BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,840: 238 4,407 1,462 8,661 4,461 10,362 10,330: 479 510
Old : 10,840: 238 4,407 1,462 8,661 4,461 10,362 10,330: 479 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 775: 145 464 124 754 205 1,023 794: -248 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 40.7 13.5 79.9 41.2 95.6 95.3: 4.4 4.7
Old : 100.0: 2.2 40.7 13.5 79.9 41.2 95.6 95.3: 4.4 4.7
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 : 47: 2 11 7 27 25 36 36:
Old : 47: 2 11 7 27 25 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 37.2 59.9 57.5 39.2 34.7 54.9 50.0
Old : 39.7 37.2 59.9 57.5 39.2 34.7 54.9 50.0
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 55,259: 10,250 5,939 14,766 26,371 18,971 51,387 39,676: 3,872 15,583
Old : 55,259: 10,250 5,939 14,766 26,371 18,971 51,387 39,676: 3,872 15,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 3,442: -300 453 1,425 2,429 -4 3,555 1,875: -112 1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 10.7 26.7 47.7 34.3 93.0 71.8: 7.0 28.2
Old : 100.0: 18.5 10.7 26.7 47.7 34.3 93.0 71.8: 7.0 28.2
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 : 81: 14 25 22 40 29 65 65:
Old : 81: 14 25 22 40 29 65 65:
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 : 34.9 23.8 53.4 37.8 29.8 14.2 37.5 18.3
Old : 34.9 23.8 53.4 37.8 29.8 14.2 37.5 18.3
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,551: 1,540 2,707 3,250 9,298 8,869 14,088 14,825: 1,463 726
Old : 15,551: 1,540 2,707 3,250 9,298 8,869 14,088 14,825: 1,463 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 1,138: -14 234 250 789 709 1,024 1,192: 113 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 17.4 20.9 59.8 57.0 90.6 95.3: 9.4 4.7
Old : 100.0: 9.9 17.4 20.9 59.8 57.0 90.6 95.3: 9.4 4.7
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 : 46: 6 11 11 24 22 37 37:
Old : 46: 6 11 11 24 22 37 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 : 28.0 44.5 47.4 67.8 21.6 31.2 34.6 42.3
Old : 28.0 44.5 47.4 67.8 21.6 31.2 34.6 42.3
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,206: 6,188 411 1,058 1,659 5,331 8,904 6,799: 302 2,407
Old : 9,206: 6,188 411 1,058 1,659 5,331 8,904 6,799: 302 2,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 455: 304 -5 52 159 497 515 544: -60 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 4.5 11.5 18.0 57.9 96.7 73.9: 3.3 26.1
Old : 100.0: 67.2 4.5 11.5 18.0 57.9 96.7 73.9: 3.3 26.1
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 : 23: 6 3 6 11 12 19 19:
Old : 23: 6 3 6 11 12 19 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 : 69.7 37.9 88.5 54.8 68.7 35.7 80.9 50.9
Old : 69.7 37.9 88.5 54.8 68.7 35.7 80.9 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 267,115: 59,432 41,850 93,015 87,045 94,668 239,493 229,533: 27,622 37,582
Old : 262,286: 58,838 42,445 91,341 85,976 92,125 236,156 225,910: 26,130 36,376
Other: 4,829: 1,280 92 987 1,069 2,543 3,337 3,623: 1,492 1,206
: : :
: : Changes in Commitments from: January 15, 2019 :
: 2,994: -822 4,520 931 4,602 -1,809 4,711 3,641: -1,717 -648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 15.7 34.8 32.6 35.4 89.7 85.9: 10.3 14.1
Old : 100.0: 22.4 16.2 34.8 32.8 35.1 90.0 86.1: 10.0 13.9
Other: 100.0: 26.5 1.9 20.4 22.1 52.7 69.1 75.0: 30.9 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 126 71 125 80 89 260 245:
Old : 311: 124 78 125 79 87 259 243:
Other: 69: 23 6 16 20 34 48 52:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 9.6 20.2 16.9 10.6 7.2 18.4 12.5
Old : 11.8 9.6 20.3 17.0 10.8 7.3 18.6 12.6
Other: 24.4 25.1 38.8 36.5 17.5 14.7 25.2 23.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 437,477: 148,387 21,318 111,837 144,553 244,119 404,777 377,274: 32,700 60,203
Old : 437,477: 148,387 21,318 111,837 144,553 244,119 404,777 377,274: 32,700 60,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 371: 1,293 1,860 -109 224 -555 1,408 1,196: -1,037 -825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 4.9 25.6 33.0 55.8 92.5 86.2: 7.5 13.8
