MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 29,154
COMMITMENTS
1,600 5,816 2,580 23,894 19,658 28,074 28,054 1,080 1,100
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,240)
-120 -120 120 720 720 720 720 520 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 19.9 8.8 82.0 67.4 96.3 96.2 3.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 10 4 9 7 16 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,219
COMMITMENTS
809 1,428 1,130 5,106 5,285 7,045 7,843 1,175 376
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 76)
-31 -100 60 20 39 48 -2 27 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 17.4 13.8 62.1 64.3 85.7 95.4 14.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 8 11 19 21 32 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,722
COMMITMENTS
17,702 5,818 15,354 16,054 22,212 49,110 43,385 4,612 10,338
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,342)
-186 264 743 852 553 1,409 1,560 -67 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 10.8 28.6 29.9 41.3 91.4 80.8 8.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 27 34 31 36 74 76
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,319
COMMITMENTS
509 908 1,977 6,956 6,674 9,442 9,559 877 760
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 739)
-2 50 254 431 461 683 766 56 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 8.8 19.2 67.4 64.7 91.5 92.6 8.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 10 10 27 19 40 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,977
COMMITMENTS
96,083 23,663 86,007 103,581 156,449 285,671 266,119 26,306 45,859
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 14,556)
249 334 2,619 10,530 10,328 13,398 13,282 1,157 1,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 7.6 27.6 33.2 50.1 91.6 85.3 8.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
133 60 123 81 94 271 236
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 458,089
COMMITMENTS
173,350 16,547 117,598 133,541 258,048 424,490 392,193 33,599 65,896
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -10,282)
-5,718 -1,651 -4,236 -367 -3,668 -10,321 -9,555 39 -727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 3.6 25.7 29.2 56.3 92.7 85.6 7.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444)
155 69 143 137 178 367 338
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,642
COMMITMENTS
1,198 1,138 909 1,217 1,684 3,324 3,730 1,317 912
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 108)
-57 201 46 111 -113 99 134 9 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 24.5 19.6 26.2 36.3 71.6 80.4 28.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
15 19 15 19 21 44 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 71,309
COMMITMENTS
27,532 7,402 20,478 14,544 19,523 62,554 47,403 8,755 23,906
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,086)
1,186 518 1,038 -21 735 2,203 2,291 -117 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 10.4 28.7 20.4 27.4 87.7 66.5 12.3 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
72 46 68 65 90 176 178
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,641
COMMITMENTS
558 4,207 243 3,702 742 4,502 5,192 1,139 449
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -42)
20 -60 1 -62 -25 -40 -84 -2 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 74.6 4.3 65.6 13.2 79.8 92.0 20.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 4 12 8 18 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,042
COMMITMENTS
877 17,075 6,597 26,793 9,836 34,267 33,508 775 1,534
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 472)
-72 -73 187 340 310 455 424 17 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 48.7 18.8 76.5 28.1 97.8 95.6 2.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
9 22 18 27 23 49 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,131
COMMITMENTS
4,906 5,574 90 26,989 26,462 31,985 32,126 1,146 1,005
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,312)
778 2,878 -217 2,288 209 2,849 2,870 -537 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 16.8 0.3 81.5 79.9 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 11 1 8 7 19 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 168,401
COMMITMENTS
26,837 76,334 15,886 93,088 44,498 135,811 136,717 32,590 31,683
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -70,827)
-1,424 -33,591 553 -72,770 -36,638 -73,641 -69,676 2,814 -1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 45.3 9.4 55.3 26.4 80.6 81.2 19.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
25 32 19 30 31 67 72
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,361
COMMITMENTS
11,404 15,706 1,296 10,544 7,775 23,244 24,777 15,117 13,584
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,533)
-20 1,768 -283 921 219 618 1,704 1,914 828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 40.9 3.4 27.5 20.3 60.6 64.6 39.4 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 10 4 6 8 20 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 213,514
COMMITMENTS
126,019 44,790 1,417 77,508 164,199 204,944 210,406 8,570 3,108
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -4,637)
360 -31,718 -3,899 127 30,856 -3,412 -4,761 -1,224 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 21.0 0.7 36.3 76.9 96.0 98.5 4.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
81 33 7 20 24 106 59
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 225,618
COMMITMENTS
46,298 81,771 23,780 128,771 88,241 198,850 193,792 26,768 31,826
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -10,638)
-5,010 309 -7,229 1,645 -4,120 -10,594 -11,040 -44 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 36.2 10.5 57.1 39.1 88.1 85.9 11.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
36 27 26 30 43 77 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 222,926
COMMITMENTS
35,569 96,552 24,059 143,213 62,220 202,841 182,831 20,085 40,096
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 17,140)
-1,917 8,990 2,853 13,946 1,020 14,882 12,862 2,258 4,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 43.3 10.8 64.2 27.9 91.0 82.0 9.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
29 44 26 33 32 75 89
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 473,996
COMMITMENTS
179,577 119,422 48,432 170,723 243,851 398,733 411,705 75,263 62,291
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 33,313)
10,192 -1,513 7,391 10,965 20,872 28,548 26,749 4,765 6,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 25.2 10.2 36.0 51.4 84.1 86.9 15.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
96 71 63 63 65 189 170
