MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 21,060
COMMITMENTS
3,280 4,240 800 16,740 15,780 20,820 20,820 240 240
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -2,392)
-320 -652 0 -2,072 -1,680 -2,392 -2,332 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 20.1 3.8 79.5 74.9 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 11 3 8 6 14 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,686
COMMITMENTS
305 961 320 3,294 2,669 3,919 3,950 767 736
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,156)
37 68 -102 -1,127 -1,045 -1,192 -1,079 36 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 20.5 6.8 70.3 57.0 83.6 84.3 16.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 11 9 16 19 26 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,132
COMMITMENTS
12,908 9,112 636 8,930 11,415 22,474 21,163 2,658 3,969
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -3,450)
-1,247 -1,122 -212 -1,840 -1,793 -3,299 -3,127 -151 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.4 36.3 2.5 35.5 45.4 89.4 84.2 10.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 23 15 18 21 44 50
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,651
COMMITMENTS
897 1,262 477 4,532 4,417 5,906 6,156 745 495
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -679)
-205 204 17 -386 -798 -574 -577 -105 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 19.0 7.2 68.1 66.4 88.8 92.6 11.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 7 7 20 17 32 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 252,848
COMMITMENTS
102,084 47,167 34,263 98,601 129,505 234,948 210,935 17,900 41,913
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 2,300)
4,507 800 -1,021 -873 2,121 2,613 1,900 -313 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 18.7 13.6 39.0 51.2 92.9 83.4 7.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
98 79 104 56 89 217 227
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 361,073
COMMITMENTS
157,125 32,587 40,257 137,501 237,761 334,883 310,605 26,190 50,468
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -17,882)
-5,763 -1,557 -9,852 -663 -4,485 -16,278 -15,894 -1,604 -1,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 9.0 11.1 38.1 65.8 92.7 86.0 7.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
126 81 108 93 172 283 322
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,377
COMMITMENTS
3,406 1,908 345 950 3,115 4,701 5,368 1,676 1,009
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -24)
-19 -19 -55 23 121 -51 47 27 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.4 29.9 5.4 14.9 48.8 73.7 84.2 26.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
32 14 9 14 25 53 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,376
COMMITMENTS
28,028 14,045 9,155 12,741 15,812 49,924 39,012 7,452 18,364
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 1,015)
-275 775 -585 1,458 488 598 678 417 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.8 24.5 16.0 22.2 27.6 87.0 68.0 13.0 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
57 61 59 40 74 139 169
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,469
COMMITMENTS
107 2,643 31 2,387 546 2,525 3,220 944 249
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -483)
-75 -359 18 -240 -50 -297 -391 -186 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 76.2 0.9 68.8 15.7 72.8 92.8 27.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 3 12 6 16 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,013
COMMITMENTS
1,229 12,648 844 22,362 10,303 24,435 23,795 578 1,218
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,937)
-196 -1,022 -4 -1,840 -614 -2,040 -1,640 103 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 50.6 3.4 89.4 41.2 97.7 95.1 2.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
11 18 13 18 22 38 44
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,380
COMMITMENTS
23,941 6,959 76 25,992 43,191 50,009 50,226 1,371 1,154
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 2,368)
1,700 1,161 -19 814 1,157 2,495 2,299 -127 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 13.5 0.1 50.6 84.1 97.3 97.8 2.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 4 2 7 8 23 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 147,099
COMMITMENTS
66,467 24,001 4,690 39,258 95,363 110,415 124,054 36,684 23,045
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 1,842)
-1,415 1,777 794 3,292 -2,427 2,671 144 -829 1,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 16.3 3.2 26.7 64.8 75.1 84.3 24.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
39 14 16 20 22 65 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 80,778
COMMITMENTS
17,891 47,458 1,095 55,496 9,737 74,482 58,290 6,296 22,488
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 1,234)
310 -307 349 356 2,045 1,015 2,087 219 -853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 58.8 1.4 68.7 12.1 92.2 72.2 7.8 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 19 4 12 10 25 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 179,296
COMMITMENTS
121,003 24,480 1,881 48,842 149,465 171,726 175,826 7,570 3,470
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 7,811)
8,037 1,080 333 -1,338 5,858 7,032 7,271 779 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.5 13.7 1.0 27.2 83.4 95.8 98.1 4.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
63 42 7 17 20 82 67
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 202,693
COMMITMENTS
89,270 82,864 14,235 63,128 80,222 166,633 177,321 36,060 25,372
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 24,463)
22,721 20,888 3,716 -6,283 -2,460 20,154 22,144 4,309 2,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 40.9 7.0 31.1 39.6 82.2 87.5 17.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
46 29 24 28 39 88 80
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 238,077
COMMITMENTS
34,766 149,033 10,973 174,129 42,101 219,868 202,107 18,209 35,970
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -6,459)
-5,027 -1,400 3,345 -4,305 -5,366 -5,987 -3,421 -472 -3,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 62.6 4.6 73.1 17.7 92.4 84.9 7.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
20 48 20 34 35 65 93
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 499,124
COMMITMENTS
205,400 112,294 23,524 190,380 314,914 419,304 450,732 79,820 48,392
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 3,563)
240 -3,185 1,921 1,324 4,017 3,485 2,753 78 810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 22.5 4.7 38.1 63.1 84.0 90.3 16.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
104 50 42 62 62 177 144
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 40,239
COMMITMENTS
14,873 6,110 1,085 10,751 29,202 26,709 36,397 13,530 3,842
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 1,551)
-358 -392 132 983 1,258 757 998 794 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 15.2 2.7 26.7 72.6 66.4 90.5 33.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 7 7 11 6 26 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,280
COMMITMENTS
5,464 7,257 291 10,120 9,021 15,875 16,569 1,405 711
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -8,997)
