MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 22,168
COMMITMENTS
3,000 4,220 960 17,968 16,748 21,928 21,928 240 240
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,720)
0 -360 -320 -2,400 -2,040 -2,720 -2,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 19.0 4.3 81.1 75.6 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 9 4 7 6 14 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,292
COMMITMENTS
75 675 379 4,142 3,655 4,596 4,709 696 583
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -548)
-44 88 -36 -536 -648 -616 -596 68 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 12.8 7.2 78.3 69.1 86.8 89.0 13.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 10 9 14 18 24 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,351
COMMITMENTS
11,389 9,476 569 9,060 9,072 21,018 19,117 2,333 4,234
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,661)
-77 522 -602 -842 -1,445 -1,521 -1,525 -140 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.8 40.6 2.4 38.8 38.9 90.0 81.9 10.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 21 14 20 20 44 48
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,105
COMMITMENTS
1,078 1,138 356 4,780 4,955 6,214 6,449 891 656
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -207)
93 34 -136 -173 -266 -216 -368 9 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 16.0 5.0 67.3 69.7 87.5 90.8 12.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 6 6 19 16 29 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,132
COMMITMENTS
116,596 57,207 35,314 99,194 134,129 251,104 226,650 19,028 43,482
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 6,704)
6,263 -1,095 1,301 703 5,776 8,267 5,982 -1,563 722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 21.2 13.1 36.7 49.7 93.0 83.9 7.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
102 102 118 62 92 240 258
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 382,837
COMMITMENTS
178,816 40,058 50,418 128,990 239,003 358,224 329,479 24,613 53,358
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 28,366)
11,360 111 12,605 2,976 12,687 26,941 25,403 1,425 2,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 10.5 13.2 33.7 62.4 93.6 86.1 6.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
149 75 114 86 169 290 323
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,911
COMMITMENTS
3,934 1,995 416 932 3,462 5,282 5,873 1,629 1,038
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 136)
327 224 74 47 50 448 348 -312 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 28.9 6.0 13.5 50.1 76.4 85.0 23.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
37 18 8 15 27 58 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 65,612
COMMITMENTS
33,930 17,491 11,052 12,622 16,609 57,604 45,152 8,008 20,460
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 2,123)
1,649 858 488 -314 7 1,823 1,353 300 770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 26.7 16.8 19.2 25.3 87.8 68.8 12.2 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
77 65 62 47 75 166 176
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,349
COMMITMENTS
127 2,511 15 2,044 471 2,186 2,997 1,163 352
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 75.0 0.4 61.0 14.1 65.3 89.5 34.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 7 2 9 5 12 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 21,834
COMMITMENTS
1,038 10,876 590 19,720 8,971 21,348 20,437 486 1,397
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -215)
-74 -123 -9 -156 -230 -239 -362 24 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 49.8 2.7 90.3 41.1 97.8 93.6 2.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 15 8 21 20 37 37
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,709
COMMITMENTS
28,738 11,084 44 23,938 42,025 52,720 53,153 1,989 1,556
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,519)
1,624 -133 0 68 1,503 1,692 1,370 -173 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.5 20.3 0.1 43.8 76.8 96.4 97.2 3.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
17 5 1 6 8 23 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 147,706
COMMITMENTS
75,460 24,571 4,724 32,552 94,493 112,736 123,788 34,970 23,918
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -9,836)
-8,849 -1,899 324 531 -9,306 -7,994 -10,881 -1,842 1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.1 16.6 3.2 22.0 64.0 76.3 83.8 23.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
41 19 16 17 23 63 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 79,116
COMMITMENTS
19,568 44,678 1,033 51,975 7,403 72,576 53,114 6,540 26,002
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 4,399)
-1,433 3,006 -224 7,013 261 5,356 3,043 -957 1,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 56.5 1.3 65.7 9.4 91.7 67.1 8.3 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 23 4 8 9 21 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 177,429
COMMITMENTS
88,731 31,756 2,280 80,251 139,158 171,262 173,194 6,167 4,235
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 123)
1,511 -218 359 -1,298 335 572 476 -449 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.0 17.9 1.3 45.2 78.4 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
45 49 12 19 23 69 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 177,968
COMMITMENTS
50,403 59,601 9,830 86,580 81,087 146,813 150,518 31,155 27,450
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -7,155)
-15,079 -4,636 -552 8,477 -2,792 -7,154 -7,980 -1 825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 33.5 5.5 48.6 45.6 82.5 84.6 17.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
36 29 25 29 43 80 83
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 287,936
COMMITMENTS
54,336 182,184 8,598 206,955 51,547 269,889 242,329 18,047 45,607
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 10,230)
-249 8,730 -1,554 10,248 3,457 8,445 10,633 1,785 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 63.3 3.0 71.9 17.9 93.7 84.2 6.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
29 48 19 29 38 66 97
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 446,502
COMMITMENTS
181,335 95,880 21,063 173,294 272,122 375,692 389,065 70,810 57,437
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 6,118)
7,665 -5,693 -721 -1,216 14,480 5,728 8,066 390 -1,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 21.5 4.7 38.8 60.9 84.1 87.1 15.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
99 52 41 58 63 167 148
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,000
COMMITMENTS
12,010 3,809 839 10,216 26,718 23,065 31,366 11,935 3,634
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 31)
311 -1,135 -22 -106 654 183 -503 -152 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 10.9 2.4 29.2 76.3 65.9 89.6 34.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 5 4 10 6 21 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,992
