MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 21,248: 700 2,556 844 19,704 17,848 21,248 21,248: 0 0
Old : 21,248: 700 2,556 844 19,704 17,848 21,248 21,248: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 12.0 4.0 92.7 84.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 12.0 4.0 92.7 84.0 100.0 100.0: 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: 4 5 3 5 9 10 16:
Old : 20: 4 5 3 5 9 10 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.3 78.8 99.2 91.3 85.7 70.3 86.3 81.7
Old : 92.3 78.8 99.2 91.3 85.7 70.3 86.3 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 10,449: 314 1,479 1,885 7,562 6,270 9,761 9,634: 689 816
Old : 10,449: 314 1,479 1,885 7,562 6,270 9,761 9,634: 689 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 639: 8 340 54 555 286 617 681: 22 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 14.1 18.0 72.4 60.0 93.4 92.2: 6.6 7.8
Old : 100.0: 3.0 14.1 18.0 72.4 60.0 93.4 92.2: 6.6 7.8
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 : 44: 7 7 11 23 22 35 35:
Old : 44: 7 7 11 23 22 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 32.7 54.5 49.8 33.2 30.4 46.1 45.4
Old : 35.1 32.7 54.5 49.8 33.2 30.4 46.1 45.4
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, November 20, 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 : 59,333: 16,054 5,586 14,838 24,047 24,161 54,940 44,585: 4,393 14,748
Old : 59,333: 16,054 5,586 14,838 24,047 24,161 54,940 44,585: 4,393 14,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 3,514: -191 0 1,706 2,114 1,951 3,629 3,657: -115 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 9.4 25.0 40.5 40.7 92.6 75.1: 7.4 24.9
Old : 100.0: 27.1 9.4 25.0 40.5 40.7 92.6 75.1: 7.4 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 : 84: 19 23 27 34 34 63 74:
Old : 84: 19 23 27 34 34 63 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 : 34.1 22.1 52.5 35.8 30.2 16.2 39.5 21.6
Old : 34.1 22.1 52.5 35.8 30.2 16.2 39.5 21.6
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 20, 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 : 10,455: 1,600 793 1,847 6,315 7,266 9,762 9,907: 693 548
Old : 10,455: 1,600 793 1,847 6,315 7,266 9,762 9,907: 693 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 677: 29 220 150 631 391 810 761: -134 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 7.6 17.7 60.4 69.5 93.4 94.8: 6.6 5.2
Old : 100.0: 15.3 7.6 17.7 60.4 69.5 93.4 94.8: 6.6 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 : 43: 7 8 11 23 21 36 34:
Old : 43: 7 8 11 23 21 36 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 : 32.4 45.4 51.6 64.2 30.5 37.3 44.2 47.2
Old : 32.4 45.4 51.6 64.2 30.5 37.3 44.2 47.2
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, November 20, 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 : 300,661: 71,296 29,700 110,962 93,916 114,720 276,174 255,382: 24,487 45,280
Old : 299,325: 71,418 29,721 110,428 93,609 114,210 275,455 254,359: 23,871 44,966
Other: 1,336: 162 263 250 307 510 719 1,022: 617 314
: : :
: : Changes in Commitments from: November 13, 2018 :
: -14,569: 5,147 -7,770 -9,180 -9,574 1,101 -13,607 -15,848: -963 1,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 9.9 36.9 31.2 38.2 91.9 84.9: 8.1 15.1
Old : 100.0: 23.9 9.9 36.9 31.3 38.2 92.0 85.0: 8.0 15.0
Other: 100.0: 12.1 19.7 18.7 23.0 38.1 53.8 76.5: 46.2 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 121 81 138 73 89 271 253:
Old : 323: 125 83 138 73 89 271 253:
Other: 35: 9 8 6 10 13 19 27:
:----------------------------------------------------------------------------------------------------
: 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 10.2 22.0 17.1 10.0 7.1 17.5 12.5
