MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 24,216
COMMITMENTS
760 5,120 2,520 20,552 16,192 23,832 23,832 384 384
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,020)
-240 220 480 780 320 1,020 1,020 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 21.1 10.4 84.9 66.9 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 10 8 8 7 17 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,790
COMMITMENTS
217 575 466 4,253 4,343 4,936 5,384 854 406
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 175)
17 18 58 222 122 297 198 -122 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 9.9 8.0 73.5 75.0 85.3 93.0 14.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 7 9 20 19 31 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,308
COMMITMENTS
12,579 7,970 1,089 10,647 12,617 24,315 21,676 1,993 4,632
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 762)
378 782 -12 475 239 841 1,009 -79 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 30.3 4.1 40.5 48.0 92.4 82.4 7.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
19 20 13 21 21 47 47
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,617
COMMITMENTS
742 804 412 4,616 5,075 5,770 6,291 847 326
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 291)
28 28 -1 228 282 255 309 36 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 12.2 6.2 69.8 76.7 87.2 95.1 12.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 7 8 22 15 32 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,254
COMMITMENTS
91,464 65,177 47,695 107,968 112,792 247,127 225,664 19,127 40,590
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 16,919)
1,122 3,496 6,809 9,575 6,926 17,506 17,231 -587 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 24.5 17.9 40.6 42.4 92.8 84.8 7.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
82 125 129 68 85 248 264
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 326,758
COMMITMENTS
136,348 43,182 40,186 124,826 194,501 301,360 277,869 25,398 48,889
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 7,256)
2,205 -3,125 3,446 337 5,572 5,988 5,893 1,268 1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 13.2 12.3 38.2 59.5 92.2 85.0 7.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
114 72 118 87 148 264 294
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,559
COMMITMENTS
2,630 1,503 480 765 2,748 3,875 4,731 1,684 828
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 154)
53 8 55 4 -44 112 19 42 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 27.0 8.6 13.8 49.4 69.7 85.1 30.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 11 8 14 19 45 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,152
COMMITMENTS
26,010 11,538 8,964 11,869 15,467 46,843 35,969 7,309 18,183
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 2,653)
2,991 2,169 64 -237 80 2,818 2,313 -165 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 21.3 16.6 21.9 28.6 86.5 66.4 13.5 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
63 53 62 40 68 143 154
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 20,735
COMMITMENTS
2,635 11,430 544 16,911 7,756 20,090 19,730 645 1,005
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,052)
27 355 249 825 262 1,101 866 -49 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 55.1 2.6 81.6 37.4 96.9 95.2 3.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 8 5 22 20 37 31
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,905
COMMITMENTS
15,957 5,412 0 21,840 33,009 37,797 38,421 2,108 1,484
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -8,803)
3,038 -2,275 0 -11,629 -6,193 -8,591 -8,468 -212 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 13.6 0.0 54.7 82.7 94.7 96.3 5.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
15 5 0 5 8 20 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 299,169
COMMITMENTS
100,675 41,829 3,278 149,713 229,684 253,666 274,791 45,503 24,378
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 71,238)
9,030 683 -7,901 71,395 77,295 72,524 70,077 -1,286 1,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 14.0 1.1 50.0 76.8 84.8 91.9 15.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
48 19 14 23 29 78 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 35,451
COMMITMENTS
13,387 14,956 979 10,329 5,775 24,695 21,710 10,756 13,741
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -8,625)
-169 86 -1,272 -6,541 -5,887 -7,982 -7,073 -643 -1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 42.2 2.8 29.1 16.3 69.7 61.2 30.3 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 13 5 3 6 19 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 218,381
COMMITMENTS
136,338 59,386 1,401 71,639 154,781 209,378 215,568 9,003 2,813
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -39,711)
-6,850 33,196 -30,005 -2,772 -42,748 -39,627 -39,557 -84 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.4 27.2 0.6 32.8 70.9 95.9 98.7 4.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
79 39 10 17 21 103 63
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 202,582
COMMITMENTS
76,556 86,717 12,529 80,934 75,089 170,019 174,335 32,563 28,247
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -71,138)
7,618 -28,306 -10,539 -67,870 -29,246 -70,791 -68,091 -347 -3,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 42.8 6.2 40.0 37.1 83.9 86.1 16.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
40 31 21 31 35 86 72
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 185,352
COMMITMENTS
42,435 93,757 4,949 120,365 53,357 167,749 152,063 17,603 33,289
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -15,092)
1,793 -4,182 -3,953 -7,027 -6,533 -9,187 -14,668 -5,905 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 50.6 2.7 64.9 28.8 90.5 82.0 9.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
26 38 16 33 31 67 77
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 431,108
COMMITMENTS
190,025 127,272 15,019 149,288 236,626 354,332 378,917 76,776 52,191
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -56,317)
-1,077 22,228 -16,966 -26,312 -55,159 -44,355 -49,897 -11,962 -6,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 29.5 3.5 34.6 54.9 82.2 87.9 17.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
91 64 38 58 66 168 149
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,105
COMMITMENTS
11,069 1,653 835 9,323 26,676 21,227 29,164 11,878 3,941
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -3,415)
-2,600 -78 -166 1,026 -2,607 -1,740 -2,851 -1,675 -564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 5.0 2.5 28.2 80.6 64.1 88.1 35.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 3 9 5 19 9
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,918
COMMITMENTS
22,219 11,304 693 6,867 19,418 29,779 31,415 2,139 503
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,382)