COMMITMENTS
15,058 4,922 77 7,104 18,385 22,239 23,384 1,753 608
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -10,784)
-4,802 1,488 -916 -4,756 -11,532 -10,474 -10,960 -310 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.8 20.5 0.3 29.6 76.6 92.7 97.5 7.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 9 2 5 5 19 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 52,072
COMMITMENTS
18,943 30,130 680 28,662 15,939 48,285 46,749 3,787 5,323
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 2,462)
-2,820 2,660 -106 5,438 175 2,512 2,729 -50 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 57.9 1.3 55.0 30.6 92.7 89.8 7.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
29 38 7 15 10 45 54
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,757
COMMITMENTS
13,430 4,140 10 7,309 16,266 20,749 20,416 1,008 1,341
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 528)
640 -274 0 -169 534 471 260 57 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.7 19.0 0.0 33.6 74.8 95.4 93.8 4.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
14 6 1 5 5 20 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,846,756
COMMITMENTS
835,354 3367144 2377897 9131077 5933328 12344328 11678369 502,428 1168387
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 212,732)
-69,332 233,479 15,945 242,948 -47,601 189,561 201,823 23,171 10,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 26.2 18.5 71.1 46.2 96.1 90.9 3.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
44 113 118 117 138 243 303
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 715,963
COMMITMENTS
118,541 90,839 32,398 485,980 506,948 636,920 630,185 79,043 85,777
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 14,760)
4,212 8,528 1,473 6,511 -3,948 12,196 6,053 2,564 8,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 12.7 4.5 67.9 70.8 89.0 88.0 11.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
146 153 85 231 242 413 444
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 67,082
COMMITMENTS
8,037 9,762 0 40,788 35,157 48,825 44,919 18,257 22,163
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 3,418)
300 1,777 0 3,982 -3,714 4,282 -1,937 -864 5,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 14.6 0.0 60.8 52.4 72.8 67.0 27.2 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 7 0 18 21 29 28
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,244,403
COMMITMENTS
608,031 460,894 106,481 2225961 2358957 2940473 2926332 303,930 318,071
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 56,708)
26,969 41,166 -44 12,643 -1,172 39,568 39,950 17,140 16,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 14.2 3.3 68.6 72.7 90.6 90.2 9.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629)
143 153 81 223 233 399 434
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| 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: 30,020
COMMITMENTS
12,417 0 0 14,503 29,315 26,920 29,315 3,100 705
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -53)
-117 0 0 352 -136 235 -136 -288 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 0.0 0.0 48.3 97.7 89.7 97.7 10.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 0 0 9 10 18 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| 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: 22,475
COMMITMENTS
530 1,421 0 20,169 19,803 20,699 21,224 1,776 1,251
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -14)
0 8 0 -270 -323 -270 -315 256 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 6.3 0.0 89.7 88.1 92.1 94.4 7.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 12 10 13 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,880
COMMITMENTS
26,534 2,945 679 52,846 85,283 80,059 88,907 12,821 3,973
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 918)
217 -584 -141 678 474 754 -251 164 1,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 3.2 0.7 56.9 91.8 86.2 95.7 13.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
19 6 6 44 40 63 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,140
COMMITMENTS
18,802 13,053 1,611 27,877 32,777 48,290 47,441 6,850 7,699
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 747)
-2,467 187 76 3,365 343 975 606 -227 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 23.7 2.9 50.6 59.4 87.6 86.0 12.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
69 82 18 67 77 146 167
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 275,700
COMMITMENTS
94,009 65,267 8,054 139,385 163,886 241,448 237,207 34,252 38,493
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 3,736)
-12,333 934 380 16,826 1,714 4,873 3,028 -1,137 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 23.7 2.9 50.6 59.4 87.6 86.0 12.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
69 82 18 67 77 146 167
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,196
COMMITMENTS
75,144 29,707 2,783 21,027 67,161 98,954 99,651 26,242 25,545
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -6,803)
-10,278 -4,107 241 2,607 -3,702 -7,430 -7,568 627 765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.0 23.7 2.2 16.8 53.6 79.0 79.6 21.0 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
37 21 10 16 23 56 51
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 541,412
COMMITMENTS
155,287 151,019 10,384 354,769 366,141 520,440 527,544 20,972 13,868
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,421)
-3,436 2,972 1,862 -2,227 -6,169 -3,801 -1,335 1,380 -1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 27.9 1.9 65.5 67.6 96.1 97.4 3.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
75 42 24 105 108 187 167
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,973
COMMITMENTS
17,137 12,357 462 16,951 25,415 34,550 38,234 8,423 4,739
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -549)
-1,270 -1,010 -83 425 -54 -928 -1,147 379 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 28.8 1.1 39.4 59.1 80.4 89.0 19.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
17 9 3 17 14 35 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,283
COMMITMENTS
19,472 20,800 719 34,833 27,932 55,024 49,451 10,259 15,832
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -10,926)
-11,045 3,367 -958 -345 -5,758 -12,348 -3,349 1,422 -7,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 31.9 1.1 53.4 42.8 84.3 75.7 15.7 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
26 26 4 30 24 57 53
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| 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: 102,695
COMMITMENTS
10,370 3,292 29,609 62,692 69,792 102,671 102,693 24 2
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -5,471)
0 -3,660 -680 -4,791 -1,131 -5,471 -5,471 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 3.2 28.8 61.0 68.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 2 2 13 14 21 16
Updated November 10, 2017