BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 12,354: 726 4,167 1,291 9,555 6,411 11,573 11,870: 782 485
Old : 12,354: 726 4,167 1,291 9,555 6,411 11,573 11,870: 782 485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 415: -4 233 -76 575 229 495 385: -80 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 33.7 10.5 77.3 51.9 93.7 96.1: 6.3 3.9
Old : 100.0: 5.9 33.7 10.5 77.3 51.9 93.7 96.1: 6.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 9 10 26 24 38 36:
Old : 46: 5 9 10 26 24 38 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 : 34.2 38.5 54.5 60.0 32.9 34.1 49.8 51.5
Old : 34.2 38.5 54.5 60.0 32.9 34.1 49.8 51.5
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, June 04, 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 : 49,316: 6,995 3,021 15,699 22,099 20,377 44,793 39,097: 4,524 10,219
Old : 49,316: 6,995 3,021 15,699 22,099 20,377 44,793 39,097: 4,524 10,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 1,452: -304 179 793 851 123 1,341 1,095: 111 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 6.1 31.8 44.8 41.3 90.8 79.3: 9.2 20.7
Old : 100.0: 14.2 6.1 31.8 44.8 41.3 90.8 79.3: 9.2 20.7
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 : 79: 20 18 26 38 28 72 58:
Old : 79: 20 18 26 38 28 72 58:
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 : 33.1 30.3 48.8 45.3 25.2 17.3 32.6 24.1
Old : 33.1 30.3 48.8 45.3 25.2 17.3 32.6 24.1
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, June 04, 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 : 16,151: 912 2,630 3,450 10,964 9,123 15,326 15,203: 825 947
Old : 16,151: 912 2,630 3,450 10,964 9,123 15,326 15,203: 825 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 176: 259 86 -113 59 151 204 124: -28 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 16.3 21.4 67.9 56.5 94.9 94.1: 5.1 5.9
Old : 100.0: 5.6 16.3 21.4 67.9 56.5 94.9 94.1: 5.1 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 : 47: 3 10 11 32 22 43 35:
Old : 47: 3 10 11 32 22 43 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 : 35.4 42.5 54.2 67.3 24.0 31.1 35.8 43.0
Old : 35.4 42.5 54.2 67.3 24.0 31.1 35.8 43.0
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, June 04, 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 : 12,509: 7,352 396 1,668 3,061 8,000 12,081 10,064: 428 2,444
Old : 12,509: 7,352 396 1,668 3,061 8,000 12,081 10,064: 428 2,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 198: -9 -8 32 193 208 216 232: -18 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 3.2 13.3 24.5 64.0 96.6 80.5: 3.4 19.5
Old : 100.0: 58.8 3.2 13.3 24.5 64.0 96.6 80.5: 3.4 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 : 33: 7 4 8 15 21 25 30:
Old : 33: 7 4 8 15 21 25 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 : 67.8 40.3 85.5 55.8 64.8 37.0 75.8 49.2
Old : 67.8 40.3 85.5 55.8 64.8 37.0 75.8 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 433,839: 106,836 26,509 156,708 132,307 204,158 395,851 387,374: 37,988 46,464
Old : 281,215: 71,406 39,642 102,042 85,838 113,602 259,286 255,287: 21,929 25,929
Other: 152,624: 55,508 6,944 34,588 46,469 90,556 136,564 132,088: 16,059 20,536
: : :
: : Changes in Commitments from: May 28, 2019 :
: -3,954: -4,395 4,286 3,290 -835 -11,265 -1,940 -3,689: -2,014 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.1 36.1 30.5 47.1 91.2 89.3: 8.8 10.7
Old : 100.0: 25.4 14.1 36.3 30.5 40.4 92.2 90.8: 7.8 9.2
Other: 100.0: 36.4 4.5 22.7 30.4 59.3 89.5 86.5: 10.5 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 138 80 151 91 99 304 271:
Old : 322: 116 90 136 85 98 272 260:
Other: 229: 86 42 65 70 81 187 163:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 17.2 21.6 25.5 10.3 13.2 16.3 18.5
Old : 14.0 16.9 22.2 25.5 9.7 12.4 17.1 16.9
