MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| 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
2,920 3,300 280 14,024 13,644 17,224 17,224 240 240
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 0)
120 -80 0 -120 80 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 18.9 1.6 80.3 78.1 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 10 2 6 8 11 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,728
COMMITMENTS
728 1,696 1,280 4,677 3,324 6,686 6,300 1,043 1,428
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -982)
-1 -41 -312 -730 -932 -1,043 -1,285 61 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 21.9 16.6 60.5 43.0 86.5 81.5 13.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 12 10 17 18 28 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,195
COMMITMENTS
12,624 2,179 17,844 16,148 16,501 46,616 36,524 4,579 14,671
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -5,987)
-1,917 -770 -457 -3,432 -5,202 -5,805 -6,429 -182 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 4.3 34.9 31.5 32.2 91.1 71.3 8.9 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 22 27 29 25 61 62
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,969
COMMITMENTS
910 348 2,860 7,371 7,592 11,140 10,800 829 1,170
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,426)
-212 39 -492 -586 -1,209 -1,290 -1,662 -136 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.9 23.9 61.6 63.4 93.1 90.2 6.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 7 12 22 20 37 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 291,611
COMMITMENTS
95,871 26,949 71,301 101,490 146,237 268,662 244,486 22,949 47,124
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 8,431)
7,417 654 1,557 -2,288 4,442 6,686 6,653 1,745 1,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 9.2 24.5 34.8 50.1 92.1 83.8 7.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
126 73 126 80 97 266 246
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 396,835
COMMITMENTS
127,310 25,547 92,071 146,207 223,388 365,588 341,006 31,247 55,829
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 7,747)
1,493 4,860 5,851 -1,047 -5,797 6,297 4,914 1,451 2,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 6.4 23.2 36.8 56.3 92.1 85.9 7.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441)
144 88 155 140 172 357 359
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,783
COMMITMENTS
4,039 1,735 581 630 3,444 5,250 5,761 1,533 1,022
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 326)
293 -10 98 -137 203 255 292 72 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.5 25.6 8.6 9.3 50.8 77.4 84.9 22.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
33 13 10 11 24 52 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 63,688
COMMITMENTS
22,672 11,341 17,495 14,311 14,707 54,477 43,542 9,211 20,146
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 1,109)
769 399 94 408 -131 1,270 362 -161 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 17.8 27.5 22.5 23.1 85.5 68.4 14.5 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
63 53 78 66 74 180 169
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,655
COMMITMENTS
462 2,955 379 2,657 838 3,498 4,172 1,156 482
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -654)
-59 -155 -94 -373 -317 -527 -566 -127 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 63.5 8.1 57.1 18.0 75.2 89.6 24.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 8 5 10 5 18 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 45,809
COMMITMENTS
1,792 12,735 8,274 34,593 19,216 44,659 40,225 1,150 5,584
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -463)
126 -476 -185 -335 -51 -394 -712 -69 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 27.8 18.1 75.5 41.9 97.5 87.8 2.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 25 16 26 31 48 59
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 60,452
COMMITMENTS
32,366 6,404 0 26,128 52,884 58,494 59,288 1,958 1,164
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 978)
590 449 0 237 408 827 857 151 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.5 10.6 0.0 43.2 87.5 96.8 98.1 3.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
17 4 0 5 8 22 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 166,543
COMMITMENTS
58,378 39,802 12,735 52,484 94,784 123,596 147,321 42,946 19,222
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 18,885)
10,151 6,123 135 3,206 16,144 13,492 22,401 5,393 -3,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 23.9 7.6 31.5 56.9 74.2 88.5 25.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
34 26 24 28 24 76 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 77,503
COMMITMENTS
18,523 40,521 4,170 47,616 12,142 70,309 56,834 7,193 20,669
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 1,580)
-6,461 -657 3,581 5,424 77 2,544 3,002 -964 -1,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 52.3 5.4 61.4 15.7 90.7 73.3 9.3 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 21 4 13 13 27 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 184,449
COMMITMENTS
78,703 48,953 1,333 99,563 129,046 179,599 179,332 4,851 5,118
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -10,086)
-15,101 -9,768 -512 5,492 452 -10,121 -9,828 35 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 26.5 0.7 54.0 70.0 97.4 97.2 2.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
45 55 8 18 18 68 76
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 235,055
COMMITMENTS
86,239 58,802 19,156 87,653 130,984 193,048 208,941 42,007 26,114
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -20,783)
-6,545 -15,646 -6,286 -9,570 2,291 -22,401 -19,641 1,618 -1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 25.0 8.1 37.3 55.7 82.1 88.9 17.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
48 24 27 28 43 87 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 254,773
COMMITMENTS
36,916 163,706 13,592 182,838 40,587 233,346 217,884 21,427 36,888
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 626)
-1,253 2,191 -2,246 4,855 -558 1,356 -613 -730 1,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 64.3 5.3 71.8 15.9 91.6 85.5 8.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
25 48 28 37 37 80 95
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 631,130
COMMITMENTS
240,599 98,131 51,049 248,385 429,945 540,033 579,124 91,097 52,005
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -950)
3,927 -8,286 -10,189 7,231 25,515 970 7,039 -1,919 -7,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 15.5 8.1 39.4 68.1 85.6 91.8 14.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
123 59 71 75 61 217 172
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 38,809
COMMITMENTS
16,023 5,234 869 8,913 28,779 25,805 34,882 13,004 3,927
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -107)
-11 -1,089 6 13 435 8 -648 -115 541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 13.5 2.2 23.0 74.2 66.5 89.9 33.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 6 5 10 9 24 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,706
COMMITMENTS
15,470 10,220 197 8,346 14,546 24,013 24,963 1,693 743
