BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 9,563: 768 468 1,760 5,971 6,015 8,499 8,243: 1,064 1,320
Old : 9,563: 768 468 1,760 5,971 6,015 8,499 8,243: 1,064 1,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 829: 16 1 99 351 173 466 274: 363 556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 4.9 18.4 62.4 62.9 88.9 86.2: 11.1 13.8
Old : 100.0: 8.0 4.9 18.4 62.4 62.9 88.9 86.2: 11.1 13.8
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 : 40: 4 8 11 23 20 34 32:
Old : 40: 4 8 11 23 20 34 32:
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 : 26.0 28.3 45.4 46.6 24.1 23.3 35.3 34.4
Old : 26.0 28.3 45.4 46.6 24.1 23.3 35.3 34.4
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, October 16, 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 : 46,785: 16,407 3,021 9,562 16,732 20,717 42,701 33,300: 4,084 13,484
Old : 46,785: 16,407 3,021 9,562 16,732 20,717 42,701 33,300: 4,084 13,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 4,679: 968 -233 -395 3,904 4,059 4,477 3,430: 202 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 6.5 20.4 35.8 44.3 91.3 71.2: 8.7 28.8
Old : 100.0: 35.1 6.5 20.4 35.8 44.3 91.3 71.2: 8.7 28.8
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 : 83: 21 20 25 32 36 64 70:
Old : 83: 21 20 25 32 36 64 70:
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 : 37.0 23.7 54.9 34.8 34.9 15.3 45.8 20.5
Old : 37.0 23.7 54.9 34.8 34.9 15.3 45.8 20.5
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, October 16, 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 : 9,671: 1,546 467 1,558 5,694 7,002 8,799 9,027: 872 644
Old : 9,671: 1,546 467 1,558 5,694 7,002 8,799 9,027: 872 644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 254: -7 42 -7 213 245 199 280: 55 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 4.8 16.1 58.9 72.4 91.0 93.3: 9.0 6.7
Old : 100.0: 16.0 4.8 16.1 58.9 72.4 91.0 93.3: 9.0 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 : 44: 7 8 10 25 21 37 34:
Old : 44: 7 8 10 25 21 37 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 : 35.1 42.7 52.9 62.2 33.8 37.2 48.7 49.2
Old : 35.1 42.7 52.9 62.2 33.8 37.2 48.7 49.2
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, October 16, 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 : 295,658: 73,964 44,920 105,716 92,173 104,240 271,853 254,877: 23,805 40,781
Old : 295,149: 73,974 44,913 105,586 92,055 104,053 271,615 254,552: 23,534 40,597
Other: 509: 58 76 62 118 187 238 325: 271 184
: : :
: : Changes in Commitments from: October 9, 2018 :
: -22,428: 2,398 1,812 -21,283 -2,459 -2,534 -21,345 -22,006: -1,083 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 15.2 35.8 31.2 35.3 91.9 86.2: 8.1 13.8
Old : 100.0: 25.1 15.2 35.8 31.2 35.3 92.0 86.2: 8.0 13.8
Other: 100.0: 11.4 14.9 12.2 23.2 36.7 46.8 63.9: 53.2 36.1
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 104 101 146 81 86 270 264:
Old : 325: 107 102 146 81 86 270 264:
Other: 22: 5 9 5 5 6 13 17:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 9.9 23.2 17.4 10.8 6.9 18.9 12.4
Old : 14.6 9.9 23.2 17.4 10.8 6.9 18.9 12.4
Other: 33.0 39.2 41.4 52.2 25.2 30.3 27.6 40.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 373,090: 123,993 26,574 84,901 133,114 210,157 342,007 321,631: 31,083 51,459
Old : 373,090: 123,993 26,574 84,901 133,114 210,157 342,007 321,631: 31,083 51,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -9,639: 62 697 -4,286 -3,235 -2,503 -7,458 -6,092: -2,180 -3,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 7.1 22.8 35.7 56.3 91.7 86.2: 8.3 13.8
Old : 100.0: 33.2 7.1 22.8 35.7 56.3 91.7 86.2: 8.3 13.8
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 : 432: 156 82 155 137 163 368 339:
Old : 432: 156 82 155 137 163 368 339:
