MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,272
COMMITMENTS
3,580 6,108 720 18,892 16,384 23,192 23,212 80 60
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,152)
20 644 80 1,352 748 1,452 1,472 -300 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 26.2 3.1 81.2 70.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 7 4 8 8 14 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,631
COMMITMENTS
2,018 1,619 994 3,642 4,047 6,655 6,659 977 972
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 536)
164 58 -29 317 483 452 512 84 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 21.2 13.0 47.7 53.0 87.2 87.3 12.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 9 8 19 20 30 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 64,675
COMMITMENTS
24,767 3,921 21,001 13,860 24,406 59,629 49,328 5,046 15,347
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 3,637)
221 457 2,280 785 855 3,287 3,592 351 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 6.1 32.5 21.4 37.7 92.2 76.3 7.8 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 28 35 29 34 70 78
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,133
COMMITMENTS
1,180 885 3,194 7,681 8,308 12,055 12,387 1,078 746
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 38)
-50 90 -17 117 -95 50 -22 -12 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 6.7 24.3 58.5 63.3 91.8 94.3 8.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 9 11 26 22 41 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 267,575
COMMITMENTS
74,259 24,953 77,607 90,355 125,183 242,221 227,742 25,355 39,833
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 613)
534 -1,568 -1,693 2,336 3,454 1,176 192 -564 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 9.3 29.0 33.8 46.8 90.5 85.1 9.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
104 60 114 82 84 244 215
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 435,711
COMMITMENTS
146,623 15,351 124,192 129,704 229,526 400,520 369,069 35,192 66,643
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 27,335)
10,067 -1,250 13,183 4,918 12,930 28,168 24,863 -833 2,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 3.5 28.5 29.8 52.7 91.9 84.7 8.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463)
170 77 166 141 174 387 360
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,339
COMMITMENTS
2,547 1,173 727 617 2,374 3,891 4,274 1,448 1,064
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 121)
-158 -5 86 135 18 63 99 58 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 22.0 13.6 11.6 44.5 72.9 80.1 27.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
24 11 13 15 21 49 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 67,322
COMMITMENTS
23,940 5,882 19,502 16,359 17,650 59,801 43,034 7,520 24,288
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 7,284)
3,523 -1,316 2,921 1,034 2,873 7,477 4,478 -193 2,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 8.7 29.0 24.3 26.2 88.8 63.9 11.2 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
72 58 68 64 92 181 183
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,099
COMMITMENTS
558 5,824 326 4,802 611 5,687 6,760 1,413 339
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 265)
106 243 -10 97 83 193 316 72 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 82.0 4.6 67.6 8.6 80.1 95.2 19.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 6 11 4 19 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 43,899
COMMITMENTS
1,753 23,360 8,749 32,838 9,529 43,339 41,638 560 2,261
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,501)
136 1,158 239 1,158 125 1,533 1,522 -32 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 53.2 19.9 74.8 21.7 98.7 94.8 1.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 22 16 29 24 50 52
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,263
COMMITMENTS
19,800 1,157 0 7,136 26,366 26,936 27,523 1,327 740
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -5,683)
1,631 407 -101 -6,597 -5,908 -5,067 -5,602 -616 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.1 4.1 0.0 25.2 93.3 95.3 97.4 4.7 2.6
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 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 135,355
COMMITMENTS
29,303 54,823 9,480 69,930 36,818 108,713 101,120 26,642 34,234
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -57,512)
-44,784 2,607 1,352 -12,659 -59,487 -56,091 -55,528 -1,421 -1,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 40.5 7.0 51.7 27.2 80.3 74.7 19.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
25 35 20 21 25 55 71
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,313
COMMITMENTS
9,087 20,984 1,622 25,684 4,415 36,392 27,021 7,921 17,292
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -3,045)
-3,758 -911 478 -764 -339 -4,044 -772 999 -2,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 47.4 3.7 58.0 10.0 82.1 61.0 17.9 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 16 11 10 6 27 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 177,399
COMMITMENTS
57,909 61,165 1,415 109,715 110,551 169,039 173,131 8,360 4,268
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 6,963)
6,506 4,388 392 -1,339 1,543 5,559 6,323 1,404 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 34.5 0.8 61.8 62.3 95.3 97.6 4.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
61 36 8 17 27 84 65
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 289,361
COMMITMENTS
30,351 143,622 24,755 206,713 80,242 261,819 248,620 27,542 40,741
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -3,310)
-10,419 -3,841 4,085 4,011 -1,135 -2,324 -891 -987 -2,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 49.6 8.6 71.4 27.7 90.5 85.9 9.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
23 56 27 29 45 70 110
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 231,525
COMMITMENTS
31,005 103,539 20,790 159,486 63,601 211,281 187,930 20,244 43,595
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -4,799)
-1,885 -2,613 2,774 -8,161 -1,784 -7,272 -1,623 2,473 -3,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 44.7 9.0 68.9 27.5 91.3 81.2 8.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
