MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,188
COMMITMENTS
2,920 5,204 760 19,168 16,884 22,848 22,848 340 340
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -1,168)
500 -300 80 -1,208 -848 -628 -1,068 -540 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 22.4 3.3 82.7 72.8 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 4 7 8 15 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,643
COMMITMENTS
1,975 1,801 1,081 3,605 3,755 6,661 6,636 982 1,007
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 352)
128 -157 146 31 324 306 314 46 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 23.6 14.1 47.2 49.1 87.1 86.8 12.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 10 10 18 19 30 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 62,397
COMMITMENTS
24,601 2,628 18,797 13,986 25,148 57,385 46,573 5,013 15,824
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 5,953)
2,860 -730 2,722 375 1,802 5,956 3,794 -3 2,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 4.2 30.1 22.4 40.3 92.0 74.6 8.0 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
28 19 33 29 30 69 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,213
COMMITMENTS
1,189 1,144 3,322 7,581 7,965 12,092 12,431 1,121 782
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,206)
96 118 238 647 706 981 1,062 226 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 8.7 25.1 57.4 60.3 91.5 94.1 8.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 10 12 24 21 39 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 269,886
COMMITMENTS
78,579 22,916 75,992 90,161 131,052 244,733 229,960 25,154 39,927
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -7,774)
-4,283 2,286 -130 -1,230 -9,416 -5,643 -7,261 -2,131 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 8.5 28.2 33.4 48.6 90.7 85.2 9.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
104 71 123 82 81 254 226
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 394,522
COMMITMENTS
131,109 18,196 103,362 126,390 210,873 360,861 332,431 33,660 62,090
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 13,497)
2,792 -181 10,378 -2,087 4,501 11,084 14,697 2,413 -1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 4.6 26.2 32.0 53.5 91.5 84.3 8.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
162 74 159 142 163 379 343
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,079
COMMITMENTS
3,265 1,072 648 479 3,034 4,393 4,754 1,686 1,325
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 407)
562 -109 -82 -51 397 428 206 -21 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 17.6 10.7 7.9 49.9 72.3 78.2 27.7 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
30 7 13 13 24 51 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,076
COMMITMENTS
19,184 8,475 16,207 16,585 14,509 51,976 39,191 8,100 20,885
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 249)
-772 -198 -802 1,877 837 302 -163 -53 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 14.1 27.0 27.6 24.2 86.5 65.2 13.5 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
59 55 72 65 76 170 170
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,028
COMMITMENTS
422 5,569 345 4,923 682 5,690 6,595 1,338 433
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 824)
191 716 87 475 132 753 935 71 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 79.2 4.9 70.0 9.7 81.0 93.8 19.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 6 12 5 19 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 39,752
COMMITMENTS
1,536 21,640 7,657 29,774 9,006 38,967 38,302 784 1,449
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 4,552)
205 2,331 1,025 3,327 1,045 4,557 4,400 -4 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 54.4 19.3 74.9 22.7 98.0 96.4 2.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 17 13 28 23 47 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,183
COMMITMENTS
18,310 1,113 0 9,025 27,162 27,335 28,275 1,848 908
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -796)
-865 -402 0 100 -352 -765 -754 -31 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.7 3.8 0.0 30.9 93.1 93.7 96.9 6.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 6 0 7 9 18 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 154,186
COMMITMENTS
63,308 31,671 8,570 46,939 86,559 118,816 126,800 35,370 27,386
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 4,741)
4,424 -1,740 1,130 -1,480 4,430 4,074 3,821 667 920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 20.5 5.6 30.4 56.1 77.1 82.2 22.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
32 22 22 24 27 66 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,173
COMMITMENTS
3,596 15,291 1,188 35,818 15,489 40,602 31,969 8,571 17,205
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -1,618)
-3,353 -500 6 1,251 -929 -2,096 -1,423 478 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 31.1 2.4 72.8 31.5 82.6 65.0 17.4 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 15 9 13 11 23 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 196,255
COMMITMENTS
39,161 84,657 12,526 137,190 93,855 188,877 191,039 7,378 5,216
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,447)
3,927 -6,820 -918 -1,948 9,818 1,062 2,081 385 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 43.1 6.4 69.9 47.8 96.2 97.3 3.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
53 44 13 19 26 83 75
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 261,671
COMMITMENTS
44,164 111,283 24,071 165,026 89,025 233,260 224,379 28,411 37,292
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 16,445)
5,440 8,564 4,440 5,990 3,053 15,870 16,058 575 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 42.5 9.2 63.1 34.0 89.1 85.7 10.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
28 47 29 30 47 75 106
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 260,367
COMMITMENTS
27,052 76,355 29,955 181,998 108,930 239,005 215,239 21,362 45,127
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 2,320)
-1,729 917 2,948 -923 -2,711 296 1,154 2,024 1,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 29.3 11.5 69.9 41.8 91.8 82.7 8.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
24 49 24 35 38 75 95
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 515,811
