MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,996
COMMITMENTS
2,360 4,200 520 14,956 13,116 17,836 17,836 160 160
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 200)
0 240 0 200 -40 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 23.3 2.9 83.1 72.9 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,228
COMMITMENTS
763 1,539 1,962 7,320 6,589 10,045 10,089 1,183 1,138
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 314)
14 5 80 250 220 344 304 -30 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 13.7 17.5 65.2 58.7 89.5 89.9 10.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 10 10 21 20 31 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,846
COMMITMENTS
13,126 5,813 15,072 16,174 15,901 44,372 36,786 4,474 12,060
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 989)
-233 -467 752 338 429 856 714 133 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 11.9 30.9 33.1 32.6 90.8 75.3 9.2 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 21 25 34 29 69 61
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,025
COMMITMENTS
844 446 3,043 8,275 8,328 12,161 11,816 864 1,209
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 631)
-28 -130 288 270 297 530 455 100 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.4 23.4 63.5 63.9 93.4 90.7 6.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 10 11 24 20 37 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 274,952
COMMITMENTS
66,353 41,439 79,950 104,772 112,808 251,076 234,196 23,877 40,756
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 3,619)
-114 -1,395 1,371 695 2,350 1,952 2,326 1,667 1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 15.1 29.1 38.1 41.0 91.3 85.2 8.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
113 70 125 89 96 259 252
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 429,960
COMMITMENTS
153,664 32,093 96,619 148,831 241,510 399,114 370,221 30,846 59,739
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 2,815)
-849 1,093 730 2,475 937 2,357 2,761 459 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 7.5 22.5 34.6 56.2 92.8 86.1 7.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
142 103 153 140 175 375 353
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,204
COMMITMENTS
3,950 1,341 1,019 1,458 4,303 6,427 6,662 1,777 1,542
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -35)
41 -78 -221 281 146 101 -152 -135 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 16.3 12.4 17.8 52.4 78.3 81.2 21.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
36 9 10 19 23 60 39
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 68,689
COMMITMENTS
22,674 10,120 19,015 16,712 17,568 58,401 46,703 10,288 21,986
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 810)
-2,318 308 347 1,782 131 -189 787 999 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 14.7 27.7 24.3 25.6 85.0 68.0 15.0 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
67 60 83 68 83 187 192
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,821
COMMITMENTS
342 3,116 390 2,985 892 3,716 4,398 1,105 423
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 224)
9 160 57 205 2 271 219 -47 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 64.6 8.1 61.9 18.5 77.1 91.2 22.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 8 5 13 6 21 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 44,649
COMMITMENTS
2,163 12,305 8,185 33,126 19,220 43,474 39,711 1,175 4,938
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 541)
-112 618 214 410 -44 513 789 28 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 27.6 18.3 74.2 43.0 97.4 88.9 2.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
14 19 15 29 36 51 62
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 50,973
COMMITMENTS
18,591 1,511 0 30,364 48,248 48,955 49,759 2,018 1,214
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,957)
1,023 1,369 -11 522 308 1,534 1,666 423 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 3.0 0.0 59.6 94.7 96.0 97.6 4.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
16 4 0 5 7 21 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 167,759
COMMITMENTS
54,621 30,051 17,701 55,589 96,938 127,911 144,690 39,849 23,069
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 3,006)
4,731 4,531 2,300 -3,653 -6,914 3,378 -83 -372 3,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 17.9 10.6 33.1 57.8 76.2 86.2 23.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
32 23 23 29 27 74 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,488
COMMITMENTS
15,888 31,887 1,298 38,913 22,877 56,099 56,062 13,389 13,426
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -123)
-1,175 -964 65 1,168 590 58 -309 -181 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 45.9 1.9 56.0 32.9 80.7 80.7 19.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 17 5 12 14 26 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 189,989
COMMITMENTS
120,144 27,597 899 62,059 157,060 183,102 185,556 6,888 4,433
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -7,058)