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 : 12.2 17.4 20.8 28.0 12.1 16.9 20.4 25.2
Old : 12.2 17.4 20.8 28.0 12.1 16.9 20.4 25.2
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, October 16, 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 : 4,675: 887 1,118 1,003 1,527 1,507 3,417 3,628: 1,258 1,047
Old : 4,675: 887 1,118 1,003 1,527 1,507 3,417 3,628: 1,258 1,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 533: -359 85 487 277 -102 406 471: 128 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 23.9 21.5 32.7 32.2 73.1 77.6: 26.9 22.4
Old : 100.0: 19.0 23.9 21.5 32.7 32.2 73.1 77.6: 26.9 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 14 13 13 13 13 34 34:
Old : 45: 14 13 13 13 13 34 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 : 31.3 32.2 44.6 50.6 23.9 30.2 34.3 38.5
Old : 31.3 32.2 44.6 50.6 23.9 30.2 34.3 38.5
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 64,604: 21,214 17,175 16,117 17,331 13,121 54,661 46,413: 9,943 18,191
Old : 64,604: 21,214 17,175 16,117 17,331 13,121 54,661 46,413: 9,943 18,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -1,225: -1,791 1,179 -1,409 316 -313 -2,884 -542: 1,659 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 26.6 24.9 26.8 20.3 84.6 71.8: 15.4 28.2
Old : 100.0: 32.8 26.6 24.9 26.8 20.3 84.6 71.8: 15.4 28.2
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 : 197: 69 48 57 51 57 153 138:
Old : 197: 69 48 57 51 57 153 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 15.8 24.7 25.6 11.6 14.5 20.5 20.5
Old : 14.7 15.8 24.7 25.6 11.6 14.5 20.5 20.5
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, October 16, 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 : 5,705: 306 3,431 598 3,574 1,180 4,478 5,209: 1,227 496
Old : 5,705: 306 3,431 598 3,574 1,180 4,478 5,209: 1,227 496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 548: 11 347 68 282 87 361 502: 187 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 60.1 10.5 62.6 20.7 78.5 91.3: 21.5 8.7
Old : 100.0: 5.4 60.1 10.5 62.6 20.7 78.5 91.3: 21.5 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 : 25: 2 7 6 16 7 23 15:
Old : 25: 2 7 6 16 7 23 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 : 33.1 65.0 52.3 83.9 32.0 64.2 50.6 75.0
Old : 33.1 65.0 52.3 83.9 32.0 64.2 50.6 75.0
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, October 16, 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 : 34,278: 2,237 14,767 5,129 25,736 11,813 33,102 31,708: 1,176 2,569
Old : 34,278: 2,237 14,767 5,129 25,736 11,813 33,102 31,708: 1,176 2,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 3,858: -72 1,587 615 2,942 1,313 3,484 3,515: 374 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 43.1 15.0 75.1 34.5 96.6 92.5: 3.4 7.5
Old : 100.0: 6.5 43.1 15.0 75.1 34.5 96.6 92.5: 3.4 7.5
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 : 69: 6 27 15 29 26 48 55:
Old : 69: 6 27 15 29 26 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 : 46.4 37.8 64.0 60.9 44.9 36.8 59.2 56.0
Old : 46.4 37.8 64.0 60.9 44.9 36.8 59.2 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 26,301: 11,274 8,443 1 13,402 16,240 24,677 24,684: 1,624 1,617
Old : 26,301: 11,274 8,443 1 13,402 16,240 24,677 24,684: 1,624 1,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,226: 927 741 0 314 633 1,241 1,374: -15 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 32.1 0.0 51.0 61.7 93.8 93.9: 6.2 6.1
Old : 100.0: 42.9 32.1 0.0 51.0 61.7 93.8 93.9: 6.2 6.1
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 : 31: 12 11 1 3 5 16 16:
Old : 31: 12 11 1 3 5 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 69.5 89.4 86.0 82.8 69.5 89.4 86.0
Old : 82.8 69.5 89.4 86.0 82.8 69.5 89.4 86.0
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, October 16, 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 : 133,110: 32,421 42,182 12,446 55,265 49,858 100,133 104,486: 32,977 28,624
