MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 19,624
COMMITMENTS
2,560 3,980 640 16,144 14,764 19,344 19,384 280 240
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 220)
0 -20 0 200 240 200 220 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 20.3 3.3 82.3 75.2 98.6 98.8 1.4 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,339
COMMITMENTS
823 2,163 1,382 5,881 4,607 8,085 8,152 1,253 1,186
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 557)
67 300 16 418 497 502 813 55 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 23.2 14.8 63.0 49.3 86.6 87.3 13.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 13 11 20 20 32 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,349
COMMITMENTS
14,156 4,119 16,822 16,543 17,202 47,521 38,144 4,828 14,206
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 544)
957 914 -535 70 39 492 418 52 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 7.9 32.1 31.6 32.9 90.8 72.9 9.2 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
26 17 26 30 26 63 62
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,284
COMMITMENTS
917 602 2,655 7,919 7,944 11,491 11,202 793 1,082
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 347)
87 155 -98 404 349 392 405 -46 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 4.9 21.6 64.5 64.7 93.5 91.2 6.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 10 11 24 23 37 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 291,213
COMMITMENTS
93,653 27,150 73,195 99,305 142,490 266,153 242,835 25,060 48,378
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,368)
-1,892 1,280 1,489 -259 -1,963 -661 806 2,030 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 9.3 25.1 34.1 48.9 91.4 83.4 8.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
118 82 133 81 97 271 251
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 410,402
COMMITMENTS
132,614 26,011 98,947 149,536 228,362 381,097 353,321 29,305 57,081
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 5,608)
8,050 -2,954 359 844 5,964 9,253 3,369 -3,645 2,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 6.3 24.1 36.4 55.6 92.9 86.1 7.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
138 97 150 150 169 372 354
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,951
COMMITMENTS
4,415 1,570 1,053 982 4,253 6,450 6,877 1,501 1,075
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 300)
177 -166 169 -51 127 295 129 5 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 19.7 13.2 12.4 53.5 81.1 86.5 18.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
37 15 11 18 27 64 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 65,271
COMMITMENTS
23,222 10,933 18,364 14,847 16,009 56,433 45,305 8,838 19,966
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 887)
538 -412 840 -173 -13 1,204 415 -317 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 16.7 28.1 22.7 24.5 86.5 69.4 13.5 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
59 58 81 64 77 180 174
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,794
COMMITMENTS
441 3,188 328 2,884 818 3,653 4,334 1,141 459
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 12)
-21 97 -49 198 -8 128 41 -117 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 66.5 6.8 60.2 17.1 76.2 90.4 23.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 8 5 12 5 21 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 47,910
COMMITMENTS
2,005 12,978 8,981 35,689 20,283 46,675 42,241 1,235 5,668
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,320)
209 -494 595 506 1,079 1,311 1,180 9 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 27.1 18.7 74.5 42.3 97.4 88.2 2.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
12 24 18 27 33 51 63
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 62,563
COMMITMENTS
33,080 6,940 0 27,231 54,465 60,311 61,405 2,252 1,158
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 53)
-1,035 -65 0 803 9 -232 -56 285 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 11.1 0.0 43.5 87.1 96.4 98.1 3.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
17 4 0 4 8 21 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 189,081
COMMITMENTS
69,254 44,865 14,399 61,842 109,963 145,495 169,227 43,586 19,854
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 8,252)
8,714 2,494 1,368 -1,619 6,310 8,463 10,173 -211 -1,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 23.7 7.6 32.7 58.2 76.9 89.5 23.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
38 26 21 32 25 82 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 72,150
COMMITMENTS
14,358 36,359 947 46,205 17,487 61,510 54,792 10,641 17,358
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,584)
6 1,018 866 -1,167 2,588 -295 4,472 1,879 -2,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 50.4 1.3 64.0 24.2 85.3 75.9 14.7 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 20 8 11 16 27 38
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 179,376
