MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 26,318
COMMITMENTS
1,320 4,636 2,740 21,898 18,562 25,958 25,938 360 380
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -2,836)
-280 -1,180 160 -1,996 -1,096 -2,116 -2,116 -720 -720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 17.6 10.4 83.2 70.5 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 9 5 9 7 16 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,244
COMMITMENTS
465 678 272 3,658 3,959 4,395 4,909 849 335
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -761)
15 -141 -67 -582 -573 -634 -781 -127 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 12.9 5.2 69.8 75.5 83.8 93.6 16.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 5 11 17 17 30 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,646
COMMITMENTS
15,365 7,501 752 7,615 14,105 23,732 22,358 2,914 4,288
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -4,087)
-2,182 -479 -570 -1,308 -2,683 -4,060 -3,732 -27 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.7 28.2 2.8 28.6 52.9 89.1 83.9 10.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
19 23 15 15 26 43 55
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,945
COMMITMENTS
528 308 352 4,347 4,651 5,227 5,311 718 634
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -704)
-115 -353 -70 -624 -292 -809 -715 105 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 5.2 5.9 73.1 78.2 87.9 89.3 12.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 5 8 22 17 31 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 271,088
COMMITMENTS
106,732 48,057 36,864 102,408 146,045 246,004 230,966 25,084 40,122
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 13,560)
10,677 2,836 -3,585 4,566 12,300 11,658 11,551 1,902 2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 17.7 13.6 37.8 53.9 90.7 85.2 9.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
123 72 105 69 98 252 231
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 377,773
COMMITMENTS
164,605 44,600 53,500 131,424 228,511 349,529 326,611 28,244 51,162
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -8,319)
-8,479 -704 -2,128 4,071 -4,217 -6,536 -7,049 -1,783 -1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 11.8 14.2 34.8 60.5 92.5 86.5 7.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
126 81 105 102 160 292 303
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,840
COMMITMENTS
945 1,057 557 1,095 1,416 2,597 3,030 1,243 810
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -367)
-230 -133 -89 -35 -91 -354 -313 -13 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 27.5 14.5 28.5 36.9 67.6 78.9 32.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 12 9 14 18 33 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,273
COMMITMENTS
26,521 11,301 8,494 14,600 18,481 49,615 38,276 7,658 18,997
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 960)
-87 282 -253 955 802 615 831 345 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 19.7 14.8 25.5 32.3 86.6 66.8 13.4 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
59 48 50 44 80 134 157
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 21,409
COMMITMENTS
2,930 13,625 847 16,879 5,919 20,656 20,391 753 1,018
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -3,145)
-854 -2,615 -43 -2,394 -536 -3,291 -3,194 146 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 63.6 4.0 78.8 27.6 96.5 95.2 3.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 11 11 20 15 37 32
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,534
COMMITMENTS
4,001 7,795 90 29,101 25,650 33,192 33,535 1,342 999
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,403)
-905 2,221 0 2,112 -812 1,207 1,409 196 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 22.6 0.3 84.3 74.3 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 11 1 9 6 18 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 145,079
COMMITMENTS
34,300 73,672 5,242 71,029 38,736 110,571 117,650 34,508 27,429
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,281)
5,602 -4,521 206 -7,898 7,787 -2,090 3,472 3,371 -2,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 50.8 3.6 49.0 26.7 76.2 81.1 23.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
30 21 15 24 26 62 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,491
COMMITMENTS
10,928 11,041 739 9,200 11,705 20,867 23,485 17,624 15,006
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,127)
-290 -4,846 -237 -1,147 4,577 -1,674 -506 2,801 1,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 28.7 1.9 23.9 30.4 54.2 61.0 45.8 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 7 4 6 8 19 17
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 210,730
COMMITMENTS
119,408 34,549 1,707 77,093 171,078 198,208 207,334 12,522 3,396
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -2,085)
-6,611 -10,463 857 -310 7,164 -6,064 -2,442 3,979 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.7 16.4 0.8 36.6 81.2 94.1 98.4 5.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
81 27 8 18 24 105 55
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 201,379
COMMITMENTS
54,025 81,792 8,199 108,720 83,969 170,944 173,960 30,435 27,419
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 13,580)
10,318 -1,048 1,908 -3,923 14,520 8,303 15,380 5,277 -1,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 40.6 4.1 54.0 41.7 84.9 86.4 15.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
31 30 16 27 37 66 75
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 207,597
COMMITMENTS
43,648 118,684 4,720 141,824 43,641 190,192 167,045 17,405 40,552
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 23,892)
5,394 19,080 305 18,371 2,198 24,070 21,583 -178 2,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 57.2 2.3 68.3 21.0 91.6 80.5 8.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
27 46 15 29 31 63 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 422,496
COMMITMENTS
185,925 108,461 15,675 144,260 244,301 345,860 368,437 76,636 54,059
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 21,936)
6,254 -12,515 1,255 8,126 32,662 15,635 21,402 6,301 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 25.7 3.7 34.1 57.8 81.9 87.2 18.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
97 57 40 60 65 175 145
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,598