Old : 133,110: 32,421 42,182 12,446 55,265 49,858 100,133 104,486: 32,977 28,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -5,599: -6,390 -7,922 253 272 1,838 -5,865 -5,831: 265 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 31.7 9.4 41.5 37.5 75.2 78.5: 24.8 21.5
Old : 100.0: 24.4 31.7 9.4 41.5 37.5 75.2 78.5: 24.8 21.5
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 : 107: 21 42 18 31 32 64 80:
Old : 107: 21 42 18 31 32 64 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 : 28.8 17.0 38.3 28.1 28.4 15.3 36.6 25.8
Old : 28.8 17.0 38.3 28.1 28.4 15.3 36.6 25.8
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, October 16, 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 : 65,779: 13,799 29,674 1,379 42,503 11,844 57,680 42,896: 8,099 22,882
Old : 65,779: 13,799 29,674 1,379 42,503 11,844 57,680 42,896: 8,099 22,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,758: -1,469 2,217 254 4,863 1,609 3,648 4,080: -890 -1,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 45.1 2.1 64.6 18.0 87.7 65.2: 12.3 34.8
Old : 100.0: 21.0 45.1 2.1 64.6 18.0 87.7 65.2: 12.3 34.8
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: 10 18 3 12 13 23 33:
Old : 49: 10 18 3 12 13 23 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 33.6 73.2 41.2 58.8 33.6 72.6 41.2
Old : 59.4 33.6 73.2 41.2 58.8 33.6 72.6 41.2
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, October 16, 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 : 216,172: 127,324 58,836 1,494 79,866 152,722 208,684 213,053: 7,489 3,120
Old : 216,172: 127,324 58,836 1,494 79,866 152,722 208,684 213,053: 7,489 3,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 6,673: 559 6,495 503 5,669 -306 6,730 6,692: -58 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 27.2 0.7 36.9 70.6 96.5 98.6: 3.5 1.4
Old : 100.0: 58.9 27.2 0.7 36.9 70.6 96.5 98.6: 3.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 78 39 8 13 25 95 68:
Old : 151: 78 39 8 13 25 95 68:
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 : 47.3 67.4 61.7 80.0 47.3 67.4 61.7 80.0
Old : 47.3 67.4 61.7 80.0 47.3 67.4 61.7 80.0
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, October 16, 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 : 268,051: 37,628 81,672 33,820 173,139 112,933 244,587 228,425: 23,464 39,627
Old : 268,051: 37,628 81,672 33,820 173,139 112,933 244,587 228,425: 23,464 39,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 8,038: 2,224 -7,335 3,784 2,042 11,344 8,051 7,793: -13 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 30.5 12.6 64.6 42.1 91.2 85.2: 8.8 14.8
Old : 100.0: 14.0 30.5 12.6 64.6 42.1 91.2 85.2: 8.8 14.8
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 : 126: 28 45 30 35 43 80 101:
Old : 126: 28 45 30 35 43 80 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 24.2 55.6 37.5 42.4 23.6 50.2 32.8
Old : 44.0 24.2 55.6 37.5 42.4 23.6 50.2 32.8
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, October 16, 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 : 235,528: 28,373 131,196 18,609 166,504 44,605 213,486 194,410: 22,042 41,118
Old : 235,528: 28,373 131,196 18,609 166,504 44,605 213,486 194,410: 22,042 41,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -44,105: -16,939 -31,847 -1,288 -24,533 -5,748 -42,761 -38,884: -1,344 -5,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 55.7 7.9 70.7 18.9 90.6 82.5: 9.4 17.5
Old : 100.0: 12.0 55.7 7.9 70.7 18.9 90.6 82.5: 9.4 17.5
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 : 129: 23 47 22 44 40 80 96:
Old : 129: 23 47 22 44 40 80 96:
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 : 38.4 37.4 51.9 46.4 37.2 37.4 49.8 46.0
