BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 9,214: 493 1,045 1,592 6,365 5,780 8,450 8,418: 764 797
Old : 9,214: 493 1,045 1,592 6,365 5,780 8,450 8,418: 764 797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,415: -395 144 -249 -778 -1,114 -1,422 -1,219: 7 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 11.3 17.3 69.1 62.7 91.7 91.4: 8.3 8.6
Old : 100.0: 5.3 11.3 17.3 69.1 62.7 91.7 91.4: 8.3 8.6
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 : 41: 7 6 10 21 22 32 34:
Old : 41: 7 6 10 21 22 32 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 : 33.7 30.5 53.6 49.4 31.8 28.9 44.7 42.3
Old : 33.7 30.5 53.6 49.4 31.8 28.9 44.7 42.3
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, November 06, 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 : 54,472: 16,041 5,604 12,494 21,683 21,533 50,218 39,631: 4,254 14,841
Old : 54,472: 16,041 5,604 12,494 21,683 21,533 50,218 39,631: 4,254 14,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -3,805: -2,001 255 -1,076 -907 -2,490 -3,984 -3,311: 179 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 10.3 22.9 39.8 39.5 92.2 72.8: 7.8 27.2
Old : 100.0: 29.4 10.3 22.9 39.8 39.5 92.2 72.8: 7.8 27.2
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 : 81: 22 18 23 31 34 58 70:
Old : 81: 22 18 23 31 34 58 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 : 34.9 21.3 53.6 34.3 31.8 16.7 42.1 22.2
Old : 34.9 21.3 53.6 34.3 31.8 16.7 42.1 22.2
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, November 06, 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 : 9,362: 1,455 474 1,608 5,539 6,683 8,602 8,765: 761 598
Old : 9,362: 1,455 474 1,608 5,539 6,683 8,602 8,765: 761 598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,055: -132 -152 -193 -650 -683 -975 -1,029: -81 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 5.1 17.2 59.2 71.4 91.9 93.6: 8.1 6.4
Old : 100.0: 15.5 5.1 17.2 59.2 71.4 91.9 93.6: 8.1 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 8 10 23 20 35 32:
Old : 41: 6 8 10 23 20 35 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 : 33.8 45.1 52.9 64.1 32.6 39.4 46.7 47.8
Old : 33.8 45.1 52.9 64.1 32.6 39.4 46.7 47.8
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, November 06, 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 : 296,202: 69,335 37,336 110,745 92,814 105,750 272,894 253,831: 23,308 42,371
Old : 295,139: 69,326 37,353 110,351 92,670 105,295 272,347 252,998: 22,793 42,141
Other: 1,062: 162 137 240 144 455 547 833: 515 230
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,070: -3,188 194 -1,391 2,450 -140 -2,129 -1,337: 59 -733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 12.6 37.4 31.3 35.7 92.1 85.7: 7.9 14.3
Old : 100.0: 23.5 12.7 37.4 31.4 35.7 92.3 85.7: 7.7 14.3
Other: 100.0: 15.3 12.9 22.6 13.6 42.9 51.5 78.4: 48.5 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 110 89 141 79 91 268 262:
Old : 321: 114 90 141 79 91 268 262:
Other: 30: 8 8 5 7 11 16 23:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 10.1 22.6 17.2 9.8 7.1 18.1 12.4
Old : 13.9 10.1 22.6 17.2 9.9 7.0 18.2 12.4
Other: 32.4 44.6 43.9 61.7 17.6 35.2 22.6 44.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 399,575: 120,331 32,728 100,889 144,185 215,461 365,405 349,078: 34,170 50,497
Old : 399,575: 120,331 32,728 100,889 144,185 215,461 365,405 349,078: 34,170 50,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 6,021: -800 3,054 1,383 3,135 2,363 3,718 6,800: 2,302 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 8.2 25.2 36.1 53.9 91.4 87.4: 8.6 12.6
Old : 100.0: 30.1 8.2 25.2 36.1 53.9 91.4 87.4: 8.6 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 432: 149 76 162 142 170 369 349:
Old : 432: 149 76 162 142 170 369 349:
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 : 12.9 15.6 21.5 25.1 11.4 15.2 19.6 22.9
Old : 12.9 15.6 21.5 25.1 11.4 15.2 19.6 22.9
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, November 06, 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 : 5,064: 844 1,413 1,035 1,909 1,418 3,787 3,866: 1,277 1,199
Old : 5,064: 844 1,413 1,035 1,909 1,418 3,787 3,866: 1,277 1,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -470: 10 -67 -179 -121 -217 -291 -464: -179 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 27.9 20.4 37.7 28.0 74.8 76.3: 25.2 23.7
Old : 100.0: 16.7 27.9 20.4 37.7 28.0 74.8 76.3: 25.2 23.7
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 18 10 13 14 28 36:
Old : 44: 7 18 10 13 14 28 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 28.6 49.6 47.7 21.0 26.8 32.9 36.2
Old : 34.7 28.6 49.6 47.7 21.0 26.8 32.9 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 57,827: 18,804 18,960 12,677 16,674 10,725 48,155 42,363: 9,672 15,464
Old : 57,827: 18,804 18,960 12,677 16,674 10,725 48,155 42,363: 9,672 15,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 1,229: -1,199 547 970 1,248 -294 1,019 1,223: 210 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 32.8 21.9 28.8 18.5 83.3 73.3: 16.7 26.7
Old : 100.0: 32.5 32.8 21.9 28.8 18.5 83.3 73.3: 16.7 26.7
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 : 192: 64 50 66 53 48 157 133:
Old : 192: 64 50 66 53 48 157 133:
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 : 14.4 19.9 24.9 29.0 14.1 18.6 22.0 25.8
Old : 14.4 19.9 24.9 29.0 14.1 18.6 22.0 25.8
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, November 06, 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 : 5,261: 427 3,227 476 3,192 1,109 4,096 4,812: 1,166 449
Old : 5,261: 427 3,227 476 3,192 1,109 4,096 4,812: 1,166 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -808: -37 -552 -130 -568 -151 -735 -833: -72 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 61.3 9.1 60.7 21.1 77.8 91.5: 22.2 8.5
Old : 100.0: 8.1 61.3 9.1 60.7 21.1 77.8 91.5: 22.2 8.5
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 : 21: 2 6 5 12 6 18 13:
Old : 21: 2 6 5 12 6 18 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 : 36.3 68.8 56.5 87.3 36.1 67.1 54.0 77.7
Old : 36.3 68.8 56.5 87.3 36.1 67.1 54.0 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 34,795: 2,460 14,711 5,179 26,107 12,806 33,746 32,697: 1,049 2,098
Old : 34,795: 2,460 14,711 5,179 26,107 12,806 33,746 32,697: 1,049 2,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -5,443: -386 -2,209 -987 -3,977 -1,766 -5,350 -4,962: -93 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 42.3 14.9 75.0 36.8 97.0 94.0: 3.0 6.0
Old : 100.0: 7.1 42.3 14.9 75.0 36.8 97.0 94.0: 3.0 6.0
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 : 74: 7 26 17 31 30 51 61:
Old : 74: 7 26 17 31 30 51 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 37.9 64.9 61.0 44.6 37.0 58.8 56.1
Old : 46.8 37.9 64.9 61.0 44.6 37.0 58.8 56.1
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, November 06, 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 : 32,698: 17,197 12,639 0 13,754 18,390 30,951 31,029: 1,747 1,669
Old : 32,698: 17,197 12,639 0 13,754 18,390 30,951 31,029: 1,747 1,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 1,880: 2,596 610 0 -695 977 1,901 1,587: -21 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 38.7 0.0 42.1 56.2 94.7 94.9: 5.3 5.1
Old : 100.0: 52.6 38.7 0.0 42.1 56.2 94.7 94.9: 5.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 9 9 0 3 7 12 16:
Old : 28: 9 9 0 3 7 12 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 : 86.5 70.8 92.5 86.0 86.5 70.8 92.5 86.0
