BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 9,924: 73 2,474 1,699 7,542 5,225 9,314 9,398: 610 527
Old : 9,924: 73 2,474 1,699 7,542 5,225 9,314 9,398: 610 527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,082: -265 406 -336 -364 -1,011 -965 -942: -117 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 24.9 17.1 76.0 52.7 93.8 94.7: 6.2 5.3
Old : 100.0: 0.7 24.9 17.1 76.0 52.7 93.8 94.7: 6.2 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 : 51: 5 11 11 27 26 38 42:
Old : 51: 5 11 11 27 26 38 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 31.9 58.2 51.3 36.5 29.1 50.6 44.2
Old : 37.3 31.9 58.2 51.3 36.5 29.1 50.6 44.2
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, December 11, 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 : 55,885: 11,697 5,401 14,051 25,689 21,366 51,437 40,819: 4,448 15,066
Old : 55,885: 11,697 5,401 14,051 25,689 21,366 51,437 40,819: 4,448 15,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -6,512: -3,317 -96 -2,565 -557 -3,650 -6,439 -6,311: -73 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 9.7 25.1 46.0 38.2 92.0 73.0: 8.0 27.0
Old : 100.0: 20.9 9.7 25.1 46.0 38.2 92.0 73.0: 8.0 27.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 13 26 25 37 34 63 72:
Old : 82: 13 26 25 37 34 63 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 23.2 52.2 37.6 29.8 15.2 38.9 19.7
Old : 33.2 23.2 52.2 37.6 29.8 15.2 38.9 19.7
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, December 11, 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 : 10,707: 1,530 1,361 2,133 6,096 6,601 9,760 10,095: 947 612
Old : 10,707: 1,530 1,361 2,133 6,096 6,601 9,760 10,095: 947 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -542: -52 361 -26 -506 -861 -585 -527: 43 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 12.7 19.9 56.9 61.6 91.2 94.3: 8.8 5.7
Old : 100.0: 14.3 12.7 19.9 56.9 61.6 91.2 94.3: 8.8 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 : 45: 6 10 10 24 22 36 36:
Old : 45: 6 10 10 24 22 36 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 : 32.5 44.5 53.0 63.9 27.7 33.9 41.1 44.8
Old : 32.5 44.5 53.0 63.9 27.7 33.9 41.1 44.8
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, December 11, 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 : 5,275: 3,287 317 839 852 2,619 4,978 3,775: 297 1,500
Old : 5,275: 3,287 317 839 852 2,619 4,978 3,775: 297 1,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 174: 536 -57 -97 -283 217 156 62: 18 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 6.0 15.9 16.2 49.6 94.4 71.6: 5.6 28.4
Old : 100.0: 62.3 6.0 15.9 16.2 49.6 94.4 71.6: 5.6 28.4
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: 7 3 8 8 10 17 19:
Old : 21: 7 3 8 8 10 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 : 72.4 33.8 87.1 53.4 68.2 31.9 75.0 48.9
Old : 72.4 33.8 87.1 53.4 68.2 31.9 75.0 48.9
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, December 11, 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 : 287,085: 68,373 25,517 103,506 89,841 117,011 261,719 246,034: 25,366 41,051
Old : 285,145: 68,464 25,603 102,815 89,205 116,116 260,485 244,534: 24,660 40,611
Other: 1,940: 279 284 321 635 895 1,235 1,500: 705 441
: : :
: : Changes in Commitments from: December 4, 2018 :
: -5,034: -746 1,283 -5,708 1,515 1,283 -4,939 -3,142: -95 -1,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 8.9 36.1 31.3 40.8 91.2 85.7: 8.8 14.3
Old : 100.0: 24.0 9.0 36.1 31.3 40.7 91.4 85.8: 8.6 14.2
Other: 100.0: 14.4 14.6 16.5 32.7 46.2 63.6 77.3: 36.4 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 119 77 122 83 97 271 243:
Old : 317: 120 80 122 83 97 271 243:
Other: 49: 12 8 8 13 22 27 36:
:----------------------------------------------------------------------------------------------------
: 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 10.4 21.5 17.7 11.1 6.8 18.8 12.6
Old : 13.4 10.4 21.6 17.7 11.2 6.8 18.9 12.5