COMMITMENTS
98,022 36,829 1,564 72,529 137,512 172,115 175,905 7,261 3,472
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 6,570)
15,232 806 380 -10,558 6,183 5,055 7,368 1,515 -798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.6 20.5 0.9 40.4 76.7 96.0 98.1 4.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
69 41 9 16 22 87 70
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 300,486
COMMITMENTS
97,564 60,072 38,643 121,697 172,542 257,904 271,257 42,583 29,230
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 34,076)
11,875 4,674 11,841 9,101 15,993 32,818 32,508 1,257 1,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 20.0 12.9 40.5 57.4 85.8 90.3 14.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
51 26 26 32 41 95 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 272,483
COMMITMENTS
35,142 160,003 20,161 188,571 59,250 243,874 239,415 28,610 33,068
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 5,097)
-1,272 1,502 1,472 5,473 2,449 5,673 5,423 -576 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 58.7 7.4 69.2 21.7 89.5 87.9 10.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
25 44 28 37 40 84 90
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 711,510
COMMITMENTS
252,486 109,389 75,056 283,457 470,923 610,999 655,368 100,511 56,141
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 22,080)
8,432 3,683 5,458 8,615 18,507 22,504 27,647 -424 -5,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 15.4 10.5 39.8 66.2 85.9 92.1 14.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
125 56 70 80 66 226 171
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 38,175
COMMITMENTS
14,580 5,862 37 10,134 27,603 24,751 33,502 13,424 4,673
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -909)
-15 -791 -150 46 -480 -119 -1,421 -790 512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 15.4 0.1 26.5 72.3 64.8 87.8 35.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 5 2 12 10 22 16
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,901
COMMITMENTS
12,102 8,981 425 7,098 15,683 19,625 25,089 9,276 3,812
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 140)
512 637 280 -21 -329 771 588 -631 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 31.1 1.5 24.6 54.3 67.9 86.8 32.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 5 5 9 6 18 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,605
COMMITMENTS
19,152 9,581 121 9,551 20,341 28,824 30,043 1,781 562
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -1,270)
-2,067 -431 10 735 -740 -1,322 -1,161 52 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.6 31.3 0.4 31.2 66.5 94.2 98.2 5.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 11 2 6 7 21 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,374
COMMITMENTS
24,620 26,086 1,594 22,850 21,606 49,064 49,286 4,310 4,088
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 6,594)
6,825 300 733 -1,066 5,417 6,492 6,450 102 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 48.9 3.0 42.8 40.5 91.9 92.3 8.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
40 27 7 8 13 51 45
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,292
COMMITMENTS
11,254 2,660 439 203 9,313 11,896 12,412 1,396 880
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 175)
-408 -249 248 203 201 43 200 132 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.7 20.0 3.3 1.5 70.1 89.5 93.4 10.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 5 2 1 7 14 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,573,266
COMMITMENTS
962,447 3398349 12521478 12481130 9143152 25965055 25062979 608,211 1510287
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,650,506)
-304,650 -127,010 1277704 642,939 404,990 1615993 1555684 34,512 94,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 12.8 47.1 47.0 34.4 97.7 94.3 2.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
49 124 133 122 136 261 312
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,041,242
COMMITMENTS
125,984 95,289 196,993 614,866 652,778 937,843 945,060 103,399 96,182
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 7,928)
9,598 3,368 3,823 -10 2,578 13,411 9,770 -5,482 -1,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 9.2 18.9 59.1 62.7 90.1 90.8 9.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 717)
210 158 221 258 266 564 549
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 160,447
COMMITMENTS
5,780 12,227 38,651 76,564 86,637 120,995 137,515 39,452 22,932
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 141)
187 3,616 -646 -3,890 792 -4,349 3,762 4,490 -3,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.6 24.1 47.7 54.0 75.4 85.7 24.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
12 19 26 28 30 58 57
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| 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: 23,298
COMMITMENTS
239 0 0 20,996 22,201 21,235 22,201 2,063 1,097
