MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 27,188
COMMITMENTS
1,200 5,504 2,880 22,736 18,432 26,816 26,816 372 372
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 420)
400 332 120 140 208 660 660 -240 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 20.2 10.6 83.6 67.8 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 10 6 8 7 16 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,438
COMMITMENTS
608 1,272 1,268 5,360 5,587 7,235 8,126 1,203 312
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 380)
-70 7 93 289 275 313 376 67 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 15.1 15.0 63.5 66.2 85.7 96.3 14.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 8 12 26 22 40 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,605
COMMITMENTS
14,357 4,789 13,672 15,808 20,032 43,838 38,494 4,767 10,111
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 2,534)
779 -1,145 1,809 199 950 2,787 1,614 -254 920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 9.9 28.1 32.5 41.2 90.2 79.2 9.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 19 32 37 39 76 77
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,235
COMMITMENTS
899 507 2,089 6,183 7,227 9,170 9,822 1,064 413
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 529)
152 32 189 179 318 520 539 8 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.9 20.4 60.4 70.6 89.6 96.0 10.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 7 10 27 19 40 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 312,947
COMMITMENTS
98,183 33,884 90,519 101,686 142,300 290,388 266,703 22,560 46,244
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 3,937)
-8,490 1,902 11,909 1,059 -10,064 4,479 3,748 -541 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 10.8 28.9 32.5 45.5 92.8 85.2 7.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
110 97 135 86 87 274 257
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 377,170
COMMITMENTS
133,262 30,149 77,447 138,391 214,195 349,100 321,791 28,070 55,379
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 6,043)
1,216 7,655 2,870 1,798 -6,144 5,883 4,381 160 1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 8.0 20.5 36.7 56.8 92.6 85.3 7.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
134 74 149 135 162 341 332
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,542
COMMITMENTS
1,802 1,091 561 868 2,117 3,231 3,768 1,310 773
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 62)
34 -36 117 -34 87 117 169 -56 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 24.0 12.3 19.1 46.6 71.1 83.0 28.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
18 8 14 16 23 41 39
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 70,030
COMMITMENTS
23,171 6,710 24,183 14,175 17,066 61,529 47,959 8,501 22,072
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -1,023)
709 -451 -661 -683 5 -635 -1,108 -388 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 9.6 34.5 20.2 24.4 87.9 68.5 12.1 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
68 46 73 60 81 167 168
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,293
COMMITMENTS
335 3,085 213 2,630 730 3,178 4,028 1,115 265
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 35)
15 80 0 -3 -15 12 65 23 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 71.9 5.0 61.3 17.0 74.0 93.8 26.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 5 5 11 8 17 17
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,736
COMMITMENTS
723 12,540 4,589 22,538 10,444 27,850 27,573 886 1,164
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 2,025)
-120 694 448 1,688 683 2,016 1,824 9 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 43.6 16.0 78.4 36.3 96.9 96.0 3.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 19 14 27 24 47 46
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,170
COMMITMENTS
3,861 3,904 113 27,612 27,738 31,586 31,755 1,584 1,415
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -1,673)
650 -2,826 -9 -2,361 903 -1,720 -1,932 47 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 11.8 0.3 83.2 83.6 95.2 95.7 4.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 7 1 9 7 22 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 225,909
COMMITMENTS
85,231 30,557 20,270 77,665 146,694 183,166 197,520 42,743 28,389
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 5,985)
5,286 3,235 1,797 -1,005 859 6,078 5,891 -94 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 13.5 9.0 34.4 64.9 81.1 87.4 18.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
46 18 25 29 27 85 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,454
COMMITMENTS
13,209 14,666 2,377 14,586 11,158 30,172 28,201 13,282 15,253
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 1,569)
1,041 507 80 -932 342 188 928 1,381 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 33.7 5.5 33.6 25.7 69.4 64.9 30.6 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 11 7 5 9 25 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 246,740
COMMITMENTS
135,549 38,450 7,152 95,441 197,517 238,141 243,119 8,599 3,622
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 2,635)
-2,307 -1,696 3,753 1,642 -193 3,088 1,863 -452 772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.9 15.6 2.9 38.7 80.1 96.5 98.5 3.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
79 40 9 21 26 109 68
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 265,701
COMMITMENTS
58,189 109,015 35,463 143,344 89,514 236,997 233,993 28,705 31,709
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 8,010)
625 7,487 -623 11,023 251 11,025 7,115 -3,015 895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 41.0 13.3 53.9 33.7 89.2 88.1 10.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
37 35 31 29 42 78 96
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 249,457
COMMITMENTS
40,709 113,007 30,026 153,669 74,624 224,404 217,657 25,053 31,800
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -6,053)
-128 -6,483 -2,084 -4,972 3,681 -7,184 -4,885 1,130 -1,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 45.3 12.0 61.6 29.9 90.0 87.3 10.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
35 34 26 33 34 82 80
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 582,900
COMMITMENTS
190,948 100,169 83,046 218,632 332,174 492,626 515,389 90,273 67,510
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 26,937)
-4,686 -3,617 11,877 13,340 11,354 20,532 19,614 6,405 7,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 17.2 14.2 37.5 57.0 84.5 88.4 15.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
101 71 72 67 71 204 179
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,904
COMMITMENTS
12,715 3,022 1,549 7,167 26,073 21,431 30,644 13,473 4,260
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 171)
-727 -311 209 4 159 -514 57 685 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 8.7 4.4 20.5 74.7 61.4 87.8 38.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 4 4 8 4 18 10