Other: 24.4 34.5 40.9 51.2 17.7 29.1 28.2 38.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 376,515: 123,327 22,721 86,272 133,983 214,914 343,581 323,907: 32,934 52,608
Old : 376,515: 123,327 22,721 86,272 133,983 214,914 343,581 323,907: 32,934 52,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -8,975: -1,436 -4,153 -7,387 -1,426 -214 -10,248 -11,755: 1,274 2,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 6.0 22.9 35.6 57.1 91.3 86.0: 8.7 14.0
Old : 100.0: 32.8 6.0 22.9 35.6 57.1 91.3 86.0: 8.7 14.0
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 : 426: 144 71 148 136 166 356 331:
Old : 426: 144 71 148 136 166 356 331:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 17.7 23.1 28.1 13.5 17.0 22.4 26.1
Old : 13.5 17.7 23.1 28.1 13.5 17.0 22.4 26.1
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, December 11, 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 : 4,961: 683 1,482 1,427 1,620 978 3,730 3,887: 1,230 1,074
Old : 4,961: 683 1,482 1,427 1,620 978 3,730 3,887: 1,230 1,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 241: 60 269 100 -28 -67 132 302: 109 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 29.9 28.8 32.7 19.7 75.2 78.4: 24.8 21.6
Old : 100.0: 13.8 29.9 28.8 32.7 19.7 75.2 78.4: 24.8 21.6
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 : 47: 13 17 13 15 10 34 35:
Old : 47: 13 17 13 15 10 34 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 : 34.7 29.8 45.9 48.6 20.4 23.6 29.2 34.6
Old : 34.7 29.8 45.9 48.6 20.4 23.6 29.2 34.6
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, December 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 57,362: 15,945 17,493 14,649 16,485 10,895 47,080 43,037: 10,282 14,325
Old : 57,362: 15,945 17,493 14,649 16,485 10,895 47,080 43,037: 10,282 14,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -814: 105 -936 -222 -1,291 277 -1,408 -881: 594 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 30.5 25.5 28.7 19.0 82.1 75.0: 17.9 25.0
Old : 100.0: 27.8 30.5 25.5 28.7 19.0 82.1 75.0: 17.9 25.0
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 : 185: 53 54 57 54 49 142 134:
Old : 185: 53 54 57 54 49 142 134:
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 : 16.2 19.9 25.6 28.6 15.1 18.9 22.2 25.0
Old : 16.2 19.9 25.6 28.6 15.1 18.9 22.2 25.0
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, December 11, 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 : 4,906: 360 2,788 435 2,902 1,279 3,697 4,501: 1,209 405
Old : 4,906: 360 2,788 435 2,902 1,279 3,697 4,501: 1,209 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -869: -65 -643 -84 -523 -78 -673 -805: -196 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 56.8 8.9 59.2 26.1 75.4 91.7: 24.6 8.3
Old : 100.0: 7.3 56.8 8.9 59.2 26.1 75.4 91.7: 24.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 5 4 12 6 17 13:
Old : 21: 3 5 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 : 36.7 72.8 55.0 88.7 36.7 70.2 53.8 79.7
Old : 36.7 72.8 55.0 88.7 36.7 70.2 53.8 79.7
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, December 11, 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 : 35,346: 2,193 12,751 5,455 26,655 14,915 34,303 33,121: 1,043 2,224
Old : 35,346: 2,193 12,751 5,455 26,655 14,915 34,303 33,121: 1,043 2,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -4,720: -525 -2,984 -624 -3,431 -1,310 -4,580 -4,918: -140 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 36.1 15.4 75.4 42.2 97.1 93.7: 2.9 6.3
Old : 100.0: 6.2 36.1 15.4 75.4 42.2 97.1 93.7: 2.9 6.3
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 : 78: 9 26 21 34 30 58 63:
Old : 78: 9 26 21 34 30 58 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 : 49.4 32.1 65.3 54.0 49.4 30.6 57.7 47.7
Old : 49.4 32.1 65.3 54.0 49.4 30.6 57.7 47.7
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, December 11, 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 : 49,259: 22,401 11,638 7 24,792 35,417 47,200 47,062: 2,059 2,197