Old : 100.0: 33.9 4.9 25.6 33.0 55.8 92.5 86.2: 7.5 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 478: 174 69 152 160 191 404 363:
Old : 478: 174 69 152 160 191 404 363:
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 : 13.1 17.6 21.5 27.9 13.1 17.2 20.0 24.9
Old : 13.1 17.6 21.5 27.9 13.1 17.2 20.0 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,433: 878 1,543 1,087 1,427 938 3,393 3,568: 1,040 865
Old : 4,433: 878 1,543 1,087 1,427 938 3,393 3,568: 1,040 865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 41: 101 -136 20 -50 81 72 -35: -30 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 34.8 24.5 32.2 21.2 76.5 80.5: 23.5 19.5
Old : 100.0: 19.8 34.8 24.5 32.2 21.2 76.5 80.5: 23.5 19.5
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 : 46: 16 13 10 13 10 33 31:
Old : 46: 16 13 10 13 10 33 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 : 34.7 30.1 46.5 48.4 21.9 26.8 32.7 39.3
Old : 34.7 30.1 46.5 48.4 21.9 26.8 32.7 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,434: 14,442 15,790 17,588 20,234 12,148 52,265 45,526: 10,169 16,908
Old : 62,434: 14,442 15,790 17,588 20,234 12,148 52,265 45,526: 10,169 16,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 2,427: -55 2,093 366 1,783 -128 2,094 2,331: 333 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 25.3 28.2 32.4 19.5 83.7 72.9: 16.3 27.1
Old : 100.0: 23.1 25.3 28.2 32.4 19.5 83.7 72.9: 16.3 27.1
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 : 211: 61 56 69 69 60 169 156:
Old : 211: 61 56 69 69 60 169 156:
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 : 16.2 14.9 26.6 23.8 14.5 13.5 20.7 19.8
Old : 16.2 14.9 26.6 23.8 14.5 13.5 20.7 19.8
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,608: 3,019 13,395 5,503 27,230 15,553 35,752 34,451: 856 2,157
Old : 36,608: 3,019 13,395 5,503 27,230 15,553 35,752 34,451: 856 2,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 2,106: 270 991 326 1,384 847 1,980 2,163: 126 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 36.6 15.0 74.4 42.5 97.7 94.1: 2.3 5.9
Old : 100.0: 8.2 36.6 15.0 74.4 42.5 97.7 94.1: 2.3 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 : 80: 8 32 18 34 28 55 66:
Old : 80: 8 32 18 34 28 55 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 : 48.1 28.8 62.4 48.0 48.1 26.9 57.0 42.1
Old : 48.1 28.8 62.4 48.0 48.1 26.9 57.0 42.1
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,078: 11,908 5,999 3 13,990 19,839 25,901 25,841: 1,177 1,237
Old : 27,078: 11,908 5,999 3 13,990 19,839 25,901 25,841: 1,177 1,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -4,756: -2,411 -6,905 3 -2,405 2,401 -4,813 -4,501: 57 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 22.2 0.0 51.7 73.3 95.7 95.4: 4.3 4.6
Old : 100.0: 44.0 22.2 0.0 51.7 73.3 95.7 95.4: 4.3 4.6
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: 13 8 1 6 7 20 15:
Old : 32: 13 8 1 6 7 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 : 74.5 75.3 83.7 85.7 74.5 73.5 83.5 83.9
Old : 74.5 75.3 83.7 85.7 74.5 73.5 83.5 83.9
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 165,192: 15,125 71,838 10,753 109,266 46,089 135,145 128,680: 30,047 36,512
Old : 165,192: 15,125 71,838 10,753 109,266 46,089 135,145 128,680: 30,047 36,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -5,698: -1,068 -4,347 -298 -3,683 -1,247 -5,049 -5,891: -648 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 43.5 6.5 66.1 27.9 81.8 77.9: 18.2 22.1
Old : 100.0: 9.2 43.5 6.5 66.1 27.9 81.8 77.9: 18.2 22.1
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 : 103: 23 35 16 33 33 65 75:
Old : 103: 23 35 16 33 33 65 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 24.5 49.1 37.0 31.6 24.2 45.4 35.5
Old : 33.9 24.5 49.1 37.0 31.6 24.2 45.4 35.5
