MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,464
COMMITMENTS
2,800 3,380 280 14,144 13,564 17,224 17,224 240 240
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -3,128)
-720 -400 -40 -2,368 -2,688 -3,128 -3,128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 19.4 1.6 81.0 77.7 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 10 2 7 8 13 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,720
COMMITMENTS
474 1,367 262 4,241 3,269 4,977 4,898 743 822
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 177)
43 8 12 350 173 405 193 -228 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 23.9 4.6 74.1 57.2 87.0 85.6 13.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 13 8 17 19 27 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,846
COMMITMENTS
12,881 9,649 791 10,955 11,932 24,627 22,372 2,219 4,474
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 71)
-179 -79 46 300 4 167 -29 -96 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 35.9 2.9 40.8 44.4 91.7 83.3 8.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
19 25 16 21 24 52 53
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,595
COMMITMENTS
920 1,839 544 5,378 4,595 6,842 6,978 753 617
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 38)
8 -13 2 21 51 31 40 7 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 24.2 7.2 70.8 60.5 90.1 91.9 9.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 8 9 20 18 32 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 242,732
COMMITMENTS
88,805 40,437 36,402 98,688 125,866 223,895 202,705 18,837 40,027
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 11,099)
2,275 -1,069 4,139 1,822 6,602 8,236 9,672 2,863 1,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 16.7 15.0 40.7 51.9 92.2 83.5 7.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
94 76 98 56 85 209 217
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 339,523
COMMITMENTS
125,585 32,124 47,269 141,088 216,569 313,942 295,962 25,581 43,561
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 7,625)
376 1,650 5,637 1,452 1,020 7,465 8,307 160 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 9.5 13.9 41.6 63.8 92.5 87.2 7.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
127 78 117 94 155 282 311
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,053
COMMITMENTS
3,741 1,979 150 720 2,969 4,611 5,098 1,442 955
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -145)
38 -177 13 -159 -3 -108 -167 -37 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.8 32.7 2.5 11.9 49.1 76.2 84.2 23.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
31 15 8 12 21 50 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,748
COMMITMENTS
21,971 13,112 9,410 12,655 12,852 44,036 35,374 7,712 16,374
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -902)
-15 -399 -147 145 -158 -17 -704 -885 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 25.3 18.2 24.5 24.8 85.1 68.4 14.9 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
52 57 68 49 64 150 162
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,117
COMMITMENTS
340 3,073 41 2,651 653 3,032 3,767 1,085 350
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 94)
126 75 -1 44 -20 169 54 -75 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 74.6 1.0 64.4 15.9 73.6 91.5 26.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 2 11 5 16 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,680
COMMITMENTS
1,579 14,591 710 25,784 11,837 28,073 27,138 607 1,542
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 257)
50 -66 -13 216 210 253 131 4 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 50.9 2.5 89.9 41.3 97.9 94.6 2.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
11 17 11 19 23 38 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 59,474
COMMITMENTS
31,776 5,955 0 25,891 52,476 57,667 58,431 1,807 1,043
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 2,458)
2,409 114 0 28 2,349 2,437 2,463 21 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.4 10.0 0.0 43.5 88.2 97.0 98.2 3.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 5 0 5 8 21 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 126,829
COMMITMENTS
49,297 34,558 4,230 37,528 68,410 91,055 107,198 35,774 19,631
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 10,270)
6,925 9,532 -534 1,565 1,968 7,956 10,966 2,314 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 27.2 3.3 29.6 53.9 71.8 84.5 28.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
35 22 16 22 22 66 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 75,662
COMMITMENTS
24,984 41,216 551 42,192 12,065 67,727 53,832 7,935 21,830
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -5,993)
-6,975 -4,645 401 -810 -968 -7,384 -5,212 1,391 -781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 54.5 0.7 55.8 15.9 89.5 71.1 10.5 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 17 4 10 11 24 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 193,802
COMMITMENTS
93,804 58,746 1,621 93,659 128,150 189,084 188,517 4,718 5,285
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 9,259)
6,228 7,554 204 3,301 579 9,733 8,337 -474 922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 30.3 0.8 48.3 66.1 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
40 60 9 16 18 62 81
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 211,627
COMMITMENTS
93,611 77,376 4,694 74,426 105,193 172,731 187,263 38,896 24,364
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 21,234)
17,257 13,698 -847 -1,207 7,693 15,203 20,544 6,031 690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 36.6 2.2 35.2 49.7 81.6 88.5 18.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
51 23 15 27 37 84 69
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 230,564
COMMITMENTS
39,592 161,358 4,326 166,322 31,450 210,240 197,134 20,324 33,430
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,864)
-4,677 1,003 807 447 -1,937 -3,423 -127 1,559 -1,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 70.0 1.9 72.1 13.6 91.2 85.5 8.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
31 39 18 33 35 75 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 542,622
COMMITMENTS
236,808 108,940 18,239 199,313 365,245 454,360 492,424 88,262 50,198
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 44,878)
27,895 -7,825 945 12,382 46,902 41,222 40,022 3,656 4,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 20.1 3.4 36.7 67.3 83.7 90.7 16.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
117 48 45 71 57 198 140
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 38,916
COMMITMENTS
16,034 6,323 863 8,900 28,344 25,797 35,530 13,119 3,386
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 1,063)
