MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 20,658
COMMITMENTS
3,280 4,140 200 16,938 16,018 20,418 20,358 240 300
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -402)
0 -100 -600 198 238 -402 -462 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 20.0 1.0 82.0 77.5 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 11 2 8 6 13 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,847
COMMITMENTS
354 972 321 3,372 2,748 4,047 4,041 800 806
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 161)
49 11 1 78 79 128 91 33 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 20.1 6.6 69.6 56.7 83.5 83.4 16.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 11 10 16 19 27 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,519
COMMITMENTS
13,034 8,273 612 9,229 12,560 22,875 21,445 2,644 4,074
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 387)
126 -839 -24 299 1,145 401 282 -14 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.1 32.4 2.4 36.2 49.2 89.6 84.0 10.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
19 23 18 19 21 50 50
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,240
COMMITMENTS
990 1,447 497 4,977 4,775 6,464 6,719 776 521
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 589)
93 185 20 445 358 558 563 31 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 20.0 6.9 68.7 66.0 89.3 92.8 10.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 8 8 18 18 30 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 242,048
COMMITMENTS
97,590 47,570 32,796 95,078 122,220 225,464 202,586 16,584 39,462
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -10,800)
-4,494 403 -1,467 -3,523 -7,285 -9,484 -8,349 -1,316 -2,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 19.7 13.5 39.3 50.5 93.1 83.7 6.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
95 91 91 54 89 204 229
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 338,330
COMMITMENTS
138,271 27,431 37,045 136,852 227,327 312,168 291,803 26,162 46,527
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -22,743)
-18,854 -5,156 -3,212 -649 -10,434 -22,715 -18,802 -28 -3,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 8.1 10.9 40.4 67.2 92.3 86.2 7.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
128 74 101 91 160 272 300
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,320
COMMITMENTS
3,436 1,953 360 859 2,975 4,655 5,288 1,665 1,032
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -57)
30 45 15 -91 -140 -46 -80 -11 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 30.9 5.7 13.6 47.1 73.7 83.7 26.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
29 15 7 13 24 48 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,822
COMMITMENTS
24,868 13,301 9,531 11,867 14,087 46,266 36,919 7,556 16,903
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -3,554)
-3,160 -744 376 -874 -1,725 -3,658 -2,093 104 -1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 24.7 17.7 22.0 26.2 86.0 68.6 14.0 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
57 56 60 43 71 144 163
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,747
COMMITMENTS
168 2,674 37 2,406 725 2,611 3,436 1,136 311
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 278)
61 31 6 19 179 86 216 192 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 71.4 1.0 64.2 19.3 69.7 91.7 30.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 5 2 10 6 14 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,186
COMMITMENTS
1,177 13,491 693 23,718 10,681 25,588 24,865 598 1,321
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 1,173)
-52 843 -151 1,356 378 1,153 1,070 20 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 51.5 2.6 90.6 40.8 97.7 95.0 2.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 17 12 18 22 37 41
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 64,805
COMMITMENTS
23,991 6,659 8 38,956 56,899 62,955 63,566 1,850 1,239
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 13,425)
50 -300 -68 12,964 13,708 12,946 13,340 479 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 10.3 0.0 60.1 87.8 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 4 1 9 8 22 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 149,275
COMMITMENTS
62,198 20,238 5,887 45,454 98,941 113,539 125,066 35,736 24,209
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 2,176)
-4,269 -3,763 1,197 6,196 3,578 3,124 1,012 -948 1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 13.6 3.9 30.4 66.3 76.1 83.8 23.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
35 18 18 20 21 62 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 95,115
COMMITMENTS
19,349 48,114 3,608 66,285 19,383 89,242 71,105 5,873 24,010
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 14,337)
1,458 656 2,513 10,789 9,646 14,760 12,815 -423 1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 50.6 3.8 69.7 20.4 93.8 74.8 6.2 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 19 5 14 13 28 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 211,478
COMMITMENTS
