BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 11,180: 465 1,923 2,016 7,957 6,586 10,438 10,524: 741 655
Old : 11,180: 465 1,923 2,016 7,957 6,586 10,438 10,524: 741 655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 730: 151 444 131 395 315 678 890: 53 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 17.2 18.0 71.2 58.9 93.4 94.1: 6.6 5.9
Old : 100.0: 4.2 17.2 18.0 71.2 58.9 93.4 94.1: 6.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 10 12 23 22 36 37:
Old : 46: 6 10 12 23 22 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 32.8 52.1 50.4 32.1 29.7 44.1 44.9
Old : 33.4 32.8 52.1 50.4 32.1 29.7 44.1 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 61,379: 15,380 5,545 16,171 25,396 24,575 56,947 46,291: 4,432 15,087
Old : 61,379: 15,380 5,545 16,171 25,396 24,575 56,947 46,291: 4,432 15,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 2,046: -675 -41 1,334 1,348 413 2,007 1,706: 39 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 9.0 26.3 41.4 40.0 92.8 75.4: 7.2 24.6
Old : 100.0: 25.1 9.0 26.3 41.4 40.0 92.8 75.4: 7.2 24.6
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 : 89: 17 27 26 36 36 66 76:
Old : 89: 17 27 26 36 36 66 76:
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 : 33.9 22.3 52.9 36.6 29.7 15.6 38.8 20.2
Old : 33.9 22.3 52.9 36.6 29.7 15.6 38.8 20.2
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 27, 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 : 10,986: 1,586 954 2,154 6,473 7,249 10,213 10,356: 773 630
Old : 10,986: 1,586 954 2,154 6,473 7,249 10,213 10,356: 773 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 531: -14 160 307 158 -17 451 449: 81 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 8.7 19.6 58.9 66.0 93.0 94.3: 7.0 5.7
Old : 100.0: 14.4 8.7 19.6 58.9 66.0 93.0 94.3: 7.0 5.7
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: 8 7 11 23 22 35 36:
Old : 44: 8 7 11 23 22 35 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 : 32.8 44.4 52.9 63.3 29.1 33.4 42.8 44.5
Old : 32.8 44.4 52.9 63.3 29.1 33.4 42.8 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 4,703: 2,420 398 965 1,151 1,857 4,535 3,220: 167 1,483
Old : 4,703: 2,420 398 965 1,151 1,857 4,535 3,220: 167 1,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 8.5 20.5 24.5 39.5 96.4 68.5: 3.6 31.5
Old : 100.0: 51.5 8.5 20.5 24.5 39.5 96.4 68.5: 3.6 31.5
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: 8 3 8 8 9 17 19:
Old : 21: 8 3 8 8 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 : 70.1 30.4 87.2 52.3 65.4 27.2 72.4 42.2
Old : 70.1 30.4 87.2 52.3 65.4 27.2 72.4 42.2
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 27, 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 : 300,375: 68,797 25,433 110,494 95,620 120,203 274,911 256,131: 25,464 44,244
Old : 298,965: 68,901 25,457 109,976 95,313 119,672 274,190 255,105: 24,775 43,860
Other: 1,411: 148 228 267 307 531 721 1,026: 689 385
: : :
: : Changes in Commitments from: November 20, 2018 :
: -286: -2,499 -4,267 -468 1,704 5,483 -1,263 749: 977 -1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 8.5 36.8 31.8 40.0 91.5 85.3: 8.5 14.7
Old : 100.0: 23.0 8.5 36.8 31.9 40.0 91.7 85.3: 8.3 14.7
Other: 100.0: 10.5 16.2 18.9 21.7 37.7 51.1 72.7: 48.9 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 112 80 133 79 94 266 249:
Old : 313: 116 81 133 79 94 266 249:
Other: 34: 8 7 6 10 14 19 26:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 10.3 21.4 17.4 10.4 7.3 17.9 12.5
Old : 13.2 10.4 21.5 17.3 10.4 7.3 18.0 12.5
Other: 24.8 38.8 40.1 55.4 17.8 34.1 25.3 41.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 393,370: 121,700 28,874 100,413 137,415 213,664 359,527 342,950: 33,843 50,420