COMMITMENTS
12,709 3,726 1,158 7,402 24,572 21,269 29,456 12,329 4,142
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -1,187)
-945 -1,344 -65 -123 205 -1,133 -1,204 -54 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 11.1 3.4 22.0 73.1 63.3 87.7 36.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 3 9 5 17 10
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,251
COMMITMENTS
10,389 6,365 0 8,643 12,615 19,032 18,980 1,219 1,271
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,672)
749 1,007 0 1,171 -2 1,920 1,005 -248 667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.3 31.4 0.0 42.7 62.3 94.0 93.7 6.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 15 0 7 5 18 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 57,560
COMMITMENTS
44,484 15,351 142 6,245 37,544 50,871 53,037 6,689 4,523
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 136)
-517 -4,417 45 -136 4,838 -608 466 744 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.3 26.7 0.2 10.8 65.2 88.4 92.1 11.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
43 28 4 5 17 50 47
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 26,755
COMMITMENTS
20,765 1,641 1,437 3,456 22,657 25,658 25,735 1,097 1,020
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -2,780)
-2,835 -1,946 -139 1 -804 -2,973 -2,889 193 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.6 6.1 5.4 12.9 84.7 95.9 96.2 4.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
13 6 2 4 7 17 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,050,744
COMMITMENTS
809,961 2440796 2589369 8991797 6803443 12391127 11833608 659,617 1217136
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 68,313)
46,156 16,284 -22,441 20,569 -21,487 44,284 -27,644 24,029 95,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 18.7 19.8 68.9 52.1 94.9 90.7 5.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
48 101 112 107 137 232 289
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 613,110
COMMITMENTS
99,852 83,660 25,116 414,631 431,678 539,599 540,454 73,511 72,656
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -2,983)
-664 -10,046 1,966 -3,120 5,822 -1,819 -2,259 -1,165 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 13.6 4.1 67.6 70.4 88.0 88.1 12.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587)
128 134 69 218 231 372 409
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 42,671
COMMITMENTS
3,969 1,690 0 17,077 28,879 21,046 30,569 21,625 12,102
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,809)
459 -7 0 2,212 2,313 2,671 2,306 -862 -497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 4.0 0.0 40.0 67.7 49.3 71.6 50.7 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 9 0 14 20 20 29
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,852,197
COMMITMENTS
482,309 412,742 122,686 1987770 2013997 2592765 2549425 259,432 302,772
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -23,962)
-4,457 -49,038 8,671 -26,662 17,544 -22,448 -22,823 -1,514 -1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 14.5 4.3 69.7 70.6 90.9 89.4 9.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 580)
126 133 65 215 225 367 398
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 15,483
COMMITMENTS
10,000 814 0 3,631 13,947 13,631 14,761 1,852 722
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 460)
358 165 0 127 321 485 486 -25 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.6 5.3 0.0 23.5 90.1 88.0 95.3 12.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 0 6 8 12 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 94,441
COMMITMENTS
23,698 2,275 930 57,138 87,697 81,766 90,902 12,675 3,539
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 910)
-177 -432 -911 1,429 2,335 341 992 569 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 2.4 1.0 60.5 92.9 86.6 96.3 13.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 5 5 41 35 55 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,428
COMMITMENTS
20,782 13,067 1,117 29,353 37,492 51,253 51,676 7,175 6,752
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,251)
-1,483 1,042 -83 2,853 341 1,287 1,300 -36 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 22.4 1.9 50.2 64.2 87.7 88.4 12.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
69 75 17 63 81 141 164
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 292,139
COMMITMENTS
103,912 65,333 5,587 146,764 187,459 256,263 258,379 35,876 33,760
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 6,257)
-7,413 5,210 -415 14,263 1,706 6,435 6,501 -178 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 22.4 1.9 50.2 64.2 87.7 88.4 12.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
69 75 17 63 81 141 164
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 100,735
COMMITMENTS
57,544 25,130 3,151 12,063 50,973 72,758 79,254 27,977 21,481
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 10,782)
8,638 -4,027 424 -917 17,542 8,145 13,939 2,637 -3,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.1 24.9 3.1 12.0 50.6 72.2 78.7 27.8 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
34 26 14 16 22 58 54
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,443
COMMITMENTS
13,172 6,605 0 15,040 26,946 28,212 33,551 8,231 2,892
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -402)
639 -327 0 -705 106 -66 -221 -336 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 18.1 0.0 41.3 73.9 77.4 92.1 22.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 6 0 16 11 29 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 67,437
COMMITMENTS
16,924 9,004 1,126 37,996 19,818 56,046 29,948 11,391 37,489
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -1,983)
2,532 31 123 -5,766 2,935 -3,111 3,089 1,128 -5,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 13.4 1.7 56.3 29.4 83.1 44.4 16.9 55.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
27 9 5 27 18 55 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| 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: 82,411
COMMITMENTS
6,158 16,562 20,834 55,393 45,015 82,385 82,411 26 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,864)
-2,578 1,140 202 4,261 522 1,885 1,864 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 20.1 25.3 67.2 54.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 2 11 13 16 16
Updated July 7, 2017