694 821 -4 -28 11 662 828 401 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 16.2 2.2 22.9 72.8 66.3 91.3 33.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 7 5 10 9 25 18
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 19,510
COMMITMENTS
7,235 7,087 143 10,765 11,355 18,143 18,585 1,367 925
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,796)
1,146 -1,557 -161 -1,959 389 -974 -1,329 -822 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 36.3 0.7 55.2 58.2 93.0 95.3 7.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 10 2 6 8 22 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,141
COMMITMENTS
15,509 32,494 703 25,888 7,241 42,100 40,438 3,041 4,703
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -2,078)
-2,631 -3,232 379 -127 847 -2,379 -2,006 301 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 72.0 1.6 57.3 16.0 93.3 89.6 6.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
21 32 6 11 8 36 43
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,328
COMMITMENTS
11,699 2,945 282 0 9,079 11,981 12,306 1,347 1,022
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 729)
552 665 0 0 -69 552 596 177 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.8 22.1 2.1 0.0 68.1 89.9 92.3 10.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 5 1 0 7 13 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,745,082
COMMITMENTS
896,163 3523820 2218077 9146675 5734528 12260915 11476425 484,167 1268657
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 140,702)
-57,171 131,931 39,993 163,725 -5,090 146,547 166,834 -5,845 -26,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 27.6 17.4 71.8 45.0 96.2 90.0 3.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
44 108 114 113 125 231 290
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 662,131
COMMITMENTS
106,861 73,129 23,147 452,314 494,015 582,322 590,290 79,809 71,841
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,806)
-4,175 -14,726 3,089 -2,476 10,773 -3,562 -863 1,756 -943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 11.0 3.5 68.3 74.6 87.9 89.2 12.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587)
141 117 73 222 241 395 399
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 51,912
COMMITMENTS
2,878 3,666 0 30,558 30,976 33,436 34,642 18,476 17,270
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 237)
-1,540 1,490 -6 1,299 -1,432 -247 52 484 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 7.1 0.0 58.9 59.7 64.4 66.7 35.6 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 8 0 18 14 24 22
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,051,095
COMMITMENTS
529,045 356,444 106,603 2108782 2315194 2744430 2778241 306,665 272,854
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -10,215)
-11,375 -79,279 13,676 -18,876 61,026 -16,575 -4,577 6,360 -5,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 11.7 3.5 69.1 75.9 89.9 91.1 10.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583)
140 116 71 215 239 386 395
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| 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: 34,126
COMMITMENTS
14,872 0 0 15,628 33,691 30,500 33,691 3,626 435
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,356)
-194 0 0 -1,412 48 -1,606 48 250 -1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 0.0 0.0 45.8 98.7 89.4 98.7 10.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 0 0 9 10 18 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 25,067
COMMITMENTS
0 981 0 22,652 23,494 22,652 24,475 2,415 592
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 0.0 90.4 93.7 90.4 97.6 9.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 11 8 11 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,476
COMMITMENTS
24,944 3,299 390 52,145 84,840 77,479 88,529 14,997 3,947
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 783)
-427 -13 -41 -404 -255 -872 -309 1,655 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 3.6 0.4 56.4 91.7 83.8 95.7 16.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 6 4 42 34 59 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,389
COMMITMENTS
19,674 16,102 1,555 27,264 31,102 48,493 48,760 6,896 6,629
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -2,150)
1,548 -1,449 11 -3,170 -1,274 -1,610 -2,712 -540 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 29.1 2.8 49.2 56.2 87.6 88.0 12.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
75 76 24 70 80 155 170
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 276,944
COMMITMENTS
98,370 80,510 7,776 136,320 155,512 242,466 243,798 34,478 33,146
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -10,751)
7,742 -7,247 57 -15,851 -6,368 -8,052 -13,558 -2,699 2,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 29.1 2.8 49.2 56.2 87.6 88.0 12.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
75 76 24 70 80 155 170
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 123,176
COMMITMENTS
45,175 65,201 3,231 46,978 31,445 95,384 99,877 27,792 23,299
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 12,651)
6,965 13,352 408 578 51 7,951 13,811 4,700 -1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 52.9 2.6 38.1 25.5 77.4 81.1 22.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 26 14 23 22 56 57
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 590,448
COMMITMENTS
184,597 136,179 8,276 373,614 432,146 566,487 576,601 23,961 13,847
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 607)
-1,657 2,863 -380 1,368 -2,301 -669 182 1,276 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 23.1 1.4 63.3 73.2 95.9 97.7 4.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
78 42 25 120 102 205 162
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,475
COMMITMENTS
12,901 12,259 268 18,871 24,364 32,040 36,891 8,435 3,584
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 1,360)
711 1,577 0 2 -74 713 1,503 647 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 30.3 0.7 46.6 60.2 79.2 91.1 20.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 9 1 16 12 32 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,788
COMMITMENTS
16,514 10,496 659 26,336 16,526 43,509 27,681 9,279 25,107
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 821)
799 954 76 1,906 -2,275 2,781 -1,245 -1,960 2,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 19.9 1.2 49.9 31.3 82.4 52.4 17.6 47.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 10 5 27 22 56 35
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| 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: 92,956
COMMITMENTS
10,538 2,010 25,271 57,103 65,675 92,912 92,956 44 0
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -2,972)
-212 0 -1,830 -930 -1,142 -2,972 -2,972 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 2.2 27.2 61.4 70.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 1 14 17 20 19
Updated January 5, 2018