MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,144
COMMITMENTS
2,580 4,792 1,200 19,124 16,912 22,904 22,904 240 240
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 2,536)
520 1,100 -80 2,096 1,516 2,536 2,536 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 20.7 5.2 82.6 73.1 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 9 3 6 7 13 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,200
COMMITMENTS
112 633 426 4,073 3,760 4,611 4,819 589 381
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,011)
-107 49 -111 -551 -935 -769 -997 -242 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 12.2 8.2 78.3 72.3 88.7 92.7 11.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 9 10 18 19 29 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,680
COMMITMENTS
10,890 7,391 857 9,033 10,136 20,780 18,384 1,900 4,296
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -4,755)
-2,491 -1,565 -428 -1,708 -2,576 -4,627 -4,569 -128 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 32.6 3.8 39.8 44.7 91.6 81.1 8.4 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
16 21 15 19 18 43 46
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,839
COMMITMENTS
726 888 332 3,997 4,135 5,055 5,355 784 484
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -952)
-82 107 -151 -657 -1,042 -890 -1,086 -62 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 15.2 5.7 68.5 70.8 86.6 91.7 13.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 8 7 21 15 30 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 251,522
COMMITMENTS
93,116 51,125 41,141 98,156 118,401 232,413 210,667 19,109 40,855
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -5,955)
1,428 -1,928 -3,142 -5,064 -1,362 -6,778 -6,432 823 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 20.3 16.4 39.0 47.1 92.4 83.8 7.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
95 101 122 66 89 244 255
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 329,911
COMMITMENTS
145,551 33,468 32,345 125,697 213,493 303,593 279,306 26,318 50,605
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,840)
981 -4,019 -3,609 -2,048 979 -4,676 -6,649 836 2,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 10.1 9.8 38.1 64.7 92.0 84.7 8.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
131 75 113 100 165 291 311
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,162
COMMITMENTS
3,285 1,738 225 876 3,224 4,386 5,187 1,776 975
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 489)
113 133 1 255 341 369 475 120 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 28.2 3.7 14.2 52.3 71.2 84.2 28.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
31 14 8 15 19 53 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,332
COMMITMENTS
29,891 13,813 9,774 12,291 16,901 51,956 40,488 7,376 18,844
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -225)
1,648 682 -768 -1,523 -1,062 -643 -1,148 418 923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.4 23.3 16.5 20.7 28.5 87.6 68.2 12.4 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
73 56 57 43 73 151 161
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,261
COMMITMENTS
1,404 9,314 493 15,909 7,258 17,806 17,065 455 1,196
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -2,632)
-656 -1,864 -221 -1,702 -779 -2,579 -2,864 -53 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 51.0 2.7 87.1 39.7 97.5 93.5 2.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 10 9 21 15 37 30
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 47,460
COMMITMENTS
22,005 8,111 0 23,343 38,040 45,348 46,151 2,112 1,309
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,381)
802 625 0 554 1,056 1,356 1,681 25 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.4 17.1 0.0 49.2 80.2 95.5 97.2 4.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
17 6 0 5 8 22 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 175,817
COMMITMENTS
97,068 20,676 2,649 33,076 130,611 132,793 153,936 43,024 21,881
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,446)
-136 -1,400 -244 -2,222 -1,743 -2,602 -3,387 1,156 1,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.2 11.8 1.5 18.8 74.3 75.5 87.6 24.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
48 12 16 19 24 72 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,039
COMMITMENTS
18,211 22,473 1,019 21,075 5,744 40,305 29,236 8,734 19,803
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 4,468)
597 1,566 -234 3,616 -194 3,979 1,138 489 3,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 45.8 2.1 43.0 11.7 82.2 59.6 17.8 40.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 12 3 5 6 18 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 188,075
COMMITMENTS
102,473 19,724 1,860 76,547 162,723 180,880 184,307 7,195 3,768
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -16,269)
-14,979 -8,612 -982 845 -7,849 -15,116 -17,443 -1,153 1,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.5 10.5 1.0 40.7 86.5 96.2 98.0 3.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
70 40 8 18 19 93 62
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 181,570
COMMITMENTS
79,610 64,102 8,567 60,706 80,641 148,883 153,310 32,687 28,260
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 6,703)
-715 3,726 -1,279 13,116 1,690 11,122 4,137 -4,419 2,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 35.3 4.7 33.4 44.4 82.0 84.4 18.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
39 25 23 26 38 76 75
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 254,124
COMMITMENTS
51,655 153,074 10,707 173,289 49,943 235,651 213,724 18,473 40,400
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 7,235)
-7,115 9,661 -281 13,059 -3,854 5,663 5,526 1,572 1,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 60.2 4.2 68.2 19.7 92.7 84.1 7.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
27 40 16 32 34 67 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 450,748
COMMITMENTS
195,816 97,737 23,538 158,660 275,104 378,014 396,379 72,734 54,369
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 12,085)
8,763 1,517 2,895 1,457 8,593 13,115 13,005 -1,030 -920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 21.7 5.2 35.2 61.0 83.9 87.9 16.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
96 59 46 60 63 174 152
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,161
COMMITMENTS
11,776 2,654 792 10,105 27,608 22,673 31,054 12,488 4,107
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,260)
871 -43 -212 943 869 1,602 614 -342 646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 7.5 2.3 28.7 78.5 64.5 88.3 35.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 4 3 11 6 20 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 33,676
COMMITMENTS
