MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 27,950
COMMITMENTS
1,800 6,300 2,700 23,050 18,550 27,550 27,550 400 400
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 114)
-280 804 20 374 -710 114 114 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 22.5 9.7 82.5 66.4 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 11 3 8 8 13 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,745
COMMITMENTS
568 1,320 995 5,144 4,989 6,708 7,305 1,037 440
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 157)
-4 121 -79 295 278 212 319 -55 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 17.0 12.9 66.4 64.4 86.6 94.3 13.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 9 10 19 21 30 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,216
COMMITMENTS
20,332 6,861 15,620 15,601 22,156 51,553 44,637 4,663 11,580
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 316)
-100 -169 171 409 13 480 15 -163 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 12.2 27.8 27.8 39.4 91.7 79.4 8.3 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 28 32 32 33 71 71
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,529
COMMITMENTS
1,033 837 2,057 6,464 6,888 9,554 9,782 976 748
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 260)
-193 -33 114 252 282 173 363 87 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.9 19.5 61.4 65.4 90.7 92.9 9.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 8 10 26 21 41 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 281,787
COMMITMENTS
82,642 25,636 84,804 91,644 133,684 259,089 244,123 22,697 37,663
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 9,526)
8,558 -7,027 3,093 -2,216 12,684 9,435 8,750 91 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 9.1 30.1 32.5 47.4 91.9 86.6 8.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
119 62 123 75 78 257 214
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 509,737
COMMITMENTS
180,481 19,006 149,399 142,514 271,712 472,394 440,116 37,343 69,621
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 4,172)
4,575 -368 -1,543 1,448 4,206 4,480 2,295 -308 1,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 3.7 29.3 28.0 53.3 92.7 86.3 7.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 472)
172 65 162 147 186 406 357
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,294
COMMITMENTS
1,467 1,438 747 1,412 2,110 3,626 4,295 1,669 1,000
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 118)
-242 2 75 275 98 108 175 11 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 27.2 14.1 26.7 39.8 68.5 81.1 31.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 11 12 20 22 45 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 73,175
COMMITMENTS
26,510 7,463 22,027 15,020 18,841 63,557 48,331 9,618 24,844
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,270)
50 605 687 505 144 1,242 1,436 28 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 10.2 30.1 20.5 25.7 86.9 66.0 13.1 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
83 57 72 64 96 191 192
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,639
COMMITMENTS
628 4,987 396 4,113 756 5,137 6,138 1,502 500
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 33)
38 9 30 30 77 98 116 -65 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 75.1 6.0 62.0 11.4 77.4 92.5 22.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 7 7 10 7 19 17
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,369
COMMITMENTS
1,367 20,201 7,205 29,101 9,383 37,673 36,788 696 1,581
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 123)
-499 30 210 192 -97 -97 143 221 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 52.6 18.8 75.8 24.5 98.2 95.9 1.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 21 21 27 23 53 52
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 36,059
COMMITMENTS
10,272 2,147 0 24,373 33,085 34,645 35,232 1,414 827
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 105)
-1,704 164 0 1,662 -25 -42 139 147 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 6.0 0.0 67.6 91.8 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 8 0 10 7 23 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 229,155
COMMITMENTS
29,302 128,557 10,722 159,286 46,991 199,310 186,269 29,845 42,886
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -9,949)
-9,288 -8,222 -388 3,402 -127 -6,275 -8,737 -3,673 -1,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 56.1 4.7 69.5 20.5 87.0 81.3 13.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
28 47 22 28 32 66 91
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,728
COMMITMENTS
6,228 25,468 1,842 31,477 12,062 39,547 39,372 13,181 13,356
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 2,504)
2,230 618 324 -4,299 6,319 -1,746 7,260 4,250 -4,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 48.3 3.5 59.7 22.9 75.0 74.7 25.0 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 18 10 12 10 28 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 211,758
COMMITMENTS
98,609 44,237 3,363 101,537 160,925 203,509 208,525 8,249 3,233
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 27,253)
5,923 21,672 1,258 20,337 4,155 27,518 27,085 -265 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 20.9 1.6 47.9 76.0 96.1 98.5 3.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
78 31 12 16 26 101 63
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 295,001
COMMITMENTS
46,262 73,661 28,548 188,236 161,372 263,046 263,581 31,955 31,421
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 5,592)
1,236 -7,065 3,373 1,741 10,863 6,350 7,171 -758 -1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 25.0 9.7 63.8 54.7 89.2 89.3 10.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
32 43 30 34 46 84 101
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 255,577
COMMITMENTS
39,576 92,842 25,835 166,232 95,231 231,643 213,907 23,934 41,669
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -7,684)
-2,397 -8,193 3,394 -9,125 1,388 -8,128 -3,410 444 -4,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 36.3 10.1 65.0 37.3 90.6 83.7 9.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