Other: 17.8 19.0 29.2 30.9 17.5 17.0 27.2 25.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 449,170: 115,385 33,534 142,458 151,515 217,641 409,358 393,633: 39,812 55,537
Old : 449,170: 115,385 33,534 142,458 151,515 217,641 409,358 393,633: 39,812 55,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 2,245: -8,837 8,345 8,451 1,253 -11,611 867 5,185: 1,378 -2,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 7.5 31.7 33.7 48.5 91.1 87.6: 8.9 12.4
Old : 100.0: 25.7 7.5 31.7 33.7 48.5 91.1 87.6: 8.9 12.4
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 : 438: 148 86 142 144 174 358 347:
Old : 438: 148 86 142 144 174 358 347:
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 : 11.2 15.9 19.0 25.1 11.0 13.8 17.7 20.7
Old : 11.2 15.9 19.0 25.1 11.0 13.8 17.7 20.7
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, June 04, 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 : 5,064: 992 2,332 989 1,445 771 3,427 4,092: 1,637 972
Old : 5,064: 992 2,332 989 1,445 771 3,427 4,092: 1,637 972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -10: -129 4 -79 -3 11 -212 -64: 202 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 46.0 19.5 28.5 15.2 67.7 80.8: 32.3 19.2
Old : 100.0: 19.6 46.0 19.5 28.5 15.2 67.7 80.8: 32.3 19.2
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 : 61: 18 21 13 18 15 40 47:
Old : 61: 18 21 13 18 15 40 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 26.1 37.9 40.8 20.0 26.1 28.2 36.6
Old : 26.5 26.1 37.9 40.8 20.0 26.1 28.2 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 60,224: 14,211 16,164 17,927 16,451 11,589 48,589 45,680: 11,636 14,545
Old : 60,224: 14,211 16,164 17,927 16,451 11,589 48,589 45,680: 11,636 14,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 1,279: -1,617 -1,718 2,965 -1,591 464 -243 1,711: 1,522 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 26.8 29.8 27.3 19.2 80.7 75.8: 19.3 24.2
Old : 100.0: 23.6 26.8 29.8 27.3 19.2 80.7 75.8: 19.3 24.2
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 : 237: 64 61 68 77 72 184 174:
Old : 237: 64 61 68 77 72 184 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 11.6 26.5 21.3 14.5 10.1 20.1 17.4
Old : 16.2 11.6 26.5 21.3 14.5 10.1 20.1 17.4
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, June 04, 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 : 4,225: 754 1,272 496 1,676 2,036 2,927 3,804: 1,298 420
Old : 4,225: 754 1,272 496 1,676 2,036 2,927 3,804: 1,298 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -45: -11 -17 9 -40 -151 -42 -159: -3 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 30.1 11.8 39.7 48.2 69.3 90.1: 30.7 9.9
Old : 100.0: 17.9 30.1 11.8 39.7 48.2 69.3 90.1: 30.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 5 5 13 8 19 16:
Old : 22: 4 5 5 13 8 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 59.0 52.2 76.9 29.4 57.6 44.2 70.1
Old : 32.9 59.0 52.2 76.9 29.4 57.6 44.2 70.1
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, June 04, 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 : 30,376: 3,250 5,244 5,491 20,796 18,319 29,538 29,055: 838 1,321
Old : 30,376: 3,250 5,244 5,491 20,796 18,319 29,538 29,055: 838 1,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 563: 114 40 -54 323 591 383 578: 180 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 17.3 18.1 68.5 60.3 97.2 95.7: 2.8 4.3
Old : 100.0: 10.7 17.3 18.1 68.5 60.3 97.2 95.7: 2.8 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 : 66: 16 11 17 30 33 51 56:
Old : 66: 16 11 17 30 33 51 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 37.8 60.4 56.6 41.0 34.7 50.6 49.6
Old : 42.5 37.8 60.4 56.6 41.0 34.7 50.6 49.6
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, June 04, 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 : 63,797: 40,570 6,156 14 21,032 56,126 61,616 62,296: 2,181 1,501