Old : 38.4 37.4 51.9 46.4 37.2 37.4 49.8 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 532,383: 142,483 169,818 46,009 260,486 250,688 448,978 466,515: 83,404 65,868
Old : 532,383: 142,483 169,818 46,009 260,486 250,688 448,978 466,515: 83,404 65,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -20,899: -19,538 -10,931 -4,181 7,360 -6,195 -16,359 -21,306: -4,541 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 31.9 8.6 48.9 47.1 84.3 87.6: 15.7 12.4
Old : 100.0: 26.8 31.9 8.6 48.9 47.1 84.3 87.6: 15.7 12.4
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 : 297: 96 77 68 94 85 217 203:
Old : 297: 96 77 68 94 85 217 203:
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 : 19.5 22.4 28.6 35.9 18.6 22.3 27.0 35.4
Old : 19.5 22.4 28.6 35.9 18.6 22.3 27.0 35.4
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 36,512: 12,603 4,395 204 9,735 26,703 22,542 31,302: 13,970 5,210
Old : 36,512: 12,603 4,395 204 9,735 26,703 22,542 31,302: 13,970 5,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -1,284: -11 257 1 -831 -2,798 -841 -2,540: -443 1,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 12.0 0.6 26.7 73.1 61.7 85.7: 38.3 14.3
Old : 100.0: 34.5 12.0 0.6 26.7 73.1 61.7 85.7: 38.3 14.3
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 : 28: 10 4 2 11 9 23 13:
Old : 28: 10 4 2 11 9 23 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 : 28.0 72.0 39.9 83.3 27.1 70.6 38.9 79.8
Old : 28.0 72.0 39.9 83.3 27.1 70.6 38.9 79.8
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, October 16, 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 : 25,330: 6,168 2,388 288 12,087 18,059 18,543 20,735: 6,787 4,595
Old : 25,330: 6,168 2,388 288 12,087 18,059 18,543 20,735: 6,787 4,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 65: 826 -306 -183 174 -362 817 -851: -752 916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 9.4 1.1 47.7 71.3 73.2 81.9: 26.8 18.1
Old : 100.0: 24.4 9.4 1.1 47.7 71.3 73.2 81.9: 26.8 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 2 1 13 13 19 15:
Old : 23: 5 2 1 13 13 19 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 : 48.3 59.8 60.1 71.7 45.9 55.6 55.1 65.6
Old : 48.3 59.8 60.1 71.7 45.9 55.6 55.1 65.6
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, October 16, 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 : 37,688: 7,257 22,950 91 28,733 13,031 36,081 36,072: 1,607 1,616
Old : 37,688: 7,257 22,950 91 28,733 13,031 36,081 36,072: 1,607 1,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 307: 553 -2,582 32 2 2,922 587 372: -280 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 60.9 0.2 76.2 34.6 95.7 95.7: 4.3 4.3
Old : 100.0: 19.3 60.9 0.2 76.2 34.6 95.7 95.7: 4.3 4.3
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 : 38: 13 15 2 4 8 19 23:
Old : 38: 13 15 2 4 8 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.9 69.4 91.6 80.1 83.3 69.0 89.9 79.6
Old : 84.9 69.4 91.6 80.1 83.3 69.0 89.9 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 62,493: 11,136 46,548 1,047 48,266 8,065 60,449 55,660: 2,044 6,833
Old : 62,493: 11,136 46,548 1,047 48,266 8,065 60,449 55,660: 2,044 6,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -2,218: -4,282 -2,690 183 2,105 -54 -1,994 -2,561: -224 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 74.5 1.7 77.2 12.9 96.7 89.1: 3.3 10.9
Old : 100.0: 17.8 74.5 1.7 77.2 12.9 96.7 89.1: 3.3 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 : 94: 21 53 8 12 10 37 67:
Old : 94: 21 53 8 12 10 37 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 36.1 79.1 54.5 68.3 34.3 79.1 51.9
Old : 68.3 36.1 79.1 54.5 68.3 34.3 79.1 51.9
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, October 16, 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 : 8,365: 1,595 4,890 0 6,185 1,808 7,780 6,698: 585 1,667
