BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 10,870: 63 3,170 1,790 8,345 5,300 10,198 10,260: 672 610
Old : 10,870: 63 3,170 1,790 8,345 5,300 10,198 10,260: 672 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 644: -25 371 95 533 205 603 671: 41 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 29.2 16.5 76.8 48.8 93.8 94.4: 6.2 5.6
Old : 100.0: 0.6 29.2 16.5 76.8 48.8 93.8 94.4: 6.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 12 11 28 26 39 42:
Old : 51: 4 12 11 28 26 39 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 32.9 58.5 51.6 36.7 30.7 51.1 44.9
Old : 37.3 32.9 58.5 51.6 36.7 30.7 51.1 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 58,747: 12,956 6,195 15,283 26,335 22,327 54,574 43,805: 4,173 14,942
Old : 58,747: 12,956 6,195 15,283 26,335 22,327 54,574 43,805: 4,173 14,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 1,378: 257 299 820 562 122 1,638 1,241: -260 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.5 26.0 44.8 38.0 92.9 74.6: 7.1 25.4
Old : 100.0: 22.1 10.5 26.0 44.8 38.0 92.9 74.6: 7.1 25.4
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 : 90: 15 29 29 40 37 70 80:
Old : 90: 15 29 29 40 37 70 80:
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 52.4 37.4 29.3 14.7 38.6 19.0
Old : 33.2 23.2 52.4 37.4 29.3 14.7 38.6 19.0
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 24, 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 : 11,738: 1,617 1,547 2,284 6,905 7,349 10,806 11,180: 932 558
Old : 11,738: 1,617 1,547 2,284 6,905 7,349 10,806 11,180: 932 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 316: 69 98 9 280 242 358 350: -42 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 13.2 19.5 58.8 62.6 92.1 95.2: 7.9 4.8
Old : 100.0: 13.8 13.2 19.5 58.8 62.6 92.1 95.2: 7.9 4.8
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 : 48: 6 10 10 27 23 40 36:
Old : 48: 6 10 10 27 23 40 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 : 29.6 43.8 49.9 63.7 25.1 33.9 40.0 46.6
Old : 29.6 43.8 49.9 63.7 25.1 33.9 40.0 46.6
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 24, 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 : 6,257: 4,109 328 911 898 3,153 5,919 4,393: 338 1,864
Old : 6,257: 4,109 328 911 898 3,153 5,919 4,393: 338 1,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 351: 244 11 33 33 136 311 181: 40 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 5.2 14.6 14.4 50.4 94.6 70.2: 5.4 29.8
Old : 100.0: 65.7 5.2 14.6 14.4 50.4 94.6 70.2: 5.4 29.8
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 : 21: 7 3 8 7 10 16 19:
Old : 21: 7 3 8 7 10 16 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 : 72.1 35.9 86.9 54.7 67.7 33.4 76.0 49.1
Old : 72.1 35.9 86.9 54.7 67.7 33.4 76.0 49.1
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 24, 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 : 258,926: 60,958 26,471 79,873 92,553 114,690 233,383 221,034: 25,543 37,892
Old : 256,706: 60,997 26,622 79,094 91,853 113,576 231,944 219,292: 24,762 37,413
Other: 2,220: 373 261 367 700 1,114 1,440 1,741: 781 479
: : :
: : Changes in Commitments from: December 18, 2018 :
: -2,893: -4,513 754 -1,072 2,453 -767 -3,132 -1,085: 239 -1,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 10.2 30.8 35.7 44.3 90.1 85.4: 9.9 14.6
Old : 100.0: 23.8 10.4 30.8 35.8 44.2 90.4 85.4: 9.6 14.6
Other: 100.0: 16.8 11.8 16.5 31.5 50.2 64.8 78.4: 35.2 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 124 70 123 84 95 263 246:
Old : 311: 124 75 122 84 95 262 246:
Other: 53: 19 5 12 13 22 33 39:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 9.6 23.7 16.4 11.3 7.1 19.7 12.5
Old : 14.8 9.6 23.9 16.3 11.4 7.1 19.8 12.5
Other: 25.8 35.4 41.7 50.4 18.9 26.3 28.2 35.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 394,266: 131,385 19,260 95,468 136,255 225,552 363,108 340,280: 31,157 53,986
Old : 394,266: 131,385 19,260 95,468 136,255 225,552 363,108 340,280: 31,157 53,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 5,867: -1,668 -1,361 5,065 1,669 2,917 5,066 6,621: 801 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 4.9 24.2 34.6 57.2 92.1 86.3: 7.9 13.7