Old : 63,797: 40,570 6,156 14 21,032 56,126 61,616 62,296: 2,181 1,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 948: 289 -624 14 449 1,040 752 430: 196 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 9.6 0.0 33.0 88.0 96.6 97.6: 3.4 2.4
Old : 100.0: 63.6 9.6 0.0 33.0 88.0 96.6 97.6: 3.4 2.4
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 : 38: 19 8 1 5 8 25 16:
Old : 38: 19 8 1 5 8 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.9 82.6 91.9 92.6 86.9 81.8 91.7 91.7
Old : 86.9 82.6 91.9 92.6 86.9 81.8 91.7 91.7
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, June 04, 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 : 166,780: 13,968 56,330 16,083 105,338 61,666 135,389 134,079: 31,391 32,701
Old : 166,780: 13,968 56,330 16,083 105,338 61,666 135,389 134,079: 31,391 32,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 13,505: -956 673 4,346 10,409 11,438 13,799 16,457: -294 -2,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 33.8 9.6 63.2 37.0 81.2 80.4: 18.8 19.6
Old : 100.0: 8.4 33.8 9.6 63.2 37.0 81.2 80.4: 18.8 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 : 115: 16 42 20 42 35 73 82:
Old : 115: 16 42 20 42 35 73 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 17.7 47.0 27.5 31.7 14.4 38.6 23.1
Old : 37.8 17.7 47.0 27.5 31.7 14.4 38.6 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 84,397: 4,621 40,606 1,461 68,006 17,729 74,089 59,796: 10,309 24,601
Old : 84,397: 4,621 40,606 1,461 68,006 17,729 74,089 59,796: 10,309 24,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -3,350: 283 866 627 -5,906 -1,637 -4,996 -143: 1,646 -3,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 48.1 1.7 80.6 21.0 87.8 70.9: 12.2 29.1
Old : 100.0: 5.5 48.1 1.7 80.6 21.0 87.8 70.9: 12.2 29.1
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 : 56: 7 23 7 14 18 25 44:
Old : 56: 7 23 7 14 18 25 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 23.7 76.6 37.7 64.8 23.7 76.2 37.7
Old : 65.1 23.7 76.6 37.7 64.8 23.7 76.2 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 243,164: 172,405 48,061 8,510 55,038 182,195 235,953 238,765: 7,211 4,398
Old : 243,164: 172,405 48,061 8,510 55,038 182,195 235,953 238,765: 7,211 4,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -32,556: -41,353 -23,267 1,728 6,745 -12,290 -32,881 -33,829: 325 1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 19.8 3.5 22.6 74.9 97.0 98.2: 3.0 1.8
Old : 100.0: 70.9 19.8 3.5 22.6 74.9 97.0 98.2: 3.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 71 37 14 17 31 92 78:
Old : 150: 71 37 14 17 31 92 78:
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 : 51.1 52.3 65.7 67.7 51.1 52.3 65.7 67.7
Old : 51.1 52.3 65.7 67.7 51.1 52.3 65.7 67.7
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, June 04, 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 : 254,127: 38,924 85,133 26,550 161,552 100,829 227,026 212,512: 27,101 41,616
Old : 254,127: 38,924 85,133 26,550 161,552 100,829 227,026 212,512: 27,101 41,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 6,561: -9,568 5,184 -253 16,434 2,586 6,613 7,518: -52 -956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 33.5 10.4 63.6 39.7 89.3 83.6: 10.7 16.4
Old : 100.0: 15.3 33.5 10.4 63.6 39.7 89.3 83.6: 10.7 16.4
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 : 130: 29 39 20 37 49 75 99:
Old : 130: 29 39 20 37 49 75 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 : 37.1 18.0 49.2 29.9 35.3 17.9 46.0 27.8
Old : 37.1 18.0 49.2 29.9 35.3 17.9 46.0 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 212,215: 23,269 70,217 34,225 121,106 74,710 178,600 179,152: 33,615 33,062
