 3,540,600: 521,279 340,554 622,021 2,019,958 2,284,606 3,163,259 3,247,182: 377,341 293,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -28,018: 4,203 -18,929 -10,996 -6,650 23,484 -13,442 -6,441: -14,575 -21,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 9.6 17.6 57.1 64.5 89.3 91.7: 10.7 8.3
Old : 100.0: 14.7 9.6 17.6 57.1 64.5 89.3 91.7: 10.7 8.3
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 : 625: 164 129 164 242 257 472 484:
Old : 625: 164 129 164 242 257 472 484:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 18.2 19.7 27.6 7.8 15.4 14.0 22.3
Old : 11.4 18.2 19.7 27.6 7.8 15.4 14.0 22.3
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 24, 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 : 28,353: 1,858 0 101 24,035 27,650 25,994 27,751: 2,359 602
Old : 28,353: 1,858 0 101 24,035 27,650 25,994 27,751: 2,359 602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 702: -158 0 101 418 743 361 844: 341 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 0.4 84.8 97.5 91.7 97.9: 8.3 2.1
Old : 100.0: 6.6 0.0 0.4 84.8 97.5 91.7 97.9: 8.3 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 : 23: 5 0 1 9 11 14 12:
Old : 23: 5 0 1 9 11 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 80.7 83.8 92.9 69.7 80.7 79.3 90.8
Old : 72.3 80.7 83.8 92.9 69.7 80.7 79.3 90.8
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 24, 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 : 13,466: 2,333 1,367 18 9,288 11,415 11,639 12,800: 1,827 666
Old : 13,466: 2,333 1,367 18 9,288 11,415 11,639 12,800: 1,827 666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -26: 12 0 0 -5 -4 7 -4: -33 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 10.2 0.1 69.0 84.8 86.4 95.1: 13.6 4.9
Old : 100.0: 17.3 10.2 0.1 69.0 84.8 86.4 95.1: 13.6 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 1 1 7 13 11 15:
Old : 23: 4 1 1 7 13 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 45.7 79.3 75.9 54.9 45.7 77.4 75.9
Old : 56.9 45.7 79.3 75.9 54.9 45.7 77.4 75.9
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 24, 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 : 28,098: 206 2,299 0 26,029 24,755 26,235 27,054: 1,863 1,044
Old : 28,098: 206 2,299 0 26,029 24,755 26,235 27,054: 1,863 1,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 106: 206 0 0 -84 318 122 318: -16 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 8.2 0.0 92.6 88.1 93.4 96.3: 6.6 3.7
Old : 100.0: 0.7 8.2 0.0 92.6 88.1 93.4 96.3: 6.6 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 : 26: 1 3 0 12 11 13 14:
Old : 26: 1 3 0 12 11 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 : 70.8 66.1 88.0 85.9 70.8 66.1 87.8 85.9
Old : 70.8 66.1 88.0 85.9 70.8 66.1 87.8 85.9
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, July 24, 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 : 82,934: 19,393 2,789 1,446 50,102 75,023 70,941 79,258: 11,993 3,676
Old : 82,934: 19,393 2,789 1,446 50,102 75,023 70,941 79,258: 11,993 3,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -1,040: -1,763 25 608 337 -1,804 -818 -1,171: -222 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 3.4 1.7 60.4 90.5 85.5 95.6: 14.5 4.4
Old : 100.0: 23.4 3.4 1.7 60.4 90.5 85.5 95.6: 14.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 15 5 8 47 33 63 45:
Old : 86: 15 5 8 47 33 63 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 : 31.6 42.8 44.3 64.2 31.6 42.7 44.1 64.1
Old : 31.6 42.8 44.3 64.2 31.6 42.7 44.1 64.1
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 24, 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 : 51,299: 17,829 11,276 2,583 22,384 29,095 42,796 42,955: 8,503 8,344
Old : 51,299: 17,829 11,276 2,583 22,384 29,095 42,796 42,955: 8,503 8,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -2,382: -3,301 -2,101 -47 126 -693 -3,221 -2,841: 839 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 22.0 5.0 43.6 56.7 83.4 83.7: 16.6 16.3
Old : 100.0: 34.8 22.0 5.0 43.6 56.7 83.4 83.7: 16.6 16.3
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 : 267: 62 71 35 74 92 155 179:
Old : 267: 62 71 35 74 92 155 179:
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 : 20.6 16.5 30.0 27.7 20.4 16.5 29.6 27.7