960 1,408 5 305 -156 1,270 1,257 112 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.6 35.4 2.2 21.5 60.8 93.3 98.4 6.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 11 2 6 7 19 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,073
COMMITMENTS
23,248 16,578 151 8,494 17,167 31,893 33,896 5,180 3,177
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -12,183)
-1,902 3,778 -1,206 -8,660 -14,531 -11,768 -11,959 -415 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.7 44.7 0.4 22.9 46.3 86.0 91.4 14.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
42 19 4 10 8 52 31
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,843
COMMITMENTS
17,509 4,640 57 1,392 14,476 18,958 19,173 885 670
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -19,548)
-5,053 -5,576 -4,027 -10,263 -9,801 -19,343 -19,404 -205 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.2 23.4 0.3 7.0 73.0 95.5 96.6 4.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
16 7 1 3 5 19 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,874,962
COMMITMENTS
970,521 2417034 2563586 8679412 6796214 12213519 11776834 661,443 1098128
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -1,434,807)
-74,844 -111,534 -589,469 -740,394 -769,879 -1404707 -1470882 -30,100 36,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 18.8 19.9 67.4 52.8 94.9 91.5 5.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
50 112 108 115 136 237 294
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 661,762
COMMITMENTS
117,587 96,450 17,411 455,970 468,501 590,968 582,361 70,793 79,400
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -149,051)
-4,387 6,245 -17,320 -116,804 -125,646 -138,511 -136,721 -10,540 -12,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 14.6 2.6 68.9 70.8 89.3 88.0 10.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
127 145 66 228 244 387 423
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 43,654
COMMITMENTS
3,915 3,046 0 20,687 24,187 24,602 27,233 19,052 16,421
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -28,535)
720 -5,988 -807 -25,059 -22,405 -25,146 -29,200 -3,389 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 7.0 0.0 47.4 55.4 56.4 62.4 43.6 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 7 0 13 16 21 23
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,090,538
COMMITMENTS
571,459 470,115 83,959 2176413 2221568 2831831 2775642 258,707 314,896
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -602,580)
-33,164 53,537 -74,938 -458,725 -516,206 -566,827 -537,607 -35,753 -64,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 15.2 2.7 70.4 71.9 91.6 89.8 8.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607)
125 145 61 222 238 376 415
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| 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: 25,916
COMMITMENTS
11,291 0 0 11,655 25,256 22,946 25,256 2,970 660
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -7,296)
1,480 0 0 -8,315 -7,244 -6,835 -7,244 -461 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 0.0 0.0 45.0 97.5 88.5 97.5 11.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 0 0 6 9 13 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| 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: 23,373
COMMITMENTS
678 774 0 20,385 21,705 21,063 22,479 2,310 894
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -16,756)
385 494 0 -12,790 -13,527 -12,405 -13,033 -4,351 -3,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 3.3 0.0 87.2 92.9 90.1 96.2 9.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 13 8 14 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,415
COMMITMENTS
23,261 2,670 495 49,194 78,079 72,950 81,244 12,465 4,171
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -5,294)
856 919 -826 -4,708 -3,884 -4,678 -3,791 -616 -1,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 3.1 0.6 57.6 91.4 85.4 95.1 14.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 6 5 37 38 52 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,922
COMMITMENTS
20,561 12,855 1,164 24,900 31,871 46,625 45,891 6,298 7,032
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -18,630)
-1,309 501 -818 -15,914 -16,632 -18,041 -16,948 -589 -1,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 24.3 2.2 47.0 60.2 88.1 86.7 11.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
71 76 24 66 85 147 175
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 264,612
COMMITMENTS
102,806 64,277 5,820 124,498 159,357 233,124 229,454 31,488 35,158
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -93,150)
-6,546 2,507 -4,088 -79,571 -83,160 -90,205 -84,741 -2,945 -8,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 24.3 2.2 47.0 60.2 88.1 86.7 11.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
71 76 24 66 85 147 175
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 158,733
COMMITMENTS
102,990 30,478 2,376 18,702 105,724 124,068 138,578 34,665 20,155
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -28,622)
1,277 -8,202 -11,234 -13,237 -9,468 -23,194 -28,904 -5,428 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.9 19.2 1.5 11.8 66.6 78.2 87.3 21.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
41 18 10 17 26 62 50
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 525,777
COMMITMENTS
137,617 176,388 7,831 362,520 329,897 507,968 514,116 17,809 11,661
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -283,760)
68,336 145,425 -165,044 -180,333 -256,517 -277,041 -276,136 -6,719 -7,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 33.5 1.5 68.9 62.7 96.6 97.8 3.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
59 46 19 89 98 157 154
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,752
COMMITMENTS
15,338 9,204 233 13,507 23,514 29,078 32,951 7,674 3,801
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,820)
670 751 233 -863 395 40 1,379 1,780 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 25.0 0.6 36.8 64.0 79.1 89.7 20.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 3 1 13 9 32 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,756
COMMITMENTS
18,584 8,686 1,179 21,856 22,072 41,619 31,937 9,137 18,819
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 3,443)
736 3,882 80 3,398 1,153 4,214 5,115 -771 -1,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 17.1 2.3 43.1 43.5 82.0 62.9 18.0 37.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
24 17 2 25 19 49 38
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| 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: 109,110
COMMITMENTS
6,288 10,533 32,072 70,736 66,503 109,096 109,108 14 2
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 2,200)
0 -560 1,200 1,008 1,560 2,208 2,200 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 9.7 29.4 64.8 61.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 12 14 17 16
Updated September 22, 2017