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,785
COMMITMENTS
13,654 5,070 1,223 7,525 24,367 22,402 30,660 12,383 4,125
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 138)
-700 -582 -91 293 662 -498 -11 636 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 14.6 3.5 21.6 70.1 64.4 88.1 35.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 5 4 9 5 19 11
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,579
COMMITMENTS
9,640 5,358 0 7,472 12,617 17,112 17,975 1,467 604
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 442)
523 211 0 -90 191 433 402 9 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 28.8 0.0 40.2 67.9 92.1 96.7 7.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 15 0 6 6 18 21
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 57,424
COMMITMENTS
45,001 19,768 97 6,381 32,706 51,479 52,571 5,945 4,853
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 7,329)
6,613 2,835 -360 587 4,173 6,840 6,648 489 681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.4 34.4 0.2 11.1 57.0 89.6 91.5 10.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
43 29 3 5 16 49 47
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 29,535
COMMITMENTS
23,600 3,587 1,576 3,455 23,461 28,631 28,624 904 911
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -231)
-422 -1,106 166 0 726 -256 -214 25 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.9 12.1 5.3 11.7 79.4 96.9 96.9 3.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 7 2 4 7 16 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,292,110
COMMITMENTS
700,379 2071809 9013829 10918969 9045040 20633177 20130678 658,933 1161432
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 463,023)
-23,057 -70,637 241,156 279,939 318,847 498,038 489,366 -35,015 -26,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 9.7 42.3 51.3 42.5 96.9 94.5 3.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
50 133 146 125 150 281 334
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 756,901
COMMITMENTS
99,962 97,173 104,632 462,699 465,630 667,293 667,435 89,608 89,466
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 12,018)
2,407 235 7,465 944 8,325 10,816 16,026 1,202 -4,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 12.8 13.8 61.1 61.5 88.2 88.2 11.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 675)
190 149 183 240 257 505 515
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 81,527
COMMITMENTS
4,270 4,947 17,505 29,907 40,082 51,682 62,534 29,844 18,993
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -976)
-234 -919 432 -1,474 2,714 -1,275 2,228 299 -3,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.1 21.5 36.7 49.2 63.4 76.7 36.6 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 15 25 24 28 54 54
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,376,872
COMMITMENTS
480,573 463,242 433,522 2163958 2127743 3078054 3024507 298,819 352,365
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 64,972)
10,968 3,533 37,399 12,090 28,058 60,456 68,990 4,516 -4,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 13.7 12.8 64.1 63.0 91.2 89.6 8.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 655)
186 139 171 236 252 486 498
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| 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: 18,687
COMMITMENTS
3,189 396 0 13,103 17,110 16,292 17,506 2,395 1,181
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 2.1 0.0 70.1 91.6 87.2 93.7 12.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 0 7 9 11 10
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 15,023
COMMITMENTS
9,642 649 0 3,504 13,626 13,146 14,275 1,877 748
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 4.3 0.0 23.3 90.7 87.5 95.0 12.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 0 6 8 12 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 93,531
COMMITMENTS
23,875 2,707 1,841 55,709 85,362 81,425 89,910 12,106 3,621
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,146)
1,459 -743 297 371 2,704 2,127 2,258 19 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 2.9 2.0 59.6 91.3 87.1 96.1 12.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 5 5 42 36 57 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,202
COMMITMENTS
22,789 12,074 2,564 27,000 38,319 52,353 52,957 7,849 7,245
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,194)
-2,338 1,486 92 3,445 -1,363 1,199 215 -5 979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 20.1 4.3 44.8 63.7 87.0 88.0 13.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
71 80 38 62 86 155 182
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 301,008
COMMITMENTS
113,943 60,371 12,820 135,000 191,594 261,764 264,785 39,244 36,223
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 5,968)
-11,690 7,430 458 17,227 -6,814 5,995 1,074 -26 4,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 20.1 4.3 44.8 63.7 87.0 88.0 13.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
71 80 38 62 86 155 182
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| 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: 108,969
COMMITMENTS
48,770 29,035 10,534 22,835 43,128 82,140 82,698 26,829 26,271
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 10,162)
7,404 2,118 -154 1,910 8,886 9,159 10,850 1,002 -688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 26.6 9.7 21.0 39.6 75.4 75.9 24.6 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
32 26 17 21 25 60 61
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| 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: 36,845
COMMITMENTS
12,533 6,932 0 15,745 26,840 28,278 33,772 8,567 3,073
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -1,051)
-1,313 -901 0 -197 -514 -1,510 -1,415 459 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 18.8 0.0 42.7 72.8 76.7 91.7 23.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 5 0 17 11 29 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NIKKEI INDEX X JPY 500) OPEN INTEREST: 69,420
COMMITMENTS
14,392 8,973 1,003 43,762 16,883 59,157 26,859 10,263 42,561
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 920)
-2,380 1,286 -373 2,084 -771 -669 142 1,589 778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 12.9 1.4 63.0 24.3 85.2 38.7 14.8 61.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
22 8 4 28 18 51 29
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 80,547
COMMITMENTS
8,736 15,422 20,632 51,132 44,493 80,500 80,547 47 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 19.1 25.6 63.5 55.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 3 10 12 16 16
Updated June 30, 2017