Old : 49,259: 22,401 11,638 7 24,792 35,417 47,200 47,062: 2,059 2,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 13,414: 1,400 995 -19 11,198 11,665 12,579 12,641: 835 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 23.6 0.0 50.3 71.9 95.8 95.5: 4.2 4.5
Old : 100.0: 45.5 23.6 0.0 50.3 71.9 95.8 95.5: 4.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 11 13 1 6 7 18 20:
Old : 34: 11 13 1 6 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 : 78.3 72.0 91.9 88.2 64.7 53.4 68.5 64.2
Old : 78.3 72.0 91.9 88.2 64.7 53.4 68.5 64.2
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, December 11, 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 : 176,889: 39,514 52,689 15,815 91,805 67,975 147,133 136,478: 29,755 40,411
Old : 176,889: 39,514 52,689 15,815 91,805 67,975 147,133 136,478: 29,755 40,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 4,040: 2,633 1,276 2,846 1,402 -1,199 6,881 2,923: -2,841 1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 29.8 8.9 51.9 38.4 83.2 77.2: 16.8 22.8
Old : 100.0: 22.3 29.8 8.9 51.9 38.4 83.2 77.2: 16.8 22.8
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 : 114: 27 42 25 32 30 70 86:
Old : 114: 27 42 25 32 30 70 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 : 30.4 16.8 46.9 27.9 25.7 14.5 38.1 24.1
Old : 30.4 16.8 46.9 27.9 25.7 14.5 38.1 24.1
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, December 11, 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 : 81,855: 16,752 35,125 2,210 54,913 20,595 73,875 57,931: 7,980 23,925
Old : 81,855: 16,752 35,125 2,210 54,913 20,595 73,875 57,931: 7,980 23,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 1,895: -1,361 -2,484 1,237 1,741 4,643 1,617 3,396: 278 -1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 42.9 2.7 67.1 25.2 90.3 70.8: 9.7 29.2
Old : 100.0: 20.5 42.9 2.7 67.1 25.2 90.3 70.8: 9.7 29.2
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 : 50: 12 16 5 13 16 26 36:
Old : 50: 12 16 5 13 16 26 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 : 56.3 30.5 73.9 45.0 56.3 28.3 69.6 41.1
Old : 56.3 30.5 73.9 45.0 56.3 28.3 69.6 41.1
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, December 11, 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 : 184,900: 66,098 54,655 7,120 107,154 117,660 180,372 179,435: 4,528 5,465
Old : 184,900: 66,098 54,655 7,120 107,154 117,660 180,372 179,435: 4,528 5,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -8,202: 1,480 -4,988 242 -9,908 -2,852 -8,185 -7,598: -17 -604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 29.6 3.9 58.0 63.6 97.6 97.0: 2.4 3.0
Old : 100.0: 35.7 29.6 3.9 58.0 63.6 97.6 97.0: 2.4 3.0
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 : 135: 48 51 19 17 24 75 85:
Old : 135: 48 51 19 17 24 75 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 : 52.3 63.3 70.6 75.3 52.3 61.2 70.4 73.2
Old : 52.3 63.3 70.6 75.3 52.3 61.2 70.4 73.2
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, December 11, 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 : 305,812: 43,011 86,058 40,725 197,161 135,662 280,897 262,445: 24,915 43,367
Old : 305,812: 43,011 86,058 40,725 197,161 135,662 280,897 262,445: 24,915 43,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 5,114: 2,356 13,343 -8,481 12,149 441 6,023 5,303: -909 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 28.1 13.3 64.5 44.4 91.9 85.8: 8.1 14.2
Old : 100.0: 14.1 28.1 13.3 64.5 44.4 91.9 85.8: 8.1 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 25 46 22 37 51 74 107:
Old : 131: 25 46 22 37 51 74 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 23.6 53.4 35.1 41.1 19.8 47.9 28.8
Old : 42.3 23.6 53.4 35.1 41.1 19.8 47.9 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 235,417: 24,072 123,406 18,244 164,570 47,351 206,886 189,000: 28,531 46,416
Old : 235,417: 24,072 123,406 18,244 164,570 47,351 206,886 189,000: 28,531 46,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -21,570: -6,334 -19,667 -4,158 -10,652 -4,153 -21,143 -27,978: -427 6,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 52.4 7.7 69.9 20.1 87.9 80.3: 12.1 19.7