-6,921 -4,618 111 -153 -2,832 -6,963 -7,338 -95 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.2 14.5 0.5 32.7 82.7 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
74 34 6 15 23 92 60
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 252,645
COMMITMENTS
63,722 48,211 35,531 114,182 141,876 213,435 225,619 39,210 27,026
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 7,655)
5,736 337 -955 2,223 6,041 7,004 5,422 651 2,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 19.1 14.1 45.2 56.2 84.5 89.3 15.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
44 23 24 32 45 85 83
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 304,217
COMMITMENTS
45,825 142,502 28,300 193,610 105,269 267,735 276,071 36,482 28,146
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -9,886)
-1,084 -11,291 -1,547 -4,622 3,333 -7,253 -9,505 -2,633 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 46.8 9.3 63.6 34.6 88.0 90.7 12.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
37 41 29 42 39 97 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 666,606
COMMITMENTS
237,909 98,059 61,895 272,090 449,299 571,894 609,252 94,712 57,354
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 4,799)
9,056 -1,437 2,127 -7,024 34 4,159 724 640 4,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 14.7 9.3 40.8 67.4 85.8 91.4 14.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
120 56 68 79 67 216 174
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,168
COMMITMENTS
12,329 6,943 45 7,965 24,294 20,339 31,282 14,829 3,886
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -257)
-230 295 -3 -72 -254 -305 38 48 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 19.7 0.1 22.6 69.1 57.8 89.0 42.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 5 2 9 9 19 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,649
COMMITMENTS
12,602 1,975 756 5,358 17,936 18,716 20,667 6,933 4,982
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -608)
-34 -2,953 15 43 1,787 24 -1,151 -632 543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 7.7 2.9 20.9 69.9 73.0 80.6 27.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 3 5 9 8 17 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 47,344
COMMITMENTS
19,454 16,921 107 25,987 29,445 45,548 46,473 1,796 871
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 11,647)
1,583 1,468 -15 10,064 10,067 11,632 11,520 15 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 35.7 0.2 54.9 62.2 96.2 98.2 3.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 6 2 6 6 20 13
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 58,443
COMMITMENTS
32,179 33,170 931 20,539 20,242 53,649 54,343 4,794 4,100
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 3,960)
2,757 4,692 612 638 -1,004 4,007 4,300 -47 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.1 56.8 1.6 35.1 34.6 91.8 93.0 8.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
46 25 5 11 13 58 43
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,644
COMMITMENTS
9,814 1,894 2,961 207 8,872 12,982 13,727 1,662 917
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -17)
-208 -84 50 4 -103 -154 -137 137 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 12.9 20.2 1.4 60.6 88.7 93.7 11.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 8 2 2 5 13 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 34,324,197
COMMITMENTS
768,054 3595882 17846137 14918469 11265775 33532659 32707794 791,537 1616403
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,721,539)
-1,020 136,945 1134922 612,134 496,251 1746036 1768117 -24,497 -46,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 10.5 52.0 43.5 32.8 97.7 95.3 2.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
49 125 150 119 133 277 316
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 971,176
COMMITMENTS
110,473 97,539 158,221 607,398 626,446 876,091 882,206 95,085 88,970
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -11,358)
1,134 -534 -11,291 4,311 4,318 -5,846 -7,507 -5,512 -3,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 10.0 16.3 62.5 64.5 90.2 90.8 9.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 650)
180 126 169 262 262 510 490
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 127,097
COMMITMENTS
8,441 14,649 22,959 72,208 62,185 103,607 99,794 23,490 27,303
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 2,728)
3,497 -722 -2,102 3,319 6,641 4,714 3,817 -1,986 -1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 11.5 18.1 56.8 48.9 81.5 78.5 18.5 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 14 25 33 34 60 60
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| 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: 23,039
COMMITMENTS
0 1,624 0 21,315 20,965 21,315 22,589 1,724 450
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 402)
0 101 0 300 520 300 621 102 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.0 92.5 91.0 92.5 98.0 7.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 9 14 9 16
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| 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: 14,362