Old : 393,370: 121,700 28,874 100,413 137,415 213,664 359,527 342,950: 33,843 50,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 3,676: 6,299 -2,978 -1,581 -1,207 6,344 3,511 1,785: 165 1,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 7.3 25.5 34.9 54.3 91.4 87.2: 8.6 12.8
Old : 100.0: 30.9 7.3 25.5 34.9 54.3 91.4 87.2: 8.6 12.8
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 : 435: 154 72 160 148 172 377 349:
Old : 435: 154 72 160 148 172 377 349:
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 : 12.3 16.2 20.5 26.0 12.2 15.7 20.3 23.9
Old : 12.3 16.2 20.5 26.0 12.2 15.7 20.3 23.9
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 27, 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 : 4,661: 985 1,123 1,198 1,401 1,225 3,584 3,545: 1,077 1,116
Old : 4,661: 985 1,123 1,198 1,401 1,225 3,584 3,545: 1,077 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -180: 7 -114 -33 -103 3 -129 -145: -51 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 24.1 25.7 30.1 26.3 76.9 76.1: 23.1 23.9
Old : 100.0: 21.1 24.1 25.7 30.1 26.3 76.9 76.1: 23.1 23.9
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 : 42: 12 14 12 12 12 29 34:
Old : 42: 12 14 12 12 12 29 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 : 38.7 32.8 52.8 49.7 25.2 27.9 36.2 35.3
Old : 38.7 32.8 52.8 49.7 25.2 27.9 36.2 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 27, 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 : 56,293: 17,465 18,115 13,080 17,009 11,089 47,554 42,283: 8,739 14,010
Old : 56,293: 17,465 18,115 13,080 17,009 11,089 47,554 42,283: 8,739 14,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 1,267: 653 -194 348 171 822 1,172 976: 96 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 32.2 23.2 30.2 19.7 84.5 75.1: 15.5 24.9
Old : 100.0: 31.0 32.2 23.2 30.2 19.7 84.5 75.1: 15.5 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 : 194: 65 49 59 52 53 152 136:
Old : 194: 65 49 59 52 53 152 136:
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 20.7 26.4 28.8 16.0 19.8 23.3 26.1
Old : 16.7 20.7 26.4 28.8 16.0 19.8 23.3 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 27, 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 : 5,585: 434 3,341 494 3,292 1,295 4,220 5,130: 1,364 454
Old : 5,585: 434 3,341 494 3,292 1,295 4,220 5,130: 1,364 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 142: 19 38 2 -2 104 19 144: 124 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 59.8 8.8 59.0 23.2 75.6 91.9: 24.4 8.1
Old : 100.0: 7.8 59.8 8.8 59.0 23.2 75.6 91.9: 24.4 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 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 : 35.6 69.8 54.4 88.0 35.6 68.2 52.5 78.7
Old : 35.6 69.8 54.4 88.0 35.6 68.2 52.5 78.7
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 38,916: 2,761 15,996 5,830 29,179 15,065 37,769 36,890: 1,147 2,026
Old : 38,916: 2,761 15,996 5,830 29,179 15,065 37,769 36,890: 1,147 2,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 1,252: 135 271 225 872 783 1,231 1,280: 20 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 41.1 15.0 75.0 38.7 97.1 94.8: 2.9 5.2
Old : 100.0: 7.1 41.1 15.0 75.0 38.7 97.1 94.8: 2.9 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 : 80: 7 28 18 33 33 53 67:
Old : 80: 7 28 18 33 33 53 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 34.9 64.9 57.9 47.1 33.9 56.7 52.7
Old : 47.1 34.9 64.9 57.9 47.1 33.9 56.7 52.7
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 27, 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 : 35,900: 21,081 10,869 5 13,528 23,809 34,614 34,683: 1,286 1,217
