MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,796
COMMITMENTS
2,360 3,960 520 14,756 13,156 17,636 17,636 160 160
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -80)
0 200 -120 40 -160 -80 -80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 22.3 2.9 82.9 73.9 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 10 2 6 8 9 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,931
COMMITMENTS
529 1,472 305 6,054 5,247 6,888 7,024 1,043 907
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 101)
11 -76 91 -24 49 78 64 23 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 18.6 3.8 76.3 66.2 86.8 88.6 13.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 11 6 19 18 27 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,551
COMMITMENTS
11,580 9,912 554 10,261 9,481 22,395 19,947 2,156 4,604
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 408)
231 131 39 -122 390 148 560 260 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 40.4 2.3 41.8 38.6 91.2 81.2 8.8 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 24 15 21 20 49 49
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,708
COMMITMENTS
784 2,047 345 5,934 4,513 7,063 6,905 645 803
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 282)
-60 229 63 255 6 258 298 24 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 26.6 4.5 77.0 58.5 91.6 89.6 8.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 12 8 21 19 31 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 227,165
COMMITMENTS
65,465 48,738 49,513 93,710 93,964 208,688 192,215 18,477 34,950
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -8,617)
-3,890 -442 -1,280 -2,296 -4,870 -7,466 -6,592 -1,151 -2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 21.5 21.8 41.3 41.4 91.9 84.6 8.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
83 90 110 59 91 213 241
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 374,545
COMMITMENTS
154,727 47,708 52,660 140,215 224,776 347,602 325,144 26,943 49,401
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 7,395)
10,485 3,780 -622 -2,993 2,896 6,870 6,054 525 1,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 12.7 14.1 37.4 60.0 92.8 86.8 7.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
140 88 114 105 167 306 326
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,301
COMMITMENTS
3,956 1,858 465 1,047 3,685 5,468 6,008 1,833 1,293
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -218)
-110 -105 -111 -65 -47 -286 -263 68 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.2 25.4 6.4 14.3 50.5 74.9 82.3 25.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
34 11 8 16 24 55 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,667
COMMITMENTS
25,263 13,799 10,020 14,024 14,943 49,307 38,762 8,360 18,905
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 2,270)
856 870 958 -329 -740 1,485 1,088 785 1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 23.9 17.4 24.3 25.9 85.5 67.2 14.5 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
61 54 68 36 69 143 166
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,857
COMMITMENTS
145 2,866 73 2,562 610 2,780 3,549 1,077 308
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -60)
12 19 5 -77 -84 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 74.3 1.9 66.4 15.8 72.1 92.0 27.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 5 3 11 5 16 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,034
COMMITMENTS
1,990 13,738 490 24,978 12,187 27,458 26,415 576 1,619
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -20)
1 26 -32 7 31 -24 25 4 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 49.0 1.7 89.1 43.5 97.9 94.2 2.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 21 11 19 26 38 48
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 49,016
COMMITMENTS
17,568 142 11 29,842 47,940 47,421 48,093 1,595 923
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -406)
-808 -444 11 442 5 -355 -428 -51 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 0.3 0.0 60.9 97.8 96.7 98.1 3.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
16 1 1 6 7 22 9
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 144,832
COMMITMENTS
49,373 26,246 4,592 52,401 95,370 106,366 126,208 38,466 18,624
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -10,430)
-13,162 -3,760 867 68 -7,207 -12,227 -10,100 1,797 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 18.1 3.2 36.2 65.8 73.4 87.1 26.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
29 22 14 27 25 64 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,137
COMMITMENTS
17,063 32,851 1,233 37,672 22,105 55,968 56,189 13,169 12,948
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -5,514)
-700 -4,837 143 -4,276 -1,060 -4,833 -5,754 -681 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 47.5 1.8 54.5 32.0 81.0 81.3 19.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 15 3 11 12 23 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 196,447
COMMITMENTS
127,065 32,244 638 61,812 159,534 189,515 192,416 6,932 4,031
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -70)
