MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 26,882
COMMITMENTS
1,560 6,320 2,460 22,502 17,742 26,522 26,522 360 360
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,308)
-240 -620 -80 -1,988 -1,608 -2,308 -2,308 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 23.5 9.2 83.7 66.0 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 11 3 9 7 14 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,566
COMMITMENTS
737 1,365 966 4,714 4,796 6,416 7,126 1,150 440
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -329)
98 -3 -27 -444 -225 -373 -254 44 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 18.0 12.8 62.3 63.4 84.8 94.2 15.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 9 9 19 22 30 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,051
COMMITMENTS
17,438 6,564 12,906 14,198 20,223 44,543 39,693 4,509 9,358
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -8,512)
-3,018 -903 -2,922 -2,386 -2,581 -8,326 -6,407 -185 -2,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 13.4 26.3 28.9 41.2 90.8 80.9 9.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
21 20 31 32 36 69 71
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,057
COMMITMENTS
589 711 1,666 5,949 5,921 8,204 8,297 853 759
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,523)
-169 -230 -307 -900 -904 -1,376 -1,441 -147 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 7.8 18.4 65.7 65.4 90.6 91.6 9.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 7 12 26 20 41 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 312,952
COMMITMENTS
95,680 25,031 97,452 95,385 150,251 288,517 272,734 24,435 40,218
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 15,838)
6,071 239 4,521 4,378 9,035 14,969 13,794 869 2,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 8.0 31.1 30.5 48.0 92.2 87.1 7.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
126 64 118 77 84 264 216
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 472,729
COMMITMENTS
181,544 20,226 118,350 136,760 267,600 436,654 406,175 36,075 66,554
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -38,252)
2,248 2,122 -33,275 -5,593 -6,158 -36,620 -37,311 -1,632 -941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 4.3 25.0 28.9 56.6 92.4 85.9 7.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476)
171 72 153 138 183 395 355
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,229
COMMITMENTS
1,193 1,327 1,124 1,470 1,800 3,786 4,251 1,442 978
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -210)
-29 -13 136 -155 -264 -49 -142 -161 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 25.4 21.5 28.1 34.4 72.4 81.3 27.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 14 14 23 21 48 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 69,451
COMMITMENTS
26,993 7,831 18,376 15,244 18,833 60,613 45,040 8,838 24,411
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 2,984)
1,405 705 269 1,322 1,034 2,996 2,008 -12 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 11.3 26.5 21.9 27.1 87.3 64.9 12.7 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
80 56 67 67 96 186 187
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,690
COMMITMENTS
540 4,229 230 3,750 830 4,520 5,289 1,170 401
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,017)
-93 -718 -180 -599 -17 -872 -915 -145 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 74.3 4.0 65.9 14.6 79.4 93.0 20.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 5 12 8 19 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,863
COMMITMENTS
1,083 16,419 5,553 24,639 8,601 31,274 30,572 588 1,291
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -6,410)
-330 -3,745 -1,506 -4,417 -905 -6,253 -6,156 -157 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 51.5 17.4 77.3 27.0 98.2 95.9 1.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
11 17 17 27 23 47 48
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,626
COMMITMENTS
9,806 2,184 0 26,345 34,336 36,151 36,520 1,475 1,106
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,614)
-184 57 0 1,815 1,301 1,631 1,358 -17 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 5.8 0.0 70.0 91.3 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 8 0 12 8 25 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 228,854
COMMITMENTS
25,186 121,269 20,476 155,429 47,948 201,092 189,693 27,762 39,162
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 9,869)
2,634 -1,019 9,505 -371 3,251 11,768 11,737 -1,900 -1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 53.0 8.9 67.9 21.0 87.9 82.9 12.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
27 51 29 28 32 73 95
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,599
COMMITMENTS
7,018 22,888 1,532 30,561 15,095 39,111 39,515 14,488 14,084
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,369)
-1,877 -3,872 179 -657 1,485 -2,355 -2,208 -14 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 42.7 2.9 57.0 28.2 73.0 73.7 27.0 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 14 7 14 13 27 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 207,992
COMMITMENTS
115,515 30,429 7,861 75,379 166,899 198,755 205,188 9,237 2,804
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,372)
3,070 -6,914 4,955 -6,812 3,523 1,212 1,563 160 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 14.6 3.8 36.2 80.2 95.6 98.7 4.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
86 33 16 15 29 110 71
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 294,515
COMMITMENTS
38,410 74,142 33,884 191,422 152,853 263,717 260,880 30,798 33,635
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 379)
-4,990 934 4,807 -912 -5,076 -1,096 665 1,474 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 25.2 11.5 65.0 51.9 89.5 88.6 10.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
33 44 34 35 42 88 100
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 274,075
COMMITMENTS
36,199 95,997 38,405 170,234 101,919 244,839 236,322 29,236 37,754
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 18,223)
-4,820 -841 13,407 4,071 7,286 12,658 19,852 5,565 -1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 35.0 14.0 62.1 37.2 89.3 86.2 10.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
