BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 10,226: 88 2,799 1,695 7,812 5,095 9,595 9,589: 631 637
Old : 10,226: 88 2,799 1,695 7,812 5,095 9,595 9,589: 631 637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 302: 14 325 -4 270 -130 281 192: 21 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 27.4 16.6 76.4 49.8 93.8 93.8: 6.2 6.2
Old : 100.0: 0.9 27.4 16.6 76.4 49.8 93.8 93.8: 6.2 6.2
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: 5 10 11 28 26 39 41:
Old : 50: 5 10 11 28 26 39 41:
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 : 38.1 32.0 58.8 50.4 36.8 29.8 50.7 44.3
Old : 38.1 32.0 58.8 50.4 36.8 29.8 50.7 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 57,369: 12,699 5,896 14,463 25,773 22,205 52,936 42,564: 4,433 14,805
Old : 57,369: 12,699 5,896 14,463 25,773 22,205 52,936 42,564: 4,433 14,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,484: 1,002 495 411 85 839 1,498 1,745: -15 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.3 25.2 44.9 38.7 92.3 74.2: 7.7 25.8
Old : 100.0: 22.1 10.3 25.2 44.9 38.7 92.3 74.2: 7.7 25.8
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 : 86: 13 27 24 40 37 65 76:
Old : 86: 13 27 24 40 37 65 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 : 33.7 23.3 52.5 37.7 30.0 15.8 39.4 20.4
Old : 33.7 23.3 52.5 37.7 30.0 15.8 39.4 20.4
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 18, 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 : 11,422: 1,548 1,448 2,274 6,626 7,107 10,448 10,830: 974 592
Old : 11,422: 1,548 1,448 2,274 6,626 7,107 10,448 10,830: 974 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 715: 18 87 141 529 506 688 735: 27 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 12.7 19.9 58.0 62.2 91.5 94.8: 8.5 5.2
Old : 100.0: 13.6 12.7 19.9 58.0 62.2 91.5 94.8: 8.5 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 : 47: 6 9 10 27 23 39 36:
Old : 47: 6 9 10 27 23 39 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 : 30.5 44.1 50.8 63.8 26.0 33.9 40.0 46.1
Old : 30.5 44.1 50.8 63.8 26.0 33.9 40.0 46.1
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 18, 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 : 5,906: 3,865 317 878 865 3,017 5,608 4,212: 298 1,694
Old : 5,906: 3,865 317 878 865 3,017 5,608 4,212: 298 1,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 631: 578 0 39 13 398 630 437: 1 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 5.4 14.9 14.6 51.1 95.0 71.3: 5.0 28.7
Old : 100.0: 65.4 5.4 14.9 14.6 51.1 95.0 71.3: 5.0 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 2 8 8 10 17 19:
Old : 21: 8 2 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 : 72.9 35.6 87.5 54.3 68.5 33.6 76.4 50.1
Old : 72.9 35.6 87.5 54.3 68.5 33.6 76.4 50.1
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 18, 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 : 261,819: 65,471 25,717 80,945 90,099 115,457 236,515 222,118: 25,303 39,700
Old : 259,727: 65,454 25,784 80,275 89,414 114,408 235,142 220,466: 24,585 39,261
Other: 2,091: 343 259 344 686 1,049 1,373 1,652: 718 439
: : :
: : Changes in Commitments from: December 11, 2018 :
: -25,266: -2,902 200 -22,561 259 -1,555 -25,204 -23,915: -62 -1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 9.8 30.9 34.4 44.1 90.3 84.8: 9.7 15.2
Old : 100.0: 25.2 9.9 30.9 34.4 44.0 90.5 84.9: 9.5 15.1
Other: 100.0: 16.4 12.4 16.5 32.8 50.1 65.6 79.0: 34.4 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 126 67 127 84 94 269 244:
Old : 311: 128 71 126 84 94 268 244:
Other: 52: 18 6 11 13 22 32 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 10.0 22.5 17.2 11.7 7.2 20.1 13.0
Old : 13.9 10.1 22.7 17.1 11.8 7.2 20.2 13.0
Other: 25.4 35.3 42.6 51.2 19.4 26.6 29.4 36.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 388,399: 133,053 20,621 90,404 134,586 222,635 358,042 333,659: 30,357 54,739