Old : 212,215: 23,269 70,217 34,225 121,106 74,710 178,600 179,152: 33,615 33,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 10,269: -1,672 -10,461 9,731 -464 12,389 7,594 11,659: 2,675 -1,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 33.1 16.1 57.1 35.2 84.2 84.4: 15.8 15.6
Old : 100.0: 11.0 33.1 16.1 57.1 35.2 84.2 84.4: 15.8 15.6
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 : 127: 23 42 25 45 43 83 95:
Old : 127: 23 42 25 45 43 83 95:
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 : 27.4 22.2 39.4 35.4 25.4 21.2 33.8 29.5
Old : 27.4 22.2 39.4 35.4 25.4 21.2 33.8 29.5
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, June 04, 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 : 586,063: 153,024 243,894 49,648 293,876 229,474 496,548 523,016: 89,515 63,047
Old : 586,063: 153,024 243,894 49,648 293,876 229,474 496,548 523,016: 89,515 63,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -9,508: 3,764 -10,142 2,131 -13,248 -1,433 -7,353 -9,444: -2,155 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 41.6 8.5 50.1 39.2 84.7 89.2: 15.3 10.8
Old : 100.0: 26.1 41.6 8.5 50.1 39.2 84.7 89.2: 15.3 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 79 84 54 103 93 207 206:
Old : 304: 79 84 54 103 93 207 206:
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 : 15.5 21.7 25.3 33.3 15.0 20.7 23.9 32.0
Old : 15.5 21.7 25.3 33.3 15.0 20.7 23.9 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 26,602: 3,369 6,206 176 8,899 15,137 12,444 21,519: 14,158 5,083
Old : 26,602: 3,369 6,206 176 8,899 15,137 12,444 21,519: 14,158 5,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 137: -44 1,130 -2 96 -393 50 735: 87 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 23.3 0.7 33.5 56.9 46.8 80.9: 53.2 19.1
Old : 100.0: 12.7 23.3 0.7 33.5 56.9 46.8 80.9: 53.2 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 5 2 12 9 18 14:
Old : 22: 4 5 2 12 9 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 47.8 34.4 68.6 19.5 44.3 30.1 61.7
Old : 22.1 47.8 34.4 68.6 19.5 44.3 30.1 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 27,384: 4,899 6,611 63 14,595 15,750 19,557 22,424: 7,827 4,960
Old : 27,384: 4,899 6,611 63 14,595 15,750 19,557 22,424: 7,827 4,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -43: -1,677 1,604 -14 -157 -24 -1,848 1,566: 1,805 -1,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 24.1 0.2 53.3 57.5 71.4 81.9: 28.6 18.1
Old : 100.0: 17.9 24.1 0.2 53.3 57.5 71.4 81.9: 28.6 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 6 3 13 9 18 17:
Old : 24: 4 6 3 13 9 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 : 40.9 53.1 58.1 68.2 39.0 49.4 55.3 63.8
Old : 40.9 53.1 58.1 68.2 39.0 49.4 55.3 63.8
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, June 04, 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 : 43,712: 6,991 37,670 1,280 33,603 3,117 41,874 42,067: 1,838 1,645
Old : 43,712: 6,991 37,670 1,280 33,603 3,117 41,874 42,067: 1,838 1,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -9,684: -9,713 -5,935 -2,620 3,020 -670 -9,313 -9,225: -371 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 86.2 2.9 76.9 7.1 95.8 96.2: 4.2 3.8
Old : 100.0: 16.0 86.2 2.9 76.9 7.1 95.8 96.2: 4.2 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 : 44: 14 18 6 6 6 23 28:
Old : 44: 14 18 6 6 6 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 80.5 88.9 86.4 76.3 78.7 86.3 83.8
Old : 78.3 80.5 88.9 86.4 76.3 78.7 86.3 83.8
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, June 04, 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 : 68,799: 23,476 43,873 4,779 37,657 14,228 65,912 62,880: 2,887 5,919
Old : 68,799: 23,476 43,873 4,779 37,657 14,228 65,912 62,880: 2,887 5,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 6,767: -1,482 2,729 4,210 3,994 341 6,722 7,280: 44 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 63.8 6.9 54.7 20.7 95.8 91.4: 4.2 8.6
