MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 26,270
COMMITMENTS
960 4,812 2,880 22,070 18,218 25,910 25,910 360 360
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 400)
320 0 0 80 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 18.3 11.0 84.0 69.3 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 9 6 8 7 17 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,373
COMMITMENTS
430 690 322 3,701 4,092 4,453 5,104 920 269
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 309)
19 -45 38 213 343 270 336 39 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 12.8 6.0 68.9 76.2 82.9 95.0 17.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 6 11 20 19 35 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,500
COMMITMENTS
13,090 7,332 900 9,186 13,666 23,176 21,898 3,324 4,602
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 411)
284 -204 95 -66 486 313 377 98 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 27.7 3.4 34.7 51.6 87.5 82.6 12.5 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
21 21 16 20 24 50 52
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,022
COMMITMENTS
877 355 248 4,103 5,048 5,228 5,651 794 371
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 493)
167 0 4 230 564 401 568 92 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 5.9 4.1 68.1 83.8 86.8 93.8 13.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 5 8 24 16 34 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,055
COMMITMENTS
117,237 57,479 38,874 97,396 138,213 253,507 234,566 22,548 41,489
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 12,019)
9,925 6,164 -1,271 1,809 5,656 10,463 10,549 1,556 1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 20.8 14.1 35.3 50.1 91.8 85.0 8.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
133 86 119 72 89 282 238
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 310,042
COMMITMENTS
133,366 39,740 27,578 123,965 200,414 284,909 267,732 25,133 42,310
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -16,312)
-9,711 2,078 -2,331 -3,147 -12,858 -15,189 -13,111 -1,123 -3,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 12.8 8.9 40.0 64.6 91.9 86.4 8.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
118 76 113 91 141 267 290
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,378
COMMITMENTS
1,818 1,260 303 853 2,002 2,974 3,565 1,404 813
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -369)
-240 -12 -80 -69 -171 -389 -263 20 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 28.8 6.9 19.5 45.7 67.9 81.4 32.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 12 8 15 20 36 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,650
COMMITMENTS
23,393 10,469 11,024 13,820 16,222 48,237 37,715 8,413 18,935
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -4,361)
-1,990 -959 295 -2,340 -2,278 -4,035 -2,942 -326 -1,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 18.5 19.5 24.4 28.6 85.1 66.6 14.9 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
59 43 65 44 76 144 158
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,474
COMMITMENTS
1,960 11,555 861 15,958 6,395 18,779 18,811 695 663
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 481)
-140 263 114 494 114 468 491 13 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 59.3 4.4 81.9 32.8 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 10 9 21 14 37 31
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,164
COMMITMENTS
4,842 11,646 0 30,898 24,290 35,740 35,936 1,424 1,228
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 1,694)
1,665 2,671 -42 127 -940 1,750 1,689 -56 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 31.3 0.0 83.1 65.4 96.2 96.7 3.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 7 0 10 6 21 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 192,026
COMMITMENTS
86,455 35,106 5,310 59,593 128,702 151,358 169,118 40,668 22,908
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -13,937)
-11,782 -310 327 1,527 -14,349 -9,928 -14,332 -4,009 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 18.3 2.8 31.0 67.0 78.8 88.1 21.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
44 20 21 24 25 78 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,380
COMMITMENTS
12,556 13,737 1,254 13,965 9,593 27,775 24,584 11,605 14,796
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -3,742)
-2,712 -2,933 45 -494 -1,418 -3,161 -4,306 -581 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 34.9 3.2 35.5 24.4 70.5 62.4 29.5 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 14 7 6 9 23 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 237,589
COMMITMENTS
130,900 36,051 3,233 94,885 195,458 229,018 234,742 8,571 2,847
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 18,681)
232 11,820 452 18,822 6,385 19,506 18,657 -825 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.1 15.2 1.4 39.9 82.3 96.4 98.8 3.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
79 33 5 19 25 102 59
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 213,259
COMMITMENTS
63,810 95,670 7,658 112,181 78,906 183,649 182,234 29,610 31,025
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 5,168)
5,193 11,893 -1,271 3,620 -8,917 7,542 1,705 -2,374 3,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 44.9 3.6 52.6 37.0 86.1 85.5 13.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
35 28 23 26 38 70 80
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 215,090
COMMITMENTS
43,308 120,800 6,151 145,227 56,054 194,686 183,005 20,404 32,085
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -17,737)
3,498 -14,823 -799 -20,764 232 -18,065 -15,390 328 -2,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 56.2 2.9 67.5 26.1 90.5 85.1 9.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
32 36 19 30 29 71 75
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 462,148
COMMITMENTS
190,336 111,069 21,762 174,177 278,546 386,275 411,377 75,873 50,771
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 996)
-10,895 3,523 -847 16,344 -1,077 4,602 1,599 -3,606 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 24.0 4.7 37.7 60.3 83.6 89.0 16.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
97 65 49 62 66 183 157
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,356
COMMITMENTS
11,711 5,754 1,298 3,026 13,832 16,035 20,884 7,321 2,472
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -1,004)
-958 1,703 497 -13 -3,059 -474 -859 -530 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 24.6 5.6 13.0 59.2 68.7 89.4 31.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 2 6 7 15 11
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,648
COMMITMENTS
18,071 7,257 0 5,793 17,949 23,864 25,206 1,784 442
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -1,470)
