MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,736
COMMITMENTS
2,120 4,912 1,400 19,976 17,184 23,496 23,496 240 240
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 592)
-460 120 200 852 272 592 592 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 20.7 5.9 84.2 72.4 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 9 3 7 7 13 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,240
COMMITMENTS
120 653 405 4,141 3,752 4,666 4,810 574 430
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 40)
8 20 -21 68 -8 55 -9 -15 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 12.5 7.7 79.0 71.6 89.0 91.8 11.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 9 10 17 20 28 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,193
COMMITMENTS
11,070 8,164 911 9,015 10,124 20,996 19,199 2,197 3,994
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 513)
180 773 54 -18 -12 216 815 297 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 35.2 3.9 38.9 43.7 90.5 82.8 9.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
17 23 16 19 18 46 47
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,175
COMMITMENTS
826 931 413 4,162 4,384 5,401 5,728 774 447
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 336)
100 43 81 165 249 346 373 -10 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 15.1 6.7 67.4 71.0 87.5 92.8 12.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 7 7 22 16 31 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 249,055
COMMITMENTS
94,724 50,428 38,952 96,196 117,656 229,872 207,036 19,183 42,019
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -2,467)
1,608 -697 -2,189 -1,960 -745 -2,541 -3,631 74 1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 20.2 15.6 38.6 47.2 92.3 83.1 7.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
96 101 120 61 80 233 245
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 330,237
COMMITMENTS
146,918 33,885 32,835 126,457 213,741 306,210 280,461 24,027 49,776
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 326)
1,367 417 490 760 248 2,617 1,155 -2,291 -829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 10.3 9.9 38.3 64.7 92.7 84.9 7.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
117 74 102 92 161 261 306
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,763
COMMITMENTS
3,536 1,936 340 1,138 3,419 5,014 5,695 1,749 1,068
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 601)
251 198 115 262 195 628 508 -27 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.3 28.6 5.0 16.8 50.6 74.1 84.2 25.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
37 13 7 18 19 61 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,746
COMMITMENTS
30,845 14,125 10,531 12,510 16,947 53,886 41,603 6,860 19,143
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,414)
954 312 757 219 46 1,930 1,115 -516 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.8 23.3 17.3 20.6 27.9 88.7 68.5 11.3 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
70 62 61 44 71 154 166
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,782
COMMITMENTS
1,361 9,932 523 17,407 8,001 19,291 18,456 491 1,326
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,521)
-43 618 30 1,498 743 1,485 1,391 36 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 50.2 2.6 88.0 40.4 97.5 93.3 2.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 11 8 21 16 37 31
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 50,736
COMMITMENTS
24,823 10,534 0 23,511 38,764 48,334 49,298 2,402 1,438
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 3,276)
2,818 2,423 0 168 724 2,986 3,147 290 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 20.8 0.0 46.3 76.4 95.3 97.2 4.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 6 0 5 8 23 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 174,347
COMMITMENTS
94,507 19,421 3,026 35,726 131,461 133,259 153,908 41,088 20,439
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -1,470)
-2,561 -1,255 377 2,650 850 466 -28 -1,936 -1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.2 11.1 1.7 20.5 75.4 76.4 88.3 23.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
46 12 16 23 25 73 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,168
COMMITMENTS
22,174 27,105 882 24,390 7,105 47,446 35,092 7,722 20,076
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 6,129)
3,963 4,632 -137 3,315 1,361 7,141 5,856 -1,012 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 49.1 1.6 44.2 12.9 86.0 63.6 14.0 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 16 3 5 9 18 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 188,907
COMMITMENTS
98,936 27,869 1,632 81,992 155,590 182,560 185,091 6,347 3,816
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 832)
-3,537 8,145 -228 5,445 -7,133 1,680 784 -848 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.4 14.8 0.9 43.4 82.4 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
65 48 9 21 22 91 74
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 186,473
COMMITMENTS
72,871 67,824 7,634 73,965 82,580 154,470 158,038 32,003 28,435
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 4,903)
-6,739 3,722 -933 13,259 1,939 5,587 4,728 -684 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 36.4 4.1 39.7 44.3 82.8 84.8 17.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
38 28 21 27 40 75 79
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 257,087
COMMITMENTS
55,010 156,296 11,073 174,720 51,833 240,803 219,202 16,284 37,885
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,963)
3,355 3,222 366 1,431 1,890 5,152 5,478 -2,189 -2,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 60.8 4.3 68.0 20.2 93.7 85.3 6.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
26 46 18 33 35 68 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 446,338
COMMITMENTS
186,751 96,299 21,066 165,127 276,217 372,944 393,582 73,394 52,756
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -4,410)
-9,065 -1,438 -2,472 6,467 1,113 -5,070 -2,797 660 -1,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 21.6 4.7 37.0 61.9 83.6 88.2 16.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
87 60 43 60 63 165 150
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,583
COMMITMENTS
12,285 4,221 812 10,165 26,923 23,262 31,956 12,321 3,627
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 422)
509 1,567 20 60 -685 589 902 -167 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 11.9 2.3 28.6 75.7 65.4 89.8 34.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 6 4 11 6 22 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 33,994
COMMITMENTS
24,866 3,980 301 6,360 29,217 31,527 33,498 2,467 496
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 318)
79 67 15 -277 269 -183 351 501 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.1 11.7 0.9 18.7 85.9 92.7 98.5 7.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 11 2 5 7 22 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,757