Old : 100.0: 34.1 63.8 6.9 54.7 20.7 95.8 91.4: 4.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 27 46 10 21 12 54 63:
Old : 103: 27 46 10 21 12 54 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 : 39.7 30.0 60.8 49.8 39.7 29.6 59.6 46.9
Old : 39.7 30.0 60.8 49.8 39.7 29.6 59.6 46.9
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, June 04, 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 : 15,250: 6,304 3,488 48 8,136 9,432 14,488 12,968: 762 2,282
Old : 15,250: 6,304 3,488 48 8,136 9,432 14,488 12,968: 762 2,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 432: 86 -255 44 206 565 336 354: 96 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 22.9 0.3 53.4 61.8 95.0 85.0: 5.0 15.0
Old : 100.0: 41.3 22.9 0.3 53.4 61.8 95.0 85.0: 5.0 15.0
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 : 21: 6 9 1 3 5 9 15:
Old : 21: 6 9 1 3 5 9 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 : 88.6 61.8 94.2 79.0 78.7 47.9 80.8 65.1
Old : 88.6 61.8 94.2 79.0 78.7 47.9 80.8 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 :32,831,379: 1,725,957 1,199,620 18,930,657 11,443,852 11,595,530 32,100,466 31,725,807: 730,913 1,105,572
Old :32,831,379: 1,725,957 1,199,620 18,930,657 11,443,852 11,595,530 32,100,466 31,725,807: 730,913 1,105,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 3,793,280: -10,589 -97,583 3,279,909 484,479 554,816 3,753,799 3,737,142: 39,481 56,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 3.7 57.7 34.9 35.3 97.8 96.6: 2.2 3.4
Old : 100.0: 5.3 3.7 57.7 34.9 35.3 97.8 96.6: 2.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 75 104 140 127 134 291 293:
Old : 321: 75 104 140 127 134 291 293:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 20.1 36.9 34.1 6.5 4.1 9.2 6.8
Old : 23.7 20.1 36.9 34.1 6.5 4.1 9.2 6.8
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,436: 2,834 3,763 211 0 34 3,045 4,008: 1,391 428
Old : 4,436: 2,834 3,763 211 0 34 3,045 4,008: 1,391 428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -754: -432 -654 -160 0 -12 -592 -826: -162 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 84.8 4.8 0.0 0.8 68.6 90.4: 31.4 9.6
Old : 100.0: 63.9 84.8 4.8 0.0 0.8 68.6 90.4: 31.4 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 : 42: 22 19 4 0 1 25 21:
Old : 42: 22 19 4 0 1 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 59.9 50.6 76.1 40.9 59.9 49.3 73.2
Old : 40.9 59.9 50.6 76.1 40.9 59.9 49.3 73.2
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, June 04, 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 : 74,450: 21,674 14,453 21,635 30,359 37,466 73,668 73,554: 782 896
Old : 74,450: 21,674 14,453 21,635 30,359 37,466 73,668 73,554: 782 896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -2,772: -442 1,775 -3,734 1,940 -325 -2,236 -2,284: -536 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 19.4 29.1 40.8 50.3 98.9 98.8: 1.1 1.2
Old : 100.0: 29.1 19.4 29.1 40.8 50.3 98.9 98.8: 1.1 1.2
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 : 39: 13 7 19 10 15 31 36:
Old : 39: 13 7 19 10 15 31 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 : 58.8 49.9 74.3 66.5 49.2 43.2 54.5 55.7
Old : 58.8 49.9 74.3 66.5 49.2 43.2 54.5 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 77,193: 20,142 12,676 16,530 38,087 47,361 74,759 76,567: 2,434 626
Old : 77,193: 20,142 12,676 16,530 38,087 47,361 74,759 76,567: 2,434 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -1,296: -891 1,615 -2,817 412 64 -3,296 -1,138: 2,000 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 16.4 21.4 49.3 61.4 96.8 99.2: 3.2 0.8
Old : 100.0: 26.1 16.4 21.4 49.3 61.4 96.8 99.2: 3.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 11 16 20 18 19 39 46:
Old : 51: 11 16 20 18 19 39 46:
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 : 56.6 43.2 74.7 65.2 36.0 33.8 45.6 42.9
Old : 56.6 43.2 74.7 65.2 36.0 33.8 45.6 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 818,397: 91,522 71,529 180,695 466,646 475,829 738,864 728,053: 79,533 90,344
Old : 818,397: 91,522 71,529 180,695 466,646 475,829 738,864 728,053: 79,533 90,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -4,343: 6,367 1,786 -11,288 10,600 4,482 5,679 -5,020: -10,022 677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.7 22.1 57.0 58.1 90.3 89.0: 9.7 11.0
Old : 100.0: 11.2 8.7 22.1 57.0 58.1 90.3 89.0: 9.7 11.0
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 : 637: 148 130 159 279 280 502 494:
Old : 637: 148 130 159 279 280 502 494:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 16.5 21.3 25.3 7.4 11.8 12.4 17.5
Old : 13.0 16.5 21.3 25.3 7.4 11.8 12.4 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 62,353: 4,438 5,271 8,547 27,009 29,935 39,993 43,752: 22,359 18,600
Old : 62,353: 4,438 5,271 8,547 27,009 29,935 39,993 43,752: 22,359 18,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -3,227: 336 -2,436 -432 1,305 -2,266 1,209 -5,135: -4,436 1,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 8.5 13.7 43.3 48.0 64.1 70.2: 35.9 29.8
Old : 100.0: 7.1 8.5 13.7 43.3 48.0 64.1 70.2: 35.9 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 : 46: 10 10 14 19 20 38 35:
Old : 46: 10 10 14 19 20 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 : 24.2 26.5 41.6 42.3 19.6 23.6 31.5 35.9
Old : 24.2 26.5 41.6 42.3 19.6 23.6 31.5 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 Consumer Stapl :
: : :
All : 17,284: 1,525 421 2 13,656 15,856 15,183 16,279: 2,101 1,005
Old : 17,284: 1,525 421 2 13,656 15,856 15,183 16,279: 2,101 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 2,193: -31 -105 -232 2,270 2,223 2,007 1,886: 186 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 2.4 0.0 79.0 91.7 87.8 94.2: 12.2 5.8
Old : 100.0: 8.8 2.4 0.0 79.0 91.7 87.8 94.2: 12.2 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 : 20: 3 1 1 8 10 11 12:
Old : 20: 3 1 1 8 10 11 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 : 63.5 53.2 83.2 88.5 54.5 53.2 69.8 75.5
Old : 63.5 53.2 83.2 88.5 54.5 53.2 69.8 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 Energy Index p :
: : :
All : 14,595: 0 211 45 12,719 13,620 12,764 13,876: 1,831 719
Old : 14,595: 0 211 45 12,719 13,620 12,764 13,876: 1,831 719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 344: -592 -12 0 984 877 392 865: -48 -521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.3 87.1 93.3 87.5 95.1: 12.5 4.9
Old : 100.0: 0.0 1.4 0.3 87.1 93.3 87.5 95.1: 12.5 4.9
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 : 20: 0 1 1 12 9 13 10:
Old : 20: 0 1 1 12 9 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 82.7 78.0 93.3 59.0 79.5 73.5 88.3
Old : 59.6 82.7 78.0 93.3 59.0 79.5 73.5 88.3
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, June 04, 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 : 3,780,222: 455,830 351,700 840,333 2,198,188 2,229,471 3,494,351 3,421,504: 285,871 358,718
Old : 3,780,222: 455,830 351,700 840,333 2,198,188 2,229,471 3,494,351 3,421,504: 285,871 358,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -5,579: 18,470 9,431 -42,595 46,476 33,741 22,351 577: -27,930 -6,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 9.3 22.2 58.1 59.0 92.4 90.5: 7.6 9.5
Old : 100.0: 12.1 9.3 22.2 58.1 59.0 92.4 90.5: 7.6 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 625: 142 129 155 274 276 489 487:
Old : 625: 142 129 155 274 276 489 487:
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 : 13.3 17.1 22.1 26.2 8.0 12.3 13.4 17.7