Old : 100.0: 10.2 52.4 7.7 69.9 20.1 87.9 80.3: 12.1 19.7
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 : 121: 21 48 26 40 39 77 97:
Old : 121: 21 48 26 40 39 77 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 : 37.7 34.5 51.1 42.0 36.5 34.5 48.6 41.2
Old : 37.7 34.5 51.1 42.0 36.5 34.5 48.6 41.2
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, December 11, 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 : 664,537: 149,732 205,497 41,352 358,882 330,837 549,966 577,686: 114,572 86,851
Old : 664,537: 149,732 205,497 41,352 358,882 330,837 549,966 577,686: 114,572 86,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 49,647: 2,352 -4,338 -11,305 42,665 48,254 33,712 32,610: 15,935 17,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 30.9 6.2 54.0 49.8 82.8 86.9: 17.2 13.1
Old : 100.0: 22.5 30.9 6.2 54.0 49.8 82.8 86.9: 17.2 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 85 84 54 90 82 199 196:
Old : 286: 85 84 54 90 82 199 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 30.6 32.5 40.8 14.4 20.3 22.2 30.1
Old : 22.4 30.6 32.5 40.8 14.4 20.3 22.2 30.1
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, December 11, 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 : 35,853: 12,139 3,573 618 8,152 26,151 20,909 30,342: 14,944 5,511
Old : 35,853: 12,139 3,573 618 8,152 26,151 20,909 30,342: 14,944 5,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -856: -914 -501 380 -1,314 -1,349 -1,848 -1,470: 992 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 10.0 1.7 22.7 72.9 58.3 84.6: 41.7 15.4
Old : 100.0: 33.9 10.0 1.7 22.7 72.9 58.3 84.6: 41.7 15.4
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 : 24: 8 3 3 10 9 20 13:
Old : 24: 8 3 3 10 9 20 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 : 30.9 71.5 41.5 81.5 28.4 69.6 38.1 77.4
Old : 30.9 71.5 41.5 81.5 28.4 69.6 38.1 77.4
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, December 11, 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 : 44,623: 9,087 4,319 236 29,071 34,781 38,394 39,336: 6,229 5,287
Old : 44,623: 9,087 4,319 236 29,071 34,781 38,394 39,336: 6,229 5,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 15,726: -473 551 -4 16,119 16,087 15,642 16,634: 84 -908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 9.7 0.5 65.1 77.9 86.0 88.2: 14.0 11.8
Old : 100.0: 20.4 9.7 0.5 65.1 77.9 86.0 88.2: 14.0 11.8
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 : 24: 6 3 1 14 12 21 15:
Old : 24: 6 3 1 14 12 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 67.0 70.9 80.5 31.0 36.0 40.0 43.4
Old : 54.9 67.0 70.9 80.5 31.0 36.0 40.0 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 12,353: 7,244 7,257 90 3,279 3,538 10,613 10,885: 1,740 1,468
Old : 12,353: 7,244 7,257 90 3,279 3,538 10,613 10,885: 1,740 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 981: 496 1,020 3 439 -151 938 872: 43 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 58.7 0.7 26.5 28.6 85.9 88.1: 14.1 11.9
Old : 100.0: 58.6 58.7 0.7 26.5 28.6 85.9 88.1: 14.1 11.9
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 : 33: 9 14 2 3 8 14 22:
Old : 33: 9 14 2 3 8 14 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 : 65.7 38.5 81.5 60.5 58.6 37.0 74.4 57.5
Old : 65.7 38.5 81.5 60.5 58.6 37.0 74.4 57.5
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, December 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 62,733: 19,146 34,244 1,494 37,805 20,847 58,445 56,585: 4,288 6,147
Old : 62,733: 19,146 34,244 1,494 37,805 20,847 58,445 56,585: 4,288 6,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 6,269: 1,452 -4,649 438 4,120 9,933 6,010 5,722: 259 547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 54.6 2.4 60.3 33.2 93.2 90.2: 6.8 9.8
Old : 100.0: 30.5 54.6 2.4 60.3 33.2 93.2 90.2: 6.8 9.8
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 : 79: 29 30 14 12 14 51 48:
Old : 79: 29 30 14 12 14 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 44.0 73.3 64.8 44.0 32.8 55.7 48.0
Old : 61.4 44.0 73.3 64.8 44.0 32.8 55.7 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 28,982: 13,900 13,345 11,329 2,877 2,159 28,106 26,833: 876 2,149
Old : 28,982: 13,900 13,345 11,329 2,877 2,159 28,106 26,833: 876 2,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 46.0 39.1 9.9 7.4 97.0 92.6: 3.0 7.4
Old : 100.0: 48.0 46.0 39.1 9.9 7.4 97.0 92.6: 3.0 7.4
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: 4 10 3 4 4 11 16:
Old : 21: 4 10 3 4 4 11 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 : 91.1 77.2 95.9 87.4 54.4 42.3 55.7 49.2
Old : 91.1 77.2 95.9 87.4 54.4 42.3 55.7 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 :26,658,744: 705,233 2,593,662 12,282,485 12,920,706 10,403,537 25,908,424 25,279,684: 750,320 1,379,060
Old :26,658,744: 705,233 2,593,662 12,282,485 12,920,706 10,403,537 25,908,424 25,279,684: 750,320 1,379,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 131,819: -37,528 27,634 74,682 -7,597 78,407 29,556 180,722: 102,263 -48,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 9.7 46.1 48.5 39.0 97.2 94.8: 2.8 5.2
Old : 100.0: 2.6 9.7 46.1 48.5 39.0 97.2 94.8: 2.8 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 : 344: 58 129 151 133 143 299 326:
Old : 344: 58 129 151 133 143 299 326:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 16.8 38.2 28.4 14.8 5.2 18.3 7.4
Old : 25.4 16.8 38.2 28.4 14.8 5.2 18.3 7.4
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, December 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,970: 3,091 3,331 124 4 173 3,219 3,628: 751 342
Old : 3,970: 3,091 3,331 124 4 173 3,219 3,628: 751 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 669: 453 579 46 4 20 503 645: 166 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 83.9 3.1 0.1 4.4 81.1 91.4: 18.9 8.6
Old : 100.0: 77.9 83.9 3.1 0.1 4.4 81.1 91.4: 18.9 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 24 4 1 1 22 26:
Old : 43: 18 24 4 1 1 22 26:
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 : 52.8 44.9 65.6 62.3 50.9 44.4 63.8 61.5
Old : 52.8 44.9 65.6 62.3 50.9 44.4 63.8 61.5
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, December 11, 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 : 37,418: 3,601 8,756 16,743 17,045 11,728 37,389 37,227: 29 191
Old : 37,418: 3,601 8,756 16,743 17,045 11,728 37,389 37,227: 29 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 9,067: 1,442 6,191 1,840 5,805 1,055 9,087 9,086: -20 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 23.4 44.7 45.6 31.3 99.9 99.5: 0.1 0.5
Old : 100.0: 9.6 23.4 44.7 45.6 31.3 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 11 16 7 8 28 25:
Old : 31: 8 11 16 7 8 28 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 : 61.1 50.9 81.1 77.3 43.0 39.2 44.3 42.7
Old : 61.1 50.9 81.1 77.3 43.0 39.2 44.3 42.7
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, December 11, 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 : 31,854: 2,887 6,247 3,804 25,058 19,506 31,749 29,557: 105 2,297
Old : 31,854: 2,887 6,247 3,804 25,058 19,506 31,749 29,557: 105 2,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 8,224: 156 3,393 355 7,729 3,427 8,240 7,175: -16 1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 19.6 11.9 78.7 61.2 99.7 92.8: 0.3 7.2
Old : 100.0: 9.1 19.6 11.9 78.7 61.2 99.7 92.8: 0.3 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 : 34: 10 8 11 10 12 26 26:
Old : 34: 10 8 11 10 12 26 26:
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 : 77.5 44.2 87.4 71.4 69.5 42.4 73.7 63.9
Old : 77.5 44.2 87.4 71.4 69.5 42.4 73.7 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 958,262: 88,469 53,950 194,097 570,572 621,243 853,138 869,291: 105,123 88,971