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 90.1 95.3 91.1 95.3 8.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 11 11 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,403,978
COMMITMENTS
652,761 467,053 739,969 2691512 2830705 4084241 4037726 319,736 366,251
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 38,936)
73,526 25,230 -4,125 19,399 8,932 88,800 30,038 -49,864 8,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 10.6 16.8 61.1 64.3 92.7 91.7 7.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 702)
205 151 211 252 263 545 537
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| 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: 30,109
COMMITMENTS
13,244 0 0 13,182 29,740 26,426 29,740 3,683 369
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -3,690)
-418 0 0 -3,558 -3,610 -3,976 -3,610 286 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 0.0 0.0 43.8 98.8 87.8 98.8 12.2 1.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| 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: 14,043
COMMITMENTS
3,842 1,194 0 9,180 12,007 13,022 13,201 1,021 842
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,613)
-73 11 0 1,797 1,221 1,724 1,232 -111 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 8.5 0.0 65.4 85.5 92.7 94.0 7.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 10 10 14 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| 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: 23,767
COMMITMENTS
0 671 0 22,694 22,153 22,694 22,824 1,073 943
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -1,729)
0 0 0 -1,441 -1,725 -1,441 -1,725 -288 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 95.5 93.2 95.5 96.0 4.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 12 11 12 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,785
COMMITMENTS
22,507 1,984 1,183 52,976 82,857 76,666 86,024 13,119 3,761
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -226)
-763 -226 443 274 -727 -46 -510 -180 284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 2.2 1.3 59.0 92.3 85.4 95.8 14.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 5 5 44 34 60 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,180
COMMITMENTS
17,845 14,494 3,452 26,447 30,069 47,743 48,014 7,436 7,166
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -3,367)
-2,041 11 215 -1,470 -3,154 -3,296 -2,928 -70 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 26.3 6.3 47.9 54.5 86.5 87.0 13.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
86 71 41 72 83 179 174
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 275,899
COMMITMENTS
89,223 72,468 17,258 132,236 150,344 238,717 240,070 37,181 35,829
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -16,833)
-10,205 55 1,074 -7,352 -15,770 -16,482 -14,641 -351 -2,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 26.3 6.3 47.9 54.5 86.5 87.0 13.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
86 71 41 72 83 179 174
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 166,106
COMMITMENTS
62,745 47,157 12,879 51,639 79,046 127,263 139,082 38,843 27,024
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 21,659)
12,854 8,128 -377 625 12,017 13,102 19,769 8,557 1,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 28.4 7.8 31.1 47.6 76.6 83.7 23.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
43 26 24 30 27 84 66
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 549,647
COMMITMENTS
153,681 116,254 10,477 364,662 406,008 528,820 532,738 20,827 16,909
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -16,406)
-22,130 -18,108 -578 6,851 -2,032 -15,858 -20,719 -548 4,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 21.2 1.9 66.3 73.9 96.2 96.9 3.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
72 47 30 113 105 197 170
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 49,964
COMMITMENTS
18,317 18,749 300 21,854 26,395 40,471 45,444 9,493 4,520
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 2,766)
2,837 854 -59 -179 667 2,599 1,462 167 1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 37.5 0.6 43.7 52.8 81.0 91.0 19.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 7 1 15 10 35 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,383
COMMITMENTS
23,592 16,120 1,682 31,885 17,436 57,159 35,238 9,224 31,145
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 8,218)
2,823 1,734 93 4,684 1,017 7,600 2,844 618 5,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 24.3 2.5 48.0 26.3 86.1 53.1 13.9 46.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
24 17 7 30 22 57 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| 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: 94,898
COMMITMENTS
15,222 2,610 24,471 55,161 67,817 94,854 94,898 44 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,345)
380 600 40 925 705 1,345 1,345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 2.8 25.8 58.1 71.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 1 1 15 16 24 18
Updated January 26, 2018