Old : 13.6 10.2 22.1 17.1 10.0 7.1 17.6 12.5
Other: 26.2 41.8 42.4 58.4 18.8 36.8 27.1 44.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 389,695: 115,400 31,852 101,994 138,622 207,320 356,017 341,165: 33,678 48,529
Old : 389,695: 115,400 31,852 101,994 138,622 207,320 356,017 341,165: 33,678 48,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,785: 2,471 -1,865 -1,426 828 5,320 1,872 2,030: 913 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 8.2 26.2 35.6 53.2 91.4 87.5: 8.6 12.5
Old : 100.0: 29.6 8.2 26.2 35.6 53.2 91.4 87.5: 8.6 12.5
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 : 434: 150 74 154 142 172 367 344:
Old : 434: 150 74 154 142 172 367 344:
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 : 12.3 16.2 20.9 26.5 12.3 15.6 20.0 23.8
Old : 12.3 16.2 20.9 26.5 12.3 15.6 20.0 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 4,841: 978 1,237 1,231 1,504 1,222 3,713 3,690: 1,128 1,150
Old : 4,841: 978 1,237 1,231 1,504 1,222 3,713 3,690: 1,128 1,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -139: 2 2 116 -159 -217 -41 -99: -98 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 25.6 25.4 31.1 25.2 76.7 76.2: 23.3 23.8
Old : 100.0: 20.2 25.6 25.4 31.1 25.2 76.7 76.2: 23.3 23.8
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 : 43: 9 17 12 11 12 28 35:
Old : 43: 9 17 12 11 12 28 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 32.1 52.6 49.7 24.5 27.1 35.3 35.3
Old : 39.0 32.1 52.6 49.7 24.5 27.1 35.3 35.3
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 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 55,025: 16,813 18,309 12,731 16,838 10,267 46,382 41,307: 8,643 13,719
Old : 55,025: 16,813 18,309 12,731 16,838 10,267 46,382 41,307: 8,643 13,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -3,399: -482 -1,012 -1,681 -412 -317 -2,575 -3,010: -824 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 33.3 23.1 30.6 18.7 84.3 75.1: 15.7 24.9
Old : 100.0: 30.6 33.3 23.1 30.6 18.7 84.3 75.1: 15.7 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 : 190: 61 50 56 52 51 146 133:
Old : 190: 61 50 56 52 51 146 133:
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 : 17.0 20.9 27.9 29.9 16.2 19.9 24.5 26.1
Old : 17.0 20.9 27.9 29.9 16.2 19.9 24.5 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 5,442: 415 3,304 492 3,294 1,191 4,202 4,986: 1,241 456
Old : 5,442: 415 3,304 492 3,294 1,191 4,202 4,986: 1,241 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 91: 2 4 5 36 77 43 86: 48 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 60.7 9.0 60.5 21.9 77.2 91.6: 22.8 8.4
Old : 100.0: 7.6 60.7 9.0 60.5 21.9 77.2 91.6: 22.8 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 : 21: 2 6 4 12 6 17 13:
Old : 21: 2 6 4 12 6 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 69.4 55.5 87.6 36.0 67.8 53.5 78.1
Old : 36.0 69.4 55.5 87.6 36.0 67.8 53.5 78.1
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 20, 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 : 37,664: 2,626 15,724 5,605 28,307 14,282 36,538 35,611: 1,126 2,054
Old : 37,664: 2,626 15,724 5,605 28,307 14,282 36,538 35,611: 1,126 2,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,005: 192 660 247 1,526 1,053 1,965 1,960: 40 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 41.7 14.9 75.2 37.9 97.0 94.5: 3.0 5.5
Old : 100.0: 7.0 41.7 14.9 75.2 37.9 97.0 94.5: 3.0 5.5
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 : 76: 7 26 18 33 31 53 63:
Old : 76: 7 26 18 33 31 53 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 35.8 64.7 59.0 45.6 34.9 57.5 53.8
Old : 46.1 35.8 64.7 59.0 45.6 34.9 57.5 53.8