Old : 8,365: 1,595 4,890 0 6,185 1,808 7,780 6,698: 585 1,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 58.5 0.0 73.9 21.6 93.0 80.1: 7.0 19.9
Old : 100.0: 19.1 58.5 0.0 73.9 21.6 93.0 80.1: 7.0 19.9
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 : 22: 2 14 0 5 2 7 16:
Old : 22: 2 14 0 5 2 7 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.7 45.1 93.0 66.8 87.7 45.0 92.9 66.7
Old : 87.7 45.1 93.0 66.8 87.7 45.0 92.9 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 :27,158,747: 837,763 2,907,280 12,916,732 12,740,541 9,967,966 26,495,036 25,791,979: 663,711 1,366,768
Old :27,158,747: 837,763 2,907,280 12,916,732 12,740,541 9,967,966 26,495,036 25,791,979: 663,711 1,366,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -841,302: -81,891 -84,624 -576,178 -208,180 -228,521 -866,249 -889,323: 24,948 48,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 10.7 47.6 46.9 36.7 97.6 95.0: 2.4 5.0
Old : 100.0: 3.1 10.7 47.6 46.9 36.7 97.6 95.0: 2.4 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 : 317: 74 101 144 118 130 273 302:
Old : 317: 74 101 144 118 130 273 302:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 17.6 38.1 30.8 16.0 8.9 20.2 11.6
Old : 25.4 17.6 38.1 30.8 16.0 8.9 20.2 11.6
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 2,730: 1,962 2,190 64 0 170 2,026 2,424: 704 306
Old : 2,730: 1,962 2,190 64 0 170 2,026 2,424: 704 306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -118: -76 -99 40 0 0 -36 -59: -82 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 80.2 2.3 0.0 6.2 74.2 88.8: 25.8 11.2
Old : 100.0: 71.9 80.2 2.3 0.0 6.2 74.2 88.8: 25.8 11.2
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 : 41: 19 21 4 0 1 23 22:
Old : 41: 19 21 4 0 1 23 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 : 42.6 49.0 55.0 64.5 42.6 49.0 55.0 64.2
Old : 42.6 49.0 55.0 64.5 42.6 49.0 55.0 64.2
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, October 16, 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 : 13,426: 1,765 533 8,292 3,342 4,532 13,399 13,357: 27 69
Old : 13,426: 1,765 533 8,292 3,342 4,532 13,399 13,357: 27 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,556: 102 282 1,417 37 -143 1,556 1,556: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 4.0 61.8 24.9 33.8 99.8 99.5: 0.2 0.5
Old : 100.0: 13.1 4.0 61.8 24.9 33.8 99.8 99.5: 0.2 0.5
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 : 24: 7 6 13 5 6 22 19:
Old : 24: 7 6 13 5 6 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 46.2 79.5 74.2 21.1 22.8 26.4 26.4
Old : 54.3 46.2 79.5 74.2 21.1 22.8 26.4 26.4
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, October 16, 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 : 27,153: 2,424 1,291 8,638 15,819 17,179 26,881 27,108: 272 45
Old : 27,153: 2,424 1,291 8,638 15,819 17,179 26,881 27,108: 272 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,659: 489 -124 412 522 1,366 1,423 1,654: 236 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 4.8 31.8 58.3 63.3 99.0 99.8: 1.0 0.2
Old : 100.0: 8.9 4.8 31.8 58.3 63.3 99.0 99.8: 1.0 0.2
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 : 25: 11 5 12 6 8 21 21:
Old : 25: 11 5 12 6 8 21 21:
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 67.5 92.1 86.8 17.9 19.8 22.4 24.0
Old : 82.6 67.5 92.1 86.8 17.9 19.8 22.4 24.0
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, October 16, 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 : 905,248: 101,473 61,236 204,052 511,475 563,557 816,999 828,844: 88,249 76,403
Old : 905,248: 101,473 61,236 204,052 511,475 563,557 816,999 828,844: 88,249 76,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 68,201: -11,647 -1,702 40,490 38,168 28,998 67,011 67,786: 1,190 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 6.8 22.5 56.5 62.3 90.3 91.6: 9.7 8.4
