MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 29,190
COMMITMENTS
1,800 6,940 2,540 24,490 19,350 28,830 28,830 360 360
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 1,240)
0 640 -160 1,440 800 1,280 1,280 -40 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 23.8 8.7 83.9 66.3 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 11 3 9 8 14 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,895
COMMITMENTS
639 1,367 993 5,157 5,020 6,789 7,381 1,106 515
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 151)
71 47 -2 13 31 82 76 69 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 17.3 12.6 65.3 63.6 86.0 93.5 14.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 10 10 19 21 31 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 57,563
COMMITMENTS
20,456 7,467 15,829 16,584 22,804 52,869 46,100 4,694 11,463
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 1,347)
124 606 208 984 648 1,316 1,463 31 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 13.0 27.5 28.8 39.6 91.8 80.1 8.2 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 23 33 34 34 74 72
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,580
COMMITMENTS
758 941 1,973 6,849 6,825 9,580 9,738 1,000 841
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 50)
-275 104 -84 386 -63 26 -43 24 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 8.9 18.6 64.7 64.5 90.5 92.0 9.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 8 11 26 20 41 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 297,115
COMMITMENTS
89,609 24,792 92,932 91,007 141,216 273,548 258,940 23,566 38,175
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 15,328)
6,967 -844 8,128 -636 7,533 14,459 14,816 869 512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 8.3 31.3 30.6 47.5 92.1 87.2 7.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
118 69 124 72 83 258 221
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 510,981
COMMITMENTS
179,297 18,104 151,625 142,352 273,757 473,274 443,486 37,707 67,495
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 1,244)
-1,184 -902 2,226 -162 2,046 880 3,370 364 -2,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 3.5 29.7 27.9 53.6 92.6 86.8 7.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 485)
173 66 160 149 193 410 368
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,439
COMMITMENTS
1,222 1,340 988 1,624 2,064 3,835 4,393 1,604 1,046
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 145)
-245 -98 241 213 -45 209 98 -65 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 24.6 18.2 29.9 38.0 70.5 80.8 29.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 13 13 21 19 43 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 66,467
COMMITMENTS
25,588 7,126 18,107 13,921 17,799 57,616 43,032 8,850 23,435
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -6,709)
-922 -338 -3,920 -1,099 -1,042 -5,941 -5,299 -768 -1,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 10.7 27.2 20.9 26.8 86.7 64.7 13.3 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
73 58 67 58 93 173 183
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,707
COMMITMENTS
633 4,947 410 4,349 847 5,392 6,204 1,315 504
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 69)
5 -40 14 236 91 255 66 -186 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 73.8 6.1 64.8 12.6 80.4 92.5 19.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 6 7 12 8 21 18
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,273
COMMITMENTS
1,413 20,164 7,058 29,056 9,505 37,527 36,727 746 1,545
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -96)
46 -37 -146 -45 123 -146 -61 49 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 52.7 18.4 75.9 24.8 98.1 96.0 1.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
15 18 20 26 23 51 51
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 36,012
COMMITMENTS
9,990 2,127 0 24,530 33,035 34,520 35,162 1,492 850
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -47)
-282 -20 0 157 -50 -125 -70 78 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 5.9 0.0 68.1 91.7 95.9 97.6 4.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 8 0 11 8 24 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 218,985
COMMITMENTS
22,552 122,288 10,971 155,800 44,697 189,323 177,956 29,662 41,030
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -10,169)
-6,750 -6,269 249 -3,486 -2,294 -9,987 -8,314 -183 -1,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 55.8 5.0 71.1 20.4 86.5 81.3 13.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
21 47 22 28 32 62 88
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,968
COMMITMENTS
8,895 26,760 1,353 31,219 13,610 41,467 41,723 14,502 14,246
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 3,240)
2,668 1,292 -489 -259 1,548 1,920 2,351 1,321 889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 47.8 2.4 55.8 24.3 74.1 74.5 25.9 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 16 10 11 10 28 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 206,620
COMMITMENTS
112,446 37,343 2,906 82,191 163,376 197,543 203,625 9,077 2,995
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -5,138)
13,837 -6,894 -458 -19,345 2,451 -5,966 -4,901 828 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 18.1 1.4 39.8 79.1 95.6 98.6 4.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
84 36 12 15 24 106 66
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 294,137
COMMITMENTS
43,400 73,209 29,078 192,335 157,929 264,813 260,215 29,324 33,921
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -865)
-2,862 -453 530 4,098 -3,443 1,767 -3,366 -2,632 2,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 24.9 9.9 65.4 53.7 90.0 88.5 10.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
33 40 32 34 45 86 98
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 255,853
COMMITMENTS
41,020 96,838 24,998 166,163 94,633 232,181 216,469 23,672 39,383
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 276)
1,443 3,996 -836 -69 -598 538 2,562 -262 -2,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 37.8 9.8 64.9 37.0 90.7 84.6 9.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
32 42 28 31 40 80 93
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 549,527