Old : 388,399: 133,053 20,621 90,404 134,586 222,635 358,042 333,659: 30,357 54,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 11,883: 9,726 -2,100 4,132 603 7,720 14,461 9,752: -2,577 2,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 5.3 23.3 34.7 57.3 92.2 85.9: 7.8 14.1
Old : 100.0: 34.3 5.3 23.3 34.7 57.3 92.2 85.9: 7.8 14.1
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 : 433: 149 67 148 133 174 355 338:
Old : 433: 149 67 148 133 174 355 338:
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 : 13.7 17.6 22.9 27.7 13.7 17.2 22.2 25.8
Old : 13.7 17.6 22.9 27.7 13.7 17.2 22.2 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,014: 654 1,564 1,441 1,660 979 3,755 3,984: 1,259 1,030
Old : 5,014: 654 1,564 1,441 1,660 979 3,755 3,984: 1,259 1,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 53: -29 82 14 40 1 25 97: 28 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 31.2 28.7 33.1 19.5 74.9 79.5: 25.1 20.5
Old : 100.0: 13.0 31.2 28.7 33.1 19.5 74.9 79.5: 25.1 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 : 47: 15 15 10 16 11 33 34:
Old : 47: 15 15 10 16 11 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 30.5 44.8 49.4 19.2 24.6 28.0 35.2
Old : 33.7 30.5 44.8 49.4 19.2 24.6 28.0 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 57,852: 16,265 15,410 16,624 15,915 10,551 48,804 42,585: 9,048 15,267
Old : 57,852: 16,265 15,410 16,624 15,915 10,551 48,804 42,585: 9,048 15,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 491: 320 -2,083 1,975 -571 -344 1,724 -451: -1,234 942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 26.6 28.7 27.5 18.2 84.4 73.6: 15.6 26.4
Old : 100.0: 28.1 26.6 28.7 27.5 18.2 84.4 73.6: 15.6 26.4
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 : 183: 57 45 62 55 51 147 135:
Old : 183: 57 45 62 55 51 147 135:
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 19.6 27.0 28.9 15.1 18.1 22.1 23.6
Old : 16.7 19.6 27.0 28.9 15.1 18.1 22.1 23.6
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 18, 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 : 4,828: 359 2,942 450 2,828 1,022 3,637 4,414: 1,190 413
Old : 4,828: 359 2,942 450 2,828 1,022 3,637 4,414: 1,190 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -79: -1 155 16 -75 -257 -60 -87: -18 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 60.9 9.3 58.6 21.2 75.3 91.4: 24.7 8.6
Old : 100.0: 7.4 60.9 9.3 58.6 21.2 75.3 91.4: 24.7 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 : 23: 3 6 4 13 7 18 15:
Old : 23: 3 6 4 13 7 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 69.5 51.6 87.3 33.9 66.2 49.8 78.3
Old : 35.3 69.5 51.6 87.3 33.9 66.2 49.8 78.3
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 18, 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 : 36,345: 2,262 13,372 5,559 27,495 15,245 35,317 34,177: 1,029 2,169
Old : 36,345: 2,262 13,372 5,559 27,495 15,245 35,317 34,177: 1,029 2,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 999: 69 621 104 841 330 1,013 1,055: -14 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 36.8 15.3 75.7 41.9 97.2 94.0: 2.8 6.0
Old : 100.0: 6.2 36.8 15.3 75.7 41.9 97.2 94.0: 2.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 9 26 20 34 33 56 66:
Old : 78: 9 26 20 34 33 56 66:
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 : 49.6 32.2 64.4 53.0 49.6 30.2 58.6 46.2
Old : 49.6 32.2 64.4 53.0 49.6 30.2 58.6 46.2
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 18, 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 : 37,406: 23,237 3,551 6 12,889 32,432 36,132 35,989: 1,274 1,417
Old : 37,406: 23,237 3,551 6 12,889 32,432 36,132 35,989: 1,274 1,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -11,853: 836 -8,087 -1 -11,903 -2,985 -11,068 -11,073: -785 -780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 9.5 0.0 34.5 86.7 96.6 96.2: 3.4 3.8
