MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 22,268
COMMITMENTS
3,180 6,412 400 18,668 15,396 22,248 22,208 20 60
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -2,164)
-400 -456 -200 -1,384 -1,388 -1,984 -2,044 -180 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 28.8 1.8 83.8 69.1 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 7 2 8 7 12 16
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,210
COMMITMENTS
625 1,559 1,102 5,424 4,720 7,151 7,382 1,059 828
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 308)
29 -80 47 197 535 272 501 36 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 19.0 13.4 66.1 57.5 87.1 89.9 12.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 10 8 21 24 31 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 67,147
COMMITMENTS
25,533 4,995 22,054 14,750 24,558 62,336 51,607 4,811 15,540
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 988)
167 410 601 255 -101 1,023 910 -35 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 7.4 32.8 22.0 36.6 92.8 76.9 7.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 30 35 32 34 72 79
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,378
COMMITMENTS
1,156 933 3,149 7,981 8,506 12,286 12,588 1,092 790
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 142)
30 0 -47 201 144 184 98 -42 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 7.0 23.5 59.7 63.6 91.8 94.1 8.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 8 10 27 22 40 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,247
COMMITMENTS
67,037 32,568 83,306 90,046 108,485 240,388 224,359 22,859 38,888
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,703)
-1,292 5,507 4,212 -1,815 -8,021 1,105 1,698 598 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 12.4 31.6 34.2 41.2 91.3 85.2 8.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
91 82 120 82 78 241 227
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 463,589
COMMITMENTS
163,457 21,638 124,914 138,581 245,645 426,952 392,198 36,637 71,391
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,280)
2,488 2,907 -6,096 5,448 3,334 1,839 145 -560 1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 4.7 26.9 29.9 53.0 92.1 84.6 7.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 489)
170 95 171 150 185 407 379
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,016
COMMITMENTS
2,784 1,256 959 681 2,580 4,424 4,795 1,592 1,222
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 328)
58 44 134 -12 146 180 325 149 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 20.9 15.9 11.3 42.9 73.5 79.7 26.5 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
26 15 16 15 21 55 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 69,298
COMMITMENTS
28,359 5,767 18,330 15,542 20,346 62,231 44,443 7,066 24,855
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -2,432)
1,101 449 -2,482 -792 -139 -2,173 -2,172 -258 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 8.3 26.5 22.4 29.4 89.8 64.1 10.2 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
69 66 70 53 94 167 195
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,378
COMMITMENTS
592 6,000 356 4,914 603 5,862 6,959 1,515 419
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 177)
48 93 15 114 -20 177 88 0 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 81.3 4.8 66.6 8.2 79.5 94.3 20.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 6 9 4 17 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 45,429
COMMITMENTS
1,698 24,452 8,891 34,247 9,775 44,835 43,117 594 2,312
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 418)
-54 368 7 446 99 398 474 20 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 53.8 19.6 75.4 21.5 98.7 94.9 1.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
5 26 18 28 24 50 51
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 40,555
COMMITMENTS
26,561 6,429 0 12,543 33,363 39,104 39,792 1,451 763
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 11,150)
5,756 5,000 0 5,328 6,162 11,084 11,162 66 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.5 15.9 0.0 30.9 82.3 96.4 98.1 3.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 8 0 8 9 20 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 151,021
COMMITMENTS
36,923 67,947 9,516 77,207 38,154 123,647 115,617 27,374 35,404
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 13,246)
8,002 9,648 200 4,100 2,120 12,302 11,969 944 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 45.0 6.3 51.1 25.3 81.9 76.6 18.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
26 39 18 23 26 56 76
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,587
COMMITMENTS
5,694 19,550 518 26,389 4,701 32,602 24,770 7,986 15,818
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -3,246)
-1,213 -3,566 -501 1,293 -771 -421 -4,839 -2,825 1,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 48.2 1.3 65.0 11.6 80.3 61.0 19.7 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 16 6 10 7 23 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 199,902
COMMITMENTS
81,184 90,799 1,069 108,905 105,290 191,158 197,158 8,744 2,744
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 7,781)
8,344 13,288 -381 613 -4,915 8,576 7,992 -795 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 45.4 0.5 54.5 52.7 95.6 98.6 4.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
71 34 9 16 30 91 69
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 275,344
COMMITMENTS
28,418 132,642 23,260 196,599 85,158 248,277 241,060 27,066 34,284
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -7,363)
-3,719 -7,896 -1,710 -903 3,403 -6,332 -6,204 -1,031 -1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 48.2 8.4 71.4 30.9 90.2 87.5 9.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
24 46 27 31 49 70 107
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 238,969
COMMITMENTS
36,796 86,860 26,484 150,199 84,839 213,479 198,183 25,490 40,785
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -4,759)
-201 -8,844 -197 -4,311 7,212 -4,709 -1,829 -51 -2,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 36.3 11.1 62.9 35.5 89.3 82.9 10.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
38 41 25 31 37 81 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 466,776
COMMITMENTS
