MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,044
COMMITMENTS
1,440 4,420 1,700 19,640 16,660 22,780 22,780 264 264
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,172)
680 -700 -820 -912 468 -1,052 -1,052 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 19.2 7.4 85.2 72.3 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 10 7 8 7 17 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,997
COMMITMENTS
178 582 569 4,421 4,472 5,168 5,623 829 374
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 207)
-39 7 103 168 129 232 239 -25 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 9.7 9.5 73.7 74.6 86.2 93.8 13.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 7 10 21 19 33 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,349
COMMITMENTS
13,478 8,689 1,373 10,519 12,747 25,370 22,809 1,979 4,540
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,041)
899 719 284 -128 130 1,055 1,133 -14 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.3 31.8 5.0 38.5 46.6 92.8 83.4 7.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
15 26 16 21 20 48 50
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,620
COMMITMENTS
778 776 424 4,540 5,116 5,742 6,316 878 304
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3)
36 -28 12 -76 41 -28 25 31 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 11.7 6.4 68.6 77.3 86.7 95.4 13.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 7 9 22 15 33 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 262,832
COMMITMENTS
89,841 64,522 45,297 109,241 113,423 244,379 223,242 18,453 39,590
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -3,422)
-1,623 -655 -2,398 1,273 631 -2,748 -2,422 -674 -1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 24.5 17.2 41.6 43.2 93.0 84.9 7.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
85 120 124 65 81 243 259
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 337,971
COMMITMENTS
141,952 43,516 40,855 129,119 205,075 311,926 289,446 26,045 48,525
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 11,213)
5,604 334 669 4,293 10,574 10,566 11,577 647 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 12.9 12.1 38.2 60.7 92.3 85.6 7.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
117 73 111 89 154 263 298
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,780
COMMITMENTS
2,863 1,528 487 836 2,941 4,186 4,956 1,594 824
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 221)
233 25 7 71 193 311 225 -90 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.5 26.4 8.4 14.5 50.9 72.4 85.7 27.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 12 8 17 21 50 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,765
COMMITMENTS
28,459 13,525 11,702 12,655 16,318 52,816 41,545 6,949 18,220
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 5,613)
2,449 1,987 2,738 786 851 5,973 5,576 -360 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.6 22.6 19.6 21.2 27.3 88.4 69.5 11.6 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
69 58 66 37 66 152 160
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 20,596
COMMITMENTS
2,199 11,196 545 17,284 7,864 20,028 19,605 568 991
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -139)
-436 -234 1 373 108 -62 -125 -77 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 54.4 2.6 83.9 38.2 97.2 95.2 2.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 10 6 22 19 38 32
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,496
COMMITMENTS
16,680 5,280 0 22,573 34,859 39,253 40,139 2,243 1,357
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,591)
723 -132 0 733 1,850 1,456 1,718 135 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 12.7 0.0 54.4 84.0 94.6 96.7 5.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
15 6 0 5 8 20 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 181,913
COMMITMENTS
102,688 28,083 2,436 33,487 130,317 138,611 160,836 43,302 21,077
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -117,256)
2,013 -13,746 -842 -116,226 -99,367 -115,055 -113,955 -2,201 -3,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.4 15.4 1.3 18.4 71.6 76.2 88.4 23.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
50 20 15 18 27 75 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,765
COMMITMENTS
14,926 16,788 1,272 13,773 6,109 29,971 24,169 9,794 15,596
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 4,314)
1,539 1,832 293 3,444 334 5,276 2,459 -962 1,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 42.2 3.2 34.6 15.4 75.4 60.8 24.6 39.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 15 5 6 6 20 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 219,926
COMMITMENTS
134,621 50,894 1,708 75,173 164,278 211,502 216,880 8,424 3,046
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,545)
-1,717 -8,492 307 3,534 9,497 2,124 1,312 -579 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.2 23.1 0.8 34.2 74.7 96.2 98.6 3.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
76 41 10 19 20 101 65
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 195,509
COMMITMENTS
80,145 75,091 13,875 66,178 80,987 160,198 169,953 35,311 25,556
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -7,073)
3,589 -11,626 1,346 -14,756 5,898 -9,821 -4,382 2,748 -2,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 38.4 7.1 33.8 41.4 81.9 86.9 18.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
41 32 21 30 38 86 77
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 207,097
COMMITMENTS
42,963 114,310 6,594 140,482 50,047 190,039 170,951 17,058 36,146
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 21,745)
528 20,553 1,645 20,117 -3,310 22,290 18,888 -545 2,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 55.2 3.2 67.8 24.2 91.8 82.5 8.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
24 44 14 31 30 63 80
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 429,111
COMMITMENTS
183,679 95,512 17,222 152,592 261,208 353,493 373,942 75,618 55,169
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,997)
-6,346 -31,760 2,203 3,304 24,582 -839 -4,975 -1,158 2,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 22.3 4.0 35.6 60.9 82.4 87.1 17.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
91 59 42 57 63 167 146
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,235
COMMITMENTS
10,263 2,849 832 9,229 26,710 20,324 30,391 13,911 3,844
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,130)
-806 1,196 -3 -94 34 -903 1,227 2,033 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 8.3 2.4 27.0 78.0 59.4 88.8 40.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 3 9 5 18 10
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 43,304
COMMITMENTS
23,759 12,380 379 16,949 29,863 41,087 42,622 2,217 682