Old : 86.5 70.8 92.5 86.0 86.5 70.8 92.5 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, November 06, 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 : 131,847: 32,876 36,032 9,071 55,140 54,718 97,088 99,822: 34,759 32,025
Old : 131,847: 32,876 36,032 9,071 55,140 54,718 97,088 99,822: 34,759 32,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -5,065: 3,275 -2,202 -3,675 -6,942 -733 -7,342 -6,610: 2,277 1,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 27.3 6.9 41.8 41.5 73.6 75.7: 26.4 24.3
Old : 100.0: 24.9 27.3 6.9 41.8 41.5 73.6 75.7: 26.4 24.3
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 : 101: 22 35 14 28 32 56 75:
Old : 101: 22 35 14 28 32 56 75:
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 16.5 40.0 28.1 29.2 15.1 36.7 26.4
Old : 31.6 16.5 40.0 28.1 29.2 15.1 36.7 26.4
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, November 06, 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 : 78,860: 17,130 36,275 855 53,712 13,584 71,697 50,715: 7,162 28,145
Old : 78,860: 17,130 36,275 855 53,712 13,584 71,697 50,715: 7,162 28,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 1,359: -2,104 3,273 -588 5,578 -190 2,886 2,495: -1,528 -1,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 46.0 1.1 68.1 17.2 90.9 64.3: 9.1 35.7
Old : 100.0: 21.7 46.0 1.1 68.1 17.2 90.9 64.3: 9.1 35.7
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 : 52: 10 19 2 13 13 24 33:
Old : 52: 10 19 2 13 13 24 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 : 59.9 30.9 74.3 41.8 59.9 30.9 73.8 41.8
Old : 59.9 30.9 74.3 41.8 59.9 30.9 73.8 41.8
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, November 06, 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 : 185,595: 67,678 60,454 2,681 109,593 118,485 179,952 181,621: 5,643 3,975
Old : 185,595: 67,678 60,454 2,681 109,593 118,485 179,952 181,621: 5,643 3,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -8,014: -25,999 844 1,481 17,180 -9,659 -7,338 -7,334: -676 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 32.6 1.4 59.0 63.8 97.0 97.9: 3.0 2.1
Old : 100.0: 36.5 32.6 1.4 59.0 63.8 97.0 97.9: 3.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 52 50 13 16 23 75 81:
Old : 137: 52 50 13 16 23 75 81:
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 : 52.2 67.6 68.2 79.0 52.2 67.1 68.2 78.4
Old : 52.2 67.6 68.2 79.0 52.2 67.1 68.2 78.4
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, November 06, 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 : 295,189: 41,795 89,100 40,701 185,434 125,320 267,930 255,121: 27,259 40,068
Old : 295,189: 41,795 89,100 40,701 185,434 125,320 267,930 255,121: 27,259 40,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -7,686: 4,522 3,433 -3,583 -10,266 -4,583 -9,327 -4,732: 1,641 -2,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 30.2 13.8 62.8 42.5 90.8 86.4: 9.2 13.6
Old : 100.0: 14.2 30.2 13.8 62.8 42.5 90.8 86.4: 9.2 13.6
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 : 140: 31 50 29 38 48 86 110:
Old : 140: 31 50 29 38 48 86 110:
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 : 43.6 21.8 55.1 35.0 42.5 21.6 50.1 31.3
Old : 43.6 21.8 55.1 35.0 42.5 21.6 50.1 31.3
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, November 06, 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 : 243,969: 29,480 121,380 25,377 166,658 50,075 221,515 196,832: 22,454 47,137
Old : 243,969: 29,480 121,380 25,377 166,658 50,075 221,515 196,832: 22,454 47,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 5,201: 4,452 476 -1,584 4,391 -611 7,259 -1,718: -2,057 6,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 49.8 10.4 68.3 20.5 90.8 80.7: 9.2 19.3
Old : 100.0: 12.1 49.8 10.4 68.3 20.5 90.8 80.7: 9.2 19.3