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 6,196)
8,235 3,133 54 -2,419 3,191 5,870 6,378 326 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 39.8 0.8 32.5 56.6 93.4 97.1 6.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 11 2 6 7 22 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,519
COMMITMENTS
17,304 28,321 194 24,560 12,630 42,058 41,145 3,461 4,374
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 378)
1,795 -4,173 -509 -1,328 5,389 -42 707 420 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 62.2 0.4 54.0 27.7 92.4 90.4 7.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
29 30 4 10 14 40 47
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,529
COMMITMENTS
11,062 2,167 288 0 8,990 11,350 11,445 1,179 1,084
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -799)
-637 -778 6 0 -89 -631 -861 -168 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.3 17.3 2.3 0.0 71.8 90.6 91.3 9.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
15 5 2 0 7 15 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 24,740,627
COMMITMENTS
1123328 3293522 11209188 11840816 8843990 24173332 23346700 567,295 1393926
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 1,662,302)
103,352 -36,827 895,340 611,578 726,441 1610269 1584954 52,032 77,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 13.3 45.3 47.9 35.7 97.7 94.4 2.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
56 119 134 122 136 263 313
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 957,797
COMMITMENTS
110,828 96,804 158,246 579,125 602,061 848,199 857,112 109,597 100,685
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 125,664)
1,377 19,092 41,675 71,273 55,280 114,325 116,047 11,339 9,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 10.1 16.5 60.5 62.9 88.6 89.5 11.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 719)
193 178 217 248 266 544 558
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 136,954
COMMITMENTS
4,846 9,097 29,605 67,223 66,969 101,674 105,670 35,280 31,283
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 39,724)
1,282 3,678 13,034 18,394 17,175 32,709 33,887 7,014 5,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 6.6 21.6 49.1 48.9 74.2 77.2 25.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
12 18 26 28 27 56 55
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| 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: 22,021
COMMITMENTS
480 268 0 19,742 20,764 20,222 21,032 1,799 989
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.2 0.0 89.7 94.3 91.8 95.5 8.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 10 11 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,104,215
COMMITMENTS
550,908 459,529 622,213 2559507 2675464 3732628 3757206 371,587 347,009
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 429,699)
9,763 86,357 133,919 264,395 190,524 408,077 410,800 21,622 18,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 11.2 15.2 62.4 65.2 90.9 91.5 9.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 701)
188 169 205 240 263 522 543
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| 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: 33,801
COMMITMENTS
13,922 0 0 16,476 33,399 30,398 33,399 3,403 402
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -325)
-950 0 0 848 -292 -102 -292 -223 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 0.0 0.0 48.7 98.8 89.9 98.8 10.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 0 0 10 9 19 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| 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: 25,010
COMMITMENTS
0 981 0 23,722 22,959 23,722 23,940 1,288 1,070
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -57)
0 0 0 1,070 -535 1,070 -535 -1,127 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 94.9 91.8 94.9 95.7 5.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 11 9 11 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,871
COMMITMENTS
22,991 2,876 855 53,354 83,739 77,200 87,470 13,671 3,401
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,605)
-1,953 -423 465 1,209 -1,101 -279 -1,059 -1,326 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 3.2 0.9 58.7 92.2 85.0 96.3 15.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
15 7 5 45 33 60 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,915
COMMITMENTS
18,356 14,848 3,117 26,074 29,223 47,548 47,189 7,367 7,726
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -2,351)
-1,442 -1,220 655 -1,748 -2,430 -2,534 -2,994 183 644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 27.0 5.7 47.5 53.2 86.6 85.9 13.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
77 79 41 69 78 168 176
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 274,574
COMMITMENTS
91,782 74,242 15,587 130,369 146,114 237,738 235,943 36,836 38,631
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -11,755)
-7,209 -6,102 3,277 -8,740 -12,148 -12,672 -14,972 917 3,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 27.0 5.7 47.5 53.2 86.6 85.9 13.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
77 79 41 69 78 168 176
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 139,675
COMMITMENTS
52,691 45,551 11,067 43,878 57,503 107,636 114,121 32,039 25,554
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -2,546)
7,782 -16,506 -2,950 -10,332 18,603 -5,500 -854 2,955 -1,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 32.6 7.9 31.4 41.2 77.1 81.7 22.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
37 23 20 27 27 71 63
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 582,619
COMMITMENTS
176,297 139,134 11,267 372,301 416,529 559,865 566,931 22,754 15,688
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -10,681)
-9,287 2,946 1,532 -1,568 -16,798 -9,323 -12,321 -1,358 1,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 23.9 1.9 63.9 71.5 96.1 97.3 3.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
74 44 29 114 105 197 169
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,320
COMMITMENTS
14,148 18,672 513 22,424 23,795 37,085 42,980 9,235 3,340
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 5,845)
1,247 6,413 245 3,553 -569 5,045 6,089 800 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 40.3 1.1 48.4 51.4 80.1 92.8 19.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 11 2 15 10 34 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,872
COMMITMENTS
22,984 15,040 1,414 28,196 16,297 52,594 32,751 9,278 29,121
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 9,084)
6,470 4,544 755 1,860 -229 9,085 5,070 -1 4,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 24.3 2.3 45.6 26.3 85.0 52.9 15.0 47.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
27 15 7 32 22 62 41
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| 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: 93,583
COMMITMENTS
10,612 2,010 25,431 57,496 66,142 93,539 93,583 44 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 627)
74 0 160 393 467 627 627 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 2.1 27.2 61.4 70.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 1 1 15 16 22 18
Updated January 12, 2018