24,787 3,913 286 6,637 28,948 31,710 33,147 1,966 529
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,380)
-51 -3,233 0 -3,397 -56 -3,448 -3,289 68 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.6 11.6 0.8 19.7 86.0 94.2 98.4 5.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 11 1 5 7 20 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,460
COMMITMENTS
21,529 15,800 580 9,752 16,302 31,861 32,682 4,599 3,778
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 2,285)
601 2,990 308 2,177 -944 3,086 2,354 -801 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.0 43.3 1.6 26.7 44.7 87.4 89.6 12.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
32 25 7 11 8 45 38
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,451
COMMITMENTS
13,024 4,499 0 4,948 14,433 17,972 18,932 1,479 519
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -78)
-650 34 0 141 -47 -509 -13 431 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.0 23.1 0.0 25.4 74.2 92.4 97.3 7.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 7 0 5 5 19 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,951,113
COMMITMENTS
913,569 3018168 2406959 9058254 6358948 12378782 11784075 572,331 1167038
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 219,358)
15,985 311,316 -26,455 240,563 -99,426 230,093 185,435 -10,735 33,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 23.3 18.6 69.9 49.1 95.6 91.0 4.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
39 122 109 114 135 233 297
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 665,557
COMMITMENTS
115,753 87,772 26,181 447,574 469,374 589,509 583,328 76,048 82,229
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 15,325)
2,210 -5,845 3,918 11,709 20,643 17,836 18,716 -2,512 -3,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 13.2 3.9 67.2 70.5 88.6 87.6 11.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 633)
139 151 74 228 243 402 433
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 51,627
COMMITMENTS
4,734 4,855 1,200 27,109 27,634 33,043 33,689 18,584 17,938
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 4,053)
-174 -429 1,200 3,098 3,118 4,124 3,889 -71 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 9.4 2.3 52.5 53.5 64.0 65.3 36.0 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 8 1 18 18 28 26
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,069,650
COMMITMENTS
572,162 431,653 107,841 2102325 2208699 2782328 2748193 287,322 321,457
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 56,359)
9,899 -29,097 15,607 43,056 87,625 68,562 74,135 -12,203 -17,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 14.1 3.5 68.5 72.0 90.6 89.5 9.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626)
137 151 71 225 237 395 426
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| 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: 27,742
COMMITMENTS
11,968 0 0 12,442 27,064 24,410 27,064 3,332 678
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -227)
-604 0 0 437 -284 -167 -284 -60 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 0.0 0.0 44.8 97.6 88.0 97.6 12.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 0 0 8 9 16 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| 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: 22,605
COMMITMENTS
0 1,188 0 21,208 20,361 21,208 21,549 1,397 1,056
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -911)
0 0 0 -725 -924 -725 -924 -186 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.3 0.0 93.8 90.1 93.8 95.3 6.2 4.7
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 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,489
COMMITMENTS
26,033 3,417 643 52,735 85,024 79,411 89,084 13,078 3,405
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 2,510)
721 118 -35 1,406 2,830 2,092 2,913 418 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 3.7 0.7 57.0 91.9 85.9 96.3 14.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 7 5 42 39 57 51
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,427
COMMITMENTS
21,759 15,748 893 27,120 32,081 49,772 48,722 6,655 7,706
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 2,461)
1,944 1,770 -134 497 362 2,308 1,998 154 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 27.9 1.6 48.1 56.9 88.2 86.3 11.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
70 90 29 62 81 150 182
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 282,136
COMMITMENTS
108,796 78,740 4,463 135,600 160,405 248,859 243,608 33,277 38,528
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 12,306)
9,722 8,850 -669 2,485 1,809 11,538 9,990 768 2,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 27.9 1.6 48.1 56.9 88.2 86.3 11.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
70 90 29 62 81 150 182
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,854
COMMITMENTS
93,702 24,520 2,552 12,358 91,755 108,612 118,827 32,242 22,027
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,244)
-4,797 -2,167 846 -2,416 -5,202 -6,367 -6,523 123 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.5 17.4 1.8 8.8 65.1 77.1 84.4 22.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
45 15 11 15 20 62 45
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 546,831
COMMITMENTS
172,853 156,757 8,904 346,650 367,706 528,407 533,367 18,424 13,464
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 8,435)
8,676 -10,156 -572 -1,339 18,284 6,765 7,556 1,670 879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 28.7 1.6 63.4 67.2 96.6 97.5 3.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
71 43 17 96 117 174 170
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,772
COMMITMENTS
16,889 11,940 33 15,154 21,700 32,076 33,673 6,696 5,099
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 792)
1,633 -259 -213 85 13 1,505 -459 -713 1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 30.8 0.1 39.1 56.0 82.7 86.8 17.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 9 1 16 11 33 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,493
COMMITMENTS
17,252 10,336 1,151 21,127 23,457 39,530 34,944 9,963 14,549
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,642)
-609 3,148 -75 -1,579 -3,709 -2,263 -636 621 -1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 20.9 2.3 42.7 47.4 79.9 70.6 20.1 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
23 16 6 26 23 51 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| 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: 111,307
COMMITMENTS
9,162 12,113 30,809 71,312 68,383 111,283 111,305 24 2
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 200)
47 1,620 -1,460 1,633 40 220 200 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 10.9 27.7 64.1 61.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 2 13 14 19 16
Updated October 13, 2017