Old : 20.6 16.5 30.0 27.7 20.4 16.5 29.6 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 256,493: 89,143 56,381 12,916 111,922 145,477 213,981 214,774: 42,513 41,720
Old : 256,493: 89,143 56,381 12,916 111,922 145,477 213,981 214,774: 42,513 41,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -11,911: -16,503 -10,504 -234 630 -3,467 -16,107 -14,205: 4,196 2,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 22.0 5.0 43.6 56.7 83.4 83.7: 16.6 16.3
Old : 100.0: 34.8 22.0 5.0 43.6 56.7 83.4 83.7: 16.6 16.3
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 : 267: 62 71 35 74 92 155 179:
Old : 267: 62 71 35 74 92 155 179:
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 : 20.6 16.5 30.0 27.7 20.4 16.5 29.6 27.7
Old : 20.6 16.5 30.0 27.7 20.4 16.5 29.6 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 151,707: 22,633 68,337 11,408 97,711 33,233 131,752 112,978: 19,956 38,729
Old : 151,707: 22,633 68,337 11,408 97,711 33,233 131,752 112,978: 19,956 38,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,292: -5,141 484 -1,759 9,223 4,605 2,324 3,330: -31 -1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 45.0 7.5 64.4 21.9 86.8 74.5: 13.2 25.5
Old : 100.0: 14.9 45.0 7.5 64.4 21.9 86.8 74.5: 13.2 25.5
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 : 88: 18 35 20 25 27 53 72:
Old : 88: 18 35 20 25 27 53 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 : 46.6 23.1 59.5 33.0 46.3 23.0 56.8 32.5
Old : 46.6 23.1 59.5 33.0 46.3 23.0 56.8 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 24, 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 : 565,945: 144,798 119,118 16,977 379,298 409,325 541,073 545,420: 24,871 20,524
Old : 565,945: 144,798 119,118 16,977 379,298 409,325 541,073 545,420: 24,871 20,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -7,846: -12,162 2,972 435 5,239 -14,038 -6,488 -10,630: -1,358 2,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 21.0 3.0 67.0 72.3 95.6 96.4: 4.4 3.6
Old : 100.0: 25.6 21.0 3.0 67.0 72.3 95.6 96.4: 4.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 76 50 29 126 118 213 186:
Old : 321: 76 50 29 126 118 213 186:
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 : 18.6 35.0 30.9 45.9 17.8 35.0 29.3 45.1
Old : 18.6 35.0 30.9 45.9 17.8 35.0 29.3 45.1
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 24, 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 : 29,981: 6,540 11,938 255 17,567 15,319 24,362 27,512: 5,619 2,469
Old : 29,981: 6,540 11,938 255 17,567 15,319 24,362 27,512: 5,619 2,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 459: -55 72 15 470 -53 430 34: 29 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 39.8 0.9 58.6 51.1 81.3 91.8: 18.7 8.2
Old : 100.0: 21.8 39.8 0.9 58.6 51.1 81.3 91.8: 18.7 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 : 48: 15 10 3 16 11 33 22:
Old : 48: 15 10 3 16 11 33 22:
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 : 36.6 54.1 50.2 73.9 36.6 54.1 50.2 73.8
Old : 36.6 54.1 50.2 73.9 36.6 54.1 50.2 73.8
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 24, 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 : 55,467: 18,919 2,878 1,100 27,049 37,815 47,068 41,793: 8,399 13,674
Old : 55,467: 18,919 2,878 1,100 27,049 37,815 47,068 41,793: 8,399 13,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 559: -463 -111 66 1,136 -1,900 739 -1,945: -180 2,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 5.2 2.0 48.8 68.2 84.9 75.3: 15.1 24.7
Old : 100.0: 34.1 5.2 2.0 48.8 68.2 84.9 75.3: 15.1 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 : 66: 20 9 3 22 26 43 37:
Old : 66: 20 9 3 22 26 43 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 44.1 51.7 53.9 34.1 44.0 51.1 53.0
Old : 34.6 44.1 51.7 53.9 34.1 44.0 51.1 53.0
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, July 24, 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 : 113,873: 12,729 2,940 250 100,862 110,590 113,841 113,780: 32 93
Old : 113,873: 12,729 2,940 250 100,862 110,590 113,841 113,780: 32 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 259: 270 0 0 -11 259 259 259: 0 0
: : :
: : 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 : 83.5 76.0 91.5 92.6 30.2 24.1 34.6 32.6
Old : 83.5 76.0 91.5 92.6 30.2 24.1 34.6 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2018