MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 20,592
COMMITMENTS
3,520 3,780 320 16,512 16,252 20,352 20,352 240 240
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 60)
120 -100 120 -180 40 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 18.4 1.6 80.2 78.9 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 12 3 8 8 14 22
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,592
COMMITMENTS
686 1,763 1,603 5,083 4,101 7,372 7,467 1,219 1,125
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 614)
162 298 -1 377 175 538 473 76 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 20.5 18.7 59.2 47.7 85.8 86.9 14.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 11 12 20 19 34 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,561
COMMITMENTS
14,773 2,994 18,067 18,892 21,608 51,732 42,670 4,829 13,892
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 982)
-437 235 625 959 -271 1,146 590 -164 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 5.3 31.9 33.4 38.2 91.5 75.4 8.5 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 21 29 34 32 70 72
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,341
COMMITMENTS
1,110 344 3,328 7,944 8,738 12,382 12,410 959 931
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -198)
-155 -17 81 -136 -321 -210 -256 13 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 2.6 24.9 59.5 65.5 92.8 93.0 7.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 5 12 24 22 39 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,946
COMMITMENTS
86,554 28,673 63,363 102,373 134,949 252,290 226,986 18,656 43,960
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 4,818)
-2,017 -3,392 2,468 2,288 4,412 2,739 3,488 2,079 1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 10.6 23.4 37.8 49.8 93.1 83.8 6.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
91 84 115 79 96 240 238
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 381,469
COMMITMENTS
125,307 18,441 80,671 145,448 228,116 351,425 327,228 30,044 54,241
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -524)
-6,519 3,401 4,129 1,891 -7,318 -499 212 -25 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 4.8 21.1 38.1 59.8 92.1 85.8 7.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
136 76 131 129 161 331 317
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,080
COMMITMENTS
3,705 1,643 876 977 3,545 5,558 6,064 1,522 1,016
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 108)
144 120 -68 123 204 199 256 -91 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 23.2 12.4 13.8 50.1 78.5 85.7 21.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
37 12 12 17 25 60 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 64,327
COMMITMENTS
21,855 11,608 17,629 14,277 14,839 53,761 44,075 10,566 20,252
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -528)
-1,658 420 -55 410 -926 -1,302 -561 775 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 18.0 27.4 22.2 23.1 83.6 68.5 16.4 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
59 56 77 66 77 180 176
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,337
COMMITMENTS
406 3,043 511 3,056 1,223 3,973 4,777 1,364 560
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 50)
-2 127 -5 50 23 44 145 7 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 57.0 9.6 57.3 22.9 74.4 89.5 25.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 6 4 12 8 18 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 45,546
COMMITMENTS
1,611 13,469 8,190 34,560 18,740 44,361 40,399 1,185 5,147
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,377)
110 708 101 1,127 314 1,337 1,123 39 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 29.6 18.0 75.9 41.1 97.4 88.7 2.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
8 26 16 29 32 51 60
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 57,016
COMMITMENTS
29,367 5,841 0 25,863 50,127 55,230 55,968 1,786 1,048
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 2,776)
2,449 1,149 -44 239 1,746 2,644 2,851 132 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 10.2 0.0 45.4 87.9 96.9 98.2 3.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
17 5 0 5 8 22 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 134,238
COMMITMENTS
42,100 24,616 11,437 45,577 75,417 99,115 111,470 35,123 22,768
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -38,438)
-25,753 1,706 -769 -13,024 -37,823 -39,545 -36,886 1,107 -1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 18.3 8.5 34.0 56.2 73.8 83.0 26.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
32 23 22 25 24 70 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 82,012
COMMITMENTS
31,959 45,780 231 43,002 13,033 75,192 59,044 6,820 22,968
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 2,796)
2,084 -1,420 -96 505 3,846 2,493 2,330 303 466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 55.8 0.3 52.4 15.9 91.7 72.0 8.3 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 20 3 10 11 23 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 185,381
COMMITMENTS
87,576 51,238 1,650 90,838 128,036 180,064 180,924 5,317 4,457
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 2,736)
-14,722 2,814 755 16,349 -1,404 2,383 2,165 353 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 27.6 0.9 49.0 69.1 97.1 97.6 2.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
43 54 9 16 21 64 80
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 226,037
COMMITMENTS
75,098 61,723 23,929 92,915 115,248 191,941 200,900 34,096 25,137
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 3,473)
-753 6,226 -2,670 5,351 1,162 1,928 4,718 1,545 -1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 27.3 10.6 41.1 51.0 84.9 88.9 15.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
45 24 26 30 43 87 81
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 254,495
COMMITMENTS
42,631 159,505 15,149 176,046 43,023 233,826 217,677 20,669 36,818
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 6,002)
8,656 10,056 -2,927 -2,247 2,170 3,482 9,300 2,520 -3,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 62.7 6.0 69.2 16.9 91.9 85.5 8.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
21 46 26 34 36 72 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 570,775
COMMITMENTS
203,042 114,728 55,105 223,882 348,485 482,030 518,318 88,745 52,457
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 8,842)
9,977 2,898 -1,377 -5,613 7,355 2,987 8,877 5,854 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 20.1 9.7 39.2 61.1 84.5 90.8 15.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
107 58 57 72 61 196 159
