MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 24,356
COMMITMENTS
2,420 5,504 680 20,376 17,732 23,476 23,916 880 440
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 404)
-120 -672 320 444 996 644 644 -240 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 22.6 2.8 83.7 72.8 96.4 98.2 3.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 3 7 8 14 16
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,291
COMMITMENTS
1,846 1,957 935 3,574 3,430 6,355 6,323 936 968
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 260)
78 -140 119 94 203 291 182 -31 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 26.8 12.8 49.0 47.0 87.2 86.7 12.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 10 10 18 18 30 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,444
COMMITMENTS
21,741 3,358 16,076 13,612 23,346 51,429 42,780 5,015 13,665
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,985)
1,548 -851 1,530 85 1,101 3,163 1,780 -178 1,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 5.9 28.5 24.1 41.4 91.1 75.8 8.9 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
25 23 33 30 30 71 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,006
COMMITMENTS
1,092 1,026 3,084 6,935 7,259 11,111 11,369 895 637
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 745)
120 195 71 480 433 670 699 75 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 8.5 25.7 57.8 60.5 92.5 94.7 7.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 9 12 24 22 39 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 277,661
COMMITMENTS
82,861 20,630 76,123 91,391 140,468 250,376 237,220 27,285 40,440
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -31,301)
-1,585 202 -27,220 -646 -4,362 -29,451 -31,380 -1,850 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 7.4 27.4 32.9 50.6 90.2 85.4 9.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
114 64 120 87 89 265 228
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 381,025
COMMITMENTS
128,317 18,378 92,984 128,477 206,373 349,777 317,734 31,247 63,291
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 817)
-1,588 318 2,275 504 -2,687 1,191 -94 -373 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 4.8 24.4 33.7 54.2 91.8 83.4 8.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
148 81 150 135 155 363 324
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,671
COMMITMENTS
2,703 1,180 730 531 2,637 3,965 4,548 1,707 1,123
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 193)
437 77 103 -270 75 270 255 -76 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 20.8 12.9 9.4 46.5 69.9 80.2 30.1 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
25 12 11 20 26 54 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,827
COMMITMENTS
19,956 8,673 17,009 14,709 13,672 51,674 39,354 8,153 20,473
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -479)
-161 -285 -810 454 815 -517 -280 38 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 14.5 28.4 24.6 22.9 86.4 65.8 13.6 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
54 60 73 71 82 175 178
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,205
COMMITMENTS
232 4,853 258 4,448 549 4,938 5,660 1,267 544
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 337)
-53 271 2 327 33 276 306 61 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 78.2 4.2 71.7 8.9 79.6 91.2 20.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 6 5 11 4 17 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,199
COMMITMENTS
1,331 19,309 6,632 26,447 7,961 34,411 33,902 789 1,297
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,226)
-126 1,739 347 2,030 75 2,252 2,162 -26 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 54.9 18.8 75.1 22.6 97.8 96.3 2.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
9 16 12 26 19 44 38
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,979
COMMITMENTS
19,175 1,515 0 8,925 27,514 28,100 29,029 1,879 950
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -438)
-464 78 0 1 -593 -463 -515 25 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.0 5.1 0.0 29.8 91.8 93.7 96.8 6.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 5 0 7 9 19 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 149,445
COMMITMENTS
58,884 33,411 7,439 48,419 82,129 114,742 122,979 34,703 26,466
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 5,470)
5,752 -153 -14 -831 4,337 4,907 4,170 563 1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 22.4 5.0 32.4 55.0 76.8 82.3 23.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
33 22 18 25 27 67 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,791
COMMITMENTS
6,948 15,791 1,183 34,567 16,418 42,698 33,391 8,093 17,400
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,218)
439 -2,257 101 277 1,684 817 -472 401 1,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 31.1 2.3 68.1 32.3 84.1 65.7 15.9 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 16 11 12 10 27 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 194,808
COMMITMENTS
35,234 91,477 13,444 139,137 84,036 187,815 188,957 6,993 5,851
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 3,432)
4,871 1,178 2,991 -5,030 -50 2,832 4,119 601 -686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 47.0 6.9 71.4 43.1 96.4 97.0 3.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
54 53 14 21 27 85 86
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 245,226
COMMITMENTS
38,724 102,719 19,631 159,035 85,971 217,390 208,321 27,836 36,905
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,435)
-795 459 -295 2,306 351 1,216 515 219 919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 41.9 8.0 64.9 35.1 88.6 85.0 11.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
28 49 31 29 46 76 107
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 258,046
COMMITMENTS
28,781 75,438 27,007 182,920 111,641 238,709 214,086 19,338 43,961
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -1,890)
1,651 1,258 -1,279 -1,395 -415 -1,023 -436 -868 -1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 29.2 10.5 70.9 43.3 92.5 83.0 7.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