Old : 100.0: 62.1 9.5 0.0 34.5 86.7 96.6 96.2: 3.4 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 : 30: 10 10 1 4 7 15 17:
Old : 30: 10 10 1 4 7 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.6 83.3 92.9 91.4 87.6 82.0 92.7 90.0
Old : 87.6 83.3 92.9 91.4 87.6 82.0 92.7 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 209,891: 48,074 59,147 15,677 117,131 76,039 180,882 150,864: 29,009 59,028
Old : 209,891: 48,074 59,147 15,677 117,131 76,039 180,882 150,864: 29,009 59,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 33,002: 8,559 6,459 -138 25,327 8,064 33,748 14,385: -746 18,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 28.2 7.5 55.8 36.2 86.2 71.9: 13.8 28.1
Old : 100.0: 22.9 28.2 7.5 55.8 36.2 86.2 71.9: 13.8 28.1
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 : 111: 23 43 23 32 30 66 85:
Old : 111: 23 43 23 32 30 66 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 : 30.0 19.1 51.1 28.4 25.8 11.9 42.9 20.2
Old : 30.0 19.1 51.1 28.4 25.8 11.9 42.9 20.2
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 18, 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 : 71,332: 8,336 31,363 1,440 53,450 16,304 63,226 49,108: 8,106 22,225
Old : 71,332: 8,336 31,363 1,440 53,450 16,304 63,226 49,108: 8,106 22,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -10,523: -8,416 -3,762 -770 -1,463 -4,291 -10,649 -8,823: 126 -1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 44.0 2.0 74.9 22.9 88.6 68.8: 11.4 31.2
Old : 100.0: 11.7 44.0 2.0 74.9 22.9 88.6 68.8: 11.4 31.2
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 : 47: 10 15 5 10 17 22 35:
Old : 47: 10 15 5 10 17 22 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 : 67.6 27.4 79.0 43.0 67.0 27.4 78.3 43.0
Old : 67.6 27.4 79.0 43.0 67.0 27.4 78.3 43.0
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 18, 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 : 123,397: 49,848 50,631 3,785 65,401 63,874 119,035 118,290: 4,362 5,107
Old : 123,397: 49,848 50,631 3,785 65,401 63,874 119,035 118,290: 4,362 5,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -61,503: -16,249 -4,024 -3,336 -41,752 -53,786 -61,337 -61,145: -166 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 41.0 3.1 53.0 51.8 96.5 95.9: 3.5 4.1
Old : 100.0: 40.4 41.0 3.1 53.0 51.8 96.5 95.9: 3.5 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 : 121: 40 47 9 12 27 58 77:
Old : 121: 40 47 9 12 27 58 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 48.5 75.7 65.0 62.3 48.5 75.0 64.8
Old : 62.3 48.5 75.7 65.0 62.3 48.5 75.0 64.8
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, December 18, 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 : 247,280: 25,580 85,731 29,409 170,555 92,325 225,544 207,465: 21,736 39,815
Old : 247,280: 25,580 85,731 29,409 170,555 92,325 225,544 207,465: 21,736 39,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -58,532: -17,431 -327 -11,316 -26,605 -43,337 -55,353 -54,980: -3,180 -3,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 34.7 11.9 69.0 37.3 91.2 83.9: 8.8 16.1
Old : 100.0: 10.3 34.7 11.9 69.0 37.3 91.2 83.9: 8.8 16.1
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 : 121: 24 39 18 35 49 69 96:
Old : 121: 24 39 18 35 49 69 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 22.6 56.8 34.5 44.0 22.5 53.6 31.9
Old : 44.6 22.6 56.8 34.5 44.0 22.5 53.6 31.9
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 18, 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 : 239,738: 26,631 130,958 18,277 171,156 52,480 216,063 201,715: 23,674 38,023
Old : 239,738: 26,631 130,958 18,277 171,156 52,480 216,063 201,715: 23,674 38,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 4,321: 2,559 7,552 33 6,586 5,130 9,178 12,715: -4,857 -8,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 54.6 7.6 71.4 21.9 90.1 84.1: 9.9 15.9
Old : 100.0: 11.1 54.6 7.6 71.4 21.9 90.1 84.1: 9.9 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 28 44 24 37 37 79 91:
Old : 124: 28 44 24 37 37 79 91:
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 : 49.2 32.9 58.3 42.3 48.4 32.9 57.1 42.2
Old : 49.2 32.9 58.3 42.3 48.4 32.9 57.1 42.2
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 18, 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 : 557,285: 151,172 202,968 40,431 278,999 252,045 470,602 495,444: 86,683 61,841
Old : 557,285: 151,172 202,968 40,431 278,999 252,045 470,602 495,444: 86,683 61,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -107,252: 1,440 -2,529 -920 -79,883 -78,793 -79,363 -82,242: -27,888 -25,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 36.4 7.3 50.1 45.2 84.4 88.9: 15.6 11.1
Old : 100.0: 27.1 36.4 7.3 50.1 45.2 84.4 88.9: 15.6 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 : 286: 86 82 58 85 77 198 191:
Old : 286: 86 82 58 85 77 198 191:
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 : 18.2 27.1 28.4 40.1 17.5 26.9 27.3 39.8
Old : 18.2 27.1 28.4 40.1 17.5 26.9 27.3 39.8
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 18, 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 : 26,517: 4,098 3,877 184 6,940 18,167 11,222 22,228: 15,295 4,289
Old : 26,517: 4,098 3,877 184 6,940 18,167 11,222 22,228: 15,295 4,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -9,336: -8,041 304 -434 -1,212 -7,984 -9,687 -8,114: 351 -1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 14.6 0.7 26.2 68.5 42.3 83.8: 57.7 16.2
Old : 100.0: 15.5 14.6 0.7 26.2 68.5 42.3 83.8: 57.7 16.2
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: 6 3 2 9 9 17 12:
Old : 22: 6 3 2 9 9 17 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 : 18.8 66.3 29.3 79.4 16.6 62.6 25.7 73.9
Old : 18.8 66.3 29.3 79.4 16.6 62.6 25.7 73.9
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 18, 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 : 39,033: 9,233 4,324 235 18,584 28,983 28,052 33,542: 10,981 5,491
Old : 39,033: 9,233 4,324 235 18,584 28,983 28,052 33,542: 10,981 5,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -5,590: 146 5 -1 -10,487 -5,798 -10,342 -5,794: 4,752 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 11.1 0.6 47.6 74.3 71.9 85.9: 28.1 14.1
Old : 100.0: 23.7 11.1 0.6 47.6 74.3 71.9 85.9: 28.1 14.1
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 : 22: 6 3 1 12 10 19 13:
Old : 22: 6 3 1 12 10 19 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 : 46.5 68.7 59.5 80.6 34.2 52.3 45.9 62.3
Old : 46.5 68.7 59.5 80.6 34.2 52.3 45.9 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 12,741: 8,029 7,810 83 3,071 3,378 11,183 11,271: 1,558 1,470
Old : 12,741: 8,029 7,810 83 3,071 3,378 11,183 11,271: 1,558 1,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 388: 785 553 -7 -208 -160 570 386: -182 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 61.3 0.7 24.1 26.5 87.8 88.5: 12.2 11.5
Old : 100.0: 63.0 61.3 0.7 24.1 26.5 87.8 88.5: 12.2 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 13 2 3 9 15 23:
Old : 35: 11 13 2 3 9 15 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 : 67.2 42.4 81.6 64.3 60.4 41.6 74.8 60.9
Old : 67.2 42.4 81.6 64.3 60.4 41.6 74.8 60.9
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 18, 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 : 29,826: 18,822 15,281 932 6,616 8,200 26,369 24,414: 3,456 5,412
Old : 29,826: 18,822 15,281 932 6,616 8,200 26,369 24,414: 3,456 5,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -32,907: -324 -18,963 -562 -31,189 -12,647 -32,075 -32,172: -832 -735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 51.2 3.1 22.2 27.5 88.4 81.9: 11.6 18.1
Old : 100.0: 63.1 51.2 3.1 22.2 27.5 88.4 81.9: 11.6 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 25 23 11 9 11 40 39:
Old : 66: 25 23 11 9 11 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 38.9 60.7 54.3 42.9 34.4 59.6 49.7