Old : 100.0: 33.3 4.9 24.2 34.6 57.2 92.1 86.3: 7.9 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 144 69 150 138 181 357 349:
Old : 437: 144 69 150 138 181 357 349:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 17.5 22.6 27.5 13.5 17.1 21.6 25.4
Old : 13.5 17.5 22.6 27.5 13.5 17.1 21.6 25.4
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 24, 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 : 5,007: 658 1,493 1,479 1,611 925 3,748 3,898: 1,259 1,110
Old : 5,007: 658 1,493 1,479 1,611 925 3,748 3,898: 1,259 1,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -7: 4 -71 38 -50 -53 -7 -86: 1 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 29.8 29.5 32.2 18.5 74.8 77.8: 25.2 22.2
Old : 100.0: 13.1 29.8 29.5 32.2 18.5 74.8 77.8: 25.2 22.2
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 : 44: 12 15 10 15 10 32 31:
Old : 44: 12 15 10 15 10 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 30.2 43.7 48.3 17.8 24.3 27.3 34.8
Old : 32.7 30.2 43.7 48.3 17.8 24.3 27.3 34.8
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 56,896: 15,432 13,788 16,224 16,192 11,155 47,848 41,168: 9,048 15,728
Old : 56,896: 15,432 13,788 16,224 16,192 11,155 47,848 41,168: 9,048 15,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -956: -833 -1,622 -400 277 604 -956 -1,418: 0 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 24.2 28.5 28.5 19.6 84.1 72.4: 15.9 27.6
Old : 100.0: 27.1 24.2 28.5 28.5 19.6 84.1 72.4: 15.9 27.6
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 : 181: 53 44 57 56 58 141 136:
Old : 181: 53 44 57 56 58 141 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 18.9 27.5 28.2 15.8 17.4 23.1 23.0
Old : 17.5 18.9 27.5 28.2 15.8 17.4 23.1 23.0
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 5,005: 352 2,997 475 2,949 1,091 3,776 4,563: 1,229 442
Old : 5,005: 352 2,997 475 2,949 1,091 3,776 4,563: 1,229 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 178: -7 55 24 122 70 139 149: 39 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 59.9 9.5 58.9 21.8 75.4 91.2: 24.6 8.8
Old : 100.0: 7.0 59.9 9.5 58.9 21.8 75.4 91.2: 24.6 8.8
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 : 23: 3 6 5 13 8 18 17:
Old : 23: 3 6 5 13 8 18 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 : 34.1 68.1 51.6 86.3 32.1 65.0 49.1 77.1
Old : 34.1 68.1 51.6 86.3 32.1 65.0 49.1 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 38,129: 2,240 14,266 6,025 28,871 15,761 37,136 36,051: 993 2,078
Old : 38,129: 2,240 14,266 6,025 28,871 15,761 37,136 36,051: 993 2,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 1,784: -22 893 466 1,376 516 1,819 1,875: -35 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 37.4 15.8 75.7 41.3 97.4 94.6: 2.6 5.4
Old : 100.0: 5.9 37.4 15.8 75.7 41.3 97.4 94.6: 2.6 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 : 81: 8 30 20 34 33 56 69:
Old : 81: 8 30 20 34 33 56 69:
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 : 49.5 31.8 64.2 52.1 49.5 29.8 58.2 45.7
Old : 49.5 31.8 64.2 52.1 49.5 29.8 58.2 45.7
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 24, 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 : 34,022: 17,848 2,279 0 15,088 30,120 32,936 32,399: 1,086 1,623
Old : 34,022: 17,848 2,279 0 15,088 30,120 32,936 32,399: 1,086 1,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -3,384: -5,389 -1,272 -6 2,199 -2,312 -3,196 -3,590: -188 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 6.7 0.0 44.3 88.5 96.8 95.2: 3.2 4.8
Old : 100.0: 52.5 6.7 0.0 44.3 88.5 96.8 95.2: 3.2 4.8
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: 13 10 0 6 4 19 14:
Old : 32: 13 10 0 6 4 19 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 : 70.4 88.5 88.8 92.5 70.4 87.1 88.8 91.0
Old : 70.4 88.5 88.8 92.5 70.4 87.1 88.8 91.0
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 24, 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 : 179,754: 25,439 73,480 14,431 109,317 54,128 149,188 142,039: 30,566 37,715
