MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 24,540
COMMITMENTS
2,760 4,792 1,280 20,260 18,228 24,300 24,300 240 240
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 804)
640 -120 -120 284 1,044 804 804 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 19.5 5.2 82.6 74.3 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 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,497
COMMITMENTS
80 623 430 4,392 3,973 4,902 5,026 595 471
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 257)
-40 -30 25 251 221 236 216 21 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 11.3 7.8 79.9 72.3 89.2 91.4 10.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 10 10 16 20 27 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,033
COMMITMENTS
11,225 8,501 978 9,470 10,335 21,673 19,814 2,360 4,219
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 840)
155 337 67 455 211 677 615 163 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 35.4 4.1 39.4 43.0 90.2 82.4 9.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
15 21 17 19 18 45 46
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,674
COMMITMENTS
999 850 431 4,301 4,937 5,731 6,218 943 456
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 499)
173 -81 18 139 553 330 490 169 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 12.7 6.5 64.4 74.0 85.9 93.2 14.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 7 7 21 15 30 25
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 2,545
COMMITMENTS
138 950 337 1,940 949 2,415 2,236 130 309
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 37.3 13.2 76.2 37.3 94.9 87.9 5.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 6 6 7 6 14 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 251,828
COMMITMENTS
100,955 54,395 35,939 96,437 119,778 233,331 210,112 18,497 41,716
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,773)
6,231 3,967 -3,013 241 2,122 3,459 3,076 -686 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 21.6 14.3 38.3 47.6 92.7 83.4 7.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
96 108 116 62 84 239 243
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 335,944
COMMITMENTS
153,400 33,772 33,622 125,113 218,740 312,135 286,134 23,809 49,810
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 5,707)
6,482 -113 787 -1,344 4,999 5,925 5,673 -218 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 10.1 10.0 37.2 65.1 92.9 85.2 7.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
144 66 106 82 164 269 307
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,836
COMMITMENTS
3,516 1,998 313 1,183 3,401 5,012 5,712 1,824 1,124
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 73)
-20 62 -27 45 -18 -2 17 75 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.4 29.2 4.6 17.3 49.8 73.3 83.6 26.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
36 13 8 14 19 56 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 62,895
COMMITMENTS
30,955 13,937 12,330 12,656 17,515 55,941 43,782 6,954 19,113
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,149)
110 -188 1,799 146 568 2,055 2,179 94 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 22.2 19.6 20.1 27.8 88.9 69.6 11.1 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
76 64 66 40 72 159 172
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 20,932
COMMITMENTS
1,166 10,455 642 18,695 8,419 20,503 19,516 429 1,416
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,150)
-195 523 119 1,288 418 1,212 1,060 -62 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 49.9 3.1 89.3 40.2 98.0 93.2 2.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 12 9 23 17 39 34
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,417
COMMITMENTS
25,421 10,696 0 23,654 39,326 49,075 50,022 2,342 1,395
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 681)
598 162 0 143 562 741 724 -60 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 20.8 0.0 46.0 76.5 95.4 97.3 4.6 2.7
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 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 172,673
COMMITMENTS
96,561 24,229 3,060 33,619 123,307 133,240 150,596 39,433 22,077
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -1,674)
2,054 4,808 34 -2,107 -8,154 -19 -3,312 -1,655 1,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.9 14.0 1.8 19.5 71.4 77.2 87.2 22.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
45 19 16 20 23 68 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 63,892
COMMITMENTS
22,539 34,136 1,234 32,145 6,888 55,918 42,258 7,974 21,634
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 8,724)
365 7,031 352 7,755 -217 8,472 7,166 252 1,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 53.4 1.9 50.3 10.8 87.5 66.1 12.5 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 19 3 8 9 20 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 180,527
COMMITMENTS
87,536 31,835 1,646 84,813 142,951 173,995 176,432 6,532 4,095
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -8,380)
-11,400 3,966 14 2,821 -12,639 -8,565 -8,659 185 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.5 17.6 0.9 47.0 79.2 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
57 44 7 21 22 80 71
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 188,064
COMMITMENTS
66,162 67,647 9,771 80,830 83,812 156,763 161,230 31,301 26,834
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,591)
-6,709 -177 2,137 6,865 1,232 2,293 3,192 -702 -1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 36.0 5.2 43.0 44.6 83.4 85.7 16.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
37 31 25 28 38 78 81
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 282,230
COMMITMENTS
60,077 176,934 9,666 195,330 48,338 265,073 234,938 17,157 47,292
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 25,143)
5,067 20,638 -1,407 20,610 -3,495 24,270 15,736 873 9,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 62.7 3.4 69.2 17.1 93.9 83.2 6.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
26 51 15 32 37 66 95
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 445,018
COMMITMENTS
183,539 100,035 21,994 165,585 271,183 371,118 393,212 73,900 51,806
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -1,320)
-3,212 3,736 928 458 -5,034 -1,826 -370 506 -950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 22.5 4.9 37.2 60.9 83.4 88.4 16.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
90 60 43 59 62 167 148
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,824
COMMITMENTS
12,698 4,380 837 9,537 26,978 23,072 32,195 12,752 3,629
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 241)
413 159 25 -628 55 -190 239 431 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 12.2 2.3 26.6 75.3 64.4 89.9 35.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 6 4 10 6 21 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,035
COMMITMENTS
21,052 2,690 291 6,761 26,328 28,104 29,309 1,931 726
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -3,959)
