MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 26,318
COMMITMENTS
1,320 4,636 2,740 21,898 18,562 25,958 25,938 360 380
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -2,836)
-280 -1,180 160 -1,996 -1,096 -2,116 -2,116 -720 -720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 17.6 10.4 83.2 70.5 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 9 5 9 7 16 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,174
COMMITMENTS
751 1,268 968 4,424 4,560 6,144 6,797 1,031 378
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -1,045)
-58 -160 -162 -681 -724 -901 -1,047 -144 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 17.7 13.5 61.7 63.6 85.6 94.7 14.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 6 11 19 18 32 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,367
COMMITMENTS
15,421 4,014 14,227 14,011 19,773 43,659 38,013 4,708 10,354
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -5,355)
-2,281 -1,804 -1,127 -2,043 -2,440 -5,451 -5,371 96 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 8.3 29.4 29.0 40.9 90.3 78.6 9.7 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
20 24 32 30 35 68 73
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,176
COMMITMENTS
382 594 1,704 6,142 6,142 8,228 8,440 948 736
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -1,143)
-127 -314 -273 -814 -532 -1,214 -1,119 71 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 6.5 18.6 66.9 66.9 89.7 92.0 10.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 8 9 26 17 37 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 333,700
COMMITMENTS
106,473 23,099 90,245 108,545 171,695 305,263 285,039 28,437 48,661
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 21,722)
10,391 -564 4,238 4,964 15,246 19,592 18,920 2,130 2,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 6.9 27.0 32.5 51.5 91.5 85.4 8.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
144 63 125 86 104 287 247
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 448,956
COMMITMENTS
164,830 15,953 115,337 137,164 253,234 417,331 384,524 31,625 64,432
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -9,133)
-8,520 -594 -2,262 3,623 -4,813 -7,159 -7,669 -1,974 -1,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 3.6 25.7 30.6 56.4 93.0 85.6 7.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
150 68 136 137 178 358 330
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,025
COMMITMENTS
932 985 694 1,126 1,515 2,752 3,194 1,273 831
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -617)
-266 -153 -214 -92 -169 -572 -536 -45 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 24.5 17.3 28.0 37.6 68.4 79.3 31.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 11 11 16 19 35 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 72,109
COMMITMENTS
27,497 7,761 20,164 15,449 20,293 63,110 48,218 8,998 23,891
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 800)
-35 359 -315 906 771 557 815 244 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 10.8 28.0 21.4 28.1 87.5 66.9 12.5 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
67 46 64 68 93 172 175
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,495
COMMITMENTS
781 14,136 5,607 23,130 9,137 29,518 28,879 977 1,616
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -4,547)
-96 -2,939 -990 -3,663 -699 -4,749 -4,629 202 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 46.4 18.4 75.8 30.0 96.8 94.7 3.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 17 16 23 20 42 41
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,534
COMMITMENTS
4,001 7,795 90 29,101 25,650 33,192 33,535 1,342 999
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,403)
-905 2,221 0 2,112 -812 1,207 1,409 196 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 22.6 0.3 84.3 74.3 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 11 1 9 6 18 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 175,691
COMMITMENTS
30,980 69,367 20,446 87,950 55,991 139,376 145,804 36,314 29,886
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 7,290)
4,143 -6,967 4,560 -5,137 11,494 3,566 9,087 3,724 -1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 39.5 11.6 50.1 31.9 79.3 83.0 20.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 22 23 30 33 71 69
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,567
COMMITMENTS
11,059 10,924 1,033 9,475 12,248 21,567 24,205 18,000 15,362
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,206)
-345 -4,782 -263 -1,069 4,473 -1,677 -572 2,883 1,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 27.6 2.6 23.9 31.0 54.5 61.2 45.5 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 6 4 6 9 19 18
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 211,430
COMMITMENTS
119,401 34,409 2,229 77,253 171,346 198,883 207,985 12,547 3,445
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -2,084)
-6,618 -10,381 812 -255 7,147 -6,061 -2,422 3,977 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.5 16.3 1.1 36.5 81.0 94.1 98.4 5.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
80 30 10 20 25 108 58
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 243,488
COMMITMENTS
52,345 79,610 29,976 129,333 103,493 211,654 213,078 31,834 30,410
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 17,870)
6,047 -2,162 6,195 561 15,252 12,804 19,286 5,066 -1,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 32.7 12.3 53.1 42.5 86.9 87.5 13.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
32 29 25 31 43 76 84
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 252,293
COMMITMENTS
40,670 113,384 28,267 163,242 68,287 232,179 209,938 20,114 42,355
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 29,367)
5,101 16,833 4,208 20,029 6,067 29,338 27,107 29 2,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 44.9 11.2 64.7 27.1 92.0 83.2 8.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
29 46 26 33 34 73 95
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 499,733
COMMITMENTS
183,939 106,071 51,869 181,873 280,279 417,680 438,218 82,053 61,514
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 25,737)
4,362 -13,351 3,436 11,150 36,428 18,948 26,513 6,789 -776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 21.2 10.4 36.4 56.1 83.6 87.7 16.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
103 64 63 68 70 201 168
