MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 22,800
COMMITMENTS
3,400 4,832 800 18,360 16,928 22,560 22,560 240 240
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 280)
360 520 -80 0 -160 280 280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 21.2 3.5 80.5 74.2 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 10 3 7 6 13 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,710
COMMITMENTS
230 819 434 4,294 3,698 4,958 4,951 752 759
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 94)
157 49 -3 -66 -11 88 35 6 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 14.3 7.6 75.2 64.8 86.8 86.7 13.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 11 9 15 18 26 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,289
COMMITMENTS
13,717 9,686 838 10,175 12,598 24,730 23,122 2,559 4,167
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,241)
1,320 53 185 502 2,311 2,007 2,549 234 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 35.5 3.1 37.3 46.2 90.6 84.7 9.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 22 21 18 22 48 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,246
COMMITMENTS
1,107 1,108 455 4,863 5,147 6,425 6,710 821 536
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 78)
5 56 18 55 52 78 126 0 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 15.3 6.3 67.1 71.0 88.7 92.6 11.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 7 7 20 17 32 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 249,262
COMMITMENTS
98,740 46,724 33,954 98,631 127,117 231,325 207,795 17,937 41,467
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -19,232)
-10,730 -5,305 -5,473 -2,129 -6,351 -18,332 -17,129 -900 -2,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 18.7 13.6 39.6 51.0 92.8 83.4 7.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
101 81 109 56 90 220 240
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 379,776
COMMITMENTS
164,709 34,720 54,045 134,348 238,604 353,102 327,369 26,674 52,407
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -6,261)
-11,441 -2,887 481 3,142 -1,631 -7,818 -4,037 1,557 -2,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 9.1 14.2 35.4 62.8 93.0 86.2 7.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436)
144 78 130 95 176 309 338
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,840
COMMITMENTS
3,797 2,032 441 986 3,345 5,224 5,818 1,616 1,022
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -61)
-181 33 34 152 -60 5 7 -66 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.5 29.7 6.4 14.4 48.9 76.4 85.1 23.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
35 16 8 16 27 57 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,497
COMMITMENTS
28,302 13,713 10,320 10,763 14,690 49,385 38,723 7,112 17,774
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -5,503)
-4,433 -1,985 -63 -980 -1,529 -5,476 -3,577 -27 -1,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 24.3 18.3 19.1 26.0 87.4 68.5 12.6 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
61 58 49 36 74 130 164
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,847
COMMITMENTS
129 2,916 18 2,292 567 2,439 3,501 1,408 346
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 266)
1 199 -6 158 88 153 281 113 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 75.8 0.5 59.6 14.7 63.4 91.0 36.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 6 3 10 6 14 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,868
COMMITMENTS
1,348 13,192 753 23,301 10,400 25,402 24,345 466 1,523
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,526)
179 1,337 124 2,250 1,077 2,553 2,538 -27 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 51.0 2.9 90.1 40.2 98.2 94.1 1.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 17 13 21 22 40 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 42,903
COMMITMENTS
15,934 1,601 44 24,869 39,992 40,847 41,637 2,056 1,266
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -4,121)
-4,664 -3,211 0 310 -956 -4,354 -4,167 233 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 3.7 0.1 58.0 93.2 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
14 3 1 7 8 21 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,596
COMMITMENTS
67,324 22,199 4,251 34,230 96,416 105,805 122,866 37,791 20,730
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -245)
-3,149 -939 4 -927 3,294 -4,072 2,359 3,827 -2,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 15.5 3.0 23.8 67.1 73.7 85.6 26.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
42 16 15 18 26 64 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 82,906
COMMITMENTS
20,821 50,561 885 55,040 7,173 76,746 58,619 6,160 24,287
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,245)
1,351 3,108 -264 722 166 1,809 3,010 -564 -1,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 61.0 1.1 66.4 8.7 92.6 70.7 7.4 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 23 4 12 8 27 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 179,530
COMMITMENTS
110,044 29,658 2,147 61,109 144,095 173,300 175,900 6,230 3,630
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,791)
17,083 -770 375 -16,299 3,016 1,159 2,621 632 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.3 16.5 1.2 34.0 80.3 96.5 98.0 3.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
59 44 11 17 24 78 77
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 175,839
COMMITMENTS
58,358 58,658 10,458 75,131 82,274 143,947 151,390 31,892 24,449
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -888)
5,211 978 -1,039 -5,799 260 -1,627 199 739 -1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 33.4 5.9 42.7 46.8 81.9 86.1 18.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
37 24 22 28 40 77 76
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 261,019
COMMITMENTS
44,382 166,984 8,251 191,725 44,944 244,358 220,179 16,661 40,840
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -22,609)
-4,965 -18,362 -1,459 -15,488 -322 -21,912 -20,143 -697 -2,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 64.0 3.2 73.5 17.2 93.6 84.4 6.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
22 52 19 32 36 63 99
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 465,307
COMMITMENTS
195,909 100,472 21,064 175,054 292,129 392,027 413,665 73,280 51,642
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -2,535)
-4,114 -14,965 184 1,430 16,320 -2,500 1,539 -35 -4,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.1 21.6 4.5 37.6 62.8 84.3 88.9 15.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
99 54 38 64 64 174 145
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,717
COMMITMENTS
12,863 5,358 858 10,588 27,278 24,309 33,494 12,408 3,223
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,022)
1,379 451 -16 -37 225 1,326 660 -304 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 14.6 2.3 28.8 74.3 66.2 91.2 33.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 7 5 10 6 23 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,772
COMMITMENTS
13,395 5,201 162 7,599 16,859 21,156 22,222 1,616 550
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -1,491)