Old : 179,754: 25,439 73,480 14,431 109,317 54,128 149,188 142,039: 30,566 37,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -30,137: -22,634 14,333 -1,246 -7,814 -21,912 -31,694 -8,825: 1,557 -21,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 40.9 8.0 60.8 30.1 83.0 79.0: 17.0 21.0
Old : 100.0: 14.2 40.9 8.0 60.8 30.1 83.0 79.0: 17.0 21.0
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 : 117: 22 52 22 31 29 65 91:
Old : 117: 22 52 22 31 29 65 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 : 31.9 16.6 47.4 28.1 30.3 16.4 44.5 27.0
Old : 31.9 16.6 47.4 28.1 30.3 16.4 44.5 27.0
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 24, 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 : 71,134: 6,743 30,159 1,312 54,777 17,374 62,832 48,845: 8,301 22,289
Old : 71,134: 6,743 30,159 1,312 54,777 17,374 62,832 48,845: 8,301 22,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -199: -1,592 -1,204 -128 1,327 1,069 -394 -263: 195 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 42.4 1.8 77.0 24.4 88.3 68.7: 11.7 31.3
Old : 100.0: 9.5 42.4 1.8 77.0 24.4 88.3 68.7: 11.7 31.3
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 : 48: 9 15 3 10 19 20 36:
Old : 48: 9 15 3 10 19 20 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 : 67.3 27.1 78.1 42.1 66.7 27.1 77.3 42.1
Old : 67.3 27.1 78.1 42.1 66.7 27.1 77.3 42.1
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 24, 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 : 137,860: 64,375 61,040 4,233 64,700 67,340 133,307 132,612: 4,552 5,248
Old : 137,860: 64,375 61,040 4,233 64,700 67,340 133,307 132,612: 4,552 5,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 14,463: 14,527 10,409 448 -702 3,465 14,273 14,322: 190 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 44.3 3.1 46.9 48.8 96.7 96.2: 3.3 3.8
Old : 100.0: 46.7 44.3 3.1 46.9 48.8 96.7 96.2: 3.3 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 : 133: 47 49 10 13 30 65 84:
Old : 133: 47 49 10 13 30 65 84:
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 : 56.1 43.2 70.7 60.2 56.1 43.1 70.2 60.1
Old : 56.1 43.2 70.7 60.2 56.1 43.1 70.2 60.1
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 24, 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 : 253,289: 32,324 87,893 28,267 171,802 97,354 232,392 213,514: 20,896 39,774
Old : 253,289: 32,324 87,893 28,267 171,802 97,354 232,392 213,514: 20,896 39,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 6,009: 6,743 2,161 -1,142 1,246 5,029 6,848 6,049: -840 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 34.7 11.2 67.8 38.4 91.8 84.3: 8.2 15.7
Old : 100.0: 12.8 34.7 11.2 67.8 38.4 91.8 84.3: 8.2 15.7
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 : 126: 28 38 24 36 51 76 101:
Old : 126: 28 38 24 36 51 76 101:
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 : 44.3 23.6 56.2 34.9 43.7 23.5 52.9 33.0
Old : 44.3 23.6 56.2 34.9 43.7 23.5 52.9 33.0
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 259,569: 34,867 134,272 24,677 173,539 63,374 233,083 222,323: 26,486 37,247
Old : 259,569: 34,867 134,272 24,677 173,539 63,374 233,083 222,323: 26,486 37,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 19,832: 8,237 3,314 6,400 2,383 10,893 17,020 20,608: 2,812 -776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 51.7 9.5 66.9 24.4 89.8 85.7: 10.2 14.3
Old : 100.0: 13.4 51.7 9.5 66.9 24.4 89.8 85.7: 10.2 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 31 44 27 38 40 87 93:
Old : 129: 31 44 27 38 40 87 93:
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 : 44.0 32.8 54.1 44.2 43.4 32.7 53.0 43.0
Old : 44.0 32.8 54.1 44.2 43.4 32.7 53.0 43.0
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 24, 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 : 560,867: 144,334 199,145 38,188 284,708 263,413 467,230 500,746: 93,636 60,120
Old : 560,867: 144,334 199,145 38,188 284,708 263,413 467,230 500,746: 93,636 60,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 3,581: -6,838 -3,823 -2,243 5,709 11,369 -3,372 5,302: 6,953 -1,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 35.5 6.8 50.8 47.0 83.3 89.3: 16.7 10.7