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,598
COMMITMENTS
12,709 3,726 1,158 7,402 24,572 21,269 29,456 12,329 4,142
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -1,187)
-945 -1,344 -65 -123 205 -1,133 -1,204 -54 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 11.1 3.4 22.0 73.1 63.3 87.7 36.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 3 9 5 17 10
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,251
COMMITMENTS
10,389 6,365 0 8,643 12,615 19,032 18,980 1,219 1,271
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,672)
749 1,007 0 1,171 -2 1,920 1,005 -248 667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 31.4 0.0 42.7 62.3 94.0 93.7 6.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 15 0 7 5 18 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 57,560
COMMITMENTS
44,484 15,351 142 6,245 37,544 50,871 53,037 6,689 4,523
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 136)
-517 -4,417 45 -136 4,838 -608 466 744 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.3 26.7 0.2 10.8 65.2 88.4 92.1 11.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
43 28 4 5 17 50 47
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 26,755
COMMITMENTS
20,765 1,641 1,437 3,456 22,657 25,658 25,735 1,097 1,020
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -2,780)
-2,835 -1,946 -139 1 -804 -2,973 -2,889 193 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.6 6.1 5.4 12.9 84.7 95.9 96.2 4.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
13 6 2 4 7 17 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,872,753
COMMITMENTS
774,176 2065055 9374761 11039100 9172038 21188036 20611854 684,717 1260899
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 580,644)
73,797 -6,754 360,932 120,131 126,999 554,859 481,176 25,784 99,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 9.4 42.9 50.5 41.9 96.9 94.2 3.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
49 127 149 121 148 276 330
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 749,328
COMMITMENTS
99,992 87,380 101,704 458,122 470,233 659,818 659,316 89,510 90,012
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -7,573)
30 -9,793 -2,928 -4,577 4,602 -7,475 -8,119 -98 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 11.7 13.6 61.1 62.8 88.1 88.0 11.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661)
175 156 174 239 254 490 509
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 84,378
COMMITMENTS
4,356 4,887 17,604 32,194 42,776 54,155 65,268 30,223 19,110
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 2,851)
86 -60 99 2,287 2,694 2,472 2,734 379 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 5.8 20.9 38.2 50.7 64.2 77.4 35.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 13 23 24 28 51 52
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,324,750
COMMITMENTS
480,797 415,081 417,880 2129640 2137282 3028317 2970243 296,434 354,507
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -52,122)
224 -48,161 -15,642 -34,319 9,539 -49,737 -54,264 -2,385 2,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 12.5 12.6 64.1 64.3 91.1 89.3 8.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 643)
170 149 163 235 248 473 492
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| 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: 15,483
COMMITMENTS
10,000 814 0 3,631 13,947 13,631 14,761 1,852 722
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 460)
358 165 0 127 321 485 486 -25 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.6 5.3 0.0 23.5 90.1 88.0 95.3 12.0 4.7
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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 94,441
COMMITMENTS
23,698 2,275 930 57,138 87,697 81,766 90,902 12,675 3,539
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 910)
-177 -432 -911 1,429 2,335 341 992 569 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 2.4 1.0 60.5 92.9 86.6 96.3 13.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 5 5 41 35 55 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,718
COMMITMENTS
21,327 13,179 2,461 30,041 38,741 53,829 54,381 7,889 7,338
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,517)
-1,461 1,105 -103 3,041 422 1,476 1,424 40 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 21.4 4.0 48.7 62.8 87.2 88.1 12.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
72 79 28 67 84 154 176
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 308,592
COMMITMENTS
106,636 65,895 12,305 150,204 193,704 269,146 271,904 39,446 36,688
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 7,584)
-7,307 5,524 -515 15,204 2,110 7,382 7,118 201 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 21.4 4.0 48.7 62.8 87.2 88.1 12.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
72 79 28 67 84 154 176
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,836
COMMITMENTS
55,652 24,281 14,757 26,186 63,401 96,594 102,439 29,241 23,397
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 16,867)
6,881 -4,754 4,222 3,351 20,273 14,454 19,741 2,412 -2,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 19.3 11.7 20.8 50.4 76.8 81.4 23.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
35 26 20 21 26 66 62
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,443
COMMITMENTS
13,172 6,605 0 15,040 26,946 28,212 33,551 8,231 2,892
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -402)
639 -327 0 -705 106 -66 -221 -336 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 18.1 0.0 41.3 73.9 77.4 92.1 22.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 6 0 16 11 29 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 67,437
COMMITMENTS
16,924 9,004 1,126 37,996 19,818 56,046 29,948 11,391 37,489
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -1,983)
2,532 31 123 -5,766 2,935 -3,111 3,089 1,128 -5,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 13.4 1.7 56.3 29.4 83.1 44.4 16.9 55.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
27 9 5 27 18 55 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 82,411
COMMITMENTS
6,158 16,562 20,834 55,393 45,015 82,385 82,411 26 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,864)
-2,578 1,140 202 4,261 522 1,885 1,864 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 20.1 25.3 67.2 54.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 2 11 13 16 16
Updated July 7, 2017