155,947 166,294 39,622 205,841 201,018 401,409 406,934 65,366 59,842
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -11,497)
-4,506 -1,314 -4,595 -3,577 -2,327 -12,678 -8,236 1,181 -3,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 35.6 8.5 44.1 43.1 86.0 87.2 14.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
85 74 56 68 68 170 181
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,067
COMMITMENTS
15,732 5,170 360 6,099 24,165 22,191 29,695 11,876 4,372
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -1,349)
-1,128 -488 14 -138 -714 -1,252 -1,188 -97 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 15.2 1.1 17.9 70.9 65.1 87.2 34.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 5 2 8 9 17 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,378
COMMITMENTS
18,918 3,484 133 6,450 23,125 25,501 26,742 1,877 636
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -1,610)
86 1,117 -245 -1,024 -2,099 -1,183 -1,227 -427 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 12.7 0.5 23.6 84.5 93.1 97.7 6.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
16 9 1 1 5 17 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,904
COMMITMENTS
17,009 31,733 354 19,914 4,502 37,277 36,589 3,627 4,315
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,955)
793 2,888 -100 1,882 -161 2,575 2,627 380 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 77.6 0.9 48.7 11.0 91.1 89.5 8.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 28 6 11 9 35 39
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 23,815
COMMITMENTS
5,153 1,319 3,313 14,300 18,143 22,766 22,775 1,049 1,040
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -3,232)
-679 -797 -1,174 -1,273 -1,282 -3,126 -3,253 -106 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 5.5 13.9 60.0 76.2 95.6 95.6 4.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 4 1 7 5 16 10
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,992,254
COMMITMENTS
540,504 3131183 9398331 11390560 8209955 21329395 20739469 662,858 1252785
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 110,051)
-50,556 58,472 -8,537 174,925 74,028 115,832 123,963 -5,781 -13,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 14.2 42.7 51.8 37.3 97.0 94.3 3.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
41 133 144 125 143 276 323
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 801,582
COMMITMENTS
107,619 87,930 121,434 475,495 497,779 704,548 707,143 97,034 94,439
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -22,103)
-7,124 3,753 -14,482 -1,831 -17,368 -23,437 -28,097 1,334 5,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 11.0 15.1 59.3 62.1 87.9 88.2 12.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662)
167 158 182 241 254 494 509
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 122,404
COMMITMENTS
6,509 10,959 33,561 45,222 54,012 85,292 98,532 37,112 23,872
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -4,108)
-4,126 244 -2,236 347 -3,590 -6,015 -5,582 1,907 1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 9.0 27.4 36.9 44.1 69.7 80.5 30.3 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
12 13 19 29 27 55 47
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,395,892
COMMITMENTS
537,763 417,066 407,154 2151365 2218833 3096282 3043053 299,610 352,839
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -89,972)
-37,130 -4,593 -39,093 -10,886 -68,891 -87,109 -112,577 -2,863 22,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 12.3 12.0 63.4 65.3 91.2 89.6 8.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 646)
162 154 175 235 248 478 496
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 93,723
COMMITMENTS
23,102 2,707 832 58,186 86,514 82,120 90,053 11,603 3,670
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 3,002)
-204 272 610 3,444 2,240 3,850 3,122 -848 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 2.9 0.9 62.1 92.3 87.6 96.1 12.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 4 5 45 34 61 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,148
COMMITMENTS
26,128 7,529 1,881 15,953 34,247 43,963 43,657 6,185 6,491
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 67)
611 -1,054 411 -690 283 331 -360 -264 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 15.0 3.8 31.8 68.3 87.7 87.1 12.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
77 52 32 64 76 155 146
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 250,739
COMMITMENTS
130,640 37,645 9,407 79,767 171,235 219,813 218,286 30,926 32,453
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 337)
3,053 -5,270 2,054 -3,449 1,417 1,657 -1,799 -1,320 2,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 15.0 3.8 31.8 68.3 87.7 87.1 12.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
77 52 32 64 76 155 146
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,684
COMMITMENTS
88,696 40,969 10,532 27,312 81,145 126,540 132,646 30,144 24,038
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,544)
-1,362 3,402 -377 4,672 949 2,933 3,973 -389 -1,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.6 26.1 6.7 17.4 51.8 80.8 84.7 19.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
36 29 19 25 26 71 64
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,858
COMMITMENTS
16,468 9,955 0 12,872 20,023 29,340 29,978 8,518 7,880
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,471)
2,307 1,621 0 405 1,253 2,712 2,874 -241 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 26.3 0.0 34.0 52.9 77.5 79.2 22.5 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
17 10 0 15 10 32 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 63,738
COMMITMENTS
25,072 10,654 1,483 26,134 19,825 52,689 31,962 11,049 31,776
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 4,908)
3,611 1,816 -19 1,086 -179 4,678 1,618 230 3,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 16.7 2.3 41.0 31.1 82.7 50.1 17.3 49.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
25 15 5 27 21 54 39
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,571
COMMITMENTS
8,411 6,729 0 6,400 8,587 14,811 15,316 760 255
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.0 43.2 0.0 41.1 55.1 95.1 98.4 4.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 0 9 2 15 7
Updated April 7, 2017