Old : 13.3 17.1 22.1 26.2 8.0 12.3 13.4 17.7
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, June 04, 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 : 27,200: 551 2,653 0 24,239 23,250 24,790 25,903: 2,410 1,297
Old : 27,200: 551 2,653 0 24,239 23,250 24,790 25,903: 2,410 1,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -3,399: -756 0 -89 -2,347 -2,707 -3,192 -2,796: -207 -603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 9.8 0.0 89.1 85.5 91.1 95.2: 8.9 4.8
Old : 100.0: 2.0 9.8 0.0 89.1 85.5 91.1 95.2: 8.9 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 : 24: 2 1 0 14 13 16 14:
Old : 24: 2 1 0 14 13 16 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 : 56.6 70.4 79.2 88.0 26.8 35.4 35.5 43.0
Old : 56.6 70.4 79.2 88.0 26.8 35.4 35.5 43.0
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, June 04, 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 : 16,777: 1,772 696 0 11,571 14,983 13,343 15,679: 3,434 1,098
Old : 16,777: 1,772 696 0 11,571 14,983 13,343 15,679: 3,434 1,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 556: 48 0 0 397 864 445 864: 111 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 4.1 0.0 69.0 89.3 79.5 93.5: 20.5 6.5
Old : 100.0: 10.6 4.1 0.0 69.0 89.3 79.5 93.5: 20.5 6.5
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 : 24: 4 2 0 9 12 13 14:
Old : 24: 4 2 0 9 12 13 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 : 52.9 73.6 72.6 83.8 51.9 69.5 70.1 79.6
Old : 52.9 73.6 72.6 83.8 51.9 69.5 70.1 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 65,889: 13,030 2,502 114 43,328 59,360 56,472 61,976: 9,417 3,913
Old : 65,889: 13,030 2,502 114 43,328 59,360 56,472 61,976: 9,417 3,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 1,374: -1,041 909 66 4,380 -1,175 3,405 -200: -2,031 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 3.8 0.2 65.8 90.1 85.7 94.1: 14.3 5.9
Old : 100.0: 19.8 3.8 0.2 65.8 90.1 85.7 94.1: 14.3 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 : 74: 9 5 4 43 33 54 40:
Old : 74: 9 5 4 43 33 54 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 : 29.7 39.4 43.5 61.6 29.5 39.3 43.1 61.5
Old : 29.7 39.4 43.5 61.6 29.5 39.3 43.1 61.5
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, June 04, 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 : 48,927: 12,319 11,267 3,559 26,233 26,087 42,111 40,914: 6,817 8,014
Old : 48,927: 12,319 11,267 3,559 26,233 26,087 42,111 40,914: 6,817 8,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 224: -1,632 1,038 367 2,160 -882 894 523: -670 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 23.0 7.3 53.6 53.3 86.1 83.6: 13.9 16.4
Old : 100.0: 25.2 23.0 7.3 53.6 53.3 86.1 83.6: 13.9 16.4
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 : 261: 57 64 32 80 96 154 175:
Old : 261: 57 64 32 80 96 154 175:
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 : 24.7 14.2 36.5 24.3 24.6 14.2 36.3 23.9
Old : 24.7 14.2 36.5 24.3 24.6 14.2 36.3 23.9
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, June 04, 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 : 244,637: 61,595 56,337 17,796 131,163 130,435 210,554 204,568: 34,083 40,069
Old : 244,637: 61,595 56,337 17,796 131,163 130,435 210,554 204,568: 34,083 40,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 1,121: -8,161 5,189 1,834 10,798 -4,408 4,471 2,614: -3,350 -1,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 23.0 7.3 53.6 53.3 86.1 83.6: 13.9 16.4
Old : 100.0: 25.2 23.0 7.3 53.6 53.3 86.1 83.6: 13.9 16.4
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 : 261: 57 64 32 80 96 154 175:
Old : 261: 57 64 32 80 96 154 175:
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 : 24.7 14.2 36.5 24.3 24.6 14.2 36.3 23.9
Old : 24.7 14.2 36.5 24.3 24.6 14.2 36.3 23.9