Old : 35,900: 21,081 10,869 5 13,528 23,809 34,614 34,683: 1,286 1,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 3,818: 3,793 3,297 2 569 627 4,364 3,926: -546 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 30.3 0.0 37.7 66.3 96.4 96.6: 3.6 3.4
Old : 100.0: 58.7 30.3 0.0 37.7 66.3 96.4 96.6: 3.6 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 13 1 7 7 18 20:
Old : 33: 10 13 1 7 7 18 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 : 87.6 75.6 92.9 88.2 87.6 72.7 91.4 85.2
Old : 87.6 75.6 92.9 88.2 87.6 72.7 91.4 85.2
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 27, 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 : 160,683: 39,864 49,884 11,206 77,777 61,141 128,847 122,231: 31,837 38,452
Old : 160,683: 39,864 49,884 11,206 77,777 61,141 128,847 122,231: 31,837 38,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 1,611: 3,339 5,530 -3,395 2,297 -2,198 2,241 -62: -631 1,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 31.0 7.0 48.4 38.1 80.2 76.1: 19.8 23.9
Old : 100.0: 24.8 31.0 7.0 48.4 38.1 80.2 76.1: 19.8 23.9
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 : 110: 22 45 16 29 30 59 83:
Old : 110: 22 45 16 29 30 59 83:
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 16.3 47.7 27.7 28.4 14.0 39.3 24.3
Old : 30.5 16.3 47.7 27.7 28.4 14.0 39.3 24.3
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 27, 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 : 79,965: 17,102 37,849 687 54,442 15,449 72,232 53,984: 7,734 25,981
Old : 79,965: 17,102 37,849 687 54,442 15,449 72,232 53,984: 7,734 25,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -2,132: -539 866 -1,330 559 -907 -1,311 -1,371: -821 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 47.3 0.9 68.1 19.3 90.3 67.5: 9.7 32.5
Old : 100.0: 21.4 47.3 0.9 68.1 19.3 90.3 67.5: 9.7 32.5
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 : 50: 9 17 4 15 15 25 35:
Old : 50: 9 17 4 15 15 25 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 : 59.5 31.8 73.6 44.7 59.4 31.8 73.0 44.7
Old : 59.5 31.8 73.6 44.7 59.4 31.8 73.0 44.7
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 27, 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 : 191,291: 78,150 62,375 4,741 103,563 118,785 186,454 185,901: 4,837 5,390
Old : 191,291: 78,150 62,375 4,741 103,563 118,785 186,454 185,901: 4,837 5,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 3,882: 5,269 3,980 206 -1,084 -409 4,391 3,778: -509 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 32.6 2.5 54.1 62.1 97.5 97.2: 2.5 2.8
Old : 100.0: 40.9 32.6 2.5 54.1 62.1 97.5 97.2: 2.5 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 : 143: 52 54 13 17 25 78 85:
Old : 143: 52 54 13 17 25 78 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 60.9 71.1 73.3 55.9 60.4 71.1 72.8
Old : 56.0 60.9 71.1 73.3 55.9 60.4 71.1 72.8
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 27, 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 : 287,256: 38,111 68,832 42,622 178,238 136,399 258,971 247,853: 28,285 39,403
Old : 287,256: 38,111 68,832 42,622 178,238 136,399 258,971 247,853: 28,285 39,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -2,442: -2,006 -5,093 175 -2,504 2,070 -4,335 -2,847: 1,893 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 24.0 14.8 62.0 47.5 90.2 86.3: 9.8 13.7
Old : 100.0: 13.3 24.0 14.8 62.0 47.5 90.2 86.3: 9.8 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 : 125: 27 39 23 37 49 77 100:
Old : 125: 27 39 23 37 49 77 100:
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 24.2 52.8 36.2 41.1 23.7 48.3 31.8