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 63,697: 5,724 22,484 988 48,623 19,807 55,335 43,279: 8,362 20,418
Old : 63,697: 5,724 22,484 988 48,623 19,807 55,335 43,279: 8,362 20,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 583: 150 1,385 -119 -16 -2,592 15 -1,326: 568 1,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 35.3 1.6 76.3 31.1 86.9 67.9: 13.1 32.1
Old : 100.0: 9.0 35.3 1.6 76.3 31.1 86.9 67.9: 13.1 32.1
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 : 52: 8 21 6 10 18 23 40:
Old : 52: 8 21 6 10 18 23 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 22.5 77.8 36.0 68.0 22.5 76.9 36.0
Old : 68.9 22.5 77.8 36.0 68.0 22.5 76.9 36.0
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 206,975: 141,864 78,449 778 56,890 124,154 199,533 203,382: 7,443 3,594
Old : 206,975: 141,864 78,449 778 56,890 124,154 199,533 203,382: 7,443 3,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 16,061: 17,451 11,175 -347 -1,791 4,728 15,312 15,555: 749 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 37.9 0.4 27.5 60.0 96.4 98.3: 3.6 1.7
Old : 100.0: 68.5 37.9 0.4 27.5 60.0 96.4 98.3: 3.6 1.7
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 : 157: 82 38 9 14 27 101 69:
Old : 157: 82 38 9 14 27 101 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 : 50.7 47.9 64.0 70.4 50.7 47.9 64.0 70.4
Old : 50.7 47.9 64.0 70.4 50.7 47.9 64.0 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 252,221: 29,047 82,716 27,291 169,207 103,026 225,545 213,034: 26,676 39,187
Old : 252,221: 29,047 82,716 27,291 169,207 103,026 225,545 213,034: 26,676 39,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -9,553: -688 -9,575 708 -13,238 -833 -13,218 -9,701: 3,666 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 32.8 10.8 67.1 40.8 89.4 84.5: 10.6 15.5
Old : 100.0: 11.5 32.8 10.8 67.1 40.8 89.4 84.5: 10.6 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 : 128: 27 43 28 34 47 80 99:
Old : 128: 27 43 28 34 47 80 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 25.7 54.7 38.1 40.2 23.9 52.0 33.9
Old : 40.7 25.7 54.7 38.1 40.2 23.9 52.0 33.9
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 238,887: 25,637 68,724 20,883 155,789 119,094 202,310 208,701: 36,577 30,185
Old : 238,887: 25,637 68,724 20,883 155,789 119,094 202,310 208,701: 36,577 30,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -18,169: -11,187 -17,918 407 -5,068 350 -15,848 -17,161: -2,321 -1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 28.8 8.7 65.2 49.9 84.7 87.4: 15.3 12.6
Old : 100.0: 10.7 28.8 8.7 65.2 49.9 84.7 87.4: 15.3 12.6
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 : 108: 22 33 25 38 39 77 80:
Old : 108: 22 33 25 38 39 77 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 : 42.6 37.0 51.1 49.8 42.2 34.4 48.8 46.7
Old : 42.6 37.0 51.1 49.8 42.2 34.4 48.8 46.7
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 580,434: 153,082 194,828 36,706 296,007 289,878 485,795 521,412: 94,639 59,022
Old : 580,434: 153,082 194,828 36,706 296,007 289,878 485,795 521,412: 94,639 59,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 2,782: -3,444 6,650 -1,458 3,295 -3,672 -1,607 1,520: 4,389 1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 33.6 6.3 51.0 49.9 83.7 89.8: 16.3 10.2
Old : 100.0: 26.4 33.6 6.3 51.0 49.9 83.7 89.8: 16.3 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 87 78 60 99 83 211 196:
Old : 292: 87 78 60 99 83 211 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 28.3 28.3 41.5 18.0 27.8 27.2 40.7
Old : 18.6 28.3 28.3 41.5 18.0 27.8 27.2 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,953: 5,043 4,985 185 11,075 18,348 16,303 23,518: 12,650 5,435
Old : 28,953: 5,043 4,985 185 11,075 18,348 16,303 23,518: 12,650 5,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -1,765: -1,523 -3,798 1 109 1,036 -1,413 -2,761: -352 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 17.2 0.6 38.3 63.4 56.3 81.2: 43.7 18.8