COMMITMENTS
2,231 0 0 10,041 13,734 12,272 13,734 2,090 628
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -26)
214 0 0 -5 -52 209 -52 -235 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 0.0 0.0 69.9 95.6 85.4 95.6 14.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 0 11 9 16 9
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,220,396
COMMITMENTS
582,731 487,017 603,741 2675950 2821304 3862421 3912063 357,974 308,333
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -70,427)
7,156 19,913 -64,917 4,963 -11,615 -52,799 -56,620 -17,629 -13,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 11.5 14.3 63.4 66.8 91.5 92.7 8.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
172 126 162 257 260 496 481
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| 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: 30,595
COMMITMENTS
14,146 509 0 13,643 29,829 27,789 30,338 2,806 257
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 850)
910 509 0 268 544 1,178 1,053 -328 -203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 1.7 0.0 44.6 97.5 90.8 99.2 9.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 2 0 9 11 20 13
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| 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: 14,103
COMMITMENTS
2,551 1,126 0 10,048 12,354 12,599 13,480 1,504 623
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 71)
-6 0 0 2 88 -4 88 75 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 8.0 0.0 71.2 87.6 89.3 95.6 10.7 4.4
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| 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: 24,292
COMMITMENTS
0 1,785 0 23,220 21,309 23,220 23,094 1,072 1,198
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -128)
0 43 0 -416 -275 -416 -232 288 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.0 95.6 87.7 95.6 95.1 4.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 10 9 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 74,100
COMMITMENTS
13,874 2,880 701 47,608 67,084 62,183 70,665 11,917 3,435
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -1,410)
57 378 40 -2,352 -1,004 -2,255 -586 845 -824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 3.9 0.9 64.2 90.5 83.9 95.4 16.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 7 4 43 29 55 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,056
COMMITMENTS
12,043 11,339 3,025 28,374 27,902 43,442 42,265 6,614 7,791
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 95)
-801 -3,025 542 104 2,386 -155 -97 250 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 22.7 6.0 56.7 55.7 86.8 84.4 13.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
59 64 32 83 79 158 159
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 250,279
COMMITMENTS
60,213 56,694 15,124 141,872 139,508 217,209 211,326 33,070 38,953
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 474)
-4,004 -15,127 2,710 518 11,929 -776 -487 1,250 961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 22.7 6.0 56.7 55.7 86.8 84.4 13.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
59 64 32 83 79 158 159
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,576
COMMITMENTS
49,976 38,337 16,904 42,970 58,248 109,850 113,489 30,726 27,087
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 3,613)
1,684 2,958 1,680 276 -2,601 3,640 2,038 -27 1,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 27.3 12.0 30.6 41.4 78.1 80.7 21.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
32 22 22 29 25 70 60
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 533,201
COMMITMENTS
109,979 114,099 11,201 394,065 392,236 515,245 517,536 17,957 15,665
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -3,497)
6,756 2,533 -2,260 -8,973 -4,117 -4,477 -3,843 980 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 21.4 2.1 73.9 73.6 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
52 51 23 115 108 176 173
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,941
COMMITMENTS
25,645 17,277 126 23,018 35,082 48,789 52,485 7,152 3,456
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -543)
350 -882 114 -99 16 365 -752 -908 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 30.9 0.2 41.1 62.7 87.2 93.8 12.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
22 7 3 18 9 41 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 82,554
COMMITMENTS
26,238 13,222 2,650 43,742 32,942 72,630 48,814 9,924 33,740
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -2,617)
-863 -427 754 -2,731 2,086 -2,840 2,413 223 -5,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 16.0 3.2 53.0 39.9 88.0 59.1 12.0 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
27 15 6 30 24 60 42
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| 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: 105,739
COMMITMENTS
23,389 2,940 24,464 57,631 78,114 105,484 105,518 255 221
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 398)
16 0 398 -16 0 398 398 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 2.8 23.1 54.5 73.9 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 March 2, 2018