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 : 130: 25 46 23 43 40 82 95:
Old : 130: 25 46 23 43 40 82 95:
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 : 36.9 33.5 49.7 41.8 34.8 33.5 46.6 39.5
Old : 36.9 33.5 49.7 41.8 34.8 33.5 46.6 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 590,939: 149,744 196,593 54,419 291,132 270,903 495,294 521,914: 95,645 69,025
Old : 590,939: 149,744 196,593 54,419 291,132 270,903 495,294 521,914: 95,645 69,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,097: -6,429 5,251 -3,811 4,573 -1,134 -5,668 306: 4,571 -1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 33.3 9.2 49.3 45.8 83.8 88.3: 16.2 11.7
Old : 100.0: 25.3 33.3 9.2 49.3 45.8 83.8 88.3: 16.2 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 90 84 66 89 85 206 208:
Old : 294: 90 84 66 89 85 206 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 24.5 27.2 36.3 16.6 23.4 24.9 34.9
Old : 17.4 24.5 27.2 36.3 16.6 23.4 24.9 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 37,239: 13,915 4,834 268 8,524 27,036 22,707 32,138: 14,532 5,101
Old : 37,239: 13,915 4,834 268 8,524 27,036 22,707 32,138: 14,532 5,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 318: 1,077 -245 64 -1,338 -30 -197 -211: 515 529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 13.0 0.7 22.9 72.6 61.0 86.3: 39.0 13.7
Old : 100.0: 37.4 13.0 0.7 22.9 72.6 61.0 86.3: 39.0 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 10 5 3 9 9 21 15:
Old : 27: 10 5 3 9 9 21 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 : 28.5 71.4 41.0 82.0 27.6 70.0 40.0 78.8
Old : 28.5 71.4 41.0 82.0 27.6 70.0 40.0 78.8
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, November 06, 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 : 27,590: 8,306 3,930 236 12,351 17,936 20,893 22,102: 6,697 5,488
Old : 27,590: 8,306 3,930 236 12,351 17,936 20,893 22,102: 6,697 5,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 1,137: 918 696 -1 919 712 1,836 1,407: -699 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 14.2 0.9 44.8 65.0 75.7 80.1: 24.3 19.9
Old : 100.0: 30.1 14.2 0.9 44.8 65.0 75.7 80.1: 24.3 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 : 23: 6 3 1 11 11 18 14:
Old : 23: 6 3 1 11 11 18 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 : 50.0 57.9 62.5 70.7 47.6 55.0 59.3 65.2
Old : 50.0 57.9 62.5 70.7 47.6 55.0 59.3 65.2
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, November 06, 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 : 10,333: 7,876 4,276 82 418 4,335 8,376 8,693: 1,957 1,640
Old : 10,333: 7,876 4,276 82 418 4,335 8,376 8,693: 1,957 1,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -30,046: 99 -19,158 -160 -30,167 -10,945 -30,228 -30,263: 182 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 41.4 0.8 4.0 42.0 81.1 84.1: 18.9 15.9
Old : 100.0: 76.2 41.4 0.8 4.0 42.0 81.1 84.1: 18.9 15.9
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 : 31: 13 10 1 1 8 15 18:
Old : 31: 13 10 1 1 8 15 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 : 57.0 44.6 72.5 64.6 57.0 43.8 72.4 63.8
Old : 57.0 44.6 72.5 64.6 57.0 43.8 72.4 63.8
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, November 06, 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 : 51,291: 10,432 36,160 603 37,808 8,556 48,843 45,319: 2,448 5,972
Old : 51,291: 10,432 36,160 603 37,808 8,556 48,843 45,319: 2,448 5,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -8,428: 1,476 -7,827 -404 -9,692 154 -8,620 -8,077: 191 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 70.5 1.2 73.7 16.7 95.2 88.4: 4.8 11.6
Old : 100.0: 20.3 70.5 1.2 73.7 16.7 95.2 88.4: 4.8 11.6
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 : 83: 23 42 8 12 9 39 55:
Old : 83: 23 42 8 12 9 39 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 : 68.1 38.3 76.4 53.5 68.1 35.8 74.4 50.2
Old : 68.1 38.3 76.4 53.5 68.1 35.8 74.4 50.2
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, November 06, 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 :28,961,409: 928,269 2,878,068 13,938,007 13,436,227 10,719,752 28,302,503 27,535,828: 658,906 1,425,582
Old :28,961,409: 928,269 2,878,068 13,938,007 13,436,227 10,719,752 28,302,503 27,535,828: 658,906 1,425,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 1,114,723: 139,421 130,496 619,956 367,920 358,766 1,127,297 1,109,218: -12,574 5,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 9.9 48.1 46.4 37.0 97.7 95.1: 2.3 4.9
Old : 100.0: 3.2 9.9 48.1 46.4 37.0 97.7 95.1: 2.3 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 : 328: 71 113 152 122 133 286 313:
Old : 328: 71 113 152 122 133 286 313:
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 : 25.0 17.3 37.9 29.8 14.9 7.3 18.5 9.8
Old : 25.0 17.3 37.9 29.8 14.9 7.3 18.5 9.8
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 2,913: 2,248 2,458 0 0 167 2,248 2,625: 665 288
Old : 2,913: 2,248 2,458 0 0 167 2,248 2,625: 665 288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 305: 275 425 -82 0 0 193 343: 112 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 84.4 0.0 0.0 5.7 77.2 90.1: 22.8 9.9
Old : 100.0: 77.2 84.4 0.0 0.0 5.7 77.2 90.1: 22.8 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 22 17 0 0 1 22 18:
Old : 40: 22 17 0 0 1 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 59.6 55.8 74.9 41.8 59.6 55.8 74.9
Old : 41.8 59.6 55.8 74.9 41.8 59.6 55.8 74.9
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, November 06, 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 : 22,332: 1,822 713 9,965 10,426 11,549 22,213 22,227: 119 105
Old : 22,332: 1,822 713 9,965 10,426 11,549 22,213 22,227: 119 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 3,257: 535 232 2,139 568 902 3,242 3,273: 15 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 3.2 44.6 46.7 51.7 99.5 99.5: 0.5 0.5
Old : 100.0: 8.2 3.2 44.6 46.7 51.7 99.5 99.5: 0.5 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 : 25: 9 6 13 6 7 23 20:
Old : 25: 9 6 13 6 7 23 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 : 58.5 56.9 79.5 76.8 37.5 34.5 38.8 39.0
Old : 58.5 56.9 79.5 76.8 37.5 34.5 38.8 39.0
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, November 06, 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 : 22,643: 4,939 1,545 4,715 12,501 15,943 22,155 22,203: 488 440
Old : 22,643: 4,939 1,545 4,715 12,501 15,943 22,155 22,203: 488 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -6,032: 4,374 304 -4,561 -5,851 -1,644 -6,038 -5,901: 6 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 6.8 20.8 55.2 70.4 97.8 98.1: 2.2 1.9
Old : 100.0: 21.8 6.8 20.8 55.2 70.4 97.8 98.1: 2.2 1.9
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 : 34: 10 8 12 12 10 29 25:
Old : 34: 10 8 12 12 10 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 51.9 79.2 83.2 27.6 31.5 35.7 37.9
Old : 60.3 51.9 79.2 83.2 27.6 31.5 35.7 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 919,087: 95,720 57,158 196,916 536,061 587,297 828,696 841,371: 90,390 77,716
Old : 919,087: 95,720 57,158 196,916 536,061 587,297 828,696 841,371: 90,390 77,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -38,854: -14,180 -979 -17,817 -1,986 -19,721 -33,983 -38,517: -4,871 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.2 21.4 58.3 63.9 90.2 91.5: 9.8 8.5
Old : 100.0: 10.4 6.2 21.4 58.3 63.9 90.2 91.5: 9.8 8.5
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 : 656: 161 123 166 292 271 530 484:
Old : 656: 161 123 166 292 271 530 484:
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 : 13.5 14.1 22.0 24.9 5.3 8.8 9.5 15.5
Old : 13.5 14.1 22.0 24.9 5.3 8.8 9.5 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 83,174: 4,842 2,685 10,914 42,954 49,324 58,710 62,923: 24,464 20,252
Old : 83,174: 4,842 2,685 10,914 42,954 49,324 58,710 62,923: 24,464 20,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -6,135: -2,241 -1,762 -2,641 810 -4,855 -4,072 -9,258: -2,063 3,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 3.2 13.1 51.6 59.3 70.6 75.7: 29.4 24.3
Old : 100.0: 5.8 3.2 13.1 51.6 59.3 70.6 75.7: 29.4 24.3
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 : 53: 7 17 22 20 26 44 48:
Old : 53: 7 17 22 20 26 44 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 37.6 45.3 47.9 30.5 35.7 37.3 43.7
Old : 33.5 37.6 45.3 47.9 30.5 35.7 37.3 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 13,450: 600 0 0 10,814 12,812 11,414 12,812: 2,036 638
Old : 13,450: 600 0 0 10,814 12,812 11,414 12,812: 2,036 638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 1,440: -46 0 0 1,795 1,584 1,749 1,584: -309 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.0 80.4 95.3 84.9 95.3: 15.1 4.7
Old : 100.0: 4.5 0.0 0.0 80.4 95.3 84.9 95.3: 15.1 4.7
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 : 23: 2 0 0 11 12 13 12:
Old : 23: 2 0 0 11 12 13 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 : 60.1 61.8 73.4 86.8 60.0 61.8 71.9 86.8
Old : 60.1 61.8 73.4 86.8 60.0 61.8 71.9 86.8
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, November 06, 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 : 4,179,562: 465,485 283,462 918,912 2,465,534 2,689,867 3,849,931 3,892,241: 329,631 287,322
Old : 4,179,562: 465,485 283,462 918,912 2,465,534 2,689,867 3,849,931 3,892,241: 329,631 287,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -163,599: -80,751 -17,142 -54,825 -13,982 -74,328 -149,557 -146,294: -14,041 -17,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 6.8 22.0 59.0 64.4 92.1 93.1: 7.9 6.9
Old : 100.0: 11.1 6.8 22.0 59.0 64.4 92.1 93.1: 7.9 6.9
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 : 646: 159 118 160 287 269 518 476:
Old : 646: 159 118 160 287 269 518 476:
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 : 14.1 15.1 23.1 26.1 6.0 9.4 10.6 16.4
Old : 14.1 15.1 23.1 26.1 6.0 9.4 10.6 16.4
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, November 06, 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 : 29,350: 1,666 0 0 25,773 28,041 27,439 28,041: 1,911 1,309
Old : 29,350: 1,666 0 0 25,773 28,041 27,439 28,041: 1,911 1,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 444: -44 -269 0 1,080 669 1,036 400: -592 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 0.0 87.8 95.5 93.5 95.5: 6.5 4.5
Old : 100.0: 5.7 0.0 0.0 87.8 95.5 93.5 95.5: 6.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 0 8 11 11 11:
Old : 20: 3 0 0 8 11 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.9 71.0 91.1 90.5 77.3 71.0 85.6 88.4
Old : 79.9 71.0 91.1 90.5 77.3 71.0 85.6 88.4
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, November 06, 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 : 15,274: 2,517 370 0 10,940 14,111 13,457 14,481: 1,817 793
Old : 15,274: 2,517 370 0 10,940 14,111 13,457 14,481: 1,817 793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -842: -439 27 0 -63 -1,383 -502 -1,356: -340 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 2.4 0.0 71.6 92.4 88.1 94.8: 11.9 5.2
Old : 100.0: 16.5 2.4 0.0 71.6 92.4 88.1 94.8: 11.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 1 0 11 10 16 11:
Old : 26: 5 1 0 11 10 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 : 59.5 66.8 74.6 87.8 59.5 66.8 74.6 87.8
Old : 59.5 66.8 74.6 87.8 59.5 66.8 74.6 87.8