-3,814 -1,290 -10 401 -2,889 -3,423 -4,189 -536 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.1 9.0 1.0 22.5 87.7 93.6 97.6 6.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 8 2 6 6 24 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,185
COMMITMENTS
20,549 19,938 600 15,287 15,808 36,436 36,346 4,749 4,839
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 7,428)
126 6,492 -117 7,140 105 7,149 6,480 279 948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 48.4 1.5 37.1 38.4 88.5 88.3 11.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
29 33 7 13 7 45 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,233
COMMITMENTS
13,034 4,436 1 7,016 16,023 20,051 20,460 1,182 773
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,999)
36 490 1 2,026 1,511 2,063 2,002 -64 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.4 20.9 0.0 33.0 75.5 94.4 96.4 5.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
16 6 1 5 5 21 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,847,283
COMMITMENTS
964,362 3133570 2419710 8963377 6140495 12347449 11693775 499,834 1153508
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -130,224)
16,338 -37,352 -28,023 -98,787 -124,460 -110,472 -189,835 -19,752 59,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 24.4 18.8 69.8 47.8 96.1 91.0 3.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
35 121 117 117 138 240 304
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 692,744
COMMITMENTS
113,763 87,331 30,614 470,837 492,315 615,213 610,260 77,531 82,484
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 23,038)
-2,672 3,616 6,446 18,703 14,975 22,477 25,037 561 -1,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 12.6 4.4 68.0 71.1 88.8 88.1 11.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
143 145 81 224 242 403 432
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 60,336
COMMITMENTS
8,220 7,212 1,100 32,008 33,737 41,328 42,049 19,008 18,287
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 6,937)
3,355 2,683 -100 3,320 4,159 6,575 6,742 362 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 12.0 1.8 53.0 55.9 68.5 69.7 31.5 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 6 1 16 20 27 26
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| 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: 19,079
COMMITMENTS
417 268 0 16,864 17,885 17,281 18,153 1,798 926
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -2,694)
-616 0 0 -2,278 -2,908 -2,894 -2,908 200 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 1.4 0.0 88.4 93.7 90.6 95.1 9.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 10 11 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,162,041
COMMITMENTS
568,658 441,538 106,625 2194144 2292892 2869427 2841055 292,614 320,986
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 80,507)
-4,224 30,576 6,818 76,917 54,079 79,511 91,473 996 -10,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 14.0 3.4 69.4 72.5 90.7 89.8 9.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
139 148 76 218 236 391 426
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| 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: 30,022
COMMITMENTS
12,583 0 0 14,012 29,273 26,595 29,273 3,427 749
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,349)
466 0 0 1,695 2,142 2,161 2,142 188 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 0.0 0.0 46.7 97.5 88.6 97.5 11.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 0 0 8 10 17 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| 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: 22,296
COMMITMENTS
224 1,188 0 20,410 19,921 20,634 21,109 1,662 1,187
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -227)
224 0 0 -449 -378 -225 -378 -2 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 5.3 0.0 91.5 89.3 92.5 94.7 7.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 14 11 15 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,043
COMMITMENTS
26,470 2,565 982 51,917 84,920 79,369 88,467 12,674 3,576
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -376)
-51 335 346 -238 -1,391 57 -710 -433 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 2.8 1.1 56.4 92.3 86.2 96.1 13.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
18 5 5 41 38 59 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,890
COMMITMENTS
21,716 14,631 1,240 25,660 32,348 48,616 48,219 7,273 7,671
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 192)
176 -1,122 379 -970 1,313 -415 570 607 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 26.2 2.2 45.9 57.9 87.0 86.3 13.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
74 83 28 64 80 151 178
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 279,448
COMMITMENTS
108,580 73,153 6,202 128,299 161,739 243,081 241,094 36,367 38,354
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 961)
879 -5,612 1,894 -4,849 6,567 -2,076 2,849 3,037 -1,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 26.2 2.2 45.9 57.9 87.0 86.3 13.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
74 83 28 64 80 151 178
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 134,558
COMMITMENTS
85,819 28,569 1,945 13,359 82,097 101,123 112,611 33,435 21,947
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 413)
56 4,606 -632 1,456 -4,107 880 -133 -467 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.8 21.2 1.4 9.9 61.0 75.2 83.7 24.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
43 17 9 14 21 59 45
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 543,515
COMMITMENTS
161,778 145,213 10,190 351,757 375,832 523,725 531,235 19,790 12,280
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -14,825)
-12,189 -2,490 601 -2,425 -11,434 -14,013 -13,323 -812 -1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 26.7 1.9 64.7 69.1 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
80 35 18 99 109 183 158
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,608
COMMITMENTS
18,357 12,658 642 16,207 24,915 35,206 38,215 7,402 4,393
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,206)
2,486 1,359 -221 419 2,092 2,684 3,230 -478 -1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 29.7 1.5 38.0 58.5 82.6 89.7 17.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
17 10 4 17 15 35 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,050
COMMITMENTS
21,864 16,203 1,299 26,652 25,649 49,815 43,151 10,235 16,899
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 4,152)
699 2,185 163 2,062 3,963 2,924 6,311 1,228 -2,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 27.0 2.2 44.4 42.7 83.0 71.9 17.0 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 18 7 26 24 53 47
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 109,926
COMMITMENTS
10,170 7,792 30,959 68,773 71,173 109,902 109,924 24 2
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -1,220)
1,000 -2,060 -340 -1,880 1,180 -1,220 -1,220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 7.1 28.2 62.6 64.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 2 13 15 19 17
Updated October 27, 2017