Old : 41.7 24.2 52.8 36.2 41.1 23.7 48.3 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 259,684: 31,369 138,705 24,073 180,283 51,501 235,726 214,279: 23,958 45,405
Old : 259,684: 31,369 138,705 24,073 180,283 51,501 235,726 214,279: 23,958 45,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 6,352: 841 5,043 1,223 5,240 475 7,304 6,741: -952 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 53.4 9.3 69.4 19.8 90.8 82.5: 9.2 17.5
Old : 100.0: 12.1 53.4 9.3 69.4 19.8 90.8 82.5: 9.2 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 29 47 26 43 42 83 105:
Old : 135: 29 47 26 43 42 83 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 33.4 52.9 41.1 38.7 33.4 50.0 39.9
Old : 40.4 33.4 52.9 41.1 38.7 33.4 50.0 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 604,473: 150,626 210,522 47,958 306,906 279,109 505,490 537,589: 98,983 66,885
Old : 604,473: 150,626 210,522 47,958 306,906 279,109 505,490 537,589: 98,983 66,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 5,617: -5,829 1,735 -47 5,254 6,095 -621 7,783: 6,238 -2,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 34.8 7.9 50.8 46.2 83.6 88.9: 16.4 11.1
Old : 100.0: 24.9 34.8 7.9 50.8 46.2 83.6 88.9: 16.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 87 85 55 95 84 208 198:
Old : 295: 87 85 55 95 84 208 198:
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 : 16.8 27.4 27.8 38.2 15.9 23.8 24.3 34.0
Old : 16.8 27.4 27.8 38.2 15.9 23.8 24.3 34.0
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 27, 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 : 36,559: 13,106 4,178 199 9,714 27,225 23,019 31,602: 13,540 4,957
Old : 36,559: 13,106 4,178 199 9,714 27,225 23,019 31,602: 13,540 4,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -271: -395 -671 0 92 509 -303 -162: 32 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 11.4 0.5 26.6 74.5 63.0 86.4: 37.0 13.6
Old : 100.0: 35.8 11.4 0.5 26.6 74.5 63.0 86.4: 37.0 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 : 28: 9 4 3 12 10 23 15:
Old : 28: 9 4 3 12 10 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 71.6 41.7 81.6 27.9 69.6 40.2 77.7
Old : 29.3 71.6 41.7 81.6 27.9 69.6 40.2 77.7
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 27, 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 : 27,829: 7,905 3,768 239 12,931 18,078 21,075 22,085: 6,754 5,744
Old : 27,829: 7,905 3,768 239 12,931 18,078 21,075 22,085: 6,754 5,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -812: -1,130 -321 -3 101 -432 -1,032 -756: 220 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 13.5 0.9 46.5 65.0 75.7 79.4: 24.3 20.6
Old : 100.0: 28.4 13.5 0.9 46.5 65.0 75.7 79.4: 24.3 20.6
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 : 21: 5 3 3 11 10 17 15:
Old : 21: 5 3 3 11 10 17 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 : 52.6 58.0 65.2 71.6 50.3 55.1 61.4 66.0
Old : 52.6 58.0 65.2 71.6 50.3 55.1 61.4 66.0
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 27, 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 : 15,698: 8,484 6,029 82 5,229 8,142 13,795 14,253: 1,903 1,445
Old : 15,698: 8,484 6,029 82 5,229 8,142 13,795 14,253: 1,903 1,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 4,909: -247 1,341 -12 5,229 3,607 4,970 4,936: -61 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 38.4 0.5 33.3 51.9 87.9 90.8: 12.1 9.2
Old : 100.0: 54.0 38.4 0.5 33.3 51.9 87.9 90.8: 12.1 9.2
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 : 30: 11 10 1 3 8 15 18:
Old : 30: 11 10 1 3 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 : 52.5 56.4 75.9 74.2 38.0 35.3 53.5 51.7
Old : 52.5 56.4 75.9 74.2 38.0 35.3 53.5 51.7
