MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 19,404
COMMITMENTS
2,560 4,000 640 15,944 14,524 19,144 19,164 260 240
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,940)
-360 700 360 1,920 880 1,920 1,940 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 20.6 3.3 82.2 74.9 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 11 3 6 8 11 20
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,342
COMMITMENTS
519 1,543 158 4,667 3,420 5,344 5,121 998 1,221
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 880)
0 114 41 640 682 681 837 199 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 24.3 2.5 73.6 53.9 84.3 80.7 15.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 12 4 13 18 19 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,111
COMMITMENTS
11,896 9,801 717 10,309 9,734 22,922 20,252 2,189 4,859
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,142)
784 374 -27 212 743 969 1,090 173 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 39.0 2.9 41.1 38.8 91.3 80.6 8.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 26 17 21 19 47 53
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,176
COMMITMENTS
820 2,130 267 5,403 3,986 6,490 6,383 686 793
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 256)
-23 16 -36 282 287 223 267 33 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 29.7 3.7 75.3 55.5 90.4 88.9 9.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 10 7 21 16 31 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 245,120
COMMITMENTS
96,051 40,528 34,359 94,213 127,888 224,623 202,775 20,497 42,345
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -3,899)
-111 -799 -1,781 -1,975 -1,928 -3,867 -4,508 -32 609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 16.5 14.0 38.4 52.2 91.6 82.7 8.4 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
108 71 107 60 95 228 229
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 353,365
COMMITMENTS
123,809 41,459 58,881 142,099 208,281 324,789 308,621 28,576 44,744
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 7,973)
-2,597 3,390 6,267 2,350 -1,071 6,020 8,586 1,953 -613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 11.7 16.7 40.2 58.9 91.9 87.3 8.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
120 99 128 111 157 304 332
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,930
COMMITMENTS
4,229 2,118 278 974 3,705 5,481 6,101 1,449 829
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 684)
193 59 154 391 590 738 803 -54 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.0 30.6 4.0 14.1 53.5 79.1 88.0 20.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
37 15 5 14 24 55 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 52,400
COMMITMENTS
23,094 13,913 8,488 13,284 13,941 44,866 36,342 7,534 16,058
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 830)
155 174 -90 738 1,251 803 1,335 27 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 26.6 16.2 25.4 26.6 85.6 69.4 14.4 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
55 57 60 48 61 144 149
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,877
COMMITMENTS
330 3,007 39 2,349 545 2,718 3,591 1,159 286
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 207)
13 154 2 84 24 99 180 108 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 77.6 1.0 60.6 14.1 70.1 92.6 29.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 3 10 4 16 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,807
COMMITMENTS
1,678 14,787 632 25,864 11,778 28,174 27,197 633 1,610
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,121)
36 724 109 901 315 1,046 1,148 75 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 51.3 2.2 89.8 40.9 97.8 94.4 2.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
11 22 11 18 24 37 49
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 62,510
COMMITMENTS
34,115 7,005 0 26,428 54,456 60,543 61,461 1,967 1,049
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 2,058)
1,749 601 0 300 1,572 2,049 2,173 9 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 11.2 0.0 42.3 87.1 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
19 5 0 5 8 24 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 160,810
COMMITMENTS
61,473 43,917 3,255 54,231 94,301 118,959 141,473 41,851 19,337
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 12,971)
2,892 2,797 -675 10,065 8,384 12,282 10,506 689 2,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 27.3 2.0 33.7 58.6 74.0 88.0 26.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
31 22 14 25 22 64 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 70,214
COMMITMENTS
14,233 35,339 39 47,265 14,771 61,537 50,149 8,677 20,065
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -6,856)
-4,290 -5,106 -4,060 -106 2,719 -8,456 -6,447 1,600 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 50.3 0.1 67.3 21.0 87.6 71.4 12.4 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 19 1 12 16 21 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 172,511
COMMITMENTS
82,790 35,995 1,184 82,868 131,205 166,842 168,384 5,669 4,127
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -11,739)
4,087 -12,911 -149 -16,582 2,184 -12,644 -10,876 905 -863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 20.9 0.7 48.0 76.1 96.7 97.6 3.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
53 47 5 18 18 73 68
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 218,209
COMMITMENTS
84,661 58,457 2,261 91,200 132,697 178,122 193,415 40,087 24,794
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 14,725)
-378 -1,090 -2,336 18,021 17,463 15,307 14,037 -582 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 26.8 1.0 41.8 60.8 81.6 88.6 18.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
52 23 11 30 36 86 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 236,305
COMMITMENTS
38,152 157,502 2,185 169,016 45,988 209,353 205,675 26,952 30,630
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 3,161)
776 -5,410 -960 -3,894 13,971 -4,078 7,601 7,239 -4,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 66.7 0.9 71.5 19.5 88.6 87.0 11.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
29 38 14 33 39 73 80
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 594,038
COMMITMENTS
254,344 114,854 13,173 231,291 413,138 498,808 541,165 95,230 52,873
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 30,638)
12,291 17,492 -4,390 14,078 12,264 21,979 25,366 8,659 5,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 19.3 2.2 38.9 69.5 84.0 91.1 16.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
120 44 43 75 60 202 140
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 39,084
COMMITMENTS
14,595 6,653 187 10,088 28,083 24,870 34,923 14,214 4,161
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 275)
-1,428 1,419 -682 1,175 -696 -935 41 1,210 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 17.0 0.5 25.8 71.9 63.6 89.4 36.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 6 4 12 10 23 18
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,875