Old : 100.0: 11.2 6.8 22.5 56.5 62.3 90.3 91.6: 9.7 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 658: 164 138 173 273 266 516 500:
Old : 658: 164 138 173 273 266 516 500:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 15.1 21.6 25.9 6.0 9.9 10.4 16.9
Old : 13.4 15.1 21.6 25.9 6.0 9.9 10.4 16.9
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, October 16, 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 : 80,791: 3,430 5,530 11,673 42,057 49,083 57,160 66,287: 23,631 14,504
Old : 80,791: 3,430 5,530 11,673 42,057 49,083 57,160 66,287: 23,631 14,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 7,526: -195 3,450 -1,358 9,122 5,431 7,569 7,523: -43 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 6.8 14.4 52.1 60.8 70.8 82.0: 29.2 18.0
Old : 100.0: 4.2 6.8 14.4 52.1 60.8 70.8 82.0: 29.2 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 : 63: 9 20 24 23 31 49 58:
Old : 63: 9 20 24 23 31 49 58:
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 38.1 45.5 50.9 32.7 37.1 38.3 45.4
Old : 34.4 38.1 45.5 50.9 32.7 37.1 38.3 45.4
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, October 16, 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 : 10,893: 897 0 0 7,380 9,792 8,277 9,792: 2,616 1,101
Old : 10,893: 897 0 0 7,380 9,792 8,277 9,792: 2,616 1,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -473: 18 0 0 -130 -586 -112 -586: -361 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 0.0 67.7 89.9 76.0 89.9: 24.0 10.1
Old : 100.0: 8.2 0.0 0.0 67.7 89.9 76.0 89.9: 24.0 10.1
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: 3 0 0 10 9 13 9:
Old : 21: 3 0 0 10 9 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 67.0 62.4 87.7 46.7 67.0 61.1 87.4
Old : 46.7 67.0 62.4 87.7 46.7 67.0 61.1 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,122,285: 515,621 303,937 936,485 2,347,090 2,572,367 3,799,196 3,812,789: 323,089 309,496
Old : 4,122,285: 515,621 303,937 936,485 2,347,090 2,572,367 3,799,196 3,812,789: 323,089 309,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 303,376: -41,464 -9,963 193,442 145,232 117,835 297,209 301,314: 6,167 2,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.4 22.7 56.9 62.4 92.2 92.5: 7.8 7.5
Old : 100.0: 12.5 7.4 22.7 56.9 62.4 92.2 92.5: 7.8 7.5
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 : 643: 162 130 165 266 262 501 486:
Old : 643: 162 130 165 266 262 501 486:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 16.0 22.5 27.6 6.7 12.1 11.5 18.7
Old : 14.0 16.0 22.5 27.6 6.7 12.1 11.5 18.7
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, October 16, 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 : 28,813: 2,714 260 0 23,179 27,837 25,893 28,097: 2,920 716
Old : 28,813: 2,714 260 0 23,179 27,837 25,893 28,097: 2,920 716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.9 0.0 80.4 96.6 89.9 97.5: 10.1 2.5
Old : 100.0: 9.4 0.9 0.0 80.4 96.6 89.9 97.5: 10.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 1 0 6 13 11 14:
Old : 23: 5 1 0 6 13 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 : 74.0 71.0 87.5 89.0 71.0 71.0 82.5 87.9
Old : 74.0 71.0 87.5 89.0 71.0 71.0 82.5 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 15,820: 3,439 343 0 9,831 14,940 13,270 15,283: 2,550 537
Old : 15,820: 3,439 343 0 9,831 14,940 13,270 15,283: 2,550 537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 920: 212 -3 0 638 1,012 850 1,009: 70 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 2.2 0.0 62.1 94.4 83.9 96.6: 16.1 3.4
Old : 100.0: 21.7 2.2 0.0 62.1 94.4 83.9 96.6: 16.1 3.4
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 : 27: 6 1 0 9 11 15 12:
Old : 27: 6 1 0 9 11 15 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 : 52.9 65.4 67.5 89.2 52.9 65.4 67.5 89.2