-1,384 49 137 -11 -1,077 -1,258 -891 -233 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.8 22.8 0.7 33.4 74.0 92.9 97.6 7.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 12 4 5 6 20 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 59,737
COMMITMENTS
22,489 35,883 773 33,075 16,825 56,337 53,481 3,400 6,256
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 6,047)
4,343 5,846 -448 2,005 158 5,900 5,556 147 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 60.1 1.3 55.4 28.2 94.3 89.5 5.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
24 44 7 16 10 41 60
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 22,857
COMMITMENTS
14,156 3,944 32 7,740 17,409 21,928 21,385 929 1,472
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 538)
-27 -323 22 378 750 373 449 165 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.9 17.3 0.1 33.9 76.2 95.9 93.6 4.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 7 1 5 6 18 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,502,048
COMMITMENTS
799,874 3534568 2567736 9629499 6205710 12997109 12308014 504,939 1194034
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 379,224)
-55,878 -42,833 169,074 284,844 255,858 398,040 382,099 -18,816 -2,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 26.2 19.0 71.3 46.0 96.3 91.2 3.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
50 109 117 117 132 244 297
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 738,955
COMMITMENTS
116,467 93,947 28,202 503,006 525,864 647,675 648,013 91,280 90,942
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 18,320)
-5,324 2,524 418 16,603 11,840 11,697 14,782 6,623 3,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 12.7 3.8 68.1 71.2 87.6 87.7 12.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
146 133 80 232 246 406 431
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 73,031
COMMITMENTS
6,405 8,735 600 45,295 35,948 52,300 45,283 20,731 27,748
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 5,122)
-1,665 507 399 3,942 -84 2,676 822 2,446 4,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 12.0 0.8 62.0 49.2 71.6 62.0 28.4 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 9 1 19 20 26 29
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| 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: 22,258
COMMITMENTS
0 268 0 20,650 19,956 20,650 20,224 1,608 2,034
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,346)
0 0 0 1,235 -40 1,235 -40 111 1,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.0 92.8 89.7 92.8 90.9 7.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 11 11 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,329,620
COMMITMENTS
596,889 472,642 91,428 2288556 2449581 2976873 3013651 352,747 315,969
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 65,991)
-17,180 11,199 -1,021 63,306 59,620 45,105 69,798 20,886 -3,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 14.2 2.7 68.7 73.6 89.4 90.5 10.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
144 134 76 225 241 395 425
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| 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: 30,472
COMMITMENTS
13,075 330 0 14,699 29,553 27,774 29,883 2,698 589
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 192)
201 0 0 -57 228 144 228 48 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 1.1 0.0 48.2 97.0 91.1 98.1 8.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 1 0 10 10 19 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| 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: 22,608
COMMITMENTS
678 1,188 0 19,966 20,555 20,644 21,743 1,964 865
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -392)
152 -268 0 -687 -106 -535 -374 143 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 5.3 0.0 88.3 90.9 91.3 96.2 8.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 12 11 13 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 94,496
COMMITMENTS
27,064 3,551 801 52,814 86,749 80,679 91,101 13,817 3,395
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 934)
66 -31 412 -159 943 319 1,324 615 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 3.8 0.8 55.9 91.8 85.4 96.4 14.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
18 7 6 42 44 60 57
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,925
COMMITMENTS
18,611 15,474 2,242 30,938 33,654 51,791 51,370 7,134 7,555
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,664)
-1,820 561 494 2,776 876 1,449 1,930 215 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 26.3 3.8 52.5 57.1 87.9 87.2 12.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
76 80 19 73 80 158 170
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 294,625
COMMITMENTS
93,056 77,371 11,210 154,688 168,269 258,954 256,850 35,671 37,775
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 8,321)
-9,101 2,803 2,469 13,879 4,379 7,247 9,651 1,074 -1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 26.3 3.8 52.5 57.1 87.9 87.2 12.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
76 80 19 73 80 158 170
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 132,975
COMMITMENTS
78,134 38,317 2,996 27,595 64,409 108,725 105,722 24,250 27,253
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 6,878)
4,979 9,194 -51 4,068 -4,021 8,996 5,122 -2,118 1,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.8 28.8 2.3 20.8 48.4 81.8 79.5 18.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
34 25 18 17 23 56 61
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 554,480
COMMITMENTS
149,198 153,199 10,292 373,946 377,350 533,436 540,841 21,044 13,639
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 13,464)
-4,200 3,054 295 17,851 8,453 13,946 11,802 -482 1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 27.6 1.9 67.4 68.1 96.2 97.5 3.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
68 53 24 117 112 195 179
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,332
COMMITMENTS
17,733 11,657 152 15,232 26,741 33,117 38,550 9,215 3,782
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 893)
591 765 -19 -358 102 214 848 679 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 27.5 0.4 36.0 63.2 78.2 91.1 21.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
19 10 3 16 13 36 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,626
COMMITMENTS
16,636 22,369 872 34,027 27,078 51,535 50,319 10,091 11,307
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 3,024)
2,636 1,195 -316 738 1,625 3,058 2,504 -34 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 36.3 1.4 55.2 43.9 83.6 81.7 16.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 23 5 31 23 61 47
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| 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: 99,064
COMMITMENTS
10,020 5,312 26,959 62,041 66,791 99,020 99,062 44 2
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -1,691)
-350 40 -690 -671 -1,041 -1,711 -1,691 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 5.4 27.2 62.6 67.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 2 14 14 22 16
Updated November 24, 2017