Old : 42.9 38.9 60.7 54.3 42.9 34.4 59.6 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 :21,360,234: 685,531 2,493,031 9,048,119 10,892,313 8,513,061 20,625,963 20,054,211: 734,271 1,306,023
Old :21,360,234: 685,531 2,493,031 9,048,119 10,892,313 8,513,061 20,625,963 20,054,211: 734,271 1,306,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
:-5,298,510: -19,702 -100,631 -3,234,366 -2,028,392 -1,890,476 -5,282,461 -5,225,473: -16,049 -73,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 11.7 42.4 51.0 39.9 96.6 93.9: 3.4 6.1
Old : 100.0: 3.2 11.7 42.4 51.0 39.9 96.6 93.9: 3.4 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 44 129 143 110 123 268 293:
Old : 311: 44 129 143 110 123 268 293:
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 : 27.2 17.4 39.2 28.2 17.2 6.1 21.8 8.8
Old : 27.2 17.4 39.2 28.2 17.2 6.1 21.8 8.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,359: 3,407 3,759 152 0 169 3,559 4,080: 800 279
Old : 4,359: 3,407 3,759 152 0 169 3,559 4,080: 800 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 389: 316 428 28 -4 -4 340 452: 49 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 86.2 3.5 0.0 3.9 81.6 93.6: 18.4 6.4
Old : 100.0: 78.2 86.2 3.5 0.0 3.9 81.6 93.6: 18.4 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 : 45: 22 21 6 0 1 27 24:
Old : 45: 22 21 6 0 1 27 24:
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 49.2 61.8 68.2 47.3 49.0 59.7 68.0
Old : 49.4 49.2 61.8 68.2 47.3 49.0 59.7 68.0
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 18, 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 : 41,791: 5,814 8,714 15,484 18,020 17,262 39,318 41,460: 2,473 331
Old : 41,791: 5,814 8,714 15,484 18,020 17,262 39,318 41,460: 2,473 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 4,373: 2,213 -42 -1,259 975 5,534 1,929 4,233: 2,444 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 20.9 37.1 43.1 41.3 94.1 99.2: 5.9 0.8
Old : 100.0: 13.9 20.9 37.1 43.1 41.3 94.1 99.2: 5.9 0.8
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 : 32: 11 10 16 8 9 29 26:
Old : 32: 11 10 16 8 9 29 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 : 54.4 52.6 74.4 75.5 38.4 42.7 42.0 47.2
Old : 54.4 52.6 74.4 75.5 38.4 42.7 42.0 47.2
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 18, 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 : 38,260: 3,990 7,862 3,776 30,352 24,962 38,118 36,600: 142 1,660
Old : 38,260: 3,990 7,862 3,776 30,352 24,962 38,118 36,600: 142 1,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 6,406: 1,103 1,615 -28 5,294 5,456 6,369 7,043: 37 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 20.5 9.9 79.3 65.2 99.6 95.7: 0.4 4.3
Old : 100.0: 10.4 20.5 9.9 79.3 65.2 99.6 95.7: 0.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 7 14 12 14 28 32:
Old : 37: 12 7 14 12 14 28 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 47.8 85.8 71.9 57.3 40.3 63.1 58.4
Old : 73.8 47.8 85.8 71.9 57.3 40.3 63.1 58.4
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, December 18, 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 : 1,025,314: 99,744 56,639 221,317 580,984 648,260 902,045 926,215: 123,270 99,099
Old : 1,025,314: 99,744 56,639 221,317 580,984 648,260 902,045 926,215: 123,270 99,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 67,053: 11,275 2,688 27,220 10,411 27,017 48,906 56,925: 18,146 10,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 5.5 21.6 56.7 63.2 88.0 90.3: 12.0 9.7
Old : 100.0: 9.7 5.5 21.6 56.7 63.2 88.0 90.3: 12.0 9.7
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 : 649: 187 93 164 292 285 533 488:
Old : 649: 187 93 164 292 285 533 488:
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 13.6 21.6 23.1 5.2 8.4 9.1 14.7
Old : 13.8 13.6 21.6 23.1 5.2 8.4 9.1 14.7
