MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 21,708
COMMITMENTS
3,040 5,124 760 17,528 15,444 21,328 21,328 380 380
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,480)
120 -80 0 -1,640 -1,440 -1,520 -1,520 40 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 23.6 3.5 80.7 71.1 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 4 7 8 13 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,762
COMMITMENTS
1,678 1,686 904 3,321 3,262 5,904 5,852 859 910
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -881)
-296 -115 -177 -284 -492 -758 -784 -124 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 24.9 13.4 49.1 48.2 87.3 86.5 12.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 10 9 18 19 29 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 57,536
COMMITMENTS
23,281 2,846 17,450 12,446 22,481 53,177 42,777 4,359 14,759
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,861)
-1,320 218 -1,348 -1,540 -2,667 -4,208 -3,796 -654 -1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 4.9 30.3 21.6 39.1 92.4 74.3 7.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
23 22 33 28 31 67 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,558
COMMITMENTS
1,199 718 3,219 7,040 7,988 11,458 11,925 1,100 633
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -655)
10 -426 -102 -542 22 -634 -506 -21 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 5.7 25.6 56.1 63.6 91.2 95.0 8.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 7 11 25 22 40 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 265,727
COMMITMENTS
75,143 26,329 76,541 88,009 122,115 239,693 224,985 26,034 40,742
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,160)
-3,436 3,414 548 -2,152 -8,937 -5,040 -4,975 880 815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 9.9 28.8 33.1 46.0 90.2 84.7 9.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
106 67 126 84 83 255 228
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 395,304
COMMITMENTS
131,437 17,910 103,311 125,705 211,348 360,454 332,569 34,851 62,736
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 783)
328 -287 -51 -685 475 -408 137 1,191 646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 4.5 26.1 31.8 53.5 91.2 84.1 8.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437)
155 74 157 138 166 369 337
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,954
COMMITMENTS
3,358 1,161 593 496 2,872 4,447 4,626 1,508 1,329
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -124)
93 89 -55 17 -162 54 -128 -178 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 19.5 10.0 8.3 48.2 74.7 77.7 25.3 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
28 11 11 16 21 53 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,711
COMMITMENTS
18,868 8,904 15,445 16,965 14,244 51,278 38,593 8,433 21,118
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -365)
-315 429 -762 380 -265 -698 -598 333 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 14.9 25.9 28.4 23.9 85.9 64.6 14.1 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
66 53 65 69 78 173 167
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,788
COMMITMENTS
434 5,405 342 4,748 658 5,524 6,406 1,264 382
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -240)
12 -164 -2 -175 -23 -166 -190 -74 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 79.6 5.0 69.9 9.7 81.4 94.4 18.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 6 13 5 20 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 40,251
COMMITMENTS
1,505 21,420 7,999 30,132 8,909 39,636 38,328 615 1,923
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 500)
-32 -219 342 358 -97 669 26 -169 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 53.2 19.9 74.9 22.1 98.5 95.2 1.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 23 15 28 23 47 47
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 32,727
COMMITMENTS
17,635 913 24 11,123 28,818 28,782 29,755 3,945 2,972
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 3,544)
-675 -200 24 2,098 1,656 1,447 1,480 2,097 2,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 2.8 0.1 34.0 88.1 87.9 90.9 12.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 5 1 6 9 16 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 161,703
COMMITMENTS
65,422 35,637 12,446 51,852 81,490 129,720 129,574 31,982 32,129
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 7,517)
2,115 3,966 3,877 4,913 -5,069 10,904 2,773 -3,388 4,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 22.0 7.7 32.1 50.4 80.2 80.1 19.8 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
31 25 20 24 30 64 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,326
COMMITMENTS
12,594 22,700 1,562 36,732 13,790 50,889 38,052 7,437 20,274
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 9,152)
8,999 7,409 373 915 -1,699 10,287 6,083 -1,134 3,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 38.9 2.7 63.0 23.6 87.2 65.2 12.8 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 19 9 13 12 28 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 210,020
COMMITMENTS
38,856 81,545 11,986 151,200 111,807 202,042 205,338 7,978 4,682
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 13,765)
-305 -3,112 -541 14,011 17,952 13,165 14,300 600 -534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 38.8 5.7 72.0 53.2 96.2 97.8 3.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
60 39 13 21 29 91 73
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 293,073
COMMITMENTS
60,202 139,836 21,310 180,504 90,104 262,016 251,250 31,056 41,823
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 31,402)
16,039 28,553 -2,761 15,479 1,079 28,756 26,871 2,646 4,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 47.7 7.3 61.6 30.7 89.4 85.7 10.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
27 52 22 29 46 69 107
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 250,344
COMMITMENTS
36,778 94,151 21,084 174,860 87,160 232,723 202,396 17,622 47,948
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -10,022)
9,726 17,797 -8,871 -7,137 -21,769 -6,282 -12,843 -3,740 2,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 37.6 8.4 69.8 34.8 93.0 80.8 7.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