COMMITMENTS
21,219 10,012 111 8,816 21,081 30,146 31,204 1,729 671
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 6,169)
5,749 -208 -86 470 6,535 6,133 6,241 36 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.6 31.4 0.3 27.7 66.1 94.6 97.9 5.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 10 2 6 8 23 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,780
COMMITMENTS
17,795 25,786 861 23,916 16,189 42,572 42,836 4,208 3,944
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,261)
491 -2,535 667 -644 3,559 514 1,691 747 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 55.1 1.8 51.1 34.6 91.0 91.6 9.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
36 30 4 11 13 49 46
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,117
COMMITMENTS
11,662 2,909 191 0 9,112 11,853 12,212 1,264 905
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 588)
600 742 -97 0 122 503 767 85 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.9 22.2 1.5 0.0 69.5 90.4 93.1 9.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
14 4 1 0 7 14 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,698,287
COMMITMENTS
787,709 3459896 2628580 9741903 6253369 13158192 12341845 540,095 1356442
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 216,980)
-204,069 -73,136 269,318 145,665 4,190 210,914 200,372 6,066 16,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 25.3 19.2 71.1 45.7 96.1 90.1 3.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
42 111 117 115 132 239 296
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 719,920
COMMITMENTS
112,167 88,469 26,739 501,369 535,501 640,275 650,709 79,645 69,211
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 14,981)
7,558 -2,672 1,578 9,629 20,608 18,765 19,514 -3,784 -4,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 12.3 3.7 69.6 74.4 88.9 90.4 11.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626)
156 128 84 236 250 428 426
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 55,435
COMMITMENTS
3,278 4,070 0 33,703 35,982 36,981 40,052 18,454 15,383
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -1,236)
186 -1,036 0 -2 4,567 184 3,531 -1,420 -4,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 7.3 0.0 60.8 64.9 66.7 72.3 33.3 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 8 0 18 19 24 27
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,322,427
COMMITMENTS
556,343 433,893 121,795 2338332 2497597 3016470 3053285 305,957 269,142
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 81,086)
37,411 -7,626 7,339 48,156 80,203 92,906 79,916 -11,820 1,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 13.1 3.7 70.4 75.2 90.8 91.9 9.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
155 126 82 228 246 418 419
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| 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: 33,799
COMMITMENTS
13,662 0 0 16,740 33,350 30,402 33,350 3,397 449
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -2)
-260 0 0 264 -49 4 -49 -6 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 0.0 0.0 49.5 98.7 89.9 98.7 10.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 0 0 9 9 17 9
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 12,430
COMMITMENTS
3,915 1,183 0 7,383 10,786 11,298 11,969 1,132 461
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 9.5 0.0 59.4 86.8 90.9 96.3 9.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 0 7 9 11 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| 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: 25,496
COMMITMENTS
0 671 0 24,135 23,878 24,135 24,549 1,361 947
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 486)
0 -310 0 413 919 413 609 73 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.6 0.0 94.7 93.7 94.7 96.3 5.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 11 11 11 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,011
COMMITMENTS
23,270 2,210 740 52,702 83,584 76,712 86,534 13,299 3,477
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -860)
279 -666 -115 -652 -155 -488 -936 -372 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 2.5 0.8 58.6 92.9 85.2 96.1 14.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 5 7 45 33 61 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,817
COMMITMENTS
19,625 14,544 1,427 26,676 31,853 47,728 47,824 7,089 6,994
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 2,957)
1,495 -346 -154 1,527 3,570 2,868 3,070 89 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 26.5 2.6 48.7 58.1 87.1 87.2 12.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
78 67 28 67 81 156 165
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 274,087
COMMITMENTS
98,125 72,721 7,134 133,381 159,264 238,640 239,119 35,447 34,968
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 14,786)
7,475 -1,729 -769 7,636 17,848 14,342 15,350 444 -564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 26.5 2.6 48.7 58.1 87.1 87.2 12.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
78 67 28 67 81 156 165
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 123,922
COMMITMENTS
50,348 40,274 2,975 41,865 58,561 95,188 101,810 28,734 22,112
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 459)
-1,999 -6,615 -242 4,467 8,194 2,226 1,337 -1,767 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 32.5 2.4 33.8 47.3 76.8 82.2 23.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
39 23 13 25 23 67 56
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 561,627
COMMITMENTS
174,092 133,943 8,927 357,409 406,325 540,428 549,195 21,199 12,432
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -17,441)
-1,332 -5,392 -219 -14,547 -8,903 -16,098 -14,514 -1,343 -2,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 23.8 1.6 63.6 72.3 96.2 97.8 3.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
72 46 24 114 109 198 167
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 47,198
COMMITMENTS
15,480 17,895 359 22,033 25,728 37,872 43,982 9,326 3,216
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 878)
1,332 -777 -154 -391 1,933 787 1,002 91 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 37.9 0.8 46.7 54.5 80.2 93.2 19.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
21 7 2 14 9 36 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,165
COMMITMENTS
20,769 14,386 1,589 27,201 16,419 49,559 32,394 8,606 25,771
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -3,707)
-2,215 -654 175 -995 122 -3,035 -357 -672 -3,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 24.7 2.7 46.8 28.2 85.2 55.7 14.8 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 19 5 29 22 53 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| 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: 93,553
COMMITMENTS
14,842 2,010 24,431 54,236 67,112 93,509 93,553 44 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -30)
4,230 0 -1,000 -3,260 970 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 2.1 26.1 58.0 71.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 1 1 14 16 22 18
Updated January 19, 2018