35 44 34 33 41 91 99
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 551,076
COMMITMENTS
159,501 88,166 71,971 242,054 326,641 473,526 486,778 77,550 64,298
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,550)
-12,940 -11,057 8,334 8,953 2,314 4,347 -409 -2,797 1,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 16.0 13.1 43.9 59.3 85.9 88.3 14.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
87 74 71 71 73 194 182
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,839
COMMITMENTS
16,202 6,509 452 5,906 22,694 22,560 29,655 11,279 4,184
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,496)
-130 -430 38 169 -834 77 -1,226 -1,573 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 19.2 1.3 17.5 67.1 66.7 87.6 33.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 6 3 8 6 19 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,282
COMMITMENTS
8,554 4,405 0 7,251 12,389 15,805 16,794 1,477 488
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -15,620)
-3,962 -4 -104 -11,887 -15,178 -15,953 -15,286 333 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 25.5 0.0 42.0 71.7 91.5 97.2 8.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 13 0 5 6 14 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,814
COMMITMENTS
19,348 21,133 553 19,481 17,500 39,382 39,186 4,432 4,628
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -389)
2,462 -1,292 130 -3,621 1,109 -1,029 -53 640 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 48.2 1.3 44.5 39.9 89.9 89.4 10.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
29 25 5 13 15 45 42
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,782
COMMITMENTS
12,262 2,149 1,164 7,355 17,795 20,781 21,108 1,001 674
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 4,140)
8,222 181 -1,920 -2,112 5,770 4,190 4,031 -50 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 9.9 5.3 33.8 81.7 95.4 96.9 4.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 5 4 9 6 20 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 24,132,015
COMMITMENTS
876,844 2723065 10719473 11863088 9533283 23459405 22975820 672,610 1156194
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 275,888)
103,067 -103,712 86,909 184,436 344,998 374,412 328,195 -98,524 -52,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 11.3 44.4 49.2 39.5 97.2 95.2 2.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
58 133 154 134 153 301 343
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 896,301
COMMITMENTS
109,177 107,718 138,145 551,808 540,319 799,129 786,182 97,172 110,119
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 22,858)
1,491 2,845 7,830 11,846 10,410 21,168 21,085 1,690 1,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 12.0 15.4 61.6 60.3 89.2 87.7 10.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 697)
176 171 197 261 262 528 540
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 141,357
COMMITMENTS
5,751 17,822 27,342 77,731 60,512 110,823 105,676 30,534 35,681
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,515)
826 1,905 -2,828 1,391 -2,355 -611 -3,278 -904 1,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 12.6 19.3 55.0 42.8 78.4 74.8 21.6 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
15 15 25 33 29 63 56
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,774,719
COMMITMENTS
584,116 516,467 487,029 2370384 2399033 3441529 3402529 333,190 372,190
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 121,865)
13,117 14,490 43,500 52,276 63,825 108,893 121,814 12,972 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 13.7 12.9 62.8 63.6 91.2 90.1 8.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 678)
172 163 186 253 256 506 524
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,266
COMMITMENTS
23,170 2,821 672 53,554 83,720 77,396 87,213 12,870 3,053
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,118)
1,294 -73 -39 -3,089 -676 -1,834 -788 716 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 3.1 0.7 59.3 92.7 85.7 96.6 14.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 5 3 45 34 59 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 66,538
COMMITMENTS
29,403 10,916 2,730 26,807 45,580 58,940 59,226 7,598 7,312
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 9,074)
3,954 1,360 624 4,137 7,417 8,715 9,401 359 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 16.4 4.1 40.3 68.5 88.6 89.0 11.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
79 70 32 86 83 187 163
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 332,691
COMMITMENTS
147,016 54,581 13,650 134,036 227,899 294,701 296,130 37,989 36,561
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 45,370)
19,771 6,800 3,118 20,687 37,087 43,575 47,005 1,794 -1,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 16.4 4.1 40.3 68.5 88.6 89.0 11.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
79 70 32 86 83 187 163
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 151,650
COMMITMENTS
37,171 40,212 13,525 79,323 67,532 130,019 121,269 21,631 30,381
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 4,982)
-4,413 -983 4,712 5,227 4,212 5,525 7,941 -543 -2,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 26.5 8.9 52.3 44.5 85.7 80.0 14.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
27 34 19 25 31 63 73
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 56,378
COMMITMENTS
16,264 11,667 5,601 22,445 32,488 44,310 49,756 12,068 6,622
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 16,848)
-1,475 -795 5,487 9,168 8,755 13,180 13,447 3,668 3,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 20.7 9.9 39.8 57.6 78.6 88.3 21.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
19 8 8 17 12 40 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 102,861
COMMITMENTS
25,579 17,690 7,875 49,471 45,241 82,925 70,806 19,936 32,055
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 23,350)
-838 4,336 6,307 7,326 8,124 12,795 18,767 10,555 4,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 17.2 7.7 48.1 44.0 80.6 68.8 19.4 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
24 21 14 33 26 62 56
Updated June 9, 2017