Old : 100.0: 25.7 35.5 6.8 50.8 47.0 83.3 89.3: 16.7 10.7
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 : 288: 87 80 55 88 81 200 192:
Old : 288: 87 80 55 88 81 200 192:
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 : 18.9 28.0 28.9 40.5 18.4 28.0 27.9 40.5
Old : 18.9 28.0 28.9 40.5 18.4 28.0 27.9 40.5
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 28,015: 5,226 4,676 186 8,587 18,821 13,999 23,683: 14,016 4,332
Old : 28,015: 5,226 4,676 186 8,587 18,821 13,999 23,683: 14,016 4,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 1,498: 1,128 799 2 1,647 654 2,777 1,455: -1,279 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 16.7 0.7 30.7 67.2 50.0 84.5: 50.0 15.5
Old : 100.0: 18.7 16.7 0.7 30.7 67.2 50.0 84.5: 50.0 15.5
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 : 26: 7 4 3 11 10 20 15:
Old : 26: 7 4 3 11 10 20 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 : 18.0 64.7 30.0 77.2 16.5 61.3 27.0 72.6
Old : 18.0 64.7 30.0 77.2 16.5 61.3 27.0 72.6
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 24, 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 : 29,007: 4,762 5,575 235 18,384 17,508 23,381 23,318: 5,626 5,689
Old : 29,007: 4,762 5,575 235 18,384 17,508 23,381 23,318: 5,626 5,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -10,026: -4,471 1,251 0 -200 -11,475 -4,671 -10,224: -5,355 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 19.2 0.8 63.4 60.4 80.6 80.4: 19.4 19.6
Old : 100.0: 16.4 19.2 0.8 63.4 60.4 80.6 80.4: 19.4 19.6
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: 5 4 1 12 9 18 13:
Old : 22: 5 4 1 12 9 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 59.0 67.3 73.2 51.6 56.3 65.5 67.5
Old : 53.4 59.0 67.3 73.2 51.6 56.3 65.5 67.5
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 24, 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 : 13,226: 7,267 7,752 173 3,825 4,033 11,265 11,958: 1,961 1,268
Old : 13,226: 7,267 7,752 173 3,825 4,033 11,265 11,958: 1,961 1,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 485: -762 -58 90 754 655 82 687: 403 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 58.6 1.3 28.9 30.5 85.2 90.4: 14.8 9.6
Old : 100.0: 54.9 58.6 1.3 28.9 30.5 85.2 90.4: 14.8 9.6
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 : 32: 10 13 2 2 9 13 23:
Old : 32: 10 13 2 2 9 13 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 : 66.1 43.8 81.0 65.9 54.6 40.6 66.1 58.9
Old : 66.1 43.8 81.0 65.9 54.6 40.6 66.1 58.9
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 24, 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 : 28,811: 17,951 15,777 646 6,961 6,799 25,558 23,222: 3,253 5,589
Old : 28,811: 17,951 15,777 646 6,961 6,799 25,558 23,222: 3,253 5,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -1,015: -870 496 -286 345 -1,401 -811 -1,192: -204 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 54.8 2.2 24.2 23.6 88.7 80.6: 11.3 19.4
Old : 100.0: 62.3 54.8 2.2 24.2 23.6 88.7 80.6: 11.3 19.4
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 : 63: 23 23 7 10 10 38 35:
Old : 63: 23 23 7 10 10 38 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 : 43.8 41.3 61.7 56.5 43.8 36.7 59.9 50.9
Old : 43.8 41.3 61.7 56.5 43.8 36.7 59.9 50.9
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 24, 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 :21,661,065: 752,244 2,465,774 9,247,212 10,956,200 8,686,144 20,955,657 20,399,131: 705,408 1,261,934
Old :21,661,065: 752,244 2,465,774 9,247,212 10,956,200 8,686,144 20,955,657 20,399,131: 705,408 1,261,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 300,831: 66,713 -27,257 199,094 63,887 173,084 329,694 344,920: -28,863 -44,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 11.4 42.7 50.6 40.1 96.7 94.2: 3.3 5.8
Old : 100.0: 3.5 11.4 42.7 50.6 40.1 96.7 94.2: 3.3 5.8
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 : 306: 55 110 142 115 125 270 289:
Old : 306: 55 110 142 115 125 270 289:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 17.9 38.3 28.6 16.1 6.3 20.4 8.8
Old : 26.7 17.9 38.3 28.6 16.1 6.3 20.4 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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,857: 2,951 3,236 186 0 154 3,137 3,576: 720 281
Old : 3,857: 2,951 3,236 186 0 154 3,137 3,576: 720 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -502: -456 -523 34 0 -15 -422 -504: -80 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 83.9 4.8 0.0 4.0 81.3 92.7: 18.7 7.3
Old : 100.0: 76.5 83.9 4.8 0.0 4.0 81.3 92.7: 18.7 7.3
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 : 46: 21 24 7 0 1 27 26:
Old : 46: 21 24 7 0 1 27 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 : 47.2 38.0 61.8 61.0 47.0 37.6 61.6 58.4
Old : 47.2 38.0 61.8 61.0 47.0 37.6 61.6 58.4
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 24, 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 : 35,092: 4,980 6,754 12,793 17,093 15,223 34,866 34,770: 226 322
Old : 35,092: 4,980 6,754 12,793 17,093 15,223 34,866 34,770: 226 322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -6,699: -834 -1,960 -2,691 -927 -2,039 -4,452 -6,690: -2,247 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 19.2 36.5 48.7 43.4 99.4 99.1: 0.6 0.9
Old : 100.0: 14.2 19.2 36.5 48.7 43.4 99.4 99.1: 0.6 0.9
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 : 28: 8 11 15 6 8 25 24:
Old : 28: 8 11 15 6 8 25 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 : 61.3 53.8 81.0 76.5 48.4 43.4 51.5 49.1
Old : 61.3 53.8 81.0 76.5 48.4 43.4 51.5 49.1
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 24, 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 : 38,102: 3,530 7,539 3,756 30,647 24,062 37,933 35,357: 169 2,745
Old : 38,102: 3,530 7,539 3,756 30,647 24,062 37,933 35,357: 169 2,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -158: -460 -323 -20 295 -900 -185 -1,243: 27 1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 19.8 9.9 80.4 63.2 99.6 92.8: 0.4 7.2
Old : 100.0: 9.3 19.8 9.9 80.4 63.2 99.6 92.8: 0.4 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 : 36: 11 7 13 13 14 27 31:
Old : 36: 11 7 13 13 14 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 44.6 85.4 68.5 54.7 38.1 60.4 54.5
Old : 74.3 44.6 85.4 68.5 54.7 38.1 60.4 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 897,930: 96,869 65,427 210,045 484,118 544,389 791,032 819,861: 106,899 78,070
Old : 897,930: 96,869 65,427 210,045 484,118 544,389 791,032 819,861: 106,899 78,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -127,384: -2,875 8,788 -11,272 -96,866 -103,871 -111,013 -106,355: -16,371 -21,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 7.3 23.4 53.9 60.6 88.1 91.3: 11.9 8.7
Old : 100.0: 10.8 7.3 23.4 53.9 60.6 88.1 91.3: 11.9 8.7
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 : 634: 174 95 142 274 272 493 465:
Old : 634: 174 95 142 274 272 493 465:
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 : 14.7 14.3 22.6 25.1 6.5 10.6 10.9 17.4
Old : 14.7 14.3 22.6 25.1 6.5 10.6 10.9 17.4
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 24, 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 : 69,011: 4,067 634 15,886 23,835 27,365 43,788 43,885: 25,224 25,126
Old : 69,011: 4,067 634 15,886 23,835 27,365 43,788 43,885: 25,224 25,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -37,259: -7,838 -5,533 4,428 -31,998 -27,526 -35,408 -28,631: -1,850 -8,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.9 23.0 34.5 39.7 63.5 63.6: 36.5 36.4
Old : 100.0: 5.9 0.9 23.0 34.5 39.7 63.5 63.6: 36.5 36.4
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 : 40: 13 7 16 16 17 35 34:
Old : 40: 13 7 16 16 17 35 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 : 27.0 24.7 41.3 38.5 14.5 16.8 20.1 21.1
Old : 27.0 24.7 41.3 38.5 14.5 16.8 20.1 21.1
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 24, 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 : 4,144,597: 474,613 334,563 960,193 2,301,415 2,585,120 3,736,221 3,879,876: 408,376 264,720