-3,788 2,305 -396 -4,623 -10,823 -8,807 -8,914 -190 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 42.0 1.7 58.6 52.2 91.9 95.9 8.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 12 3 6 6 23 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 61,386
COMMITMENTS
24,228 37,121 1,796 32,042 17,057 58,066 55,974 3,320 5,412
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 126)
268 -861 669 -709 507 228 315 -102 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 60.5 2.9 52.2 27.8 94.6 91.2 5.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 42 13 16 12 47 64
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 22,624
COMMITMENTS
13,647 3,720 1,099 6,869 16,859 21,615 21,678 1,009 946
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 734)
79 -212 1,057 -383 75 753 920 -19 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 16.4 4.9 30.4 74.5 95.5 95.8 4.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 6 4 4 5 17 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,188,185
COMMITMENTS
950,915 3382060 2904562 9833693 6612254 13689170 12898876 499,015 1289309
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 365,330)
116,854 -61,113 260,085 43,214 136,199 420,153 335,171 -54,823 30,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 23.8 20.5 69.3 46.6 96.5 90.9 3.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
46 111 118 119 131 244 296
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 780,215
COMMITMENTS
124,451 90,050 40,048 526,132 566,740 690,631 696,838 89,584 83,377
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 23,871)
4,944 -6,668 6,359 15,084 33,527 26,387 33,219 -2,516 -9,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 11.5 5.1 67.4 72.6 88.5 89.3 11.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632)
154 134 99 236 256 437 443
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 77,526
COMMITMENTS
9,918 8,893 450 44,250 43,846 54,618 53,189 22,908 24,337
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,232)
758 25 -821 -1,363 3,906 -1,426 3,110 194 -4,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 11.5 0.6 57.1 56.6 70.5 68.6 29.5 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 7 2 17 22 28 30
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| 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: 22,435
COMMITMENTS
0 268 0 20,649 21,516 20,649 21,784 1,786 651
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 196)
0 0 0 -7 219 -7 219 203 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.0 92.0 95.9 92.0 97.1 8.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 12 12 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 12,715
COMMITMENTS
1,748 0 0 9,512 12,266 11,260 12,266 1,455 449
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 0.0 0.0 74.8 96.5 88.6 96.5 11.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 0 9 9 13 9
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,513,444
COMMITMENTS
636,045 469,166 134,609 2409409 2614471 3180063 3218246 333,381 295,198
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 125,515)
21,411 -32,985 35,421 82,235 148,107 139,067 150,543 -13,552 -25,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 13.4 3.8 68.6 74.4 90.5 91.6 9.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
153 133 96 234 252 431 437
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| 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: 32,378
COMMITMENTS
14,615 271 0 14,130 31,675 28,745 31,946 3,633 432
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 798)
729 -59 0 -574 771 155 712 643 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.1 0.8 0.0 43.6 97.8 88.8 98.7 11.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 1 0 9 11 19 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| 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: 21,477
COMMITMENTS
681 590 0 18,923 19,951 19,604 20,541 1,873 936
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -731)
-73 -598 0 -612 -259 -685 -857 -46 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 2.7 0.0 88.1 92.9 91.3 95.6 8.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 12 10 13 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 93,041
COMMITMENTS
28,857 2,647 575 49,577 86,907 79,009 90,129 14,032 2,912
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -621)
397 -954 -105 -1,755 869 -1,463 -190 842 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 2.8 0.6 53.3 93.4 84.9 96.9 15.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 5 6 38 42 59 53
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,856
COMMITMENTS
20,067 18,846 1,825 31,012 32,911 52,904 53,583 7,952 7,274
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 1,946)
1,793 1,694 -211 -552 758 1,030 2,241 915 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 31.0 3.0 51.0 54.1 86.9 88.0 13.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
81 79 24 71 90 167 178
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 304,281
COMMITMENTS
100,335 94,231 9,125 155,061 164,557 264,521 267,913 39,760 36,368
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 9,728)
8,965 8,472 -1,055 -2,759 3,788 5,151 11,205 4,577 -1,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 31.0 3.0 51.0 54.1 86.9 88.0 13.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
81 79 24 71 90 167 178
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 139,427
COMMITMENTS
83,634 43,306 4,537 29,503 62,576 117,674 110,419 21,753 29,008
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 4,622)
5,432 3,986 1,762 -285 -2,211 6,909 3,537 -2,287 1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.0 31.1 3.3 21.2 44.9 84.4 79.2 15.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
33 24 14 18 26 54 62
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 592,595
COMMITMENTS
180,577 138,879 11,830 377,129 428,380 569,536 579,089 23,059 13,506
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 23,052)
17,679 -17,022 118 4,759 40,535 22,556 23,631 496 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 23.4 2.0 63.6 72.3 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
75 47 24 119 105 203 167
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 56,633
COMMITMENTS
17,347 11,179 7,191 17,770 30,120 42,308 48,490 14,325 8,143
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 14,534)
11 68 7,036 2,279 3,158 9,326 10,262 5,208 4,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 19.7 12.7 31.4 53.2 74.7 85.6 25.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
17 9 7 16 14 37 27
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 82,159
COMMITMENTS
14,145 22,496 3,785 36,493 28,528 54,423 54,809 27,736 27,350
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 19,415)
-1,165 1,477 2,779 1,334 2,278 2,948 6,534 16,467 12,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 27.4 4.6 44.4 34.7 66.2 66.7 33.8 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
25 23 15 32 23 68 50
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| 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: 99,784
COMMITMENTS
10,040 5,727 27,144 61,556 66,911 98,740 99,782 1,044 2
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 720)
20 415 185 -485 120 -280 720 1,000 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 5.7 27.2 61.7 67.1 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 2 14 14 22 16
Updated December 8, 2017