-1,308 -483 0 42 -909 -1,266 -1,392 -204 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.5 28.3 0.0 22.6 70.0 93.0 98.3 7.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 13 0 4 8 18 21
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,413
COMMITMENTS
33,509 8,670 672 7,975 35,560 42,156 44,902 6,257 3,511
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -4,738)
-6,732 1,914 -34 2,027 -6,280 -4,739 -4,400 1 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.2 17.9 1.4 16.5 73.5 87.1 92.7 12.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
48 17 5 11 12 60 33
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,819
COMMITMENTS
11,346 1,874 1,282 6,163 15,871 18,791 19,027 1,028 792
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -1,768)
12 -1,554 -29 -1,810 -195 -1,827 -1,778 59 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.2 9.5 6.5 31.1 80.1 94.8 96.0 5.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 7 2 6 5 21 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,489,005
COMMITMENTS
908,513 2577874 2790387 9119595 6964885 12818495 12333146 670,510 1155859
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -10,840)
-68,232 20,526 66,816 -45,785 -95,721 -47,201 -8,379 36,361 -2,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 19.1 20.7 67.6 51.6 95.0 91.4 5.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
55 109 117 119 145 246 309
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 695,177
COMMITMENTS
114,947 86,819 33,682 462,872 484,157 611,501 604,657 83,676 90,520
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 13,464)
5,973 -6,893 1,693 1,764 16,042 9,429 10,841 4,034 2,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 12.5 4.8 66.6 69.6 88.0 87.0 12.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626)
142 146 76 226 243 404 429
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 62,053
COMMITMENTS
3,129 5,041 0 23,849 41,711 26,978 46,752 35,075 15,301
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 3,027)
-790 990 0 -524 1,301 -1,314 2,291 4,341 736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 8.1 0.0 38.4 67.2 43.5 75.3 56.5 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 9 0 17 23 20 32
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,165,620
COMMITMENTS
573,473 423,273 154,024 2195117 2212230 2922614 2789527 243,006 376,093
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 52,183)
34,467 -38,761 7,809 11,441 73,704 53,717 42,752 -1,534 9,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 13.4 4.9 69.3 69.9 92.3 88.1 7.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
144 144 75 223 238 401 423
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 29,737
COMMITMENTS
11,925 370 0 14,421 28,431 26,346 28,801 3,391 936
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -461)
-247 -163 0 -12 -463 -259 -626 -202 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 1.2 0.0 48.5 95.6 88.6 96.9 11.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 1 0 8 7 16 8
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| 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: 22,324
COMMITMENTS
263 2,019 0 20,199 19,239 20,462 21,258 1,862 1,066
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -404)
-373 0 0 54 -523 -319 -523 -85 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 9.0 0.0 90.5 86.2 91.7 95.2 8.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 6 15 7
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,696
COMMITMENTS
23,970 2,123 775 53,756 83,569 78,501 86,467 12,195 4,229
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -1,854)
253 -517 -368 -697 -1,214 -812 -2,099 -1,042 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 2.3 0.9 59.3 92.1 86.6 95.3 13.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
16 5 6 39 40 56 50
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,505
COMMITMENTS
21,637 12,205 1,547 30,824 37,926 54,008 51,678 6,497 8,828
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 550)
417 -416 -293 124 429 248 -280 302 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 20.2 2.6 50.9 62.7 89.3 85.4 10.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
67 81 26 67 87 148 180
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 302,526
COMMITMENTS
108,186 61,024 7,736 154,120 189,628 270,042 258,388 32,484 44,138
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 2,752)
2,085 -2,079 -1,463 618 2,143 1,240 -1,399 1,512 4,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 20.2 2.6 50.9 62.7 89.3 85.4 10.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
67 81 26 67 87 148 180
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 149,809
COMMITMENTS
93,318 33,706 2,674 17,160 94,625 113,152 131,005 36,657 18,804
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -102)
1,241 -361 -436 730 2,720 1,535 1,923 -1,637 -2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.3 22.5 1.8 11.5 63.2 75.5 87.4 24.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
46 21 15 22 23 74 53
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 13,248
COMMITMENTS
2,292 4,558 1 9,505 6,571 11,798 11,130 1,450 2,118
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 34.4 0.0 71.7 49.6 89.1 84.0 10.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 8 1 11 8 18 16
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,288
COMMITMENTS
12,569 5,717 13 14,696 26,361 27,278 32,091 7,010 2,197
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -953)
-413 53 13 481 -326 81 -260 -1,034 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 16.7 0.0 42.9 76.9 79.6 93.6 20.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
19 6 1 16 11 35 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,844
COMMITMENTS
18,289 6,690 2,106 23,421 21,148 43,816 29,944 10,028 23,900
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -1,923)
-3,225 -1,844 250 3,285 7,221 310 5,627 -2,233 -7,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 12.4 3.9 43.5 39.3 81.4 55.6 18.6 44.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 15 5 26 20 48 40
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,495
COMMITMENTS
1,114 6,725 182 13,715 8,376 15,011 15,283 484 212
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 229)
-7,357 48 182 7,484 0 309 230 -80 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 43.4 1.2 88.5 54.1 96.9 98.6 3.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 5 2 8 1 16 6
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| 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: 96,738
COMMITMENTS
6,158 13,223 27,072 63,486 56,443 96,716 96,738 22 0
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -850)
0 -1,070 60 -910 160 -850 -850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 13.7 28.0 65.6 58.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 2 11 14 16 16
Updated August 18, 2017