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, December 18, 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 : 106,270: 11,905 6,168 11,458 55,832 54,891 79,196 72,517: 27,074 33,753
Old : 106,270: 11,905 6,168 11,458 55,832 54,891 79,196 72,517: 27,074 33,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 8,889: 3,825 2,329 3,107 684 1,542 7,615 6,977: 1,274 1,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 5.8 10.8 52.5 51.7 74.5 68.2: 25.5 31.8
Old : 100.0: 11.2 5.8 10.8 52.5 51.7 74.5 68.2: 25.5 31.8
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 : 57: 15 10 21 23 26 47 48:
Old : 57: 15 10 21 23 26 47 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 : 25.8 33.0 43.0 44.2 24.6 30.5 37.5 37.4
Old : 25.8 33.0 43.0 44.2 24.6 30.5 37.5 37.4
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 18, 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 : 22,532: 1,540 0 0 18,230 20,914 19,770 20,914: 2,762 1,618
Old : 22,532: 1,540 0 0 18,230 20,914 19,770 20,914: 2,762 1,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 7,835: 4 0 0 6,645 6,481 6,649 6,481: 1,186 1,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 0.0 80.9 92.8 87.7 92.8: 12.3 7.2
Old : 100.0: 6.8 0.0 0.0 80.9 92.8 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 : 20: 1 0 0 16 10 17 10:
Old : 20: 1 0 0 16 10 17 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 : 45.9 62.3 68.4 88.2 32.1 43.3 46.6 55.7
Old : 45.9 62.3 68.4 88.2 32.1 43.3 46.6 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 23,031: 0 0 0 19,997 21,509 19,997 21,509: 3,034 1,522
Old : 23,031: 0 0 0 19,997 21,509 19,997 21,509: 3,034 1,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 4,221: 0 0 0 3,400 3,435 3,400 3,435: 821 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.8 93.4 86.8 93.4: 13.2 6.6
Old : 100.0: 0.0 0.0 0.0 86.8 93.4 86.8 93.4: 13.2 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 : 22: 0 0 0 12 15 12 15:
Old : 22: 0 0 0 12 15 12 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 : 47.4 49.8 79.8 76.7 42.3 39.9 60.1 63.1
Old : 47.4 49.8 79.8 76.7 42.3 39.9 60.1 63.1
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 18, 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 : 4,595,223: 488,790 301,950 999,699 2,625,756 2,966,845 4,114,245 4,268,493: 480,978 326,729
Old : 4,595,223: 488,790 301,950 999,699 2,625,756 2,966,845 4,114,245 4,268,493: 480,978 326,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 290,817: 57,270 21,814 100,547 48,640 127,376 206,457 249,737: 84,360 41,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 6.6 21.8 57.1 64.6 89.5 92.9: 10.5 7.1
Old : 100.0: 10.6 6.6 21.8 57.1 64.6 89.5 92.9: 10.5 7.1
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 : 637: 177 93 157 288 284 520 479:
Old : 637: 177 93 157 288 284 520 479:
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 14.4 22.6 24.6 6.0 10.2 10.3 17.4
Old : 14.5 14.4 22.6 24.6 6.0 10.2 10.3 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 37,605: 1,440 0 0 32,678 35,129 34,118 35,129: 3,487 2,476
Old : 37,605: 1,440 0 0 32,678 35,129 34,118 35,129: 3,487 2,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 8,983: -8 0 0 7,225 7,136 7,217 7,136: 1,766 1,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 0.0 86.9 93.4 90.7 93.4: 9.3 6.6
Old : 100.0: 3.8 0.0 0.0 86.9 93.4 90.7 93.4: 9.3 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 : 23: 2 0 0 13 16 15 16:
Old : 23: 2 0 0 13 16 15 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 : 71.7 66.7 84.1 84.1 56.4 55.4 62.9 65.3
Old : 71.7 66.7 84.1 84.1 56.4 55.4 62.9 65.3
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 18, 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 : 26,563: 2,733 348 0 22,302 25,816 25,035 26,164: 1,528 399
Old : 26,563: 2,733 348 0 22,302 25,816 25,035 26,164: 1,528 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 5,406: -117 0 0 5,462 5,751 5,345 5,751: 61 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 1.3 0.0 84.0 97.2 94.2 98.5: 5.8 1.5