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 27, 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 : 54,417: 16,374 36,699 889 34,348 11,306 51,610 48,894: 2,807 5,523
Old : 54,417: 16,374 36,699 889 34,348 11,306 51,610 48,894: 2,807 5,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 531: 885 2,084 -381 98 -624 602 1,079: -71 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 67.4 1.6 63.1 20.8 94.8 89.9: 5.2 10.1
Old : 100.0: 30.1 67.4 1.6 63.1 20.8 94.8 89.9: 5.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 28 31 7 12 13 44 47:
Old : 80: 28 31 7 12 13 44 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 39.2 74.5 55.9 62.4 36.6 74.0 53.1
Old : 62.4 39.2 74.5 55.9 62.4 36.6 74.0 53.1
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 27, 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 :26,448,148: 795,658 2,668,692 12,192,950 12,836,409 10,174,554 25,825,017 25,036,196: 623,131 1,411,952
Old :26,448,148: 795,658 2,668,692 12,192,950 12,836,409 10,174,554 25,825,017 25,036,196: 623,131 1,411,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -133,885: -59,897 19,797 -100,759 48,492 -24,307 -112,165 -105,270: -21,720 -28,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 10.1 46.1 48.5 38.5 97.6 94.7: 2.4 5.3
Old : 100.0: 3.0 10.1 46.1 48.5 38.5 97.6 94.7: 2.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 58 126 152 128 139 295 318:
Old : 338: 58 126 152 128 139 295 318:
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 : 25.3 16.1 38.6 27.4 15.1 5.5 19.0 8.1
Old : 25.3 16.1 38.6 27.4 15.1 5.5 19.0 8.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,791: 2,677 2,750 380 0 251 3,057 3,381: 734 410
Old : 3,791: 2,677 2,750 380 0 251 3,057 3,381: 734 410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 62: 210 174 -219 0 77 -9 32: 71 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 72.5 10.0 0.0 6.6 80.6 89.2: 19.4 10.8
Old : 100.0: 70.6 72.5 10.0 0.0 6.6 80.6 89.2: 19.4 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 19 24 6 0 1 23 27:
Old : 44: 19 24 6 0 1 23 27:
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 40.3 63.3 58.3 42.9 37.9 56.1 53.7
Old : 50.1 40.3 63.3 58.3 42.9 37.9 56.1 53.7
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 27, 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 : 27,553: 2,309 1,903 14,300 10,922 11,260 27,531 27,463: 22 90
Old : 27,553: 2,309 1,903 14,300 10,922 11,260 27,531 27,463: 22 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 772: 75 912 434 289 -580 798 766: -26 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 6.9 51.9 39.6 40.9 99.9 99.7: 0.1 0.3
Old : 100.0: 8.4 6.9 51.9 39.6 40.9 99.9 99.7: 0.1 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 : 29: 8 9 15 7 8 27 23:
Old : 29: 8 9 15 7 8 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 57.0 80.2 75.7 33.1 27.4 34.4 31.9
Old : 59.4 57.0 80.2 75.7 33.1 27.4 34.4 31.9
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 27, 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 : 25,494: 5,280 2,110 4,864 14,826 17,386 24,970 24,360: 524 1,134
Old : 25,494: 5,280 2,110 4,864 14,826 17,386 24,970 24,360: 524 1,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -627: -43 382 -508 -91 -502 -642 -628: 15 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 8.3 19.1 58.2 68.2 97.9 95.6: 2.1 4.4
Old : 100.0: 20.7 8.3 19.1 58.2 68.2 97.9 95.6: 2.1 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 : 35: 11 6 11 12 14 28 28:
Old : 35: 11 6 11 12 14 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 46.3 80.6 80.1 34.4 31.4 43.8 43.4
Old : 62.4 46.3 80.6 80.1 34.4 31.4 43.8 43.4
