MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 24,888
COMMITMENTS
3,000 4,580 1,280 20,368 18,788 24,648 24,648 240 240
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 348)
240 -212 0 108 560 348 348 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 18.4 5.1 81.8 75.5 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 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,840
COMMITMENTS
119 587 415 4,678 4,303 5,212 5,305 628 535
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 343)
39 -36 -15 286 330 310 279 33 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 10.1 7.1 80.1 73.7 89.2 90.8 10.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 8 10 18 20 29 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,012
COMMITMENTS
11,466 8,954 1,171 9,902 10,517 22,539 20,642 2,473 4,370
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 979)
241 453 193 432 182 866 828 113 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.8 35.8 4.7 39.6 42.0 90.1 82.5 9.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
15 23 18 19 19 47 47
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,312
COMMITMENTS
985 1,104 492 4,953 5,221 6,430 6,817 882 495
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 638)
-14 254 61 652 284 699 599 -61 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 15.1 6.7 67.7 71.4 87.9 93.2 12.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 7 8 20 15 30 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,428
COMMITMENTS
110,333 58,302 34,013 98,491 128,353 242,837 220,668 20,591 42,760
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 11,600)
9,378 3,907 -1,926 2,054 8,575 9,506 10,556 2,094 1,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 22.1 12.9 37.4 48.7 92.2 83.8 7.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
103 102 112 58 86 236 247
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 354,471
COMMITMENTS
167,456 39,947 37,813 126,014 226,316 331,283 304,076 23,188 50,395
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 18,527)
14,056 6,175 4,191 901 7,576 19,148 17,942 -621 585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 11.3 10.7 35.5 63.8 93.5 85.8 6.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
143 74 104 80 164 272 305
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,775
COMMITMENTS
3,607 1,771 342 885 3,412 4,834 5,525 1,941 1,250
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -61)
91 -227 29 -298 11 -178 -187 117 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.2 26.1 5.0 13.1 50.4 71.4 81.5 28.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
35 13 9 14 24 56 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 63,489
COMMITMENTS
32,281 16,633 10,564 12,936 16,602 55,781 43,799 7,708 19,690
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 594)
1,326 2,696 -1,766 280 -913 -160 17 754 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.8 26.2 16.6 20.4 26.1 87.9 69.0 12.1 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
73 65 60 43 69 157 169
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,049
COMMITMENTS
1,112 10,999 599 19,876 9,201 21,587 20,799 462 1,250
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,117)
-54 544 -43 1,181 782 1,084 1,283 33 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 49.9 2.7 90.1 41.7 97.9 94.3 2.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 15 11 24 19 42 38
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 53,190
COMMITMENTS
27,114 11,217 44 23,870 40,522 51,028 51,783 2,162 1,407
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,773)
1,693 521 44 216 1,196 1,953 1,761 -180 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.0 21.1 0.1 44.9 76.2 95.9 97.4 4.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 6 1 5 8 23 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 157,542
COMMITMENTS
84,309 26,470 4,400 32,021 103,799 120,730 134,669 36,812 22,873
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -15,131)
-12,252 2,241 1,340 -1,598 -19,508 -12,510 -15,927 -2,621 796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.5 16.8 2.8 20.3 65.9 76.6 85.5 23.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
47 19 18 18 22 69 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 74,717
COMMITMENTS
21,001 41,672 1,257 44,962 7,142 67,220 50,071 7,497 24,646
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 10,825)
-1,538 7,536 23 12,817 254 11,302 7,813 -477 3,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 55.8 1.7 60.2 9.6 90.0 67.0 10.0 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 23 4 7 9 20 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 177,306
COMMITMENTS
87,220 31,974 1,921 81,549 138,823 170,690 172,718 6,616 4,588
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -3,221)
-316 139 275 -3,264 -4,128 -3,305 -3,714 84 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 18.0 1.1 46.0 78.3 96.3 97.4 3.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
50 43 8 20 20 73 68
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 185,123
COMMITMENTS
65,482 64,237 10,382 78,103 83,879 153,967 158,498 31,156 26,625
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -2,941)
-680 -3,410 611 -2,727 67 -2,796 -2,732 -145 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 34.7 5.6 42.2 45.3 83.2 85.6 16.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
40 24 26 28 39 79 80
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 277,706
COMMITMENTS
54,585 173,454 10,152 196,707 48,090 261,444 231,696 16,262 46,010
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -4,524)
-5,492 -3,480 486 1,377 -248 -3,629 -3,242 -895 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 62.5 3.7 70.8 17.3 94.1 83.4 5.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
25 49 18 32 35 67 93
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 440,384
COMMITMENTS
173,670 101,573 21,784 174,510 257,642 369,964 380,999 70,420 59,385
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -4,634)
-9,869 1,538 -210 8,925 -13,541 -1,154 -12,213 -3,480 7,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 23.1 4.9 39.6 58.5 84.0 86.5 16.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
92 55 38 58 65 163 147
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,969
COMMITMENTS
11,699 4,944 861 10,322 26,064 22,882 31,869 12,087 3,100
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -855)
-999 564 24 785 -914 -190 -326 -665 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 14.1 2.5 29.5 74.5 65.4 91.1 34.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 7 5 10 6 22 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,776
COMMITMENTS
19,860 3,434 993 11,860 29,917 32,713 34,344 2,063 432
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 4,741)
-1,192 744 702 5,099 3,589 4,609 5,035 132 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.1 9.9 2.9 34.1 86.0 94.1 98.8 5.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 10 3 6 6 23 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 49,610