31 42 23 31 36 74 89
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 477,634
COMMITMENTS
158,646 176,891 43,172 210,536 194,479 412,354 414,542 65,280 63,093
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 38,468)
10,138 -10,325 7,883 16,636 36,130 34,657 33,689 3,811 4,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 37.0 9.0 44.1 40.7 86.3 86.8 13.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
80 87 55 66 67 173 182
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,725
COMMITMENTS
16,303 5,570 314 6,000 23,835 22,617 29,719 12,108 5,006
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 931)
748 247 -68 81 48 761 227 170 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 16.0 0.9 17.3 68.6 65.1 85.6 34.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 6 2 8 8 17 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,221
COMMITMENTS
19,019 3,111 301 6,965 24,134 26,285 27,546 1,936 675
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -644)
-610 -673 70 -3 -44 -543 -647 -101 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.4 11.0 1.1 24.7 85.5 93.1 97.6 6.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 11 2 4 6 18 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,898
COMMITMENTS
16,599 29,209 235 17,942 4,442 34,776 33,886 3,122 4,012
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 2,912)
-2,910 4,095 175 6,612 -1,485 3,877 2,785 -965 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 77.1 0.6 47.3 11.7 91.8 89.4 8.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
21 27 5 10 9 34 38
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 27,017
COMMITMENTS
5,838 1,726 4,464 15,489 19,965 25,791 26,155 1,226 862
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 389)
182 239 46 185 202 413 487 -24 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 6.4 16.5 57.3 73.9 95.5 96.8 4.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 6 2 7 6 20 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,798,227
COMMITMENTS
599,208 3062833 9421208 11108695 8030453 21129112 20514494 669,115 1283733
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -1,310,349)
-17,912 138,517 -1388887 41,390 -52,757 -1365409 -1303127 55,060 -7,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 14.1 43.2 51.0 36.8 96.9 94.1 3.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
38 141 142 121 139 271 321
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 806,449
COMMITMENTS
104,648 91,440 127,994 478,742 496,766 711,385 716,200 95,064 90,249
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -255,779)
-10,866 -5,477 -76,519 -154,516 -161,918 -241,901 -243,914 -13,878 -11,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 11.3 15.9 59.4 61.6 88.2 88.8 11.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 682)
187 153 181 245 257 508 516
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 110,921
COMMITMENTS
8,976 12,362 30,023 40,864 45,340 79,863 87,726 31,057 23,195
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -86,195)
-6,798 -16,437 -18,961 -52,515 -43,774 -78,274 -79,172 -7,921 -7,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 11.1 27.1 36.8 40.9 72.0 79.1 28.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
15 13 21 25 24 53 46
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,477,642
COMMITMENTS
527,176 444,204 441,040 2189392 2257125 3157608 3142370 320,034 335,272
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -847,921)
-120,732 -45,591 -187,400 -510,004 -590,718 -818,136 -823,709 -29,786 -24,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 12.8 12.7 63.0 64.9 90.8 90.4 9.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 663)
182 146 173 239 249 490 499
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,451
COMMITMENTS
22,556 2,704 1,533 56,108 84,359 80,197 88,596 12,254 3,855
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -10,300)
1,031 -374 387 -10,087 -11,032 -8,669 -11,019 -1,631 719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 2.9 1.7 60.7 91.2 86.7 95.8 13.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
15 4 6 49 32 65 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,093
COMMITMENTS
23,931 8,770 2,521 16,988 33,191 43,440 44,482 6,653 5,611
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -14,172)
-207 -933 -434 -12,375 -10,924 -13,017 -12,291 -1,155 -1,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 17.5 5.0 33.9 66.3 86.7 88.8 13.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
71 60 35 58 77 151 150
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 250,465
COMMITMENTS
119,657 43,850 12,604 84,938 165,957 217,200 222,412 33,265 28,053
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -70,859)
-1,037 -4,667 -2,171 -61,877 -54,618 -65,085 -61,456 -5,774 -9,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 17.5 5.0 33.9 66.3 86.7 88.8 13.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
71 60 35 58 77 151 150
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 154,077
COMMITMENTS
85,135 41,134 12,302 23,099 77,303 120,536 130,739 33,540 23,338
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 22,916)
11,863 12,046 1,435 3,169 11,193 16,467 24,674 6,449 -1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 26.7 8.0 15.0 50.2 78.2 84.9 21.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
34 35 20 28 25 76 66
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,346
COMMITMENTS
11,024 7,059 0 12,996 18,184 24,020 25,243 9,326 8,103
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -653)
-1,600 191 0 -37 5 -1,637 196 984 -849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 21.2 0.0 39.0 54.5 72.0 75.7 28.0 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 9 0 15 9 28 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,910
COMMITMENTS
23,480 7,188 1,197 21,919 18,443 46,596 26,828 10,314 30,082
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,124)
3,769 948 122 -2,002 6,546 1,889 7,616 -765 -6,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 12.6 2.1 38.5 32.4 81.9 47.1 18.1 52.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
23 13 4 23 21 48 36
Updated March 24, 2017