MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 27,658
COMMITMENTS
920 5,196 2,880 23,498 19,202 27,298 27,278 360 380
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 60)
0 360 -120 180 -180 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 18.8 10.4 85.0 69.4 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 10 6 8 7 15 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,967
COMMITMENTS
652 1,486 991 5,134 5,110 6,777 7,587 1,190 380
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 136)
-79 24 -3 217 112 134 133 2 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 18.7 12.4 64.4 64.1 85.1 95.2 14.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 8 10 22 21 34 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,933
COMMITMENTS
15,834 5,658 15,690 16,730 21,016 48,254 42,363 4,678 10,570
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 2,945)
511 180 1,099 1,631 1,091 3,241 2,370 -296 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 10.7 29.6 31.6 39.7 91.2 80.0 8.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
27 24 33 37 40 79 82
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,479
COMMITMENTS
486 500 1,828 6,176 6,558 8,490 8,886 989 593
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 44)
39 4 -12 -8 113 19 105 25 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 5.3 19.3 65.2 69.2 89.6 93.7 10.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 7 9 28 20 39 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,127
COMMITMENTS
243 77 1,551 2,996 1,913 4,789 3,540 338 1,586
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 41)
96 -16 -35 -25 27 36 -24 5 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.5 30.2 58.4 37.3 93.4 69.1 6.6 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 8 9 8 17 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 324,311
COMMITMENTS
107,800 26,895 86,567 103,438 161,676 297,806 275,139 26,505 49,172
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -20,424)
-6,369 -3,024 -14,772 1,527 -1,577 -19,614 -19,373 -811 -1,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 8.3 26.7 31.9 49.9 91.8 84.8 8.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
132 77 124 91 99 289 241
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 441,415
COMMITMENTS
153,265 15,972 108,865 147,086 255,036 409,216 379,872 32,199 61,543
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -850)
-4,714 -1,170 -251 3,645 1,183 -1,320 -239 471 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 3.6 24.7 33.3 57.8 92.7 86.1 7.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
153 74 150 138 181 367 353
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,884
COMMITMENTS
1,984 1,040 641 822 2,295 3,447 3,976 1,438 909
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 425)
494 106 8 -119 127 383 240 42 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 21.3 13.1 16.8 47.0 70.6 81.4 29.4 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
21 8 13 14 18 43 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 75,128
COMMITMENTS
27,095 7,406 23,109 15,816 19,872 66,021 50,387 9,108 24,741
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -203)
-842 595 -58 779 -868 -121 -331 -82 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 9.9 30.8 21.1 26.5 87.9 67.1 12.1 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
67 52 70 67 90 177 180
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,294
COMMITMENTS
1,281 14,350 5,823 24,236 10,643 31,340 30,815 953 1,479
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,102)
125 527 102 856 472 1,084 1,101 18 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 44.4 18.0 75.0 33.0 97.0 95.4 3.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 13 15 25 22 44 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,473
COMMITMENTS
4,815 11,119 0 31,453 25,188 36,268 36,307 1,205 1,166
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -2,281)
-1,739 -1,641 -12 -471 -709 -2,222 -2,362 -59 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 29.7 0.0 83.9 67.2 96.8 96.9 3.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 9 0 9 6 20 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 217,922
COMMITMENTS
67,176 38,372 24,045 83,878 125,809 175,100 188,227 42,823 29,695
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 11,013)
10,038 -8,918 1,888 -2,079 16,813 9,847 9,784 1,166 1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 17.6 11.0 38.5 57.7 80.3 86.4 19.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
41 22 27 32 30 85 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,271
COMMITMENTS
14,899 16,087 1,467 11,805 14,411 28,172 31,966 18,099 14,305
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,781)
1,059 -1,344 106 -1,122 2,625 43 1,387 1,737 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 34.8 3.2 25.5 31.1 60.9 69.1 39.1 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 12 6 8 9 23 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 212,678
COMMITMENTS
130,068 17,023 5,392 67,671 186,954 203,131 209,370 9,547 3,309
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 2,595)
-87 -407 378 1,670 2,629 1,961 2,599 634 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.2 8.0 2.5 31.8 87.9 95.5 98.4 4.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
85 28 8 19 26 110 57
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 241,069
COMMITMENTS
53,464 79,001 27,092 127,297 105,974 207,853 212,066 33,217 29,003
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 2,576)
2,796 10,711 338 181 -5,360 3,316 5,689 -740 -3,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 32.8 11.2 52.8 44.0 86.2 88.0 13.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
41 29 31 32 45 86 92
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 272,819
COMMITMENTS
24,758 149,342 23,460 201,966 60,210 250,184 233,013 22,636 39,807
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -12,216)
-9,044 -15,829 2,506 -8,176 2,515 -14,714 -10,808 2,498 -1,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 54.7 8.6 74.0 22.1 91.7 85.4 8.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
29 43 23 34 33 75 87
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 543,872
COMMITMENTS
193,163 99,913 67,341 197,162 311,899 457,666 479,152 86,206 64,720
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 14,423)
-3,123 -2,575 7,573 10,348 7,099 14,798 12,098 -375 2,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 18.4 12.4 36.3 57.3 84.1 88.1 15.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
104 68 67 68 74 203 179
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,093
COMMITMENTS
13,898 9,568 184 9,218 14,770 23,300 24,522 1,793 571