31 40 25 33 43 78 94
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 545,856
COMMITMENTS
170,864 105,284 63,636 235,916 315,628 470,416 484,548 75,441 61,308
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 29,074)
7,883 -18,406 8,837 9,480 40,350 26,199 30,781 2,875 -1,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 19.3 11.7 43.2 57.8 86.2 88.8 13.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
92 83 70 71 75 199 192
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,969
COMMITMENTS
16,462 6,569 409 5,850 23,571 22,721 30,549 12,248 4,420
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 2,044)
1,709 1,659 12 45 359 1,766 2,030 278 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 18.8 1.2 16.7 67.4 65.0 87.4 35.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 7 2 7 6 17 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,696
COMMITMENTS
11,909 4,259 34 10,127 18,439 22,070 22,732 1,626 964
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 663)
367 289 0 652 94 1,019 383 -356 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 18.0 0.1 42.7 77.8 93.1 95.9 6.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 12 1 5 7 19 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,165
COMMITMENTS
14,018 23,235 433 26,465 15,418 40,916 39,086 3,249 5,079
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -1,022)
2,100 -637 97 -3,456 -83 -1,259 -623 237 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 52.6 1.0 59.9 34.9 92.6 88.5 7.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
24 28 6 14 14 40 46
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,808
COMMITMENTS
4,417 2,918 2,848 9,490 11,256 16,755 17,022 1,053 786
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 123)
-67 60 200 10 -80 143 180 -20 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 16.4 16.0 53.3 63.2 94.1 95.6 5.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 5 2 9 6 16 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,538,223
COMMITMENTS
771,595 2797996 10744268 11381080 8866823 22896944 22409087 641,279 1129136
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 994,340)
92,072 -237,102 650,610 227,576 629,845 970,258 1043354 24,082 -49,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 11.9 45.6 48.4 37.7 97.3 95.2 2.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
50 138 151 128 150 289 339
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 862,733
COMMITMENTS
105,383 104,249 127,018 533,051 523,906 765,452 755,173 97,281 107,560
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -663)
3,119 122 -351 -3,228 -5,636 -460 -5,865 -203 5,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 12.1 14.7 61.8 60.7 88.7 87.5 11.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686)
157 175 183 253 268 509 529
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 137,106
COMMITMENTS
4,408 14,316 27,677 73,428 61,276 105,512 103,268 31,594 33,838
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -243)
-388 -680 -1,914 662 -1,092 -1,640 -3,685 1,397 3,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 10.4 20.2 53.6 44.7 77.0 75.3 23.0 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 14 22 30 28 55 51
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,628,133
COMMITMENTS
556,883 501,676 444,698 2298118 2313149 3299699 3259523 328,434 368,610
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -2,104)
4,599 -8,930 20,750 -19,452 -22,719 5,897 -10,900 -8,001 8,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 13.8 12.3 63.3 63.8 90.9 89.8 9.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 672)
155 168 176 247 262 493 516
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 93,141
COMMITMENTS
22,489 3,807 668 57,637 85,416 80,794 89,891 12,347 3,250
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -2,919)
769 295 -750 -2,885 -2,463 -2,866 -2,918 -53 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 4.1 0.7 61.9 91.7 86.7 96.5 13.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 8 5 45 31 61 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,291
COMMITMENTS
23,806 9,226 2,612 23,208 37,089 49,626 48,927 6,665 7,364
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -578)
-1,471 -654 129 820 191 -521 -334 -57 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 16.4 4.6 41.2 65.9 88.2 86.9 11.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
74 64 32 73 77 165 155
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 281,456
COMMITMENTS
119,030 46,131 13,061 116,041 185,443 248,132 244,636 33,324 36,820
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -2,889)
-7,353 -3,269 647 4,102 953 -2,605 -1,669 -285 -1,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 16.4 4.6 41.2 65.9 88.2 86.9 11.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
74 64 32 73 77 165 155
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 145,342
COMMITMENTS
41,612 41,314 9,470 74,037 62,556 125,120 113,341 20,223 32,001
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -9,714)
-8,640 -5,616 -354 527 1,380 -8,466 -4,589 -1,248 -5,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 28.4 6.5 50.9 43.0 86.1 78.0 13.9 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 28 17 24 32 58 69
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,148
COMMITMENTS
17,364 12,581 23 12,963 24,385 30,350 36,989 9,798 3,159
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -906)
-28 -368 0 326 -233 298 -601 -1,204 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 31.3 0.1 32.3 60.7 75.6 92.1 24.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 8 1 16 12 37 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 81,756
COMMITMENTS
26,633 15,073 1,200 44,003 37,525 71,836 53,798 9,920 27,958
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 2,670)
-3,038 -1,161 273 4,919 -406 2,154 -1,294 516 3,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 18.4 1.5 53.8 45.9 87.9 65.8 12.1 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 21 4 30 26 54 49
Updated May 26, 2017