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, November 06, 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 : 15,760: 692 0 0 12,990 14,128 13,682 14,128: 2,078 1,632
Old : 15,760: 692 0 0 12,990 14,128 13,682 14,128: 2,078 1,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 420: 0 0 0 334 -85 334 -85: 86 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.0 82.4 89.6 86.8 89.6: 13.2 10.4
Old : 100.0: 4.4 0.0 0.0 82.4 89.6 86.8 89.6: 13.2 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 : 22: 1 0 0 11 13 12 13:
Old : 22: 1 0 0 11 13 12 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 : 55.4 64.2 75.1 83.0 54.6 64.2 74.2 83.0
Old : 55.4 64.2 75.1 83.0 54.6 64.2 74.2 83.0
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, November 06, 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 : 219,007: 0 21,500 0 219,007 197,107 219,007 218,607: 0 400
Old : 219,007: 0 21,500 0 219,007 197,107 219,007 218,607: 0 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 2,000: 0 0 0 2,000 2,000 2,000 2,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.8 0.0 100.0 90.0 100.0 99.8: 0.0 0.2
Old : 100.0: 0.0 9.8 0.0 100.0 90.0 100.0 99.8: 0.0 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 : 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 : 78.4 67.4 92.4 85.6 69.3 64.1 75.5 72.8
Old : 78.4 67.4 92.4 85.6 69.3 64.1 75.5 72.8
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, November 06, 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 : 65,608: 12,887 3,071 1,282 43,216 56,179 57,385 60,532: 8,223 5,076
Old : 65,608: 12,887 3,071 1,282 43,216 56,179 57,385 60,532: 8,223 5,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -9,741: -3,138 816 426 -6,243 -8,255 -8,955 -7,013: -786 -2,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 4.7 2.0 65.9 85.6 87.5 92.3: 12.5 7.7
Old : 100.0: 19.6 4.7 2.0 65.9 85.6 87.5 92.3: 12.5 7.7
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 : 83: 12 7 5 44 38 57 49:
Old : 83: 12 7 5 44 38 57 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 38.9 43.9 56.7 28.5 38.8 41.6 56.5
Old : 30.4 38.9 43.9 56.7 28.5 38.8 41.6 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 53,375: 10,538 10,595 3,688 32,655 31,451 46,881 45,735: 6,494 7,640
Old : 53,375: 10,538 10,595 3,688 32,655 31,451 46,881 45,735: 6,494 7,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,293: -1,555 428 -73 1,321 -932 -307 -577: -986 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 19.9 6.9 61.2 58.9 87.8 85.7: 12.2 14.3
Old : 100.0: 19.7 19.9 6.9 61.2 58.9 87.8 85.7: 12.2 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 : 280: 57 78 40 89 103 167 200:
Old : 280: 57 78 40 89 103 167 200:
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 16.9 37.9 28.4 25.4 16.0 36.8 25.5
Old : 26.0 16.9 37.9 28.4 25.4 16.0 36.8 25.5
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, November 06, 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 : 266,875: 52,690 52,977 18,442 163,273 157,257 234,405 228,675: 32,469 38,199
Old : 266,875: 52,690 52,977 18,442 163,273 157,257 234,405 228,675: 32,469 38,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -6,466: -7,775 2,138 -365 6,606 -4,659 -1,534 -2,886: -4,931 -3,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 19.9 6.9 61.2 58.9 87.8 85.7: 12.2 14.3
Old : 100.0: 19.7 19.9 6.9 61.2 58.9 87.8 85.7: 12.2 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 : 280: 57 78 40 89 103 167 200:
Old : 280: 57 78 40 89 103 167 200:
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 16.9 37.9 28.4 25.4 16.0 36.8 25.5
Old : 26.0 16.9 37.9 28.4 25.4 16.0 36.8 25.5