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,853
COMMITMENTS
15,340 5,502 867 8,928 28,333 25,135 34,702 12,718 3,151
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 78)
-57 241 12 -127 39 -172 292 250 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 14.5 2.3 23.6 74.9 66.4 91.7 33.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 7 6 10 9 25 18
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 21,306
COMMITMENTS
6,089 8,644 304 12,724 10,966 19,117 19,914 2,189 1,392
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,164)
-931 -1,328 34 1,441 1,925 544 631 620 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 40.6 1.4 59.7 51.5 89.7 93.5 10.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 13 5 8 7 28 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,219
COMMITMENTS
18,140 35,726 324 26,015 6,394 44,479 42,444 2,740 4,775
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -1,166)
-1,316 -349 -131 101 -781 -1,346 -1,261 180 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 75.7 0.7 55.1 13.5 94.2 89.9 5.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
21 36 5 11 6 35 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,599
COMMITMENTS
11,147 2,280 282 0 9,148 11,429 11,710 1,170 889
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -494)
-632 -2,037 8 -20 1,431 -644 -598 150 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.5 18.1 2.2 0.0 72.6 90.7 92.9 9.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 5 1 0 7 9 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,975,869
COMMITMENTS
1052383 3169518 10345520 11055459 8117570 22453362 21632607 522,507 1343261
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 733,283)
39,066 8,042 509,749 207,944 206,161 756,758 723,952 -23,475 9,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 13.8 45.0 48.1 35.3 97.7 94.2 2.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
50 120 128 119 131 254 303
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 870,499
COMMITMENTS
109,495 90,929 134,030 527,924 550,622 771,449 775,581 99,050 94,918
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 11,922)
1,506 -1,438 -5,247 14,392 17,405 10,652 10,720 1,270 1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 10.4 15.4 60.6 63.3 88.6 89.1 11.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 691)
208 144 195 244 254 530 515
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 119,764
COMMITMENTS
4,400 4,732 25,247 61,391 62,502 91,037 92,481 28,727 27,283
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 2,810)
-1,566 -676 -2,353 7,657 3,368 3,738 338 -928 2,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 4.0 21.1 51.3 52.2 76.0 77.2 24.0 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
14 14 21 25 28 51 51
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,753,674
COMMITMENTS
533,713 439,220 535,679 2332669 2440602 3402061 3415500 351,614 338,174
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 45,560)
11,410 -7,759 -10,520 33,678 70,186 34,568 51,907 10,992 -6,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 11.7 14.3 62.1 65.0 90.6 91.0 9.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 675)
201 139 187 240 249 515 501
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 35,482
COMMITMENTS
15,066 0 0 17,040 33,643 32,106 33,643 3,376 1,839
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,134)
-6 0 0 1,260 -121 1,254 -121 -120 1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 0.0 0.0 48.0 94.8 90.5 94.8 9.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 0 0 9 10 19 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,693
COMMITMENTS
25,371 3,312 431 52,549 85,095 78,351 88,838 13,342 2,855
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -972)
-1,910 361 69 907 -1,004 -934 -574 -38 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 3.6 0.5 57.3 92.8 85.4 96.9 14.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
18 5 6 43 37 61 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,196
COMMITMENTS
18,388 17,727 2,264 30,841 32,818 51,493 52,810 7,703 6,386
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 2,297)
543 831 123 1,040 1,495 1,706 2,450 591 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 29.9 3.8 52.1 55.4 87.0 89.2 13.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
82 79 31 69 85 164 182
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 295,982
COMMITMENTS
91,939 88,637 11,322 154,204 164,092 257,464 264,050 38,517 31,931
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 11,484)
2,713 4,155 617 5,199 7,476 8,528 12,248 2,955 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 29.9 3.8 52.1 55.4 87.0 89.2 13.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
82 79 31 69 85 164 182
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 126,615
COMMITMENTS
37,746 49,519 11,591 52,893 38,305 102,231 99,415 24,385 27,200
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 5,833)
251 -245 2,587 -462 5,846 2,375 8,187 3,458 -2,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 39.1 9.2 41.8 30.3 80.7 78.5 19.3 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 27 17 26 22 58 59
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 593,149
COMMITMENTS
186,947 133,316 10,607 372,753 435,634 570,307 579,556 22,842 13,592
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 3,032)
1,034 911 -337 3,294 2,049 3,991 2,622 -959 409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 22.5 1.8 62.8 73.4 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
85 39 29 120 104 214 163
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,115
COMMITMENTS
12,190 10,682 268 18,869 24,438 31,327 35,388 7,788 3,727
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 447)
-3,839 322 268 4,412 -314 841 276 -394 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 27.3 0.7 48.2 62.5 80.1 90.5 19.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 5 1 16 13 32 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,967
COMMITMENTS
15,715 9,542 583 24,430 18,801 40,728 28,926 11,239 23,041
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -784)
-663 -749 6 -1,152 274 -1,809 -469 1,025 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 18.4 1.1 47.0 36.2 78.4 55.7 21.6 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
20 11 3 22 23 44 35
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 95,928
COMMITMENTS
10,750 2,010 27,101 58,033 66,817 95,884 95,928 44 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.1 28.3 60.5 69.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 1 14 17 20 19
Updated December 29, 2017