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 4,751)
2,222 2,828 0 2,500 1,837 4,722 4,665 29 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.4 38.1 0.7 36.7 58.9 92.9 97.7 7.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 12 1 6 7 17 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,603
COMMITMENTS
41,221 6,416 18 6,720 43,900 47,959 50,334 6,644 4,269
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -2,893)
-3,036 -1,860 -302 42 -898 -3,296 -3,060 403 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 11.8 0.0 12.3 80.4 87.8 92.2 12.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
51 15 1 10 13 61 29
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 20,271
COMMITMENTS
11,263 2,615 752 7,325 16,008 19,340 19,375 931 896
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 632)
1,092 776 174 -584 -270 682 680 -50 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.6 12.9 3.7 36.1 79.0 95.4 95.6 4.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 8 2 8 4 20 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,035,057
COMMITMENTS
931,532 2138249 8695931 10756499 8983544 20383962 19817724 651,095 1217334
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 338,195)
62,025 -5,930 239,675 99,067 186,389 400,768 420,135 -62,573 -81,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 10.2 41.3 51.1 42.7 96.9 94.2 3.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
51 135 147 124 144 279 331
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 804,336
COMMITMENTS
108,755 89,458 110,721 486,905 502,081 706,381 702,260 97,955 102,076
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 15,695)
3,305 -447 -1,769 8,789 15,403 10,325 13,187 5,370 2,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 11.1 13.8 60.5 62.4 87.8 87.3 12.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 678)
169 175 190 241 258 507 526
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 104,963
COMMITMENTS
5,169 7,771 21,817 39,425 54,924 66,411 84,512 38,552 20,452
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 3,805)
1,432 1,090 -345 -1,060 2,424 27 3,169 3,779 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 7.4 20.8 37.6 52.3 63.3 80.5 36.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
14 17 27 28 30 58 58
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,496,863
COMMITMENTS
534,808 425,312 427,644 2237398 2235784 3199850 3088740 297,013 408,123
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 59,447)
18,808 1,761 -16,563 49,247 64,892 51,493 50,089 7,955 9,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 12.2 12.2 64.0 63.9 91.5 88.3 8.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 660)
164 168 180 235 252 489 510
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| 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: 25,264
COMMITMENTS
8,439 0 0 13,658 24,479 22,097 24,479 3,167 785
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,858)
1,820 0 0 29 1,827 1,849 1,827 9 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 0.0 0.0 54.1 96.9 87.5 96.9 12.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 0 0 7 7 15 7
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| 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: 15,264
COMMITMENTS
8,444 785 0 4,752 13,763 13,196 14,548 2,068 716
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 97)
-37 122 0 151 -147 114 -25 -17 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 5.1 0.0 31.1 90.2 86.5 95.3 13.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 2 0 6 9 12 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 93,037
COMMITMENTS
23,355 2,639 777 57,104 85,221 81,236 88,637 11,801 4,400
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,160)
-508 -304 -188 2,256 944 1,560 452 -400 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 2.8 0.8 61.4 91.6 87.3 95.3 12.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
13 6 4 42 42 55 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,271
COMMITMENTS
22,880 12,029 1,803 28,776 38,093 53,459 51,925 6,812 8,346
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 770)
2,204 -673 -342 -1,142 1,759 719 744 51 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 20.0 3.0 47.7 63.2 88.7 86.2 11.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
70 77 31 72 87 159 178
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 301,355
COMMITMENTS
114,401 60,145 9,013 143,880 190,464 267,294 259,623 34,061 41,732
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 3,852)
11,018 -3,367 -1,711 -5,710 8,796 3,597 3,718 255 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 20.0 3.0 47.7 63.2 88.7 86.2 11.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
70 77 31 72 87 159 178
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 162,338
COMMITMENTS
78,550 22,893 16,530 27,368 97,030 122,448 136,453 39,890 25,885
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 18,246)
11,667 5,046 2,357 1,732 12,403 15,756 19,805 2,490 -1,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 14.1 10.2 16.9 59.8 75.4 84.1 24.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
43 23 17 27 30 76 64
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,901
COMMITMENTS
12,222 6,138 2 14,646 27,168 26,870 33,308 9,031 2,593
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -364)
-1,763 446 0 394 -21 -1,369 425 1,005 -789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 17.1 0.0 40.8 75.7 74.8 92.8 25.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 6 1 15 11 31 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,725
COMMITMENTS
17,174 4,471 1,574 26,352 12,999 45,100 19,044 11,625 37,681
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -2,030)
2,080 -816 -995 -5,152 -854 -4,067 -2,665 2,037 635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 7.9 2.8 46.5 22.9 79.5 33.6 20.5 66.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
28 12 3 29 21 57 36
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,343
COMMITMENTS
8,590 6,755 1 6,288 8,175 14,879 14,931 464 412
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -344)
340 734 -636 -2 -551 -298 -453 -46 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 44.0 0.0 41.0 53.3 97.0 97.3 3.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 4 1 8 2 16 6
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| 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: 92,394
COMMITMENTS
6,158 15,568 24,520 61,694 52,306 92,372 92,394 22 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 5,169)
0 -1,379 2,629 2,540 3,919 5,169 5,169 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 16.8 26.5 66.8 56.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 2 11 13 16 16
Updated July 28, 2017