27 47 27 29 35 72 94
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 491,765
COMMITMENTS
137,358 196,124 34,769 258,351 191,464 430,477 422,357 61,288 69,408
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -24,046)
-5,404 8,820 -15,414 -3,533 -18,290 -24,351 -24,884 305 838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 39.9 7.1 52.5 38.9 87.5 85.9 12.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
67 90 52 67 70 163 183
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,703
COMMITMENTS
14,202 3,289 285 6,465 22,912 20,952 26,486 16,751 11,217
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 6,755)
1,500 462 -458 -203 711 839 715 5,916 6,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 8.7 0.8 17.1 60.8 55.6 70.2 44.4 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 4 3 8 8 18 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,243
COMMITMENTS
22,260 4,324 20 6,820 26,191 29,100 30,535 2,143 708
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 219)
-416 240 0 670 -115 254 125 -35 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.2 13.8 0.1 21.8 83.8 93.1 97.7 6.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 12 1 4 6 16 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 51,405
COMMITMENTS
27,207 31,632 1,224 17,135 14,883 45,566 47,739 5,839 3,666
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,697)
-9,991 -2,629 1,004 2,599 -4,994 -6,388 -6,619 691 922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 61.5 2.4 33.3 29.0 88.6 92.9 11.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
26 22 7 14 14 44 41
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 28,816
COMMITMENTS
8,454 1,262 5,771 13,377 20,973 27,602 28,006 1,214 810
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 1,177)
827 0 365 349 580 1,541 945 -364 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 4.4 20.0 46.4 72.8 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 3 5 9 9 23 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 25,302,432
COMMITMENTS
641,603 2993358 11901846 12096609 9022658 24640057 23917862 662,375 1384570
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 1,200,045)
-84,765 106,115 846,051 380,235 145,884 1141521 1098051 58,524 101,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 11.8 47.0 47.8 35.7 97.4 94.5 2.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
44 130 140 126 145 276 321
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 988,953
COMMITMENTS
115,836 99,787 185,627 578,566 594,119 880,029 879,533 108,924 109,420
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 35,328)
11,637 496 3,660 15,747 31,689 31,045 35,846 4,284 -518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 10.1 18.8 58.5 60.1 89.0 88.9 11.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 692)
177 170 196 256 267 527 542
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 193,540
COMMITMENTS
16,036 27,371 46,035 95,480 86,087 157,551 159,493 35,989 34,047
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 4,860)
1,655 715 -1,643 4,810 6,644 4,821 5,716 39 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 14.1 23.8 49.3 44.5 81.4 82.4 18.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
20 6 22 36 33 64 55
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,977,066
COMMITMENTS
615,729 478,814 581,231 2415432 2540156 3612392 3600201 364,674 376,865
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 152,341)
40,251 -10,754 36,177 54,688 125,226 131,116 150,650 21,225 1,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 12.0 14.6 60.7 63.9 90.8 90.5 9.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 675)
169 169 187 248 262 508 528
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 95,686
COMMITMENTS
21,292 3,331 2,092 59,285 86,883 82,669 92,306 13,017 3,380
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -597)
-786 -153 73 -624 -462 -1,337 -542 740 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 3.5 2.2 62.0 90.8 86.4 96.5 13.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
15 5 6 48 34 64 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,000
COMMITMENTS
24,233 9,595 2,701 16,699 31,274 43,632 43,570 6,368 6,430
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,218)
-1,533 390 -30 344 -1,527 -1,218 -1,167 0 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 19.2 5.4 33.4 62.5 87.3 87.1 12.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
77 56 31 73 76 165 148
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 250,000
COMMITMENTS
121,163 47,973 13,504 83,493 156,372 218,160 217,849 31,841 32,152
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -6,089)
-7,664 1,950 -148 1,722 -7,636 -6,090 -5,833 1 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 19.2 5.4 33.4 62.5 87.3 87.1 12.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
77 56 31 73 76 165 148
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 168,539
COMMITMENTS
85,843 33,550 16,423 35,917 92,747 138,183 142,720 30,357 25,819
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 4,997)
-6,438 -9,502 2,851 9,433 11,361 5,846 4,709 -849 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 19.9 9.7 21.3 55.0 82.0 84.7 18.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
44 20 21 27 27 78 62
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 50,129
COMMITMENTS
12,260 5,629 4,896 23,224 26,426 40,380 36,951 9,749 13,178
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 18,086)
1,988 -88 4,757 10,591 7,750 17,336 12,419 750 5,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 11.2 9.8 46.3 52.7 80.6 73.7 19.4 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 7 7 19 10 42 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 79,732
COMMITMENTS
17,742 28,091 4,192 35,599 19,788 57,533 52,071 22,199 27,661
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 21,587)
262 10,193 1,775 6,120 523 8,157 12,491 13,430 9,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 35.2 5.3 44.6 24.8 72.2 65.3 27.8 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
26 16 16 42 29 76 53
Updated March 10, 2017