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 20, 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 : 32,082: 17,288 7,572 3 12,959 23,182 30,250 30,757: 1,832 1,325
Old : 32,082: 17,288 7,572 3 12,959 23,182 30,250 30,757: 1,832 1,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,604: 1,841 2,121 -3 408 996 2,246 3,114: 358 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 23.6 0.0 40.4 72.3 94.3 95.9: 5.7 4.1
Old : 100.0: 53.9 23.6 0.0 40.4 72.3 94.3 95.9: 5.7 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 9 10 1 5 7 15 17:
Old : 29: 9 10 1 5 7 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.3 73.6 92.0 87.2 87.3 72.1 91.0 85.6
Old : 87.3 73.6 92.0 87.2 87.3 72.1 91.0 85.6
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 20, 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 : 159,073: 36,524 44,354 14,601 75,480 63,339 126,605 122,293: 32,467 36,779
Old : 159,073: 36,524 44,354 14,601 75,480 63,339 126,605 122,293: 32,467 36,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 23,047: 1,840 5,487 4,157 16,641 11,232 22,637 20,876: 409 2,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 27.9 9.2 47.5 39.8 79.6 76.9: 20.4 23.1
Old : 100.0: 23.0 27.9 9.2 47.5 39.8 79.6 76.9: 20.4 23.1
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 : 112: 22 44 18 32 32 62 86:
Old : 112: 22 44 18 32 32 62 86:
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 : 30.1 15.5 45.2 26.3 28.0 13.2 35.8 23.1
Old : 30.1 15.5 45.2 26.3 28.0 13.2 35.8 23.1
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 20, 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 : 82,097: 17,642 36,983 2,017 53,883 16,355 73,542 55,355: 8,555 26,742
Old : 82,097: 17,642 36,983 2,017 53,883 16,355 73,542 55,355: 8,555 26,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 3,409: 1,459 2,628 1,253 267 1,201 2,980 5,082: 430 -1,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 45.0 2.5 65.6 19.9 89.6 67.4: 10.4 32.6
Old : 100.0: 21.5 45.0 2.5 65.6 19.9 89.6 67.4: 10.4 32.6
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 : 51: 8 17 3 13 17 22 36:
Old : 51: 8 17 3 13 17 22 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 : 58.6 30.6 73.2 42.7 57.2 30.6 71.3 42.7
Old : 58.6 30.6 73.2 42.7 57.2 30.6 71.3 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 187,408: 72,881 58,394 4,535 104,647 119,194 182,063 182,123: 5,345 5,285
Old : 187,408: 72,881 58,394 4,535 104,647 119,194 182,063 182,123: 5,345 5,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -261: 2,764 -4,017 1,360 -4,039 1,865 85 -792: -346 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 31.2 2.4 55.8 63.6 97.1 97.2: 2.9 2.8
Old : 100.0: 38.9 31.2 2.4 55.8 63.6 97.1 97.2: 2.9 2.8
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 : 133: 50 47 9 18 24 72 78:
Old : 133: 50 47 9 18 24 72 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 63.6 70.9 76.0 55.4 63.1 70.8 75.4
Old : 55.4 63.6 70.9 76.0 55.4 63.1 70.8 75.4
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 20, 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 : 289,698: 40,117 73,925 42,446 180,742 134,329 263,306 250,701: 26,393 38,998
Old : 289,698: 40,117 73,925 42,446 180,742 134,329 263,306 250,701: 26,393 38,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -3,008: -2,473 -4,863 538 -52 -398 -1,986 -4,723: -1,022 1,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 25.5 14.7 62.4 46.4 90.9 86.5: 9.1 13.5
Old : 100.0: 13.8 25.5 14.7 62.4 46.4 90.9 86.5: 9.1 13.5
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 : 134: 30 45 22 40 47 81 103:
Old : 134: 30 45 22 40 47 81 103:
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 : 41.7 24.1 52.8 36.0 40.9 23.6 48.0 31.4
Old : 41.7 24.1 52.8 36.0 40.9 23.6 48.0 31.4
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 20, 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 : 253,332: 30,528 133,661 22,850 175,044 51,026 228,422 207,538: 24,910 45,794
Old : 253,332: 30,528 133,661 22,850 175,044 51,026 228,422 207,538: 24,910 45,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -6,693: -6,129 -8,667 3,441 -4,594 916 -7,282 -4,310: 589 -2,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 52.8 9.0 69.1 20.1 90.2 81.9: 9.8 18.1
Old : 100.0: 12.1 52.8 9.0 69.1 20.1 90.2 81.9: 9.8 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 : 136: 30 48 25 41 39 87 97:
Old : 136: 30 48 25 41 39 87 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 34.9 52.2 43.1 38.1 34.9 49.8 42.1
Old : 39.5 34.9 52.2 43.1 38.1 34.9 49.8 42.1
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 20, 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 : 598,856: 156,455 208,787 48,005 301,652 273,014 506,111 529,805: 92,745 69,051
Old : 598,856: 156,455 208,787 48,005 301,652 273,014 506,111 529,805: 92,745 69,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 8,313: -4,081 4,374 2,642 3,177 4,786 1,738 11,802: 6,575 -3,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 34.9 8.0 50.4 45.6 84.5 88.5: 15.5 11.5
Old : 100.0: 26.1 34.9 8.0 50.4 45.6 84.5 88.5: 15.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 97 81 58 93 87 213 203:
Old : 302: 97 81 58 93 87 213 203:
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 : 16.7 26.9 26.8 38.0 15.9 24.3 24.5 34.7
Old : 16.7 26.9 26.8 38.0 15.9 24.3 24.5 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 36,830: 13,501 4,849 199 9,622 26,716 23,322 31,764: 13,508 5,066
Old : 36,830: 13,501 4,849 199 9,622 26,716 23,322 31,764: 13,508 5,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -794: -439 -35 -69 -128 9 -636 -95: -158 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 13.2 0.5 26.1 72.5 63.3 86.2: 36.7 13.8
Old : 100.0: 36.7 13.2 0.5 26.1 72.5 63.3 86.2: 36.7 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 : 28: 9 5 3 11 9 22 15:
Old : 28: 9 5 3 11 9 22 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 : 29.2 71.0 42.5 81.1 27.9 69.1 41.0 77.2
Old : 29.2 71.0 42.5 81.1 27.9 69.1 41.0 77.2
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 20, 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 : 28,641: 9,035 4,089 242 12,830 18,510 22,107 22,841: 6,534 5,800
Old : 28,641: 9,035 4,089 242 12,830 18,510 22,107 22,841: 6,534 5,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 436: -72 -20 6 307 313 241 299: 195 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 14.3 0.8 44.8 64.6 77.2 79.7: 22.8 20.3
Old : 100.0: 31.5 14.3 0.8 44.8 64.6 77.2 79.7: 22.8 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 3 2 11 11 18 15:
Old : 23: 6 3 2 11 11 18 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 : 50.9 57.5 63.7 70.3 48.6 54.7 61.3 65.3
Old : 50.9 57.5 63.7 70.3 48.6 54.7 61.3 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 10,789: 8,731 4,688 94 0 4,535 8,825 9,317: 1,964 1,472
Old : 10,789: 8,731 4,688 94 0 4,535 8,825 9,317: 1,964 1,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -128: 300 -529 -2 -437 545 -139 14: 11 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 43.5 0.9 0.0 42.0 81.8 86.4: 18.2 13.6
Old : 100.0: 80.9 43.5 0.9 0.0 42.0 81.8 86.4: 18.2 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 : 34: 16 9 2 0 9 17 19:
Old : 34: 16 9 2 0 9 17 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 : 57.1 42.1 69.4 64.6 57.1 41.3 69.4 63.8