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 27, 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 : 914,207: 93,067 55,216 185,524 542,571 595,709 821,163 836,449: 93,044 77,757
Old : 914,207: 93,067 55,216 185,524 542,571 595,709 821,163 836,449: 93,044 77,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -44,836: -6,628 -2,312 -26,880 -7,235 -14,903 -40,743 -44,095: -4,093 -740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 6.0 20.3 59.3 65.2 89.8 91.5: 10.2 8.5
Old : 100.0: 10.2 6.0 20.3 59.3 65.2 89.8 91.5: 10.2 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 : 658: 171 110 162 292 269 530 475:
Old : 658: 171 110 162 292 269 530 475:
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 : 13.0 15.1 21.2 24.5 5.5 9.5 9.6 16.7
Old : 13.0 15.1 21.2 24.5 5.5 9.5 9.6 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 86,035: 7,514 5,760 7,912 45,091 50,241 60,516 63,913: 25,519 22,123
Old : 86,035: 7,514 5,760 7,912 45,091 50,241 60,516 63,913: 25,519 22,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -3,510: -1,782 1,132 -1,405 131 -4,082 -3,057 -4,355: -454 845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 6.7 9.2 52.4 58.4 70.3 74.3: 29.7 25.7
Old : 100.0: 8.7 6.7 9.2 52.4 58.4 70.3 74.3: 29.7 25.7
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 : 54: 10 14 16 21 24 41 44:
Old : 54: 10 14 16 21 24 41 44:
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 37.2 47.4 49.9 31.6 36.3 40.6 45.4
Old : 33.7 37.2 47.4 49.9 31.6 36.3 40.6 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 27, 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 : 14,899: 0 214 0 12,795 14,116 12,795 14,330: 2,104 569
Old : 14,899: 0 214 0 12,795 14,116 12,795 14,330: 2,104 569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -662: -384 -38 0 -208 -503 -592 -541: -70 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 85.9 94.7 85.9 96.2: 14.1 3.8
Old : 100.0: 0.0 1.4 0.0 85.9 94.7 85.9 96.2: 14.1 3.8
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 : 22: 0 1 0 11 12 11 13:
Old : 22: 0 1 0 11 12 11 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 : 60.9 65.1 79.6 88.7 60.3 65.1 78.9 88.7
Old : 60.9 65.1 79.6 88.7 60.3 65.1 78.9 88.7
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 27, 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 : 4,140,856: 466,844 286,357 848,986 2,487,403 2,727,339 3,803,234 3,862,682: 337,623 278,175
Old : 4,140,856: 466,844 286,357 848,986 2,487,403 2,727,339 3,803,234 3,862,682: 337,623 278,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -206,627: -28,494 -21,484 -123,110 -36,828 -54,107 -188,432 -198,701: -18,196 -7,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 6.9 20.5 60.1 65.9 91.8 93.3: 8.2 6.7
Old : 100.0: 11.3 6.9 20.5 60.1 65.9 91.8 93.3: 8.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 645: 167 104 156 287 267 516 466:
Old : 645: 167 104 156 287 267 516 466:
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 : 13.8 16.2 22.3 26.0 6.1 10.4 10.7 18.1
Old : 13.8 16.2 22.3 26.0 6.1 10.4 10.7 18.1
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 27, 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 : 19,147: 2,574 370 0 14,951 18,230 17,525 18,600: 1,622 547
Old : 19,147: 2,574 370 0 14,951 18,230 17,525 18,600: 1,622 547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 928: -258 0 0 1,185 1,129 927 1,129: 1 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 1.9 0.0 78.1 95.2 91.5 97.1: 8.5 2.9
Old : 100.0: 13.4 1.9 0.0 78.1 95.2 91.5 97.1: 8.5 2.9
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 : 29: 5 1 0 12 12 17 13:
Old : 29: 5 1 0 12 12 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 : 62.5 71.8 77.8 88.5 62.5 71.8 77.8 88.5