COMMITMENTS
172,442 99,224 63,636 233,101 324,327 469,179 487,187 80,348 62,340
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 3,671)
1,578 -6,060 0 -2,815 8,699 -1,237 2,639 4,907 1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 18.1 11.6 42.4 59.0 85.4 88.7 14.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
92 71 66 69 74 190 183
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,335
COMMITMENTS
16,332 6,939 414 5,737 23,528 22,483 30,881 12,852 4,454
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 366)
-130 370 5 -113 -43 -238 332 604 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 19.6 1.2 16.2 66.6 63.6 87.4 36.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 6 3 7 6 17 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,902
COMMITMENTS
12,516 4,409 104 19,138 27,567 31,758 32,080 1,144 822
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 9,206)
607 150 70 9,011 9,128 9,688 9,348 -482 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 13.4 0.3 58.2 83.8 96.5 97.5 3.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 12 2 7 9 24 23
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,203
COMMITMENTS
16,886 22,425 423 23,102 16,391 40,411 39,239 3,792 4,964
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 38)
2,868 -810 -10 -3,363 973 -505 153 543 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 50.7 1.0 52.3 37.1 91.4 88.8 8.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
21 23 6 13 15 38 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,642
COMMITMENTS
4,040 1,968 3,084 9,467 12,025 16,591 17,077 1,051 565
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -166)
-377 -950 236 -23 769 -164 55 -2 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 11.2 17.5 53.7 68.2 94.0 96.8 6.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 5 3 9 7 18 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,856,127
COMMITMENTS
773,777 2826777 10632564 11678652 9188285 23084993 22647626 771,134 1208501
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 317,904)
2,182 28,781 -111,704 297,571 321,462 188,049 238,538 129,855 79,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 11.8 44.6 49.0 38.5 96.8 94.9 3.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
42 144 150 131 152 292 339
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 873,442
COMMITMENTS
107,686 104,873 130,314 539,961 529,909 777,961 765,096 95,481 108,346
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 10,710)
2,303 623 3,296 6,910 6,003 12,509 9,923 -1,799 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 12.0 14.9 61.8 60.7 89.1 87.6 10.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 680)
156 170 186 258 268 512 528
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 142,872
COMMITMENTS
4,925 15,916 30,169 76,340 62,868 111,434 108,953 31,438 33,918
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 5,766)
517 1,601 2,493 2,912 1,592 5,922 5,685 -156 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 11.1 21.1 53.4 44.0 78.0 76.3 22.0 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
12 15 23 30 30 58 54
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,652,854
COMMITMENTS
570,998 501,977 443,530 2318108 2335208 3332636 3280715 320,218 372,140
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 24,722)
14,115 301 -1,168 19,990 22,059 32,937 21,192 -8,216 3,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 13.7 12.1 63.5 63.9 91.2 89.8 8.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662)
154 160 177 253 262 494 513
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 16,074
COMMITMENTS
2,267 0 0 11,667 15,234 13,934 15,234 2,140 840
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.0 0.0 72.6 94.8 86.7 94.8 13.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 0 0 8 8 13 8
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,384
COMMITMENTS
21,876 2,894 711 56,643 84,396 79,230 88,001 12,154 3,383
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -1,757)
-613 -913 43 -994 -1,020 -1,564 -1,890 -193 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 3.2 0.8 62.0 92.4 86.7 96.3 13.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 5 4 44 30 59 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,464
COMMITMENTS
25,449 9,556 2,106 22,670 38,162 50,225 49,825 7,239 7,639
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 1,173)
1,643 330 -506 -538 1,074 599 898 574 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 16.6 3.7 39.5 66.4 87.4 86.7 12.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
71 66 33 77 78 169 156
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 287,321
COMMITMENTS
127,245 47,781 10,532 113,349 190,812 251,126 249,125 36,195 38,196
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 5,865)
8,215 1,650 -2,530 -2,691 5,369 2,994 4,489 2,871 1,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 16.6 3.7 39.5 66.4 87.4 86.7 12.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
71 66 33 77 78 169 156
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF AUD 100,000) OPEN INTEREST: 146,668
COMMITMENTS
41,584 41,195 8,814 74,095 63,320 124,493 113,328 22,174 33,340
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 1,325)
-28 -120 -657 58 763 -627 -13 1,952 1,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 28.1 6.0 50.5 43.2 84.9 77.3 15.1 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 29 16 24 31 56 68
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,530
COMMITMENTS
17,739 12,462 114 13,277 23,733 31,130 36,309 8,400 3,221
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -618)
375 -119 91 314 -652 780 -680 -1,398 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 31.5 0.3 33.6 60.0 78.8 91.9 21.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
21 9 2 15 12 36 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 79,511
COMMITMENTS
26,417 13,354 1,568 42,145 37,117 70,130 52,039 9,381 27,472
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -2,245)
-216 -1,719 368 -1,858 -408 -1,706 -1,759 -539 -486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 16.8 2.0 53.0 46.7 88.2 65.4 11.8 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 18 5 28 25 52 47
Updated June 2, 2017