Old : 57.1 42.1 69.4 64.6 57.1 41.3 69.4 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 20, 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 : 53,886: 15,489 34,615 1,270 34,249 11,930 51,008 47,815: 2,878 6,071
Old : 53,886: 15,489 34,615 1,270 34,249 11,930 51,008 47,815: 2,878 6,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 3,869: 4,351 2,609 607 -1,222 451 3,735 3,666: 134 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 64.2 2.4 63.6 22.1 94.7 88.7: 5.3 11.3
Old : 100.0: 28.7 64.2 2.4 63.6 22.1 94.7 88.7: 5.3 11.3
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 : 84: 27 34 10 12 15 46 52:
Old : 84: 27 34 10 12 15 46 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 34.6 74.6 50.8 62.1 32.3 74.0 47.8
Old : 62.1 34.6 74.6 50.8 62.1 32.3 74.0 47.8
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 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :26,582,033: 855,555 2,648,896 12,293,709 12,787,918 10,198,861 25,937,182 25,141,466: 644,851 1,440,567
Old :26,582,033: 855,555 2,648,896 12,293,709 12,787,918 10,198,861 25,937,182 25,141,466: 644,851 1,440,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
:-1,037,120: -20,626 -354,134 -479,870 -540,117 -199,371 -1,040,614 -1,033,374: 3,493 -3,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 10.0 46.2 48.1 38.4 97.6 94.6: 2.4 5.4
Old : 100.0: 3.2 10.0 46.2 48.1 38.4 97.6 94.6: 2.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 59 123 148 131 142 295 319:
Old : 339: 59 123 148 131 142 295 319:
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 : 25.6 16.0 38.6 27.1 15.5 5.9 19.4 8.6
Old : 25.6 16.0 38.6 27.1 15.5 5.9 19.4 8.6
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, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,729: 2,467 2,576 599 0 174 3,066 3,349: 663 380
Old : 3,729: 2,467 2,576 599 0 174 3,066 3,349: 663 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 199: -425 -479 598 0 7 173 126: 26 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 69.1 16.1 0.0 4.7 82.2 89.8: 17.8 10.2
Old : 100.0: 66.2 69.1 16.1 0.0 4.7 82.2 89.8: 17.8 10.2
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 : 43: 22 19 9 0 1 27 25:
Old : 43: 22 19 9 0 1 27 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 : 43.1 46.6 54.3 62.9 35.4 43.8 46.3 57.5
Old : 43.1 46.6 54.3 62.9 35.4 43.8 46.3 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 26,781: 2,234 991 13,866 10,633 11,840 26,733 26,697: 48 84
Old : 26,781: 2,234 991 13,866 10,633 11,840 26,733 26,697: 48 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,812: 289 322 2,290 261 185 2,840 2,797: -28 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.7 51.8 39.7 44.2 99.8 99.7: 0.2 0.3
Old : 100.0: 8.3 3.7 51.8 39.7 44.2 99.8 99.7: 0.2 0.3
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 : 27: 6 9 14 6 8 24 22:
Old : 27: 6 9 14 6 8 24 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 : 59.4 58.2 82.7 79.5 33.4 29.6 34.7 33.5
Old : 59.4 58.2 82.7 79.5 33.4 29.6 34.7 33.5
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 20, 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 : 26,121: 5,323 1,728 5,372 14,917 17,888 25,612 24,988: 509 1,133
Old : 26,121: 5,323 1,728 5,372 14,917 17,888 25,612 24,988: 509 1,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 807: 825 363 -157 118 631 786 837: 21 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 6.6 20.6 57.1 68.5 98.1 95.7: 1.9 4.3
Old : 100.0: 20.4 6.6 20.6 57.1 68.5 98.1 95.7: 1.9 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 : 37: 12 8 15 12 13 30 31:
Old : 37: 12 8 15 12 13 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 45.4 79.0 79.7 33.7 32.1 44.1 43.5
Old : 61.2 45.4 79.0 79.7 33.7 32.1 44.1 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 959,042: 99,695 57,528 212,404 549,806 610,612 861,906 880,544: 97,136 78,498
Old : 959,042: 99,695 57,528 212,404 549,806 610,612 861,906 880,544: 97,136 78,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 26,935: 2,340 970 10,588 5,672 14,774 18,599 26,331: 8,336 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.0 22.1 57.3 63.7 89.9 91.8: 10.1 8.2
Old : 100.0: 10.4 6.0 22.1 57.3 63.7 89.9 91.8: 10.1 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 666: 188 98 163 296 283 535 493:
Old : 666: 188 98 163 296 283 535 493:
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 14.8 22.2 25.0 5.3 9.2 9.0 16.0
Old : 13.4 14.8 22.2 25.0 5.3 9.2 9.0 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 89,545: 9,295 4,628 9,317 44,960 54,323 63,573 68,268: 25,973 21,278
Old : 89,545: 9,295 4,628 9,317 44,960 54,323 63,573 68,268: 25,973 21,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 6,004: 3,838 1,801 -669 -427 3,037 2,742 4,168: 3,263 1,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 5.2 10.4 50.2 60.7 71.0 76.2: 29.0 23.8
Old : 100.0: 10.4 5.2 10.4 50.2 60.7 71.0 76.2: 29.0 23.8
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 : 55: 14 10 19 23 25 46 45:
Old : 55: 14 10 19 23 25 46 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 37.5 44.0 49.3 28.4 36.9 38.1 45.4
Old : 30.2 37.5 44.0 49.3 28.4 36.9 38.1 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, November 20, 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 : 15,561: 384 252 0 13,003 14,619 13,387 14,871: 2,174 690
Old : 15,561: 384 252 0 13,003 14,619 13,387 14,871: 2,174 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,710: 0 252 0 1,734 1,510 1,734 1,762: -24 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.6 0.0 83.6 93.9 86.0 95.6: 14.0 4.4
Old : 100.0: 2.5 1.6 0.0 83.6 93.9 86.0 95.6: 14.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 11 12 12 13:
Old : 23: 1 1 0 11 12 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 : 60.2 63.3 77.8 88.4 59.5 63.3 77.1 88.4
Old : 60.2 63.3 77.8 88.4 59.5 63.3 77.1 88.4
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, November 20, 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 : 4,347,484: 495,338 307,841 972,096 2,524,231 2,781,446 3,991,665 4,061,383: 355,819 286,101
Old : 4,347,484: 495,338 307,841 972,096 2,524,231 2,781,446 3,991,665 4,061,383: 355,819 286,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 104,653: 18,318 21,652 30,477 30,493 58,684 79,288 110,813: 25,365 -6,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 7.1 22.4 58.1 64.0 91.8 93.4: 8.2 6.6
Old : 100.0: 11.4 7.1 22.4 58.1 64.0 91.8 93.4: 8.2 6.6
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 : 654: 180 97 157 290 280 521 483:
Old : 654: 180 97 157 290 280 521 483:
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 15.5 23.6 26.5 5.8 10.1 10.0 17.6
Old : 14.1 15.5 23.6 26.5 5.8 10.1 10.0 17.6
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 20, 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 : 18,219: 2,832 370 0 13,766 17,101 16,598 17,471: 1,621 748
Old : 18,219: 2,832 370 0 13,766 17,101 16,598 17,471: 1,621 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 364: 265 0 0 164 384 429 384: -65 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 2.0 0.0 75.6 93.9 91.1 95.9: 8.9 4.1
Old : 100.0: 15.5 2.0 0.0 75.6 93.9 91.1 95.9: 8.9 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 1 0 12 12 18 13:
Old : 30: 6 1 0 12 12 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 : 59.3 69.2 74.9 86.8 59.3 69.2 74.9 86.8
Old : 59.3 69.2 74.9 86.8 59.3 69.2 74.9 86.8
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 20, 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 : 16,135: 716 0 0 13,051 14,433 13,767 14,433: 2,368 1,702
Old : 16,135: 716 0 0 13,051 14,433 13,767 14,433: 2,368 1,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 221: -4 -738 -32 -288 960 -324 190: 545 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.0 80.9 89.5 85.3 89.5: 14.7 10.5
Old : 100.0: 4.4 0.0 0.0 80.9 89.5 85.3 89.5: 14.7 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 12 12 13 12:
Old : 22: 1 0 0 12 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 : 54.1 62.6 72.8 82.7 53.3 62.6 70.9 82.7
Old : 54.1 62.6 72.8 82.7 53.3 62.6 70.9 82.7
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 20, 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 : 237,007: 0 21,500 0 236,257 215,107 236,257 236,607: 750 400
Old : 237,007: 0 21,500 0 236,257 215,107 236,257 236,607: 750 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.1 0.0 99.7 90.8 99.7 99.8: 0.3 0.2
Old : 100.0: 0.0 9.1 0.0 99.7 90.8 99.7 99.8: 0.3 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 15 16 15 17:
Old : 20: 0 1 0 15 16 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 64.0 91.3 84.8 64.9 60.9 73.0 69.8
Old : 74.6 64.0 91.3 84.8 64.9 60.9 73.0 69.8
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 20, 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 : 64,183: 11,986 2,758 888 43,351 55,633 56,225 59,279: 7,958 4,904
Old : 64,183: 11,986 2,758 888 43,351 55,633 56,225 59,279: 7,958 4,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 393: -719 48 91 1,799 565 1,171 704: -778 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 4.3 1.4 67.5 86.7 87.6 92.4: 12.4 7.6
Old : 100.0: 18.7 4.3 1.4 67.5 86.7 87.6 92.4: 12.4 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 12 3 5 44 37 56 45:
Old : 78: 12 3 5 44 37 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 39.8 44.0 58.5 28.6 39.7 41.0 58.4
Old : 30.5 39.8 44.0 58.5 28.6 39.7 41.0 58.4
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 20, 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 : 57,765: 10,115 9,601 5,381 33,666 34,311 49,162 49,293: 8,603 8,473
Old : 57,765: 10,115 9,601 5,381 33,666 34,311 49,162 49,293: 8,603 8,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,499: 1,115 -478 1,128 -1,108 2,020 1,134 2,670: 1,365 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 16.6 9.3 58.3 59.4 85.1 85.3: 14.9 14.7
Old : 100.0: 17.5 16.6 9.3 58.3 59.4 85.1 85.3: 14.9 14.7
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: 69 70 43 96 107 183 203:
Old : 294: 69 70 43 96 107 183 203:
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 : 17.4 13.9 26.9 23.6 16.5 12.1 24.7 21.1
Old : 17.4 13.9 26.9 23.6 16.5 12.1 24.7 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 288,826: 50,573 48,005 26,905 168,332 171,554 245,810 246,464: 43,016 42,363
Old : 288,826: 50,573 48,005 26,905 168,332 171,554 245,810 246,464: 43,016 42,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 12,495: 5,573 -2,388 5,638 -5,541 10,100 5,670 13,350: 6,825 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 16.6 9.3 58.3 59.4 85.1 85.3: 14.9 14.7
Old : 100.0: 17.5 16.6 9.3 58.3 59.4 85.1 85.3: 14.9 14.7
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: 69 70 43 96 107 183 203:
Old : 294: 69 70 43 96 107 183 203:
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 : 17.4 13.9 26.9 23.6 16.5 12.1 24.7 21.1