Old : 100.0: 10.3 1.3 0.0 84.0 97.2 94.2 98.5: 5.8 1.5
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: 5 1 0 14 14 19 15:
Old : 29: 5 1 0 14 14 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 70.1 78.4 86.4 53.5 60.0 64.8 72.7
Old : 58.5 70.1 78.4 86.4 53.5 60.0 64.8 72.7
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 18, 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 : 25,186: 286 316 0 24,330 24,662 24,616 24,978: 570 208
Old : 25,186: 286 316 0 24,330 24,662 24,616 24,978: 570 208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 8,096: -217 0 0 8,433 8,353 8,216 8,353: -120 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.3 0.0 96.6 97.9 97.7 99.2: 2.3 0.8
Old : 100.0: 1.1 1.3 0.0 96.6 97.9 97.7 99.2: 2.3 0.8
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: 1 1 0 10 18 11 19:
Old : 22: 1 1 0 10 18 11 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 : 86.5 62.0 95.9 76.9 61.8 37.2 63.8 51.4
Old : 86.5 62.0 95.9 76.9 61.8 37.2 63.8 51.4
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 18, 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 : 21,029: 1,129 0 0 17,651 19,529 18,780 19,529: 2,249 1,500
Old : 21,029: 1,129 0 0 17,651 19,529 18,780 19,529: 2,249 1,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 2,437: -2 -230 -46 2,375 2,411 2,327 2,135: 110 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 0.0 83.9 92.9 89.3 92.9: 10.7 7.1
Old : 100.0: 5.4 0.0 0.0 83.9 92.9 89.3 92.9: 10.7 7.1
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 : 27: 2 0 0 18 13 20 13:
Old : 27: 2 0 0 18 13 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 : 41.3 61.4 68.4 84.2 40.5 52.2 57.9 69.6
Old : 41.3 61.4 68.4 84.2 40.5 52.2 57.9 69.6
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 18, 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 : 80,744: 10,356 3,090 188 60,509 73,075 71,053 76,353: 9,691 4,391
Old : 80,744: 10,356 3,090 188 60,509 73,075 71,053 76,353: 9,691 4,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 12,890: -100 -599 -107 12,599 14,761 12,392 14,055: 498 -1,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 3.8 0.2 74.9 90.5 88.0 94.6: 12.0 5.4
Old : 100.0: 12.8 3.8 0.2 74.9 90.5 88.0 94.6: 12.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 9 4 2 53 40 63 45:
Old : 79: 9 4 2 53 40 63 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 32.4 41.9 53.3 22.6 32.2 33.1 49.8
Old : 28.1 32.4 41.9 53.3 22.6 32.2 33.1 49.8
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 18, 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 : 59,819: 10,699 9,774 3,667 36,959 38,459 51,325 51,899: 8,495 7,920
Old : 59,819: 10,699 9,774 3,667 36,959 38,459 51,325 51,899: 8,495 7,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 3,940: 773 -574 373 821 3,064 1,967 2,863: 1,972 1,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 16.3 6.1 61.8 64.3 85.8 86.8: 14.2 13.2
Old : 100.0: 17.9 16.3 6.1 61.8 64.3 85.8 86.8: 14.2 13.2
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 : 276: 67 56 40 103 113 189 191:
Old : 276: 67 56 40 103 113 189 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 19.7 27.1 30.7 15.4 14.8 22.7 23.5
Old : 17.4 19.7 27.1 30.7 15.4 14.8 22.7 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 299,096: 53,494 48,870 18,334 184,795 192,294 256,623 259,497: 42,473 39,599
Old : 299,096: 53,494 48,870 18,334 184,795 192,294 256,623 259,497: 42,473 39,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 19,699: 3,866 -2,871 1,867 4,103 15,321 9,837 14,317: 9,862 5,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 16.3 6.1 61.8 64.3 85.8 86.8: 14.2 13.2
Old : 100.0: 17.9 16.3 6.1 61.8 64.3 85.8 86.8: 14.2 13.2
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 : 276: 67 56 40 103 113 189 191:
Old : 276: 67 56 40 103 113 189 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 19.7 27.1 30.7 15.4 14.8 22.7 23.5
Old : 17.4 19.7 27.1 30.7 15.4 14.8 22.7 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 128,709: 16,679 53,471 12,483 77,225 28,299 106,387 94,254: 22,322 34,454
Old : 128,709: 16,679 53,471 12,483 77,225 28,299 106,387 94,254: 22,322 34,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -35,363: 2,019 -6,535 -5,806 -30,055 -23,837 -33,842 -36,178: -1,521 814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 41.5 9.7 60.0 22.0 82.7 73.2: 17.3 26.8
Old : 100.0: 13.0 41.5 9.7 60.0 22.0 82.7 73.2: 17.3 26.8
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 : 84: 21 29 16 26 23 52 63:
Old : 84: 21 29 16 26 23 52 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 : 43.1 21.0 52.5 30.9 41.5 20.7 48.9 29.9
Old : 43.1 21.0 52.5 30.9 41.5 20.7 48.9 29.9
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 18, 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 : 567,240: 78,753 98,471 20,630 437,300 412,742 536,684 531,843: 30,557 35,397
Old : 567,240: 78,753 98,471 20,630 437,300 412,742 536,684 531,843: 30,557 35,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 73,723: 4,338 3,290 3,829 57,203 50,626 65,370 57,745: 8,353 15,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.4 3.6 77.1 72.8 94.6 93.8: 5.4 6.2
Old : 100.0: 13.9 17.4 3.6 77.1 72.8 94.6 93.8: 5.4 6.2
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 : 278: 50 48 25 131 127 193 188:
Old : 278: 50 48 25 131 127 193 188:
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 : 22.1 23.7 34.3 36.0 19.1 23.3 30.6 35.5
Old : 22.1 23.7 34.3 36.0 19.1 23.3 30.6 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 19,996: 6,289 13,989 64 8,484 3,064 14,837 17,117: 5,159 2,879
Old : 19,996: 6,289 13,989 64 8,484 3,064 14,837 17,117: 5,159 2,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -21,842: -4,723 -2,291 -4,651 -10,756 -11,460 -20,130 -18,402: -1,712 -3,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 70.0 0.3 42.4 15.3 74.2 85.6: 25.8 14.4
Old : 100.0: 31.5 70.0 0.3 42.4 15.3 74.2 85.6: 25.8 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 : 30: 11 6 1 10 6 21 13:
Old : 30: 11 6 1 10 6 21 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 : 30.0 67.9 46.6 80.2 30.0 67.9 46.6 80.2
Old : 30.0 67.9 46.6 80.2 30.0 67.9 46.6 80.2
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 18, 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 : 54,509: 20,378 6,386 329 27,041 23,692 47,748 30,407: 6,761 24,102
Old : 54,509: 20,378 6,386 329 27,041 23,692 47,748 30,407: 6,761 24,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -35,794: -6,695 -5,593 -5,198 -9,202 -18,221 -21,095 -29,012: -14,699 -6,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 11.7 0.6 49.6 43.5 87.6 55.8: 12.4 44.2
Old : 100.0: 37.4 11.7 0.6 49.6 43.5 87.6 55.8: 12.4 44.2
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 : 66: 16 14 4 24 21 42 37:
Old : 66: 16 14 4 24 21 42 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 : 41.7 26.4 57.2 36.2 38.7 26.0 53.8 34.0
Old : 41.7 26.4 57.2 36.2 38.7 26.0 53.8 34.0
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 18, 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 : 111,287: 6,688 4,922 250 104,312 106,018 111,250 111,190: 37 97
Old : 111,287: 6,688 4,922 250 104,312 106,018 111,250 111,190: 37 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -3,327: 400 0 0 -3,704 -3,327 -3,304 -3,327: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 4.4 0.2 93.7 95.3 100.0 99.9: 0.0 0.1
Old : 100.0: 6.0 4.4 0.2 93.7 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 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 : 84.8 66.2 93.9 89.6 50.6 35.8 52.6 47.8
Old : 84.8 66.2 93.9 89.6 50.6 35.8 52.6 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2018