31 43 22 34 39 75 94
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 502,900
COMMITMENTS
132,216 183,011 48,382 261,110 204,418 441,707 435,811 61,193 67,089
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 16,355)
4,953 16,556 2,554 7,161 134 14,669 19,244 1,687 -2,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 36.4 9.6 51.9 40.6 87.8 86.7 12.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
78 93 63 63 66 169 195
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 29,147
COMMITMENTS
13,103 2,358 279 6,056 21,946 19,438 24,583 9,709 4,564
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 105)
5 72 0 -30 211 -25 283 130 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 8.1 1.0 20.8 75.3 66.7 84.3 33.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 3 6 8 15 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,953
COMMITMENTS
27,381 2,908 594 7,794 33,831 35,769 37,333 2,184 620
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 819)
-1,321 256 592 1,547 52 818 900 1 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.1 7.7 1.6 20.5 89.1 94.2 98.4 5.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 11 2 4 6 18 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 55,082
COMMITMENTS
35,252 32,094 227 14,632 19,503 50,111 51,824 4,971 3,258
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -1,232)
-1,313 -1,595 -49 165 -22 -1,197 -1,666 -35 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.0 58.3 0.4 26.6 35.4 91.0 94.1 9.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
34 20 4 14 10 50 32
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 30,041
COMMITMENTS
7,415 1,262 6,785 14,302 21,455 28,502 29,502 1,539 539
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -1,461)
-335 -650 -932 -377 21 -1,644 -1,561 183 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 4.2 22.6 47.6 71.4 94.9 98.2 5.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 3 1 7 7 20 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,676,194
COMMITMENTS
675,713 2725550 11154194 11226008 8525835 23055915 22405578 620,279 1270616
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,036,618)
65,461 132,155 585,495 378,663 287,318 1029618 1004968 7,000 31,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 11.5 47.1 47.4 36.0 97.4 94.6 2.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
52 120 138 122 144 267 319
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 963,677
COMMITMENTS
100,047 108,316 182,660 586,176 569,818 868,883 860,795 94,794 102,883
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -36,462)
-1,427 -3,474 -5,537 -23,144 -19,218 -30,108 -28,229 -6,355 -8,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 11.2 19.0 60.8 59.1 90.2 89.3 9.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 681)
163 177 174 250 256 504 518
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 209,678
COMMITMENTS
11,489 26,205 61,033 103,394 93,542 175,915 180,780 33,763 28,898
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -33,307)
-1,073 -5,738 -7,329 -22,191 -15,243 -30,593 -28,310 -2,714 -4,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 12.5 29.1 49.3 44.6 83.9 86.2 16.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
14 11 22 37 35 64 57
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,769,997
COMMITMENTS
506,782 474,542 544,149 2413909 2381382 3464840 3400073 305,157 369,924
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -15,775)
7,545 20,631 -351 -4,766 -19,875 2,428 406 -18,203 -16,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 12.6 14.4 64.0 63.2 91.9 90.2 8.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 660)
157 171 162 244 249 484 499
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 97,472
COMMITMENTS
23,041 4,193 1,404 61,143 88,457 85,588 94,054 11,884 3,418
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,743)
-772 1,341 178 4,383 1,257 3,789 2,776 -1,046 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 4.3 1.4 62.7 90.8 87.8 96.5 12.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
16 7 3 48 37 65 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,921
COMMITMENTS
24,780 8,966 2,070 16,955 31,940 43,805 42,977 6,116 6,944
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,137)
691 2,568 206 107 -1,810 1,004 964 133 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 18.0 4.1 34.0 64.0 87.7 86.1 12.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
77 59 29 69 75 160 149
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 249,605
COMMITMENTS
123,899 44,830 10,352 84,777 159,702 219,027 214,883 30,578 34,722
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 5,685)
3,455 12,840 1,029 534 -9,050 5,018 4,819 667 866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 18.0 4.1 34.0 64.0 87.7 86.1 12.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
77 59 29 69 75 160 149
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 158,894
COMMITMENTS
86,060 54,834 12,182 28,716 67,520 126,958 134,536 31,936 24,358
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 10,073)
9,126 -19 842 83 9,008 10,051 9,831 21 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.2 34.5 7.7 18.1 42.5 79.9 84.7 20.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
40 25 14 25 24 73 55
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,672
COMMITMENTS
9,479 5,247 7 12,610 19,144 22,096 24,398 9,576 7,274
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -670)
-886 465 -116 10 270 -992 619 322 -1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 16.6 0.0 39.8 60.4 69.8 77.0 30.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 7 1 15 9 29 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,155
COMMITMENTS
13,143 18,322 2,322 32,062 19,315 47,527 39,959 9,628 17,196
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -4,367)
-1,806 -4,810 209 -479 -519 -2,076 -5,120 -2,291 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 32.1 4.1 56.1 33.8 83.2 69.9 16.8 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 15 6 35 25 59 43
Updated February 24, 2017