Old : 958,262: 88,469 53,950 194,097 570,572 621,243 853,138 869,291: 105,123 88,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 26,442: 4,955 -8,631 7,667 9,782 26,101 22,404 25,137: 4,039 1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.6 20.3 59.5 64.8 89.0 90.7: 11.0 9.3
Old : 100.0: 9.2 5.6 20.3 59.5 64.8 89.0 90.7: 11.0 9.3
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 : 645: 165 104 152 297 282 519 481:
Old : 645: 165 104 152 297 282 519 481:
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 : 13.6 14.8 22.2 24.4 5.4 8.8 9.5 15.5
Old : 13.6 14.8 22.2 24.4 5.4 8.8 9.5 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 97,381: 8,080 3,839 8,352 55,149 53,349 71,581 65,539: 25,800 31,841
Old : 97,381: 8,080 3,839 8,352 55,149 53,349 71,581 65,539: 25,800 31,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 745: -145 739 -351 1,011 -2,905 515 -2,517: 230 3,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.9 8.6 56.6 54.8 73.5 67.3: 26.5 32.7
Old : 100.0: 8.3 3.9 8.6 56.6 54.8 73.5 67.3: 26.5 32.7
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 11 16 24 26 43 44:
Old : 54: 10 11 16 24 26 43 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 : 30.9 34.2 47.6 43.8 30.1 31.8 42.7 40.1
Old : 30.9 34.2 47.6 43.8 30.1 31.8 42.7 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 Consumer Stapl :
: : :
All : 14,697: 1,536 0 0 11,585 14,433 13,121 14,433: 1,576 264
Old : 14,697: 1,536 0 0 11,585 14,433 13,121 14,433: 1,576 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 0.0 78.8 98.2 89.3 98.2: 10.7 1.8
Old : 100.0: 10.5 0.0 0.0 78.8 98.2 89.3 98.2: 10.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 10 10 11 10:
Old : 20: 1 0 0 10 10 11 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 70.1 83.2 93.8 49.2 66.4 71.0 84.0
Old : 59.9 70.1 83.2 93.8 49.2 66.4 71.0 84.0
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, December 11, 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 : 18,810: 0 0 0 16,597 18,074 16,597 18,074: 2,213 736
Old : 18,810: 0 0 0 16,597 18,074 16,597 18,074: 2,213 736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -516: 0 0 0 368 1,352 368 1,352: -884 -1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.2 96.1 88.2 96.1: 11.8 3.9
Old : 100.0: 0.0 0.0 0.0 88.2 96.1 88.2 96.1: 11.8 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 : 22: 0 0 0 13 13 13 13:
Old : 22: 0 0 0 13 13 13 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 : 51.5 57.2 78.3 85.9 51.5 48.1 72.9 76.5
Old : 51.5 57.2 78.3 85.9 51.5 48.1 72.9 76.5
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, December 11, 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 : 4,304,406: 431,519 280,136 899,151 2,577,117 2,839,469 3,907,787 4,018,756: 396,618 285,649
Old : 4,304,406: 431,519 280,136 899,151 2,577,117 2,839,469 3,907,787 4,018,756: 396,618 285,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 128,486: 26,970 -45,377 38,618 43,855 145,032 109,444 138,273: 19,042 -9,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 6.5 20.9 59.9 66.0 90.8 93.4: 9.2 6.6
Old : 100.0: 10.0 6.5 20.9 59.9 66.0 90.8 93.4: 9.2 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 : 633: 158 101 145 292 280 505 471:
Old : 633: 158 101 145 292 280 505 471:
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 : 14.5 16.1 23.7 26.3 6.0 10.1 10.6 17.8
Old : 14.5 16.1 23.7 26.3 6.0 10.1 10.6 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 28,622: 1,448 0 0 25,453 27,993 26,901 27,993: 1,721 629
Old : 28,622: 1,448 0 0 25,453 27,993 26,901 27,993: 1,721 629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 0.0 88.9 97.8 94.0 97.8: 6.0 2.2
Old : 100.0: 5.1 0.0 0.0 88.9 97.8 94.0 97.8: 6.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 10 12 12 12:
Old : 22: 2 0 0 10 12 12 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 : 76.5 76.3 89.5 92.2 73.9 76.3 85.1 89.9
Old : 76.5 76.3 89.5 92.2 73.9 76.3 85.1 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 21,157: 2,850 348 0 16,840 20,065 19,690 20,413: 1,467 744
