MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 20,608
COMMITMENTS
2,060 3,692 1,280 17,028 15,396 20,368 20,368 240 240
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -2,436)
620 -728 -420 -2,612 -1,264 -2,412 -2,412 -24 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 17.9 6.2 82.6 74.7 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 9 3 7 7 14 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,211
COMMITMENTS
219 584 537 4,624 4,695 5,380 5,816 831 395
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 214)
41 2 -32 203 223 212 193 2 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 9.4 8.6 74.4 75.6 86.6 93.6 13.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 6 10 20 18 32 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,435
COMMITMENTS
13,381 8,956 1,285 10,741 12,712 25,407 22,953 2,028 4,482
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 86)
-97 267 -88 222 -35 37 144 49 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.8 32.6 4.7 39.2 46.3 92.6 83.7 7.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 24 19 21 20 51 51
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,791
COMMITMENTS
808 781 483 4,654 5,177 5,945 6,441 846 350
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 171)
30 5 59 114 61 203 125 -32 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 11.5 7.1 68.5 76.2 87.5 94.8 12.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 7 9 21 15 32 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,477
COMMITMENTS
91,688 53,053 44,283 103,220 119,763 239,191 217,099 18,286 40,378
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -5,355)
1,847 -11,469 -1,014 -6,021 6,340 -5,188 -6,143 -167 788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 20.6 17.2 40.1 46.5 92.9 84.3 7.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
91 105 121 64 87 238 255
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 333,751
COMMITMENTS
144,570 37,487 35,954 127,745 212,514 308,269 285,955 25,482 47,796
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -4,220)
2,618 -6,029 -4,901 -1,374 7,439 -3,657 -3,491 -563 -729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.3 11.2 10.8 38.3 63.7 92.4 85.7 7.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
125 71 109 93 164 267 308
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,673
COMMITMENTS
3,172 1,605 224 621 2,883 4,017 4,712 1,656 961
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -107)
309 77 -263 -215 -58 -169 -244 62 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.9 28.3 3.9 10.9 50.8 70.8 83.1 29.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
31 11 6 16 18 51 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,557
COMMITMENTS
28,243 13,131 10,542 13,814 17,963 52,599 41,636 6,958 17,921
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -208)
-216 -394 -1,160 1,159 1,645 -217 91 9 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 22.0 17.7 23.2 30.2 88.3 69.9 11.7 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
69 55 54 40 71 141 160
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 20,893
COMMITMENTS
2,060 11,178 714 17,611 8,037 20,385 19,929 508 964
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 297)
-139 -18 169 327 173 357 324 -60 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 53.5 3.4 84.3 38.5 97.6 95.4 2.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 10 7 22 17 39 30
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 46,079
COMMITMENTS
21,203 7,486 0 22,789 36,984 43,992 44,470 2,087 1,609
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 4,583)
4,523 2,206 0 216 2,125 4,739 4,331 -156 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 16.2 0.0 49.5 80.3 95.5 96.5 4.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 5 0 5 8 21 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 177,263
COMMITMENTS
97,204 22,076 2,893 35,298 132,354 135,395 157,323 41,868 19,940
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -4,650)
-5,484 -6,007 457 1,811 2,037 -3,216 -3,513 -1,434 -1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.8 12.5 1.6 19.9 74.7 76.4 88.8 23.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
50 15 15 19 26 74 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,571
COMMITMENTS
17,614 20,907 1,253 17,459 5,938 36,326 28,098 8,245 16,473
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 4,806)
2,688 4,119 -19 3,686 -171 6,355 3,929 -1,549 877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 46.9 2.8 39.2 13.3 81.5 63.0 18.5 37.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 15 6 6 6 22 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 204,344
COMMITMENTS
117,452 28,336 2,842 75,702 170,572 195,996 201,750 8,348 2,594
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -15,582)
-17,169 -22,558 1,134 529 6,294 -15,506 -15,130 -76 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.5 13.9 1.4 37.0 83.5 95.9 98.7 4.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
74 38 8 20 19 98 61
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 174,867
COMMITMENTS
80,325 60,376 9,846 47,590 78,951 137,761 149,173 37,106 25,694
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -20,642)
180 -14,715 -4,029 -18,588 -2,036 -22,437 -20,780 1,795 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 34.5 5.6 27.2 45.1 78.8 85.3 21.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
45 27 21 24 37 83 71
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 246,889
COMMITMENTS
58,770 143,413 10,988 160,230 53,797 229,988 208,198 16,901 38,691
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 39,792)
15,807 29,103 4,394 19,748 3,750 39,949 37,247 -157 2,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 58.1 4.5 64.9 21.8 93.2 84.3 6.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
24 46 16 32 33 64 87
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 438,663
COMMITMENTS
187,053 96,220 20,643 157,203 266,511 364,899 383,374 73,764 55,289
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 9,552)
3,374 708 3,421 4,611 5,303 11,406 9,432 -1,854 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 21.9 4.7 35.8 60.8 83.2 87.4 16.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
96 56 40 58 64 169 146
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,901
COMMITMENTS
10,905 2,697 1,004 9,162 26,739 21,071 30,440 12,830 3,461
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -334)
642 -152 172 -67 29 747 49 -1,081 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 8.0 3.0 27.0 78.9 62.2 89.8 37.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 4 4 9 5 20 11
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,056
COMMITMENTS
24,838 7,146 286 10,034 29,004 35,158 36,436 1,898 620
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -6,248)