4,303 6,260 -51 -4,832 -6,215 -580 -6 510 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.7 16.4 0.3 31.5 81.2 96.5 97.9 3.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
64 42 3 12 19 77 63
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 188,118
COMMITMENTS
57,953 50,150 5,778 87,531 109,673 151,262 165,601 36,856 22,517
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -5,208)
-6,211 926 -903 1,951 -6,322 -5,163 -6,299 -45 1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 26.7 3.1 46.5 58.3 80.4 88.0 19.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
38 27 17 31 33 78 70
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 271,271
COMMITMENTS
45,634 153,972 4,348 184,131 86,808 234,113 245,128 37,158 26,143
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 11,101)
3,335 -3,836 1,249 3,624 13,462 8,208 10,875 2,893 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 56.8 1.6 67.9 32.0 86.3 90.4 13.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
39 32 21 39 33 88 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 567,534
COMMITMENTS
229,273 103,147 13,231 237,072 405,640 479,576 522,018 87,958 45,516
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 3,301)
-1,512 -349 -292 1,416 -5,999 -388 -6,640 3,689 9,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 18.2 2.3 41.8 71.5 84.5 92.0 15.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
116 47 50 74 58 200 146
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,425
COMMITMENTS
12,559 6,648 48 8,037 24,548 20,644 31,244 14,781 4,181
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -4)
699 -294 -2 -301 300 396 4 -400 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 18.8 0.1 22.7 69.3 58.3 88.2 41.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 6 3 9 9 20 16
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,953
COMMITMENTS
12,356 4,648 717 5,315 16,149 18,388 21,514 7,565 4,439
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -103)
1,585 -1,836 358 -1,837 1,034 106 -444 -209 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.6 17.9 2.8 20.5 62.2 70.9 82.9 29.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 5 4 8 7 16 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 35,697
COMMITMENTS
17,871 15,453 122 15,923 19,378 33,916 34,953 1,781 744
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 8,126)
204 8,114 -9 7,564 73 7,759 8,178 367 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 43.3 0.3 44.6 54.3 95.0 97.9 5.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 6 4 5 5 21 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,483
COMMITMENTS
29,422 28,478 319 19,901 21,246 49,642 50,043 4,841 4,440
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 744)
774 2,050 86 -275 -1,636 585 500 159 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 52.3 0.6 36.5 39.0 91.1 91.9 8.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
39 19 5 10 13 51 36
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,661
COMMITMENTS
10,022 1,978 2,911 203 8,975 13,136 13,864 1,525 797
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 309)
-363 -294 666 0 74 303 446 6 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.4 13.5 19.9 1.4 61.2 89.6 94.6 10.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 6 2 1 6 14 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,272,853
COMMITMENTS
911,935 4562507 3253275 11332428 6871457 15497638 14687239 775,215 1585614
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 831,270)
-42,945 202,642 287,885 384,675 141,763 629,615 632,290 201,655 198,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 28.0 20.0 69.6 42.2 95.2 90.3 4.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
42 111 128 110 124 245 292
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 743,270
COMMITMENTS
109,413 97,005 28,512 523,120 542,857 661,045 668,374 82,225 74,896
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -2,713)
-9,228 2,895 -8,277 20,922 6,130 3,418 748 -6,131 -3,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 13.1 3.8 70.4 73.0 88.9 89.9 11.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606)
141 123 83 233 256 410 429
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 77,811
COMMITMENTS
5,032 15,290 1,000 53,920 40,095 59,952 56,385 17,859 21,426
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 170)
-1,105 -2,116 0 871 8,781 -234 6,665 404 -6,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 19.7 1.3 69.3 51.5 77.0 72.5 23.0 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 11 1 20 25 28 37
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 22,637
COMMITMENTS
0 1,523 0 21,015 20,445 21,015 21,968 1,622 669
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -1,820)
-226 -97 0 -1,612 -1,857 -1,838 -1,954 18 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.7 0.0 92.8 90.3 92.8 97.0 7.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 9 12 9 14
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 14,388
COMMITMENTS
2,017 0 0 10,046 13,786 12,063 13,786 2,325 602
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 254)
250 0 0 13 244 263 244 -9 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 0.0 0.0 69.8 95.8 83.8 95.8 16.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 11 9 15 9