COMMITMENTS
20,423 13,446 717 8,147 15,703 29,287 29,866 4,470 3,891
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -2,703)
-1,106 -2,354 137 -1,605 -599 -2,574 -2,816 -129 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 39.8 2.1 24.1 46.5 86.8 88.5 13.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
32 20 6 12 6 45 31
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,234
COMMITMENTS
12,998 3,946 0 4,990 14,512 17,988 18,458 1,246 776
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -217)
-26 -553 0 42 79 16 -474 -233 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.6 20.5 0.0 25.9 75.4 93.5 96.0 6.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
15 6 0 5 5 20 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,977,507
COMMITMENTS
948,024 3170922 2447733 9062164 6264955 12457921 11883610 519,586 1093897
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 26,394)
34,455 152,754 40,774 3,910 -93,993 79,139 99,535 -52,745 -73,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 24.4 18.9 69.8 48.3 96.0 91.6 4.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
37 122 112 119 137 239 302
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 669,706
COMMITMENTS
116,435 83,715 24,168 452,133 477,341 592,736 585,223 76,970 84,482
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 4,149)
682 -4,057 -2,014 4,559 7,967 3,228 1,896 921 2,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 12.5 3.6 67.5 71.3 88.5 87.4 11.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629)
144 149 70 225 238 400 426
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 53,399
COMMITMENTS
4,865 4,529 1,200 28,688 29,578 34,753 35,307 18,646 18,092
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,772)
131 -326 0 1,579 1,944 1,710 1,618 62 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 8.5 2.2 53.7 55.4 65.1 66.1 34.9 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 8 1 20 18 30 26
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| 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: 21,773
COMMITMENTS
1,033 268 0 19,142 20,793 20,175 21,061 1,598 712
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 1.2 0.0 87.9 95.5 92.7 96.7 7.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 11 11 13 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,081,534
COMMITMENTS
572,882 410,962 99,807 2117227 2238813 2789916 2749582 291,618 331,952
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 11,884)
720 -20,691 -8,034 14,902 30,114 7,588 1,389 4,296 10,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 13.3 3.2 68.7 72.7 90.5 89.2 9.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 621)
142 148 66 220 233 390 419
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| 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: 27,673
COMMITMENTS
12,117 0 0 12,317 27,131 24,434 27,131 3,239 542
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -69)
149 0 0 -125 67 24 67 -93 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 0.0 0.0 44.5 98.0 88.3 98.0 11.7 2.0
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 10/17/17 |
--------------------------------------------------------------| 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: 22,523
COMMITMENTS
0 1,188 0 20,859 20,299 20,859 21,487 1,664 1,036
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -82)
0 0 0 -349 -62 -349 -62 267 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.3 0.0 92.6 90.1 92.6 95.4 7.4 4.6
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 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,419
COMMITMENTS
26,521 2,230 636 52,155 86,311 79,312 89,177 13,107 3,242
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -70)
488 -1,187 -7 -580 1,287 -99 93 29 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 2.4 0.7 56.4 93.4 85.8 96.5 14.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
18 4 6 42 40 60 50
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,697
COMMITMENTS
21,540 15,753 862 26,630 31,034 49,031 47,649 6,666 8,048
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -730)
-219 5 -31 -490 -1,047 -740 -1,073 11 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 28.3 1.5 47.8 55.7 88.0 85.5 12.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
68 93 27 62 80 145 185
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 278,487
COMMITMENTS
107,701 78,765 4,308 133,148 155,172 245,157 238,245 33,330 40,242
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -3,649)
-1,095 25 -155 -2,452 -5,233 -3,702 -5,363 53 1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 28.3 1.5 47.8 55.7 88.0 85.5 12.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
68 93 27 62 80 145 185
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 134,145
COMMITMENTS
85,763 23,963 2,577 11,903 86,204 100,243 112,744 33,902 21,401
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -6,709)
-7,939 -557 25 -455 -5,551 -8,369 -6,083 1,660 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.9 17.9 1.9 8.9 64.3 74.7 84.0 25.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
44 16 12 17 20 63 46
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 558,340
COMMITMENTS
173,967 147,703 9,589 354,182 387,266 537,738 544,558 20,602 13,782
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 11,509)
1,114 -9,054 685 7,532 19,560 9,331 11,191 2,178 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 26.5 1.7 63.4 69.4 96.3 97.5 3.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
80 36 17 99 115 184 163
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,402
COMMITMENTS
15,871 11,299 863 15,788 22,823 32,522 34,985 7,880 5,417
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,630)
-1,018 -641 830 634 1,123 446 1,312 1,184 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 28.0 2.1 39.1 56.5 80.5 86.6 19.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 10 3 16 13 35 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,898
COMMITMENTS
21,165 14,018 1,136 24,590 21,686 46,891 36,840 9,007 19,058
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 6,405)
3,913 3,682 -15 3,463 -1,771 7,361 1,896 -956 4,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 25.1 2.0 44.0 38.8 83.9 65.9 16.1 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
27 15 6 28 22 58 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| 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: 111,146
COMMITMENTS
9,170 9,852 31,299 70,653 69,993 111,122 111,144 24 2
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -161)
8 -2,261 490 -659 1,610 -161 -161 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 8.9 28.2 63.6 63.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 2 13 15 19 17
Updated October 20, 2017