COMMITMENTS
21,763 27,470 786 23,224 15,764 45,773 44,020 3,837 5,590
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 8,425)
1,214 7,532 186 7,937 -44 9,337 7,674 -912 751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 55.4 1.6 46.8 31.8 92.3 88.7 7.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
29 37 6 14 11 44 53
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,229
COMMITMENTS
12,790 4,414 10 7,478 15,732 20,278 20,156 951 1,073
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -4)
-244 -22 9 462 -291 227 -304 -231 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.2 20.8 0.0 35.2 74.1 95.5 94.9 4.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 7 1 5 5 19 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,634,024
COMMITMENTS
904,686 3133665 2361952 8888129 5980929 12154767 11476546 479,257 1157478
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -213,259)
-59,676 95 -57,758 -75,248 -159,566 -192,682 -217,229 -20,577 3,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 24.8 18.7 70.4 47.3 96.2 90.8 3.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
39 116 114 116 136 237 298
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 701,203
COMMITMENTS
114,329 82,311 30,925 479,470 510,897 624,724 624,132 76,479 77,071
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 8,459)
567 -5,020 311 8,633 18,581 9,511 13,872 -1,052 -5,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 11.7 4.4 68.4 72.9 89.1 89.0 10.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 628)
147 148 87 230 239 412 439
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 63,664
COMMITMENTS
7,737 7,985 0 36,806 38,871 44,543 46,856 19,121 16,808
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 3,328)
-483 773 -1,100 4,798 5,134 3,215 4,807 113 -1,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 12.5 0.0 57.8 61.1 70.0 73.6 30.0 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 7 0 19 20 27 27
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| 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: 18,989
COMMITMENTS
207 268 0 17,216 17,839 17,423 18,107 1,566 882
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -90)
-210 0 0 352 -46 142 -46 -232 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 1.4 0.0 90.7 93.9 91.8 95.4 8.2 4.6
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 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,187,695
COMMITMENTS
581,062 419,728 106,525 2213318 2360129 2900905 2886382 286,790 301,313
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 25,654)
12,404 -21,810 -100 19,174 67,237 31,478 45,327 -5,824 -19,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 13.2 3.3 69.4 74.0 91.0 90.5 9.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 621)
145 148 81 222 233 398 431
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| 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: 30,073
COMMITMENTS
12,534 0 0 14,151 29,451 26,685 29,451 3,388 622
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 51)
-49 0 0 139 178 90 178 -39 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 0.0 0.0 47.1 97.9 88.7 97.9 11.3 2.1
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 10/31/17 |
--------------------------------------------------------------| 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: 22,489
COMMITMENTS
530 1,413 0 20,439 20,126 20,969 21,539 1,520 950
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 193)
306 225 0 29 205 335 430 -142 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 6.3 0.0 90.9 89.5 93.2 95.8 6.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 14 11 15 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,962
COMMITMENTS
26,317 3,529 820 52,168 84,809 79,305 89,158 12,657 2,804
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -81)
-153 964 -162 251 -111 -64 691 -17 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 3.8 0.9 56.7 92.2 86.2 97.0 13.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
18 8 6 42 40 60 54
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,393
COMMITMENTS
21,268 12,867 1,535 24,512 32,434 47,315 46,836 7,078 7,557
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -1,497)
-448 -1,764 294 -1,148 87 -1,301 -1,383 -196 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 23.7 2.8 45.1 59.6 87.0 86.1 13.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
76 79 22 66 82 152 173
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 271,964
COMMITMENTS
106,342 64,333 7,674 122,559 162,172 236,575 234,179 35,389 37,785
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -7,484)
-2,238 -8,820 1,472 -5,740 433 -6,506 -6,915 -978 -569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 23.7 2.8 45.1 59.6 87.0 86.1 13.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
76 79 22 66 82 152 173
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 131,999
COMMITMENTS
85,422 33,814 2,542 18,420 70,863 106,384 107,219 25,615 24,780
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -2,559)
-397 5,245 597 5,061 -11,234 5,261 -5,392 -7,820 2,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.7 25.6 1.9 14.0 53.7 80.6 81.2 19.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
40 21 12 16 23 58 54
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 543,833
COMMITMENTS
158,723 148,047 8,522 356,996 372,310 524,241 528,879 19,592 14,954
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 318)
-3,055 2,834 -1,668 5,239 -3,522 516 -2,356 -198 2,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 27.2 1.6 65.6 68.5 96.4 97.3 3.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
77 42 20 102 108 185 164
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,522
COMMITMENTS
18,407 13,367 545 16,526 25,469 35,478 39,381 8,044 4,141
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 914)
50 709 -97 319 554 272 1,166 642 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 30.7 1.3 38.0 58.5 81.5 90.5 18.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
19 10 3 17 14 37 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 76,209
COMMITMENTS
30,517 17,433 1,677 35,178 33,690 67,372 52,800 8,837 23,409
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 16,159)
8,653 1,230 378 8,526 8,041 17,557 9,649 -1,398 6,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 22.9 2.2 46.2 44.2 88.4 69.3 11.6 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
27 21 5 33 27 63 50
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| 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: 108,166
COMMITMENTS
10,370 6,952 30,289 67,483 70,923 108,142 108,164 24 2
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -1,760)
200 -840 -670 -1,290 -250 -1,760 -1,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 6.4 28.0 62.4 65.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 2 2 13 15 21 17
Updated November 3, 2017