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,051
COMMITMENTS
17,134 7,819 38 15,009 25,323 32,181 33,180 1,870 871
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 9,305)
27 898 13 9,216 7,980 9,256 8,891 49 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 23.0 0.1 44.1 74.4 94.5 97.4 5.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 12 1 5 8 22 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,732
COMMITMENTS
29,002 10,198 747 8,363 29,667 38,112 40,612 5,620 3,120
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -358)
-588 2,490 -318 1,210 -2,106 304 66 -662 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.3 23.3 1.7 19.1 67.8 87.1 92.9 12.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
48 17 8 11 12 61 35
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 25,925
COMMITMENTS
16,727 5,103 27 8,177 19,971 24,931 25,101 994 824
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 2,591)
1,673 1,252 -1,337 2,250 2,644 2,586 2,559 5 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 19.7 0.1 31.5 77.0 96.2 96.8 3.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 7 1 5 6 20 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,004,321
COMMITMENTS
1080319 2261587 9119189 11091710 9477279 21291218 20858055 713,103 1146266
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 477,346)
35,026 7,784 248,394 194,692 239,613 478,112 495,791 -766 -18,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 10.3 41.4 50.4 43.1 96.8 94.8 3.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
52 143 151 140 160 304 353
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 888,916
COMMITMENTS
123,521 86,807 129,275 542,658 567,438 795,455 783,520 93,461 105,395
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 18,189)
6,448 -5,285 -1,574 13,678 21,449 18,551 14,590 -362 3,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 9.8 14.5 61.0 63.8 89.5 88.1 10.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 719)
178 183 201 260 278 544 556
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 109,572
COMMITMENTS
3,993 7,902 15,335 52,223 63,539 71,551 86,775 38,021 22,796
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 2,346)
-705 -602 -2,209 3,422 4,691 508 1,881 1,838 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.2 14.0 47.7 58.0 65.3 79.2 34.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
12 16 22 30 34 57 57
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,896,720
COMMITMENTS
616,849 413,733 550,495 2452176 2519498 3619520 3483725 277,200 412,994
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 79,217)
29,640 -29,539 9,298 51,281 83,786 90,219 63,545 -11,002 15,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 10.6 14.1 62.9 64.7 92.9 89.4 7.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 700)
174 177 193 252 269 526 539
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| 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: 29,551
COMMITMENTS
11,239 0 0 14,612 28,696 25,851 28,696 3,700 855
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 155)
-202 0 0 -7 195 -209 195 364 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 0.0 0.0 49.4 97.1 87.5 97.1 12.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 0 7 7 14 7
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 23,015
COMMITMENTS
239 2,299 0 20,410 19,624 20,649 21,923 2,366 1,092
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -17)
-4 0 0 -478 -59 -482 -59 465 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 10.0 0.0 88.7 85.3 89.7 95.3 10.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 12 6 13 8
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 87,361
COMMITMENTS
22,844 2,028 1,158 51,413 79,798 75,415 82,984 11,946 4,377
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -1,362)
-228 184 121 -1,705 -1,660 -1,812 -1,355 450 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 2.3 1.3 58.9 91.3 86.3 95.0 13.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 5 5 37 38 52 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,732
COMMITMENTS
21,426 12,918 2,074 30,246 36,936 53,746 51,928 6,986 8,804
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -602)
583 42 -575 -421 -252 -413 -785 -189 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 21.3 3.4 49.8 60.8 88.5 85.5 11.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
72 86 32 73 97 162 198
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 303,662
COMMITMENTS
107,131 64,592 10,369 151,231 184,678 268,731 259,640 34,931 44,022
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -3,011)
2,914 208 -2,874 -2,106 -1,258 -2,066 -3,924 -945 913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 21.3 3.4 49.8 60.8 88.5 85.5 11.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
72 86 32 73 97 162 198
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 182,378
COMMITMENTS
99,146 32,975 15,180 30,712 111,397 145,038 159,552 37,340 22,826
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 9,939)
9,173 3,723 -554 1,101 5,649 9,719 8,818 220 1,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 18.1 8.3 16.8 61.1 79.5 87.5 20.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
44 22 23 28 28 84 61
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 20,938
COMMITMENTS
2,146 3,002 768 15,099 14,687 18,014 18,457 2,925 2,481
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 2,779)
275 -580 427 1,163 2,865 1,866 2,712 914 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 14.3 3.7 72.1 70.1 86.0 88.2 14.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 5 5 13 13 22 19
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,541
COMMITMENTS
12,394 5,681 112 13,974 26,008 26,480 31,801 8,061 2,740
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 117)
-572 -258 9 -904 -85 -1,467 -334 1,584 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 16.4 0.3 40.5 75.3 76.7 92.1 23.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 5 4 15 9 33 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,161
COMMITMENTS
19,190 6,004 2,441 22,909 26,757 44,540 35,202 11,621 20,959
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -1,283)
-1,229 -715 248 -2,017 4,128 -2,998 3,661 1,715 -4,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 10.7 4.3 40.8 47.6 79.3 62.7 20.7 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
25 13 7 22 22 49 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| 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: 101,938
COMMITMENTS
6,288 13,493 28,332 67,296 60,113 101,916 101,938 22 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 2,850)
0 920 220 2,630 1,710 2,850 2,850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 13.2 27.8 66.0 59.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 12 14 17 16
Updated September 1, 2017