Old : 100.0: 17.4 17.2 0.6 38.3 63.4 56.3 81.2: 43.7 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 3 2 12 9 20 12:
Old : 24: 6 3 2 12 9 20 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 : 25.1 63.9 37.7 77.2 22.9 62.1 34.2 72.3
Old : 25.1 63.9 37.7 77.2 22.9 62.1 34.2 72.3
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 27,674: 2,842 6,303 235 17,643 14,687 20,720 21,225: 6,954 6,449
Old : 27,674: 2,842 6,303 235 17,643 14,687 20,720 21,225: 6,954 6,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 758: -94 -378 0 11 19 -83 -359: 841 1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 22.8 0.8 63.8 53.1 74.9 76.7: 25.1 23.3
Old : 100.0: 10.3 22.8 0.8 63.8 53.1 74.9 76.7: 25.1 23.3
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 : 22: 5 5 1 11 8 17 13:
Old : 22: 5 5 1 11 8 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 52.6 63.4 68.3 49.7 49.8 60.3 64.1
Old : 51.5 52.6 63.4 68.3 49.7 49.8 60.3 64.1
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,067: 8,403 8,367 440 4,861 6,234 13,704 15,041: 2,363 1,026
Old : 16,067: 8,403 8,367 440 4,861 6,234 13,704 15,041: 2,363 1,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -1,386: -761 -2,252 346 -1,072 368 -1,487 -1,538: 101 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 52.1 2.7 30.3 38.8 85.3 93.6: 14.7 6.4
Old : 100.0: 52.3 52.1 2.7 30.3 38.8 85.3 93.6: 14.7 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 : 33: 13 10 3 4 8 19 19:
Old : 33: 13 10 3 4 8 19 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 : 66.3 61.9 75.1 77.4 54.5 46.9 61.6 62.4
Old : 66.3 61.9 75.1 77.4 54.5 46.9 61.6 62.4
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,255: 15,600 20,026 434 14,235 7,502 30,268 27,962: 2,987 5,293
Old : 33,255: 15,600 20,026 434 14,235 7,502 30,268 27,962: 2,987 5,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 2,815: 1,383 2,957 -598 2,319 216 3,104 2,575: -289 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 60.2 1.3 42.8 22.6 91.0 84.1: 9.0 15.9
Old : 100.0: 46.9 60.2 1.3 42.8 22.6 91.0 84.1: 9.0 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 : 74: 23 31 7 14 12 42 45:
Old : 74: 23 31 7 14 12 42 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 : 40.2 34.3 56.2 52.4 40.2 29.8 55.6 47.2
Old : 40.2 34.3 56.2 52.4 40.2 29.8 55.6 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 21,668: 12,182 13,263 3,000 5,511 4,206 20,693 20,469: 975 1,199
Old : 21,668: 12,182 13,263 3,000 5,511 4,206 20,693 20,469: 975 1,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 3,653: 602 21 1,500 1,500 2,161 3,602 3,682: 51 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 61.2 13.8 25.4 19.4 95.5 94.5: 4.5 5.5
Old : 100.0: 56.2 61.2 13.8 25.4 19.4 95.5 94.5: 4.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 7 1 5 3 15 11:
Old : 23: 9 7 1 5 3 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.7 83.3 92.0 92.1 62.2 61.6 65.7 66.0
Old : 85.7 83.3 92.0 92.1 62.2 61.6 65.7 66.0
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 :21,888,443: 906,332 1,926,434 9,789,832 10,483,342 8,958,434 21,179,507 20,674,700: 708,937 1,213,743
Old :21,888,443: 906,332 1,926,434 9,789,832 10,483,342 8,958,434 21,179,507 20,674,700: 708,937 1,213,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -21,686: -3,919 -42,653 -800 -16,330 -8,529 -21,049 -51,982: -637 30,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 8.8 44.7 47.9 40.9 96.8 94.5: 3.2 5.5
Old : 100.0: 4.1 8.8 44.7 47.9 40.9 96.8 94.5: 3.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 58 109 141 116 125 272 287:
Old : 306: 58 109 141 116 125 272 287:
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 : 25.5 18.7 36.6 29.7 12.8 5.3 16.4 7.4
Old : 25.5 18.7 36.6 29.7 12.8 5.3 16.4 7.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,976: 3,350 3,645 814 129 173 4,293 4,632: 683 344