112,383 26,207 26,854 65,269 154,986 204,506 208,047 6,972 3,431
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 32,182)
-8,620 1,727 24,973 16,427 5,521 32,780 32,221 -598 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.1 12.4 12.7 30.9 73.3 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
53 41 20 17 20 78 77
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 208,102
COMMITMENTS
82,611 71,223 10,361 79,509 97,451 172,481 179,035 35,621 29,067
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 5,409)
-6,659 -11,641 -3,874 16,381 17,229 5,848 1,714 -439 3,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 34.2 5.0 38.2 46.8 82.9 86.0 17.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
47 26 25 28 40 88 79
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 250,581
COMMITMENTS
31,747 145,870 15,289 186,472 47,517 233,508 208,676 17,073 41,905
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 12,504)
-3,019 -3,163 4,316 12,343 5,416 13,640 6,569 -1,136 5,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 58.2 6.1 74.4 19.0 93.2 83.3 6.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
19 48 16 34 37 64 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 505,744
COMMITMENTS
206,027 92,138 34,146 185,209 320,739 425,382 447,023 80,362 58,721
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 6,620)
627 -20,156 10,622 -5,171 5,825 6,078 -3,709 542 10,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 18.2 6.8 36.6 63.4 84.1 88.4 15.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
101 50 53 65 66 178 158
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 45,818
COMMITMENTS
15,515 5,627 1,622 15,324 34,567 32,461 41,816 13,357 4,002
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 5,579)
642 -483 537 4,573 5,365 5,752 5,419 -173 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 12.3 3.5 33.4 75.4 70.8 91.3 29.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 7 8 11 7 28 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,765
COMMITMENTS
6,583 8,408 265 10,288 9,319 17,136 17,992 1,629 773
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 1,485)
1,119 1,151 -26 168 298 1,261 1,423 224 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 44.8 1.4 54.8 49.7 91.3 95.9 8.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 12 2 6 5 23 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 74,192
COMMITMENTS
23,811 37,239 3,437 41,601 25,169 68,849 65,845 5,343 8,347
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 12,806)
-417 118 1,641 9,559 8,112 10,783 9,871 2,023 2,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 50.2 4.6 56.1 33.9 92.8 88.7 7.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 36 18 17 12 49 63
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 24,372
COMMITMENTS
13,584 3,783 1,282 8,385 18,401 23,251 23,466 1,121 906
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 1,748)
-63 63 183 1,516 1,542 1,636 1,788 112 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.7 15.5 5.3 34.4 75.5 95.4 96.3 4.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 6 3 5 6 15 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,425,403
COMMITMENTS
976,681 3438917 2975301 9978025 6717110 13930007 13131328 495,396 1294075
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 237,218)
25,766 56,857 70,739 144,332 104,856 240,837 232,452 -3,619 4,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 23.8 20.6 69.2 46.6 96.6 91.0 3.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
49 110 127 121 135 255 304
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 863,122
COMMITMENTS
106,901 88,775 52,049 606,331 626,455 765,282 767,280 97,840 95,842
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 82,907)
-17,550 -1,275 12,002 80,199 59,715 74,651 70,442 8,256 12,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 10.3 6.0 70.2 72.6 88.7 88.9 11.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617)
143 134 113 243 263 442 455
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 97,077
COMMITMENTS
13,204 8,620 1,130 60,511 56,463 74,845 66,213 22,232 30,864
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 19,551)
3,286 -273 680 16,261 12,617 20,227 13,024 -676 6,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 8.9 1.2 62.3 58.2 77.1 68.2 22.9 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 7 7 23 27 37 39
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| 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: 32,081
COMMITMENTS
0 268 0 30,216 31,053 30,216 31,321 1,865 760
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 9,646)
0 0 0 9,567 9,537 9,567 9,537 79 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 0.0 94.2 96.8 94.2 97.6 5.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 13 14 14
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| 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: 15,183
COMMITMENTS
1,688 0 0 11,948 14,536 13,636 14,536 1,547 647
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 2,468)