Old : 52.9 65.4 67.5 89.2 52.9 65.4 67.5 89.2
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, October 16, 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 : 15,990: 730 425 0 12,707 14,176 13,437 14,601: 2,553 1,389
Old : 15,990: 730 425 0 12,707 14,176 13,437 14,601: 2,553 1,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 226: -95 425 0 27 -500 -68 -75: 294 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.7 0.0 79.5 88.7 84.0 91.3: 16.0 8.7
Old : 100.0: 4.6 2.7 0.0 79.5 88.7 84.0 91.3: 16.0 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 : 21: 1 1 0 10 11 11 12:
Old : 21: 1 1 0 10 11 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 65.0 76.1 84.0 54.8 65.0 75.6 84.0
Old : 55.0 65.0 76.1 84.0 54.8 65.0 75.6 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 TOTAL RETURN INDEX x $25) :
: : :
All : 217,007: 0 21,500 0 217,007 195,507 217,007 217,007: 0 0
Old : 217,007: 0 21,500 0 217,007 195,507 217,007 217,007: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 7,000: 0 0 0 7,000 7,000 7,000 7,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 0.0 100.0 90.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 9.9 0.0 100.0 90.1 100.0 100.0: 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 : 20: 0 1 0 16 16 16 17:
Old : 20: 0 1 0 16 16 16 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 : 78.1 65.8 93.3 86.1 69.1 62.4 74.6 71.4
Old : 78.1 65.8 93.3 86.1 69.1 62.4 74.6 71.4
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, October 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 77,504: 16,045 1,573 1,467 50,216 70,561 67,728 73,601: 9,776 3,903
Old : 77,504: 16,045 1,573 1,467 50,216 70,561 67,728 73,601: 9,776 3,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -5,674: -4,503 -397 -280 1,322 -5,070 -3,461 -5,747: -2,213 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 2.0 1.9 64.8 91.0 87.4 95.0: 12.6 5.0
Old : 100.0: 20.7 2.0 1.9 64.8 91.0 87.4 95.0: 12.6 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 : 82: 13 4 4 44 37 59 43:
Old : 82: 13 4 4 44 37 59 43:
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 : 35.3 34.6 48.8 54.4 35.2 34.6 48.4 53.3
Old : 35.3 34.6 48.8 54.4 35.2 34.6 48.4 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 54,887: 12,354 12,041 3,978 31,246 30,336 47,578 46,356: 7,309 8,531
Old : 54,887: 12,354 12,041 3,978 31,246 30,336 47,578 46,356: 7,309 8,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,684: -3,091 -939 1,150 4,058 715 2,117 926: -433 758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 21.9 7.2 56.9 55.3 86.7 84.5: 13.3 15.5
Old : 100.0: 22.5 21.9 7.2 56.9 55.3 86.7 84.5: 13.3 15.5
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 : 296: 67 79 44 83 107 173 207:
Old : 296: 67 79 44 83 107 173 207:
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 : 22.8 16.1 37.2 26.3 22.6 16.0 36.5 25.7
Old : 22.8 16.1 37.2 26.3 22.6 16.0 36.5 25.7
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, October 16, 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 : 274,433: 61,770 60,207 19,891 156,228 151,682 237,889 231,780: 36,544 42,653
Old : 274,433: 61,770 60,207 19,891 156,228 151,682 237,889 231,780: 36,544 42,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 8,422: -15,457 -4,693 5,752 20,291 3,573 10,587 4,632: -2,165 3,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 21.9 7.2 56.9 55.3 86.7 84.5: 13.3 15.5
Old : 100.0: 22.5 21.9 7.2 56.9 55.3 86.7 84.5: 13.3 15.5
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 : 296: 67 79 44 83 107 173 207:
Old : 296: 67 79 44 83 107 173 207:
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 : 22.8 16.1 37.2 26.3 22.6 16.0 36.5 25.7
Old : 22.8 16.1 37.2 26.3 22.6 16.0 36.5 25.7