1,079 -5,234 -93 -6,915 -859 -5,929 -6,186 -319 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.0 19.3 0.8 27.1 78.3 94.9 98.3 5.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 11 1 6 6 21 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,175
COMMITMENTS
20,928 12,810 272 7,575 17,246 28,775 30,328 5,400 3,847
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -1,739)
-1,441 -1,506 -14 76 -41 -1,379 -1,561 -360 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.2 37.5 0.8 22.2 50.5 84.2 88.7 15.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
33 21 4 9 10 42 35
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,529
COMMITMENTS
13,674 4,465 0 4,807 14,480 18,481 18,945 1,048 584
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -132)
-2,339 -192 0 1,960 22 -379 -170 247 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.0 22.9 0.0 24.6 74.1 94.6 97.0 5.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 7 0 5 5 18 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,731,755
COMMITMENTS
897,584 2706852 2433414 8817691 6458374 12148689 11598640 583,066 1133115
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 60,178)
19,669 134,661 -40,785 145,879 -60,793 124,763 33,083 -64,585 27,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 21.3 19.1 69.3 50.7 95.4 91.1 4.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
39 121 111 111 133 231 294
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 650,232
COMMITMENTS
113,544 93,617 22,264 435,865 448,731 571,672 564,612 78,560 85,621
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -7,520)
-6,796 -1,697 4,453 -10,167 -15,562 -12,510 -12,806 4,990 5,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 14.4 3.4 67.0 69.0 87.9 86.8 12.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 608)
136 141 72 225 236 390 420
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 47,574
COMMITMENTS
4,908 5,284 0 24,011 24,516 28,919 29,800 18,655 17,774
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,869)
961 2,419 0 737 -2,125 1,698 294 171 1,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 11.1 0.0 50.5 51.5 60.8 62.6 39.2 37.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 6 0 19 14 30 20
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 20,357
COMMITMENTS
0 268 0 18,484 19,407 18,484 19,675 1,873 682
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.3 0.0 90.8 95.3 90.8 96.6 9.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 10 11 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,013,291
COMMITMENTS
562,263 460,750 92,234 2059269 2121074 2713766 2674058 299,525 339,233
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -46,943)
-21,738 -3,533 5,218 -54,520 -67,186 -71,040 -65,501 24,097 18,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 15.3 3.1 68.3 70.4 90.1 88.7 9.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
134 141 69 217 231 377 415
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| 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: 27,969
COMMITMENTS
12,572 0 0 12,005 27,348 24,577 27,348 3,392 621
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 790)
363 0 0 -175 825 188 825 602 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 0.0 0.0 42.9 97.8 87.9 97.8 12.1 2.2
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 10/03/17 |
--------------------------------------------------------------| 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: 23,516
COMMITMENTS
0 1,188 0 21,933 21,285 21,933 22,473 1,583 1,043
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -79)
-333 0 0 406 109 73 109 -152 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.1 0.0 93.3 90.5 93.3 95.6 6.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 14 10 14 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,979
COMMITMENTS
25,312 3,299 678 51,329 82,194 77,319 86,171 12,660 3,808
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,779)
501 644 -5 1,855 804 2,351 1,443 -572 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 3.7 0.8 57.0 91.3 85.9 95.8 14.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
14 8 6 41 38 56 51
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,966
COMMITMENTS
19,815 13,978 1,026 26,623 31,719 47,464 46,724 6,502 7,242
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 434)
54 -129 -163 658 794 549 502 -115 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 25.9 1.9 49.3 58.8 88.0 86.6 12.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
66 88 28 64 82 144 184
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 269,830
COMMITMENTS
99,074 69,890 5,132 133,115 158,596 237,321 233,618 32,509 36,212
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,170)
268 -643 -815 3,291 3,968 2,744 2,510 -574 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 25.9 1.9 49.3 58.8 88.0 86.6 12.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
66 88 28 64 82 144 184
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 147,098
COMMITMENTS
98,499 26,687 1,706 14,774 96,957 114,979 125,350 32,119 21,748
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -7,014)
-5,008 374 -549 -147 -7,229 -5,704 -7,404 -1,310 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.0 18.1 1.2 10.0 65.9 78.2 85.2 21.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
47 17 9 14 19 63 43
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 538,396
COMMITMENTS
164,177 166,913 9,476 347,989 349,422 521,642 525,811 16,754 12,585
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -10,008)
12,027 -6,961 -1,118 -17,274 -2,655 -6,365 -10,734 -3,643 726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 31.0 1.8 64.6 64.9 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
65 46 19 95 113 169 169
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,980
COMMITMENTS
15,256 12,199 246 15,069 21,687 30,571 34,132 7,409 3,848
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,178)
-355 1,581 85 792 -636 522 1,030 656 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 32.1 0.6 39.7 57.1 80.5 89.9 19.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 8 1 16 11 32 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,135
COMMITMENTS
17,861 7,188 1,226 22,706 27,166 41,793 35,580 9,342 15,555
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -2,493)
486 -1,524 127 -2,549 639 -1,936 -758 -557 -1,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 14.1 2.4 44.4 53.1 81.7 69.6 18.3 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 16 6 28 26 55 45
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| 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: 111,107
COMMITMENTS
9,115 10,493 32,269 69,679 68,343 111,063 111,105 44 2
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 780)
2,827 370 -450 -1,627 860 750 780 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.4 29.0 62.7 61.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 2 12 14 18 16
Updated October 6, 2017