-60 0 0 2,436 2,270 2,376 2,270 92 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 0.0 0.0 78.7 95.7 89.8 95.7 10.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 12 13 16 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,830,224
COMMITMENTS
548,679 480,968 174,404 2729100 2849962 3452183 3505334 378,041 324,890
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 316,780)
-87,366 11,802 39,795 319,691 235,491 272,120 287,088 44,660 29,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 12.6 4.6 71.3 74.4 90.1 91.5 9.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
141 133 107 239 257 432 445
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| 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: 45,198
COMMITMENTS
14,851 303 0 27,148 44,530 41,999 44,833 3,199 365
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 12,820)
236 32 0 13,018 12,855 13,254 12,887 -434 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 0.7 0.0 60.1 98.5 92.9 99.2 7.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 1 0 12 12 22 13
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 14,514
COMMITMENTS
3,575 1,236 0 9,795 12,866 13,370 14,102 1,144 412
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 8.5 0.0 67.5 88.6 92.1 97.2 7.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 9 13 12 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| 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: 38,286
COMMITMENTS
508 590 0 35,935 36,560 36,443 37,150 1,843 1,136
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 16,809)
-173 0 0 17,012 16,609 16,839 16,609 -30 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.5 0.0 93.9 95.5 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 14 11 15 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,402
COMMITMENTS
26,800 2,514 452 63,946 97,669 91,198 100,635 14,204 4,767
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 12,361)
-2,057 -133 -123 14,369 10,762 12,189 10,506 172 1,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 2.4 0.4 60.7 92.7 86.5 95.5 13.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
19 5 6 45 44 65 54
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 72,410
COMMITMENTS
18,354 17,020 2,842 43,077 44,668 64,273 64,530 8,137 7,880
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 11,554)
-1,713 -1,826 1,017 12,065 11,757 11,369 10,948 185 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 23.5 3.9 59.5 61.7 88.8 89.1 11.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
72 73 32 76 98 169 184
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 362,049
COMMITMENTS
91,772 85,102 14,208 215,385 223,341 321,365 322,651 40,684 39,398
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 57,768)
-8,563 -9,129 5,083 60,324 58,784 56,844 54,738 924 3,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 23.5 3.9 59.5 61.7 88.8 89.1 11.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
72 73 32 76 98 169 184
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,029
COMMITMENTS
93,384 52,664 6,288 37,288 65,974 136,960 124,926 20,069 32,103
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 17,602)
9,750 9,358 1,751 7,785 3,398 19,286 14,507 -1,684 3,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.5 33.5 4.0 23.7 42.0 87.2 79.6 12.8 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 28 20 22 28 60 72
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 680,089
COMMITMENTS
179,006 135,789 16,208 448,687 499,280 643,901 651,277 36,188 28,812
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 87,494)
-1,571 -3,090 4,378 71,558 70,900 74,365 72,188 13,129 15,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 20.0 2.4 66.0 73.4 94.7 95.8 5.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
76 41 38 129 120 222 183
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,181
COMMITMENTS
16,807 10,514 0 13,698 23,685 30,505 34,199 7,676 3,982
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -18,452)
-540 -665 -7,191 -4,072 -6,435 -11,803 -14,291 -6,649 -4,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 27.5 0.0 35.9 62.0 79.9 89.6 20.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 4 0 14 10 32 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,573
COMMITMENTS
15,262 9,189 661 24,323 19,852 40,246 29,702 9,327 19,871
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -32,586)
1,117 -13,307 -3,124 -12,170 -8,676 -14,177 -25,107 -18,409 -7,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 18.5 1.3 49.1 40.0 81.2 59.9 18.8 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
19 14 3 21 24 42 39
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| 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: 103,009
COMMITMENTS
11,080 3,420 29,021 62,864 70,566 102,965 103,007 44 2
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 3,225)
1,040 -2,307 1,877 1,308 3,655 4,225 3,225 -1,000 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 3.3 28.2 61.0 68.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 2 14 16 22 18
Updated December 15, 2017