Old : 4,144,597: 474,613 334,563 960,193 2,301,415 2,585,120 3,736,221 3,879,876: 408,376 264,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -450,626: -14,176 32,614 -39,506 -324,342 -381,725 -378,024 -388,617: -72,602 -62,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 8.1 23.2 55.5 62.4 90.1 93.6: 9.9 6.4
Old : 100.0: 11.5 8.1 23.2 55.5 62.4 90.1 93.6: 9.9 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 : 625: 168 94 135 270 272 482 458:
Old : 625: 168 94 135 270 272 482 458:
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 : 14.7 14.7 23.1 26.0 7.1 11.5 11.9 18.8
Old : 14.7 14.7 23.1 26.0 7.1 11.5 11.9 18.8
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 18,467: 2,496 348 0 14,121 17,541 16,617 17,889: 1,850 578
Old : 18,467: 2,496 348 0 14,121 17,541 16,617 17,889: 1,850 578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -8,096: -237 0 0 -8,181 -8,275 -8,418 -8,275: 322 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 1.9 0.0 76.5 95.0 90.0 96.9: 10.0 3.1
Old : 100.0: 13.5 1.9 0.0 76.5 95.0 90.0 96.9: 10.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 1 0 9 7 13 8:
Old : 20: 4 1 0 9 7 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 87.4 83.7 96.9 68.3 87.4 83.7 96.8
Old : 68.3 87.4 83.7 96.9 68.3 87.4 83.7 96.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 16,956: 1,103 0 0 13,425 15,783 14,528 15,783: 2,428 1,173
Old : 16,956: 1,103 0 0 13,425 15,783 14,528 15,783: 2,428 1,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -4,073: -26 0 0 -4,226 -3,746 -4,252 -3,746: 179 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 0.0 79.2 93.1 85.7 93.1: 14.3 6.9
Old : 100.0: 6.5 0.0 0.0 79.2 93.1 85.7 93.1: 14.3 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 0 13 13 15 13:
Old : 26: 2 0 0 13 13 15 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 : 52.2 57.8 72.3 84.5 51.3 57.8 71.4 83.5
Old : 52.2 57.8 72.3 84.5 51.3 57.8 71.4 83.5
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 24, 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 : 69,904: 12,861 2,418 222 47,916 63,133 60,999 65,773: 8,905 4,131
Old : 69,904: 12,861 2,418 222 47,916 63,133 60,999 65,773: 8,905 4,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -10,840: 2,505 -672 34 -12,593 -9,942 -10,054 -10,580: -786 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 3.5 0.3 68.5 90.3 87.3 94.1: 12.7 5.9
Old : 100.0: 18.4 3.5 0.3 68.5 90.3 87.3 94.1: 12.7 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 12 4 2 50 36 63 41:
Old : 81: 12 4 2 50 36 63 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 : 27.7 35.2 42.4 60.8 27.3 34.9 40.6 60.5
Old : 27.7 35.2 42.4 60.8 27.3 34.9 40.6 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 44,716: 10,457 8,328 1,726 24,964 28,320 37,147 38,374: 7,568 6,342
Old : 44,716: 10,457 8,328 1,726 24,964 28,320 37,147 38,374: 7,568 6,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -15,103: -241 -1,446 -1,941 -11,995 -10,138 -14,177 -13,525: -926 -1,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 18.6 3.9 55.8 63.3 83.1 85.8: 16.9 14.2
Old : 100.0: 23.4 18.6 3.9 55.8 63.3 83.1 85.8: 16.9 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 : 255: 59 43 23 88 102 160 156:
Old : 255: 59 43 23 88 102 160 156:
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 : 17.7 15.5 27.9 26.5 17.7 15.0 27.2 26.0
Old : 17.7 15.5 27.9 26.5 17.7 15.0 27.2 26.0
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 24, 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 : 223,580: 52,287 41,639 8,630 124,821 141,602 185,737 191,871: 37,842 31,709
Old : 223,580: 52,287 41,639 8,630 124,821 141,602 185,737 191,871: 37,842 31,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -75,517: -1,207 -7,230 -9,704 -59,974 -50,692 -70,886 -67,626: -4,631 -7,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 18.6 3.9 55.8 63.3 83.1 85.8: 16.9 14.2
Old : 100.0: 23.4 18.6 3.9 55.8 63.3 83.1 85.8: 16.9 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 : 255: 59 43 23 88 102 160 156:
Old : 255: 59 43 23 88 102 160 156:
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 : 17.7 15.5 27.9 26.5 17.7 15.0 27.2 26.0
Old : 17.7 15.5 27.9 26.5 17.7 15.0 27.2 26.0
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 24, 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 : 136,814: 20,209 55,099 13,619 76,812 32,133 110,640 100,852: 26,174 35,962
Old : 136,814: 20,209 55,099 13,619 76,812 32,133 110,640 100,852: 26,174 35,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 8,105: 3,530 1,628 1,136 -412 3,834 4,253 6,597: 3,852 1,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 40.3 10.0 56.1 23.5 80.9 73.7: 19.1 26.3
Old : 100.0: 14.8 40.3 10.0 56.1 23.5 80.9 73.7: 19.1 26.3
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 : 81: 17 32 17 25 21 49 63:
Old : 81: 17 32 17 25 21 49 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 : 39.6 18.7 49.9 28.2 38.1 18.5 47.0 27.0
Old : 39.6 18.7 49.9 28.2 38.1 18.5 47.0 27.0
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 24, 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 : 489,589: 88,564 91,784 14,447 365,710 358,623 468,721 464,854: 20,868 24,735
Old : 489,589: 88,564 91,784 14,447 365,710 358,623 468,721 464,854: 20,868 24,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -77,651: 9,811 -6,687 -6,183 -71,590 -54,119 -67,963 -66,989: -9,688 -10,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 18.7 3.0 74.7 73.2 95.7 94.9: 4.3 5.1
Old : 100.0: 18.1 18.7 3.0 74.7 73.2 95.7 94.9: 4.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 56 39 26 127 123 193 179:
Old : 289: 56 39 26 127 123 193 179:
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 : 17.8 28.0 29.3 42.6 16.7 27.9 28.1 42.0
Old : 17.8 28.0 29.3 42.6 16.7 27.9 28.1 42.0
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 24, 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 : 20,840: 6,255 14,432 65 9,072 3,351 15,392 17,848: 5,448 2,992
Old : 20,840: 6,255 14,432 65 9,072 3,351 15,392 17,848: 5,448 2,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 844: -34 443 1 588 287 555 731: 289 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 69.3 0.3 43.5 16.1 73.9 85.6: 26.1 14.4
Old : 100.0: 30.0 69.3 0.3 43.5 16.1 73.9 85.6: 26.1 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 : 33: 11 7 2 11 7 23 15:
Old : 33: 11 7 2 11 7 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 63.2 46.8 77.4 29.6 63.2 46.8 77.4
Old : 29.6 63.2 46.8 77.4 29.6 63.2 46.8 77.4
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 24, 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 : 60,680: 20,429 6,576 304 31,348 22,573 52,081 29,453: 8,599 31,227
Old : 60,680: 20,429 6,576 304 31,348 22,573 52,081 29,453: 8,599 31,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 6,171: 51 190 -25 4,307 -1,119 4,333 -954: 1,838 7,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 10.8 0.5 51.7 37.2 85.8 48.5: 14.2 51.5
Old : 100.0: 33.7 10.8 0.5 51.7 37.2 85.8 48.5: 14.2 51.5
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 : 73: 16 13 6 31 26 51 41:
Old : 73: 16 13 6 31 26 51 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 : 33.6 19.0 47.5 28.3 31.0 19.0 43.6 26.2
Old : 33.6 19.0 47.5 28.3 31.0 19.0 43.6 26.2
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 24, 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 : 63,675: 6,274 3,942 225 57,151 59,425 63,650 63,592: 25 83
Old : 63,675: 6,274 3,942 225 57,151 59,425 63,650 63,592: 25 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -47,612: -414 -980 -25 -47,161 -46,593 -47,600 -47,598: -12 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 6.2 0.4 89.8 93.3 100.0 99.9: 0.0 0.1
Old : 100.0: 9.9 6.2 0.4 89.8 93.3 100.0 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 : 29: 5 1 1 16 17 21 19:
Old : 29: 5 1 1 16 17 21 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 : 79.8 57.6 91.8 84.4 47.1 33.6 52.1 48.3
Old : 79.8 57.6 91.8 84.4 47.1 33.6 52.1 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2019