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, November 06, 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 : 174,326: 22,205 87,154 15,943 114,426 31,918 152,573 135,015: 21,753 39,311
Old : 174,326: 22,205 87,154 15,943 114,426 31,918 152,573 135,015: 21,753 39,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -11,796: -192 -6,667 -176 -10,206 1,029 -10,574 -5,814: -1,222 -5,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 50.0 9.1 65.6 18.3 87.5 77.4: 12.5 22.6
Old : 100.0: 12.7 50.0 9.1 65.6 18.3 87.5 77.4: 12.5 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 17 42 20 27 25 57 74:
Old : 93: 17 42 20 27 25 57 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 20.4 63.1 33.0 48.1 20.2 60.4 32.6
Old : 49.0 20.4 63.1 33.0 48.1 20.2 60.4 32.6
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, November 06, 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 : 481,183: 70,429 116,661 17,015 374,590 327,228 462,034 460,904: 19,149 20,278
Old : 481,183: 70,429 116,661 17,015 374,590 327,228 462,034 460,904: 19,149 20,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -11,518: -9,947 4,229 -2,278 3,667 -14,734 -8,558 -12,783: -2,960 1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 24.2 3.5 77.8 68.0 96.0 95.8: 4.0 4.2
Old : 100.0: 14.6 24.2 3.5 77.8 68.0 96.0 95.8: 4.0 4.2
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 : 297: 54 57 27 131 107 195 181:
Old : 297: 54 57 27 131 107 195 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 24.4 31.2 38.9 17.7 24.3 29.4 38.8
Old : 19.2 24.4 31.2 38.9 17.7 24.3 29.4 38.8
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, November 06, 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 : 29,057: 6,886 14,920 374 15,685 10,395 22,945 25,689: 6,112 3,368
Old : 29,057: 6,886 14,920 374 15,685 10,395 22,945 25,689: 6,112 3,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 31: -486 580 1 958 -631 473 -50: -442 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 51.3 1.3 54.0 35.8 79.0 88.4: 21.0 11.6
Old : 100.0: 23.7 51.3 1.3 54.0 35.8 79.0 88.4: 21.0 11.6
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 : 39: 15 6 4 14 7 30 16:
Old : 39: 15 6 4 14 7 30 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 : 36.1 62.4 52.0 81.1 36.1 62.3 52.0 81.0
Old : 36.1 62.4 52.0 81.1 36.1 62.3 52.0 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 58,001: 23,299 5,092 1,025 27,158 30,029 51,482 36,146: 6,519 21,855
Old : 58,001: 23,299 5,092 1,025 27,158 30,029 51,482 36,146: 6,519 21,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -8,077: 468 -1,903 180 -8,165 6,050 -7,517 4,327: -560 -12,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 8.8 1.8 46.8 51.8 88.8 62.3: 11.2 37.7
Old : 100.0: 40.2 8.8 1.8 46.8 51.8 88.8 62.3: 11.2 37.7
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 : 69: 17 10 6 29 24 50 36:
Old : 69: 17 10 6 29 24 50 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 27.8 52.4 38.4 37.3 26.1 51.3 36.4
Old : 38.4 27.8 52.4 38.4 37.3 26.1 51.3 36.4
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, November 06, 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 : 115,974: 5,773 5,890 250 109,439 109,616 115,462 115,756: 512 218
Old : 115,974: 5,773 5,890 250 109,439 109,616 115,462 115,756: 512 218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 1,030: 200 0 0 355 1,055 555 1,055: 475 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.1 0.2 94.4 94.5 99.6 99.8: 0.4 0.2
Old : 100.0: 5.0 5.1 0.2 94.4 94.5 99.6 99.8: 0.4 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 : 31: 6 1 1 16 18 22 20:
Old : 31: 6 1 1 16 18 22 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 : 82.0 66.2 92.8 90.2 46.3 34.6 49.4 46.5
Old : 82.0 66.2 92.8 90.2 46.3 34.6 49.4 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2018