Old : 4,976: 3,350 3,645 814 129 173 4,293 4,632: 683 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 503: -204 -51 601 129 0 526 550: -23 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 73.3 16.4 2.6 3.5 86.3 93.1: 13.7 6.9
Old : 100.0: 67.3 73.3 16.4 2.6 3.5 86.3 93.1: 13.7 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 : 45: 19 23 8 1 1 24 29:
Old : 45: 19 23 8 1 1 24 29:
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 : 47.6 45.9 66.3 64.0 41.5 45.0 55.7 58.8
Old : 47.6 45.9 66.3 64.0 41.5 45.0 55.7 58.8
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,573: 7,269 6,992 9,238 15,474 15,683 31,981 31,913: 592 660
Old : 32,573: 7,269 6,992 9,238 15,474 15,683 31,981 31,913: 592 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 2,498: 2,617 -432 -88 -45 3,016 2,484 2,496: 14 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 21.5 28.4 47.5 48.1 98.2 98.0: 1.8 2.0
Old : 100.0: 22.3 21.5 28.4 47.5 48.1 98.2 98.0: 1.8 2.0
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 : 30: 10 10 14 8 10 27 25:
Old : 30: 10 10 14 8 10 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 49.4 79.6 71.9 47.2 41.2 50.8 48.4
Old : 64.2 49.4 79.6 71.9 47.2 41.2 50.8 48.4
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,072: 4,445 4,274 2,575 21,700 20,988 28,720 27,837: 352 1,235
Old : 29,072: 4,445 4,274 2,575 21,700 20,988 28,720 27,837: 352 1,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 5,155: 1,569 -1,400 1,221 2,447 5,620 5,237 5,441: -82 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 14.7 8.9 74.6 72.2 98.8 95.8: 1.2 4.2
Old : 100.0: 15.3 14.7 8.9 74.6 72.2 98.8 95.8: 1.2 4.2
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 : 40: 10 10 13 11 17 27 34:
Old : 40: 10 10 13 11 17 27 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 : 63.6 49.8 81.2 70.0 38.7 35.3 50.5 49.8
Old : 63.6 49.8 81.2 70.0 38.7 35.3 50.5 49.8
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 813,824: 69,467 65,141 182,695 463,238 467,997 715,400 715,833: 98,424 97,991
Old : 813,824: 69,467 65,141 182,695 463,238 467,997 715,400 715,833: 98,424 97,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -12,721: -216 6,403 -6,503 -4,328 -14,395 -11,047 -14,494: -1,675 1,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 8.0 22.4 56.9 57.5 87.9 88.0: 12.1 12.0
Old : 100.0: 8.5 8.0 22.4 56.9 57.5 87.9 88.0: 12.1 12.0
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 : 628: 144 136 148 262 262 482 471:
Old : 628: 144 136 148 262 262 482 471:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 12.8 21.0 22.8 7.3 9.6 12.8 15.1
Old : 12.4 12.8 21.0 22.8 7.3 9.6 12.8 15.1
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 78,408: 12,982 1,564 7,176 38,960 32,338 59,117 41,078: 19,291 37,331
Old : 78,408: 12,982 1,564 7,176 38,960 32,338 59,117 41,078: 19,291 37,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -2,454: 3,578 -2,493 -1,425 -1,565 -1,952 588 -5,870: -3,042 3,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 2.0 9.2 49.7 41.2 75.4 52.4: 24.6 47.6
Old : 100.0: 16.6 2.0 9.2 49.7 41.2 75.4 52.4: 24.6 47.6
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 : 50: 13 10 18 18 22 40 41:
Old : 50: 13 10 18 18 22 40 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 : 41.5 25.5 57.8 34.3 33.5 17.2 43.5 22.9
Old : 41.5 25.5 57.8 34.3 33.5 17.2 43.5 22.9
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,677,080: 345,668 381,129 814,356 2,121,390 2,178,292 3,281,415 3,373,777: 395,665 303,302
Old : 3,677,080: 345,668 381,129 814,356 2,121,390 2,178,292 3,281,415 3,373,777: 395,665 303,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -51,337: -10,932 52,519 -33,426 -13,818 -62,211 -58,176 -43,118: 6,839 -8,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 10.4 22.1 57.7 59.2 89.2 91.8: 10.8 8.2
Old : 100.0: 9.4 10.4 22.1 57.7 59.2 89.2 91.8: 10.8 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 614: 139 132 142 257 257 469 459:
Old : 614: 139 132 142 257 257 469 459:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 13.7 21.8 24.8 8.0 11.0 13.9 17.8
Old : 12.7 13.7 21.8 24.8 8.0 11.0 13.9 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,468: 1,724 313 14 16,079 17,729 17,817 18,056: 1,651 1,412
Old : 19,468: 1,724 313 14 16,079 17,729 17,817 18,056: 1,651 1,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 2,224: 250 0 0 2,169 1,943 2,419 1,943: -195 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.6 0.1 82.6 91.1 91.5 92.7: 8.5 7.3
Old : 100.0: 8.9 1.6 0.1 82.6 91.1 91.5 92.7: 8.5 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 : 22: 3 1 1 7 13 11 14:
Old : 22: 3 1 1 7 13 11 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 : 76.7 67.8 89.1 82.8 72.9 67.8 85.3 80.0
Old : 76.7 67.8 89.1 82.8 72.9 67.8 85.3 80.0
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,126: 2,787 376 0 13,305 15,604 16,092 15,980: 1,034 1,146
Old : 17,126: 2,787 376 0 13,305 15,604 16,092 15,980: 1,034 1,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -93: 0 0 0 102 -560 102 -560: -195 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 2.2 0.0 77.7 91.1 94.0 93.3: 6.0 6.7
Old : 100.0: 16.3 2.2 0.0 77.7 91.1 94.0 93.3: 6.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 1 0 13 7 18 8:
Old : 25: 5 1 0 13 7 18 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 : 57.1 82.8 74.7 93.3 57.1 82.8 74.7 93.3
Old : 57.1 82.8 74.7 93.3 57.1 82.8 74.7 93.3
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 18,844: 923 1,161 0 15,851 16,508 16,774 17,669: 2,070 1,175
Old : 18,844: 923 1,161 0 15,851 16,508 16,774 17,669: 2,070 1,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 740: 247 947 0 651 -390 898 557: -158 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 6.2 0.0 84.1 87.6 89.0 93.8: 11.0 6.2
Old : 100.0: 4.9 6.2 0.0 84.1 87.6 89.0 93.8: 11.0 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 : 29: 3 2 0 15 11 18 13:
Old : 29: 3 2 0 15 11 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 : 49.6 63.3 73.0 86.9 48.9 63.3 72.3 86.9
Old : 49.6 63.3 73.0 86.9 48.9 63.3 72.3 86.9
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 67,491: 9,146 3,986 208 49,734 58,348 59,088 62,542: 8,403 4,949
Old : 67,491: 9,146 3,986 208 49,734 58,348 59,088 62,542: 8,403 4,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -1,402: 123 586 -103 -1,373 -1,931 -1,353 -1,448: -49 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 5.9 0.3 73.7 86.5 87.5 92.7: 12.5 7.3
Old : 100.0: 13.6 5.9 0.3 73.7 86.5 87.5 92.7: 12.5 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 : 74: 7 7 2 41 37 49 45:
Old : 74: 7 7 2 41 37 49 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 : 32.7 33.3 49.1 52.7 32.4 32.5 46.8 49.6
Old : 32.7 33.3 49.1 52.7 32.4 32.5 46.8 49.6
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,526: 7,189 9,621 3,683 29,827 25,201 40,699 38,504: 4,827 7,022
Old : 45,526: 7,189 9,621 3,683 29,827 25,201 40,699 38,504: 4,827 7,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 279: 114 113 969 -673 1,295 411 2,378: -132 -2,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 21.1 8.1 65.5 55.4 89.4 84.6: 10.6 15.4
Old : 100.0: 15.8 21.1 8.1 65.5 55.4 89.4 84.6: 10.6 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 47 66 28 79 107 141 187:
Old : 258: 47 66 28 79 107 141 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 15.7 41.1 26.0 26.9 15.7 39.8 25.4
Old : 28.0 15.7 41.1 26.0 26.9 15.7 39.8 25.4
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 227,631: 35,947 48,106 18,413 149,134 126,003 203,494 192,521: 24,137 35,110
Old : 227,631: 35,947 48,106 18,413 149,134 126,003 203,494 192,521: 24,137 35,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 1,395: 571 566 4,846 -3,363 6,476 2,053 11,888: -659 -10,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 21.1 8.1 65.5 55.4 89.4 84.6: 10.6 15.4