Old : 17.4 13.9 26.9 23.6 16.5 12.1 24.7 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 161,665: 15,541 74,847 14,665 106,713 37,531 136,919 127,043: 24,746 34,622
Old : 161,665: 15,541 74,847 14,665 106,713 37,531 136,919 127,043: 24,746 34,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -2,491: -3,581 -3,512 1,204 -2,059 4,207 -4,437 1,899: 1,946 -4,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 46.3 9.1 66.0 23.2 84.7 78.6: 15.3 21.4
Old : 100.0: 9.6 46.3 9.1 66.0 23.2 84.7 78.6: 15.3 21.4
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 : 98: 16 46 18 28 25 56 77:
Old : 98: 16 46 18 28 25 56 77:
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 : 50.1 23.2 62.4 35.5 50.1 21.3 59.0 33.5
Old : 50.1 23.2 62.4 35.5 50.1 21.3 59.0 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 479,920: 71,503 98,459 18,911 368,464 341,861 458,878 459,231: 21,042 20,690
Old : 479,920: 71,503 98,459 18,911 368,464 341,861 458,878 459,231: 21,042 20,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 6,649: 2,110 -2,861 539 3,082 8,080 5,731 5,758: 918 891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 20.5 3.9 76.8 71.2 95.6 95.7: 4.4 4.3
Old : 100.0: 14.9 20.5 3.9 76.8 71.2 95.6 95.7: 4.4 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 : 275: 53 43 23 125 111 185 170:
Old : 275: 53 43 23 125 111 185 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 25.8 32.1 39.7 17.9 25.7 30.3 39.1
Old : 18.8 25.8 32.1 39.7 17.9 25.7 30.3 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 31,459: 9,764 14,732 379 15,826 12,362 25,969 27,473: 5,490 3,986
Old : 31,459: 9,764 14,732 379 15,826 12,362 25,969 27,473: 5,490 3,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 907: 2,185 823 -4 -1,069 -40 1,112 779: -205 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 46.8 1.2 50.3 39.3 82.5 87.3: 17.5 12.7
Old : 100.0: 31.0 46.8 1.2 50.3 39.3 82.5 87.3: 17.5 12.7
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 : 42: 15 8 4 15 7 31 18:
Old : 42: 15 8 4 15 7 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 : 39.4 64.4 54.8 79.1 39.4 64.3 54.8 79.0
Old : 39.4 64.4 54.8 79.1 39.4 64.3 54.8 79.0
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 20, 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 : 59,843: 21,874 11,310 426 29,940 33,600 52,240 45,336: 7,603 14,507
Old : 59,843: 21,874 11,310 426 29,940 33,600 52,240 45,336: 7,603 14,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -2: -1,723 3,978 -410 1,473 556 -660 4,124: 658 -4,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 18.9 0.7 50.0 56.1 87.3 75.8: 12.7 24.2
Old : 100.0: 36.6 18.9 0.7 50.0 56.1 87.3 75.8: 12.7 24.2
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 : 71: 15 13 5 30 26 49 40:
Old : 71: 15 13 5 30 26 49 40:
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 31.7 49.2 44.8 34.0 30.4 46.9 42.8
Old : 36.3 31.7 49.2 44.8 34.0 30.4 46.9 42.8
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 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 113,377: 6,448 5,122 250 106,642 107,892 113,340 113,264: 37 113
Old : 113,377: 6,448 5,122 250 106,642 107,892 113,340 113,264: 37 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 115: 415 -680 0 -300 925 115 245: 0 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 4.5 0.2 94.1 95.2 100.0 99.9: 0.0 0.1
Old : 100.0: 5.7 4.5 0.2 94.1 95.2 100.0 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 15 19 21 21:
Old : 32: 6 1 1 15 19 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 : 85.0 65.7 95.0 90.6 47.2 32.0 49.2 44.6
Old : 85.0 65.7 95.0 90.6 47.2 32.0 49.2 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 23, 2018