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 11,386)
1,540 1,076 -314 10,082 10,445 11,308 11,207 78 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.9 28.6 0.9 39.1 69.0 94.9 98.4 5.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 10 2 7 6 21 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,914
COMMITMENTS
22,369 14,316 286 7,499 17,287 30,154 31,889 5,760 4,025
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,159)
-879 -2,262 135 -995 120 -1,739 -2,007 580 848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.3 39.9 0.8 20.9 48.1 84.0 88.8 16.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
36 20 3 8 11 45 33
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,661
COMMITMENTS
16,013 4,657 0 2,847 14,458 18,860 19,115 801 546
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -182)
-1,496 17 -57 1,455 -18 -98 -58 -84 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.4 23.7 0.0 14.5 73.5 95.9 97.2 4.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
16 7 0 4 5 20 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,671,577
COMMITMENTS
877,915 2572191 2474199 8671812 6519167 12023926 11565557 647,651 1106020
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -203,385)
-92,606 155,157 -89,387 -7,600 -277,047 -189,593 -211,277 -13,792 7,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 20.3 19.5 68.4 51.4 94.9 91.3 5.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
42 119 112 114 137 238 298
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 657,752
COMMITMENTS
120,340 95,314 17,811 446,032 464,293 584,182 577,418 73,570 80,334
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -4,010)
2,752 -1,136 400 -9,938 -4,208 -6,786 -4,944 2,776 934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 14.5 2.7 67.8 70.6 88.8 87.8 11.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616)
133 143 70 227 244 394 423
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 45,705
COMMITMENTS
3,947 2,865 0 23,274 26,641 27,221 29,506 18,484 16,199
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,051)
32 -181 0 2,587 2,454 2,619 2,273 -568 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 6.3 0.0 50.9 58.3 59.6 64.6 40.4 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 8 0 18 16 26 24
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,060,234
COMMITMENTS
584,001 464,283 87,016 2113789 2188260 2784806 2739559 275,428 320,675
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -30,304)
12,542 -5,832 3,057 -62,624 -33,308 -47,025 -36,083 16,721 5,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 15.2 2.8 69.1 71.5 91.0 89.5 9.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
131 143 65 218 238 380 415
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| 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: 27,179
COMMITMENTS
12,209 0 0 12,180 26,523 24,389 26,523 2,790 656
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,263)
918 0 0 525 1,267 1,443 1,267 -180 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 0.0 0.0 44.8 97.6 89.7 97.6 10.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 0 0 7 9 16 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| 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: 23,595
COMMITMENTS
333 1,188 0 21,527 21,176 21,860 22,364 1,735 1,231
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 222)
-345 414 0 1,142 -529 797 -115 -575 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 5.0 0.0 91.2 89.7 92.6 94.8 7.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 14 9 15 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,200
COMMITMENTS
24,811 2,655 683 49,474 81,390 74,968 84,728 13,232 3,472
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,785)
1,550 -15 188 280 3,311 2,018 3,484 767 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 3.0 0.8 56.1 92.3 85.0 96.1 15.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
15 7 5 39 38 54 50
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,532
COMMITMENTS
19,761 14,107 1,189 25,965 30,926 46,915 46,222 6,617 7,310
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 610)
-800 1,251 25 1,065 -946 291 331 319 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 26.4 2.2 48.5 57.8 87.6 86.3 12.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
65 80 22 68 88 144 179
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 267,660
COMMITMENTS
98,806 70,533 5,947 129,824 154,628 234,577 231,108 33,083 36,552
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,048)
-4,000 6,256 127 5,326 -4,729 1,453 1,654 1,595 1,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 26.4 2.2 48.5 57.8 87.6 86.3 12.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
65 80 22 68 88 144 179
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 154,112
COMMITMENTS
103,507 26,313 2,255 14,921 104,186 120,683 132,754 33,429 21,358
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -4,621)
517 -4,165 -121 -3,781 -1,538 -3,385 -5,824 -1,236 1,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.2 17.1 1.5 9.7 67.6 78.3 86.1 21.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
47 15 10 17 23 65 47
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 548,404
COMMITMENTS
152,150 173,874 10,594 365,263 352,077 528,007 536,545 20,397 11,859
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 22,627)
14,533 -2,514 2,763 2,743 22,180 20,039 22,429 2,588 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 31.7 1.9 66.6 64.2 96.3 97.8 3.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
62 41 18 94 104 163 156
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,802
COMMITMENTS
15,611 10,618 161 14,277 22,323 30,049 33,102 6,753 3,700
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 50)
273 1,414 -72 770 -1,191 971 151 -921 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 28.9 0.4 38.8 60.7 81.7 89.9 18.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 4 1 15 9 34 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,628
COMMITMENTS
17,375 8,712 1,099 25,255 26,527 43,729 36,338 9,899 17,290
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,872)
-1,209 26 -80 3,399 4,455 2,110 4,401 762 -1,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 16.2 2.0 47.1 49.5 81.5 67.8 18.5 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 20 4 28 24 53 47
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| 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: 110,327
COMMITMENTS
6,288 10,123 32,719 71,306 67,483 110,313 110,325 14 2
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,217)
0 -410 647 570 980 1,217 1,217 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 9.2 29.7 64.6 61.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 12 14 17 16
Updated September 29, 2017