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, October 16, 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 : 174,483: 19,896 92,101 12,059 119,888 26,876 151,843 131,036: 22,640 43,448
Old : 174,483: 19,896 92,101 12,059 119,888 26,876 151,843 131,036: 22,640 43,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -14,723: -5,119 -7,096 -1,453 -4,099 -2,934 -10,671 -11,483: -4,051 -3,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 52.8 6.9 68.7 15.4 87.0 75.1: 13.0 24.9
Old : 100.0: 11.4 52.8 6.9 68.7 15.4 87.0 75.1: 13.0 24.9
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 : 96: 15 46 18 25 26 51 79:
Old : 96: 15 46 18 25 26 51 79:
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 : 52.4 21.9 65.9 35.7 52.4 21.7 63.7 35.2
Old : 52.4 21.9 65.9 35.7 52.4 21.7 63.7 35.2
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, October 16, 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 : 506,187: 81,890 159,718 21,464 378,476 306,714 481,829 487,895: 24,358 18,292
Old : 506,187: 81,890 159,718 21,464 378,476 306,714 481,829 487,895: 24,358 18,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -26,487: -39,806 -9,193 1,370 13,829 -17,963 -24,606 -25,787: -1,881 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 31.6 4.2 74.8 60.6 95.2 96.4: 4.8 3.6
Old : 100.0: 16.2 31.6 4.2 74.8 60.6 95.2 96.4: 4.8 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 : 301: 69 46 30 124 120 203 186:
Old : 301: 69 46 30 124 120 203 186:
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 : 19.9 25.8 31.5 42.3 19.0 25.8 30.1 41.5
Old : 19.9 25.8 31.5 42.3 19.0 25.8 30.1 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 32,575: 8,461 17,589 33 17,383 11,387 25,877 29,009: 6,698 3,566
Old : 32,575: 8,461 17,589 33 17,383 11,387 25,877 29,009: 6,698 3,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -1,150: -403 -251 -239 -904 -765 -1,546 -1,255: 396 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 54.0 0.1 53.4 35.0 79.4 89.1: 20.6 10.9
Old : 100.0: 26.0 54.0 0.1 53.4 35.0 79.4 89.1: 20.6 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 : 45: 16 10 1 14 8 31 18:
Old : 45: 16 10 1 14 8 31 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 : 34.1 56.7 50.4 76.6 34.1 56.6 50.4 76.5
Old : 34.1 56.7 50.4 76.6 34.1 56.6 50.4 76.5
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, October 16, 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 : 73,103: 26,670 13,631 1,534 36,661 21,937 64,865 37,102: 8,238 36,001
Old : 73,103: 26,670 13,631 1,534 36,661 21,937 64,865 37,102: 8,238 36,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 7,756: 2,373 -3,524 370 6,179 -1,831 8,922 -4,985: -1,166 12,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 18.6 2.1 50.1 30.0 88.7 50.8: 11.3 49.2
Old : 100.0: 36.5 18.6 2.1 50.1 30.0 88.7 50.8: 11.3 49.2
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 : 72: 17 16 6 25 21 46 39:
Old : 72: 17 16 6 25 21 46 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 : 32.1 23.5 50.3 30.9 32.1 23.5 50.2 30.6
Old : 32.1 23.5 50.3 30.9 32.1 23.5 50.2 30.6
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, October 16, 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 : 117,683: 5,093 2,940 250 112,285 114,400 117,628 117,590: 55 93
Old : 117,683: 5,093 2,940 250 112,285 114,400 117,628 117,590: 55 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 629: 0 0 0 629 629 629 629: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.5 0.2 95.4 97.2 100.0 99.9: 0.0 0.1
Old : 100.0: 4.3 2.5 0.2 95.4 97.2 100.0 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 : 32: 6 1 1 17 17 23 19:
Old : 32: 6 1 1 17 17 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.3 72.3 92.4 91.3 37.1 27.4 41.8 38.0
Old : 83.3 72.3 92.4 91.3 37.1 27.4 41.8 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 19, 2018