Old : 62.5 71.8 77.8 88.5 62.5 71.8 77.8 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 Industrial Ind :
: : :
All : 16,539: 362 316 0 15,448 15,542 15,810 15,858: 729 681
Old : 16,539: 362 316 0 15,448 15,542 15,810 15,858: 729 681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.9 0.0 93.4 94.0 95.6 95.9: 4.4 4.1
Old : 100.0: 2.2 1.9 0.0 93.4 94.0 95.6 95.9: 4.4 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 : 20: 1 1 0 7 12 8 13:
Old : 20: 1 1 0 7 12 8 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 : 88.1 62.9 95.6 84.6 88.1 62.9 94.8 84.6
Old : 88.1 62.9 95.6 84.6 88.1 62.9 94.8 84.6
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 27, 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 : 15,826: 716 0 0 13,021 14,320 13,737 14,320: 2,089 1,506
Old : 15,826: 716 0 0 13,021 14,320 13,737 14,320: 2,089 1,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -309: 0 0 0 -30 -113 -30 -113: -279 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.0 82.3 90.5 86.8 90.5: 13.2 9.5
Old : 100.0: 4.5 0.0 0.0 82.3 90.5 86.8 90.5: 13.2 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 12 12 13 12:
Old : 23: 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 : 55.1 63.4 74.0 83.8 54.3 63.4 73.2 83.8
Old : 55.1 63.4 74.0 83.8 54.3 63.4 73.2 83.8
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 27, 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 : 63,623: 11,367 3,272 218 44,183 55,527 55,768 59,017: 7,855 4,606
Old : 63,623: 11,367 3,272 218 44,183 55,527 55,768 59,017: 7,855 4,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -560: -619 514 -670 832 -106 -457 -262: -103 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 5.1 0.3 69.4 87.3 87.7 92.8: 12.3 7.2
Old : 100.0: 17.9 5.1 0.3 69.4 87.3 87.7 92.8: 12.3 7.2
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 : 79: 10 4 3 47 37 58 43:
Old : 79: 10 4 3 47 37 58 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 39.7 41.8 58.1 26.2 39.3 38.8 57.7
Old : 28.0 39.7 41.8 58.1 26.2 39.3 38.8 57.7
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 54,025: 11,281 8,702 3,666 31,655 33,851 46,602 46,219: 7,423 7,806
Old : 54,025: 11,281 8,702 3,666 31,655 33,851 46,602 46,219: 7,423 7,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -3,740: 1,167 -899 -1,715 -2,011 -460 -2,560 -3,074: -1,181 -666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 16.1 6.8 58.6 62.7 86.3 85.6: 13.7 14.4
Old : 100.0: 20.9 16.1 6.8 58.6 62.7 86.3 85.6: 13.7 14.4
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 : 284: 66 68 44 89 107 178 197:
Old : 284: 66 68 44 89 107 178 197:
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 : 18.3 15.4 27.8 25.6 17.3 13.5 25.5 23.3
Old : 18.3 15.4 27.8 25.6 17.3 13.5 25.5 23.3
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 27, 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 : 270,124: 56,407 43,511 18,329 158,276 169,253 233,011 231,093: 37,113 39,031
Old : 270,124: 56,407 43,511 18,329 158,276 169,253 233,011 231,093: 37,113 39,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -18,702: 5,833 -4,494 -8,576 -10,057 -2,301 -12,799 -15,371: -5,903 -3,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 16.1 6.8 58.6 62.7 86.3 85.6: 13.7 14.4
Old : 100.0: 20.9 16.1 6.8 58.6 62.7 86.3 85.6: 13.7 14.4
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 : 284: 66 68 44 89 107 178 197:
Old : 284: 66 68 44 89 107 178 197:
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 : 18.3 15.4 27.8 25.6 17.3 13.5 25.5 23.3
Old : 18.3 15.4 27.8 25.6 17.3 13.5 25.5 23.3