Old : 100.0: 15.8 21.1 8.1 65.5 55.4 89.4 84.6: 10.6 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 47 66 28 79 107 141 187:
Old : 258: 47 66 28 79 107 141 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 15.7 41.1 26.0 26.9 15.7 39.8 25.4
Old : 28.0 15.7 41.1 26.0 26.9 15.7 39.8 25.4
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 136,648: 16,422 54,769 9,507 86,548 35,201 112,477 99,477: 24,171 37,171
Old : 136,648: 16,422 54,769 9,507 86,548 35,201 112,477 99,477: 24,171 37,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -4,746: -4,316 -4,839 83 -1,882 791 -6,114 -3,965: 1,368 -781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 40.1 7.0 63.3 25.8 82.3 72.8: 17.7 27.2
Old : 100.0: 12.0 40.1 7.0 63.3 25.8 82.3 72.8: 17.7 27.2
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 : 85: 20 29 16 25 26 53 63:
Old : 85: 20 29 16 25 26 53 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 21.7 57.0 31.5 42.5 21.5 53.5 30.6
Old : 44.1 21.7 57.0 31.5 42.5 21.5 53.5 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 472,210: 81,715 110,194 11,636 361,241 330,077 454,591 451,907: 17,619 20,303
Old : 472,210: 81,715 110,194 11,636 361,241 330,077 454,591 451,907: 17,619 20,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 922: 2,941 -3,393 478 -1,852 3,134 1,567 219: -645 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 23.3 2.5 76.5 69.9 96.3 95.7: 3.7 4.3
Old : 100.0: 17.3 23.3 2.5 76.5 69.9 96.3 95.7: 3.7 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 : 291: 53 58 32 121 116 190 190:
Old : 291: 53 58 32 121 116 190 190:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 28.1 32.9 40.4 18.0 28.0 30.7 39.4
Old : 19.5 28.1 32.9 40.4 18.0 28.0 30.7 39.4
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,293: 6,433 21,030 200 14,359 2,087 20,992 23,317: 5,301 2,976
Old : 26,293: 6,433 21,030 200 14,359 2,087 20,992 23,317: 5,301 2,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 698: 122 1,575 -29 279 -843 372 703: 326 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 80.0 0.8 54.6 7.9 79.8 88.7: 20.2 11.3
Old : 100.0: 24.5 80.0 0.8 54.6 7.9 79.8 88.7: 20.2 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 10 7 1 12 5 22 13:
Old : 31: 10 7 1 12 5 22 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 : 34.9 74.6 56.2 84.3 34.9 74.6 56.2 83.9
Old : 34.9 74.6 56.2 84.3 34.9 74.6 56.2 83.9
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,890: 29,355 6,050 289 31,262 21,843 60,906 28,182: 7,984 40,708
Old : 68,890: 29,355 6,050 289 31,262 21,843 60,906 28,182: 7,984 40,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 2,206: 2,531 1,154 -447 943 -453 3,027 254: -821 1,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 8.8 0.4 45.4 31.7 88.4 40.9: 11.6 59.1
Old : 100.0: 42.6 8.8 0.4 45.4 31.7 88.4 40.9: 11.6 59.1
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 : 69: 24 9 5 27 18 53 30:
Old : 69: 24 9 5 27 18 53 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 19.8 53.4 28.4 38.6 19.8 49.7 27.9
Old : 40.8 19.8 53.4 28.4 38.6 19.8 49.7 27.9
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, January 22, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 63,110: 6,529 3,552 325 56,231 59,173 63,085 63,050: 25 60
Old : 63,110: 6,529 3,552 325 56,231 59,173 63,085 63,050: 25 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 110: 100 -320 0 46 430 146 110: -36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 5.6 0.5 89.1 93.8 100.0 99.9: 0.0 0.1
Old : 100.0: 10.3 5.6 0.5 89.1 93.8 100.0 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 : 31: 5 1 2 16 18 22 20:
Old : 31: 5 1 2 16 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.7 50.5 91.2 80.8 54.6 34.9 59.5 54.5
Old : 79.7 50.5 91.2 80.8 54.6 34.9 59.5 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 15, 2019