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, June 04, 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 : 191,439: 36,911 97,080 13,717 111,682 35,737 162,310 146,534: 29,129 44,905
Old : 191,439: 36,911 97,080 13,717 111,682 35,737 162,310 146,534: 29,129 44,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -7,343: -2,651 -6,739 2,899 -5,107 -2,677 -4,859 -6,517: -2,484 -826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 50.7 7.2 58.3 18.7 84.8 76.5: 15.2 23.5
Old : 100.0: 19.3 50.7 7.2 58.3 18.7 84.8 76.5: 15.2 23.5
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 : 104: 26 38 21 35 27 69 78:
Old : 104: 26 38 21 35 27 69 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 28.6 51.6 38.6 35.5 28.4 48.1 37.6
Old : 36.6 28.6 51.6 38.6 35.5 28.4 48.1 37.6
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, June 04, 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 : 428,540: 58,341 86,638 16,773 332,236 302,729 407,350 406,140: 21,190 22,399
Old : 428,540: 58,341 86,638 16,773 332,236 302,729 407,350 406,140: 21,190 22,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -3,538: -14,454 -1,611 4,150 6,146 -7,865 -4,158 -5,326: 620 1,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 20.2 3.9 77.5 70.6 95.1 94.8: 4.9 5.2
Old : 100.0: 13.6 20.2 3.9 77.5 70.6 95.1 94.8: 4.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 54 44 24 125 120 188 179:
Old : 288: 54 44 24 125 120 188 179:
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 : 19.3 27.4 29.6 43.1 18.8 27.3 27.7 40.6
Old : 19.3 27.4 29.6 43.1 18.8 27.3 27.7 40.6
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, June 04, 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 : 27,877: 8,189 22,057 44 13,535 1,616 21,768 23,717: 6,109 4,160
Old : 27,877: 8,189 22,057 44 13,535 1,616 21,768 23,717: 6,109 4,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 1,237: 2,354 2,661 -858 -539 -240 957 1,563: 280 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 79.1 0.2 48.6 5.8 78.1 85.1: 21.9 14.9
Old : 100.0: 29.4 79.1 0.2 48.6 5.8 78.1 85.1: 21.9 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 10 4 2 14 5 24 11:
Old : 29: 10 4 2 14 5 24 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 : 39.1 81.5 57.0 84.9 39.1 80.7 56.9 84.0
Old : 39.1 81.5 57.0 84.9 39.1 80.7 56.9 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 76,132: 41,883 13,491 555 25,532 33,159 67,970 47,205: 8,162 28,927
Old : 76,132: 41,883 13,491 555 25,532 33,159 67,970 47,205: 8,162 28,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 10,490: 5,470 2,705 -426 6,353 926 11,397 3,205: -907 7,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 17.7 0.7 33.5 43.6 89.3 62.0: 10.7 38.0
Old : 100.0: 55.0 17.7 0.7 33.5 43.6 89.3 62.0: 10.7 38.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 18 18 5 28 27 49 47:
Old : 82: 18 18 5 28 27 49 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 29.9 63.8 39.2 46.9 29.6 63.2 38.9
Old : 47.4 29.9 63.8 39.2 46.9 29.6 63.2 38.9
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, June 04, 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 : 109,996: 10,832 4,376 852 98,287 104,708 109,971 109,936: 25 60
Old : 109,996: 10,832 4,376 852 98,287 104,708 109,971 109,936: 25 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 1,829: 492 650 32 1,305 1,147 1,829 1,829: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 4.0 0.8 89.4 95.2 100.0 99.9: 0.0 0.1
Old : 100.0: 9.8 4.0 0.8 89.4 95.2 100.0 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 : 35: 5 3 3 15 22 21 27:
Old : 35: 5 3 3 15 22 21 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 58.6 94.0 82.7 49.3 28.7 53.9 44.4
Old : 85.5 58.6 94.0 82.7 49.3 28.7 53.9 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 7, 2019