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 27, 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 : 155,953: 13,255 67,056 12,880 106,885 39,078 133,021 119,015: 22,932 36,938
Old : 155,953: 13,255 67,056 12,880 106,885 39,078 133,021 119,015: 22,932 36,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -5,712: -2,286 -7,791 -1,785 172 1,547 -3,898 -8,029: -1,814 2,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 43.0 8.3 68.5 25.1 85.3 76.3: 14.7 23.7
Old : 100.0: 8.5 43.0 8.3 68.5 25.1 85.3 76.3: 14.7 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 : 93: 12 44 16 28 26 50 76:
Old : 93: 12 44 16 28 26 50 76:
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 : 51.5 23.8 64.3 34.9 51.5 21.8 61.6 32.4
Old : 51.5 23.8 64.3 34.9 51.5 21.8 61.6 32.4
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 27, 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 : 479,067: 75,530 99,098 15,734 366,803 345,465 458,067 460,297: 20,999 18,770
Old : 479,067: 75,530 99,098 15,734 366,803 345,465 458,067 460,297: 20,999 18,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -853: 4,027 639 -3,177 -1,660 3,604 -811 1,066: -43 -1,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 20.7 3.3 76.6 72.1 95.6 96.1: 4.4 3.9
Old : 100.0: 15.8 20.7 3.3 76.6 72.1 95.6 96.1: 4.4 3.9
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 : 285: 59 43 21 126 114 191 172:
Old : 285: 59 43 21 126 114 191 172:
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 : 19.3 25.9 32.1 39.7 18.0 25.9 30.3 39.2
Old : 19.3 25.9 32.1 39.7 18.0 25.9 30.3 39.2
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 27, 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 : 31,975: 9,935 14,036 1,046 15,887 13,441 26,868 28,523: 5,107 3,452
Old : 31,975: 9,935 14,036 1,046 15,887 13,441 26,868 28,523: 5,107 3,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 516: 171 -696 667 61 1,079 899 1,050: -383 -534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 43.9 3.3 49.7 42.0 84.0 89.2: 16.0 10.8
Old : 100.0: 31.1 43.9 3.3 49.7 42.0 84.0 89.2: 16.0 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 8 6 15 8 33 20:
Old : 43: 16 8 6 15 8 33 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 : 38.9 63.4 54.0 78.9 38.9 63.4 54.0 77.0
Old : 38.9 63.4 54.0 78.9 38.9 63.4 54.0 77.0
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 27, 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 : 58,524: 20,878 11,009 1,120 28,798 33,664 50,796 45,793: 7,728 12,731
Old : 58,524: 20,878 11,009 1,120 28,798 33,664 50,796 45,793: 7,728 12,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -1,319: -996 -301 694 -1,142 64 -1,444 457: 125 -1,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 18.8 1.9 49.2 57.5 86.8 78.2: 13.2 21.8
Old : 100.0: 35.7 18.8 1.9 49.2 57.5 86.8 78.2: 13.2 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 17 15 6 28 25 48 43:
Old : 73: 17 15 6 28 25 48 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 34.1 50.4 46.2 35.6 32.6 48.2 44.4
Old : 37.8 34.1 50.4 46.2 35.6 32.6 48.2 44.4
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 27, 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 : 113,617: 6,748 4,922 250 106,582 108,312 113,580 113,484: 37 133
Old : 113,617: 6,748 4,922 250 106,582 108,312 113,580 113,484: 37 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 240: 300 -200 0 -60 420 240 220: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 4.3 0.2 93.8 95.3 100.0 99.9: 0.0 0.1
Old : 100.0: 5.9 4.3 0.2 93.8 95.3 100.0 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 : 85.2 65.5 95.1 90.6 48.0 32.3 49.9 45.4
Old : 85.2 65.5 95.1 90.6 48.0 32.3 49.9 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2018