Old : 21,157: 2,850 348 0 16,840 20,065 19,690 20,413: 1,467 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 1,220: -5 0 0 1,309 1,123 1,304 1,123: -84 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 1.6 0.0 79.6 94.8 93.1 96.5: 6.9 3.5
Old : 100.0: 13.5 1.6 0.0 79.6 94.8 93.1 96.5: 6.9 3.5
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 : 29: 6 1 0 12 11 18 12:
Old : 29: 6 1 0 12 11 18 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 : 65.4 72.4 79.9 88.8 65.4 72.4 79.9 88.8
Old : 65.4 72.4 79.9 88.8 65.4 72.4 79.9 88.8
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, December 11, 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 : 17,090: 503 316 0 15,897 16,309 16,400 16,625: 690 465
Old : 17,090: 503 316 0 15,897 16,309 16,400 16,625: 690 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.8 0.0 93.0 95.4 96.0 97.3: 4.0 2.7
Old : 100.0: 2.9 1.8 0.0 93.0 95.4 96.0 97.3: 4.0 2.7
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 : 20: 1 1 0 6 14 7 15:
Old : 20: 1 1 0 6 14 7 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 : 89.6 58.9 96.0 79.9 89.6 55.6 92.5 76.6
Old : 89.6 58.9 96.0 79.9 89.6 55.6 92.5 76.6
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, December 11, 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 : 18,592: 1,131 230 46 15,276 17,118 16,453 17,394: 2,139 1,198
Old : 18,592: 1,131 230 46 15,276 17,118 16,453 17,394: 2,139 1,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -726: 215 230 46 1,573 1,138 1,834 1,414: -2,560 -2,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.2 0.2 82.2 92.1 88.5 93.6: 11.5 6.4
Old : 100.0: 6.1 1.2 0.2 82.2 92.1 88.5 93.6: 11.5 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 1 15 13 18 14:
Old : 28: 2 1 1 15 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 60.9 70.5 82.8 45.9 55.8 63.1 73.7
Old : 46.6 60.9 70.5 82.8 45.9 55.8 63.1 73.7
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, December 11, 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 : 67,854: 10,456 3,689 295 47,910 58,314 58,661 62,298: 9,193 5,556
Old : 67,854: 10,456 3,689 295 47,910 58,314 58,661 62,298: 9,193 5,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 4,198: -218 -669 -103 3,518 4,086 3,197 3,314: 1,001 884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 5.4 0.4 70.6 85.9 86.5 91.8: 13.5 8.2
Old : 100.0: 15.4 5.4 0.4 70.6 85.9 86.5 91.8: 13.5 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 : 74: 8 4 2 44 37 52 43:
Old : 74: 8 4 2 44 37 52 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 : 27.5 37.5 42.2 56.9 27.1 37.4 40.0 56.1
Old : 27.5 37.5 42.2 56.9 27.1 37.4 40.0 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 55,880: 9,926 10,348 3,293 36,138 35,395 49,357 49,036: 6,522 6,844
Old : 55,880: 9,926 10,348 3,293 36,138 35,395 49,357 49,036: 6,522 6,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 2,355: 1,719 227 -244 1,481 2,975 2,955 2,958: -601 -603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 18.5 5.9 64.7 63.3 88.3 87.8: 11.7 12.2
Old : 100.0: 17.8 18.5 5.9 64.7 63.3 88.3 87.8: 11.7 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 54 69 36 92 112 169 195:
Old : 274: 54 69 36 92 112 169 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 17.1 30.6 27.1 20.4 15.3 29.7 24.8
Old : 20.8 17.1 30.6 27.1 20.4 15.3 29.7 24.8
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, December 11, 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 : 279,398: 49,628 51,740 16,467 180,692 176,973 246,786 245,180: 32,611 34,218
Old : 279,398: 49,628 51,740 16,467 180,692 176,973 246,786 245,180: 32,611 34,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 11,773: 8,596 1,133 -1,222 7,403 14,877 14,777 14,788: -3,004 -3,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 18.5 5.9 64.7 63.3 88.3 87.8: 11.7 12.2
Old : 100.0: 17.8 18.5 5.9 64.7 63.3 88.3 87.8: 11.7 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 54 69 36 92 112 169 195:
Old : 274: 54 69 36 92 112 169 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 17.1 30.6 27.1 20.4 15.3 29.7 24.8
Old : 20.8 17.1 30.6 27.1 20.4 15.3 29.7 24.8
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, December 11, 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 : 164,072: 14,660 60,006 18,289 107,280 52,136 140,229 130,432: 23,843 33,640
Old : 164,072: 14,660 60,006 18,289 107,280 52,136 140,229 130,432: 23,843 33,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -7,406: -3,284 -7,170 1,711 -5,744 -625 -7,317 -6,084: -89 -1,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 36.6 11.1 65.4 31.8 85.5 79.5: 14.5 20.5
Old : 100.0: 8.9 36.6 11.1 65.4 31.8 85.5 79.5: 14.5 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 22 32 22 29 27 60 73:
Old : 91: 22 32 22 29 27 60 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 27.1 58.2 37.1 46.7 23.7 54.9 33.6
Old : 46.7 27.1 58.2 37.1 46.7 23.7 54.9 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 493,517: 74,416 95,181 16,801 380,097 362,116 471,314 474,099: 22,204 19,419
Old : 493,517: 74,416 95,181 16,801 380,097 362,116 471,314 474,099: 22,204 19,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 12,450: 5,188 -8,431 66 5,782 23,807 11,036 15,441: 1,414 -2,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 19.3 3.4 77.0 73.4 95.5 96.1: 4.5 3.9
Old : 100.0: 15.1 19.3 3.4 77.0 73.4 95.5 96.1: 4.5 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 : 272: 52 40 25 124 118 185 174:
Old : 272: 52 40 25 124 118 185 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 25.5 33.6 39.3 19.9 25.4 31.9 38.9
Old : 20.5 25.5 33.6 39.3 19.9 25.4 31.9 38.9
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, December 11, 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 : 41,838: 11,012 16,280 4,715 19,240 14,524 34,967 35,519: 6,871 6,319
Old : 41,838: 11,012 16,280 4,715 19,240 14,524 34,967 35,519: 6,871 6,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 10,155: 1,951 -1,192 3,621 3,542 4,655 9,114 7,084: 1,041 3,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 38.9 11.3 46.0 34.7 83.6 84.9: 16.4 15.1
Old : 100.0: 26.3 38.9 11.3 46.0 34.7 83.6 84.9: 16.4 15.1
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 : 43: 20 7 11 12 7 36 22:
Old : 43: 20 7 11 12 7 36 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 : 37.6 61.0 51.9 76.0 26.3 52.1 36.9 58.0
Old : 37.6 61.0 51.9 76.0 26.3 52.1 36.9 58.0
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, December 11, 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 : 90,303: 27,073 11,979 5,527 36,243 41,913 68,843 59,419: 21,460 30,884
Old : 90,303: 27,073 11,979 5,527 36,243 41,913 68,843 59,419: 21,460 30,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 22,553: 264 2,456 4,131 7,295 4,867 11,690 11,454: 10,863 11,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 13.3 6.1 40.1 46.4 76.2 65.8: 23.8 34.2
Old : 100.0: 30.0 13.3 6.1 40.1 46.4 76.2 65.8: 23.8 34.2
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 : 84: 15 21 12 38 31 61 56:
Old : 84: 15 21 12 38 31 61 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 21.6 44.1 34.3 29.6 20.4 39.0 28.2
Old : 31.3 21.6 44.1 34.3 29.6 20.4 39.0 28.2
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, December 11, 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 : 114,614: 6,288 4,922 250 108,016 109,345 114,554 114,517: 60 97
Old : 114,614: 6,288 4,922 250 108,016 109,345 114,554 114,517: 60 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 1,103: -700 0 0 1,803 1,139 1,103 1,139: 0 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 4.3 0.2 94.2 95.4 99.9 99.9: 0.1 0.1
Old : 100.0: 5.5 4.3 0.2 94.2 95.4 99.9 99.9: 0.1 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 16 20 22 22:
Old : 32: 6 1 1 16 20 22 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 : 84.4 65.0 93.8 90.3 47.3 30.7 49.2 44.8
Old : 84.4 65.0 93.8 90.3 47.3 30.7 49.2 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2018