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,327,297
COMMITMENTS
567,125 453,794 92,342 2345998 2513809 3005465 3059945 321,832 267,352
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -14,416)
-56,149 9,520 -25,849 100,256 -13,256 18,258 -29,585 -32,674 15,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 13.6 2.8 70.5 75.6 90.3 92.0 9.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600)
142 122 77 227 251 401 418
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| 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: 29,745
COMMITMENTS
13,236 0 0 13,375 29,285 26,611 29,285 3,134 460
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 298)
1,183 0 0 -619 220 564 220 -266 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 0.0 0.0 45.0 98.5 89.5 98.5 10.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 0 0 9 12 19 12
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| 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: 14,032
COMMITMENTS
2,557 1,126 0 10,046 12,266 12,603 13,392 1,429 640
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 8.0 0.0 71.6 87.4 89.8 95.4 10.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 9 11 12 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| 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: 24,420
COMMITMENTS
0 1,742 0 23,636 21,584 23,636 23,326 784 1,094
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -2,151)
0 -300 0 -74 -2,098 -74 -2,398 -2,077 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.1 0.0 96.8 88.4 96.8 95.5 3.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 10 10 10 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 75,510
COMMITMENTS
13,817 2,502 661 49,960 68,088 64,438 71,251 11,072 4,259
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -925)
-1,589 720 209 1,177 -2,254 -203 -1,325 -722 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 3.3 0.9 66.2 90.2 85.3 94.4 14.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 5 4 46 30 57 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,459
COMMITMENTS
12,598 14,256 742 27,134 24,424 40,474 39,423 5,984 7,036
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 453)
-1,084 -1,508 -453 1,866 1,013 329 -949 124 1,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 30.7 1.6 58.4 52.6 87.1 84.9 12.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
64 62 23 73 75 146 151
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 232,293
COMMITMENTS
62,989 71,282 3,712 135,670 122,119 202,371 197,113 29,922 35,180
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 2,265)
-5,419 -7,542 -2,264 9,328 5,063 1,645 -4,743 620 7,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 30.7 1.6 58.4 52.6 87.1 84.9 12.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
64 62 23 73 75 146 151
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 111,159
COMMITMENTS
47,170 35,295 2,433 32,814 50,246 82,417 87,974 28,742 23,185
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -2,808)
-2,038 -4,832 -462 -151 1,283 -2,651 -4,011 -157 1,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 31.8 2.2 29.5 45.2 74.1 79.1 25.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
29 17 13 25 22 59 47
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 528,216
COMMITMENTS
102,808 111,474 7,615 401,415 394,390 511,838 513,479 16,378 14,737
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -15,172)
-6,693 -6,795 -404 -7,888 -8,295 -14,985 -15,494 -187 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 21.1 1.4 76.0 74.7 96.9 97.2 3.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
53 51 24 111 108 174 173
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 13,303
COMMITMENTS
2,650 206 0 9,360 12,310 12,010 12,516 1,293 787
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 1.5 0.0 70.4 92.5 90.3 94.1 9.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 0 8 7 12 8
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 56,484
COMMITMENTS
25,295 18,159 12 23,117 35,066 48,424 53,237 8,060 3,247
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 1,747)
2,610 426 -61 -877 1,382 1,672 1,747 75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.8 32.1 0.0 40.9 62.1 85.7 94.3 14.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 7 1 18 9 38 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 85,171
COMMITMENTS
27,101 13,649 1,896 46,473 30,856 75,470 46,401 9,701 38,770
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 3,025)
1,206 1,696 -265 2,901 675 3,842 2,106 -817 919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 16.0 2.2 54.6 36.2 88.6 54.5 11.4 45.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 13 5 32 26 63 41
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| 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: 105,341
COMMITMENTS
23,373 2,940 24,066 57,647 78,114 105,086 105,120 255 221
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 2,837)
2,277 0 188 357 2,629 2,822 2,817 15 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 2.8 22.8 54.7 74.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 1 1 15 16 25 18
Updated February 23, 2018