COMMITMENTS
142,762 187,304 50,183 261,883 209,754 454,828 447,241 60,983 68,570
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 12,911)
10,546 4,293 1,801 773 5,335 13,121 11,429 -210 1,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 36.3 9.7 50.8 40.7 88.2 86.7 11.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
82 85 61 66 69 173 190
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,948
COMMITMENTS
12,702 2,827 743 6,668 22,201 20,113 25,771 10,835 5,177
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,801)
-401 469 464 612 255 675 1,188 1,126 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 9.1 2.4 21.5 71.7 65.0 83.3 35.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 5 3 8 8 17 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,024
COMMITMENTS
22,676 4,084 20 6,150 26,306 28,846 30,410 2,178 614
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -6,929)
-4,705 1,176 -574 -1,644 -7,525 -6,923 -6,923 -6 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.1 13.2 0.1 19.8 84.8 93.0 98.0 7.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 11 1 3 5 16 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 57,102
COMMITMENTS
37,198 34,261 220 14,536 19,877 51,954 54,358 5,148 2,744
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 2,020)
1,946 2,167 -7 -96 374 1,843 2,534 177 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.1 60.0 0.4 25.5 34.8 91.0 95.2 9.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
31 19 2 14 11 47 30
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 27,639
COMMITMENTS
7,627 1,262 5,406 13,028 20,393 26,061 27,061 1,578 578
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -2,402)
212 0 -1,379 -1,274 -1,062 -2,441 -2,441 39 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 4.6 19.6 47.1 73.8 94.3 97.9 5.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 3 1 7 6 20 10
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 24,102,387
COMMITMENTS
726,368 2887243 11055795 11716374 8876774 23498537 22819812 603,851 1282576
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 426,193)
50,655 161,694 -98,399 490,366 350,939 442,621 414,233 -16,428 11,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 12.0 45.9 48.6 36.8 97.5 94.7 2.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
50 123 138 122 144 268 320
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 953,625
COMMITMENTS
104,198 99,291 181,967 562,819 562,429 848,985 843,687 104,640 109,938
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -10,052)
4,151 -9,025 -693 -23,357 -7,389 -19,898 -17,107 9,846 7,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 10.4 19.1 59.0 59.0 89.0 88.5 11.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 678)
156 177 185 252 263 507 528
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 188,680
COMMITMENTS
14,381 26,656 47,678 90,670 79,443 152,729 153,777 35,950 34,903
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -20,998)
2,893 450 -13,355 -12,724 -14,099 -23,185 -27,003 2,187 6,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 14.1 25.3 48.1 42.1 80.9 81.5 19.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
19 9 26 36 30 66 56
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,824,725
COMMITMENTS
575,478 489,567 545,054 2360744 2414930 3481276 3449552 343,449 375,173
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 54,728)
68,696 15,025 905 -53,165 33,548 16,436 49,479 38,292 5,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 12.8 14.3 61.7 63.1 91.0 90.2 9.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 658)
149 172 173 244 258 485 511
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 96,283
COMMITMENTS
22,078 3,484 2,019 59,909 87,345 84,006 92,848 12,277 3,435
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -1,189)
-963 -709 615 -1,234 -1,112 -1,582 -1,206 393 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 3.6 2.1 62.2 90.7 87.2 96.4 12.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 5 6 48 36 64 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,218
COMMITMENTS
25,765 9,205 2,730 16,354 32,802 44,850 44,736 6,368 6,481
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,297)
986 239 660 -601 861 1,044 1,760 252 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 18.0 5.3 31.9 64.0 87.6 87.3 12.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
78 58 28 66 80 157 153
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 256,089
COMMITMENTS
128,827 46,023 13,651 81,770 164,008 224,249 223,682 31,840 32,407
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 6,484)
4,929 1,193 3,300 -3,006 4,306 5,222 8,799 1,262 -2,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 18.0 5.3 31.9 64.0 87.6 87.3 12.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
78 58 28 66 80 157 153
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 163,543
COMMITMENTS
92,281 43,052 13,573 26,483 81,386 132,337 138,011 31,206 25,532
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 4,649)
6,221 -11,782 1,391 -2,233 13,866 5,379 3,475 -730 1,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 26.3 8.3 16.2 49.8 80.9 84.4 19.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
38 24 15 27 24 75 53
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,043
COMMITMENTS
10,272 5,717 139 12,633 18,676 23,044 24,532 8,999 7,511
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 371)
793 470 132 23 -468 948 134 -577 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 17.8 0.4 39.4 58.3 71.9 76.6 28.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 9 2 15 8 30 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,145
COMMITMENTS
17,480 17,898 2,417 29,479 19,265 49,376 39,580 8,769 18,565
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 990)
4,337 -424 95 -2,583 -50 1,849 -379 -859 1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 30.8 4.2 50.7 33.1 84.9 68.1 15.1 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
28 15 7 35 27 66 46
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,479
COMMITMENTS
8,565 6,420 0 6,087 8,828 14,652 15,248 827 231
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 41.5 0.0 39.3 57.0 94.7 98.5 5.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 0 10 2 16 6
Updated March 3, 2017