MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,196
COMMITMENTS
1,000 4,900 2,040 19,772 15,872 22,812 22,812 384 384
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,812)
-160 -120 -800 -864 -904 -1,824 -1,824 12 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 21.1 8.8 85.2 68.4 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 9 7 8 7 16 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,723
COMMITMENTS
446 1,072 1,147 5,033 5,040 6,626 7,259 1,097 465
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 273)
-28 18 62 187 111 220 190 53 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 13.9 14.9 65.2 65.3 85.8 94.0 14.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 8 9 25 21 37 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,157
COMMITMENTS
13,125 3,796 14,188 16,125 18,632 43,438 36,615 3,719 10,542
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 3,601)
679 -214 2,009 1,771 975 4,459 2,770 -858 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 8.0 30.1 34.2 39.5 92.1 77.6 7.9 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 18 29 36 35 72 72
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,012
COMMITMENTS
856 435 2,180 5,939 6,966 8,975 9,580 1,036 431
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,087)
-12 66 409 573 563 970 1,038 117 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 4.3 21.8 59.3 69.6 89.6 95.7 10.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 6 9 25 19 37 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 315,595
COMMITMENTS
91,547 42,140 96,152 104,695 128,872 292,394 267,164 23,201 48,432
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 11,597)
-1,017 8,683 6,795 4,618 -9,035 10,396 6,443 1,201 5,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 13.4 30.5 33.2 40.8 92.6 84.7 7.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
98 115 145 87 90 282 273
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 376,148
COMMITMENTS
133,002 28,506 81,982 133,052 206,160 348,036 316,648 28,112 59,499
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 3,320)
2,529 -1,526 4,849 -4,900 -3,669 2,478 -346 842 3,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 7.6 21.8 35.4 54.8 92.5 84.2 7.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
126 66 139 125 155 317 312
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,693
COMMITMENTS
2,609 1,362 628 780 2,970 4,017 4,959 1,676 734
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 661)
409 15 98 49 553 557 667 104 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 23.9 11.0 13.7 52.2 70.6 87.1 29.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
28 10 11 14 23 48 39
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 61,732
COMMITMENTS
23,948 7,085 16,756 12,759 16,893 53,464 40,735 8,268 20,997
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,100)
981 -76 739 -1,052 52 669 716 431 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 11.5 27.1 20.7 27.4 86.6 66.0 13.4 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
72 46 67 53 76 159 160
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,284
COMMITMENTS
301 2,888 254 2,583 883 3,138 4,025 1,146 258
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 521)
92 216 67 194 212 354 496 168 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 67.4 5.9 60.3 20.6 73.3 94.0 26.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 4 11 8 16 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,302
COMMITMENTS
1,029 11,968 4,100 21,197 9,750 26,325 25,818 976 1,484
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,103)
247 797 -50 821 64 1,018 811 85 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 43.8 15.0 77.6 35.7 96.4 94.6 3.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
14 13 13 27 23 47 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 48,708
COMMITMENTS
12,919 7,687 0 33,469 39,202 46,388 46,889 2,320 1,819
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 8,636)
7,080 2,334 -143 1,112 5,908 8,049 8,099 587 537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 15.8 0.0 68.7 80.5 95.2 96.3 4.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 8 0 10 9 23 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 259,577
COMMITMENTS
90,556 38,876 25,858 94,862 169,747 211,275 234,482 48,301 25,095
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 16,718)
-565 2,592 1,280 11,905 15,500 12,620 19,372 4,098 -2,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 15.0 10.0 36.5 65.4 81.4 90.3 18.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
49 23 28 30 29 93 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,012
COMMITMENTS
13,573 14,525 2,811 16,998 12,048 33,382 29,385 11,630 15,627
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,598)
1,681 821 655 41 493 2,377 1,969 -780 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 32.3 6.2 37.8 26.8 74.2 65.3 25.8 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 12 9 7 10 25 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 258,293
COMMITMENTS
143,188 26,057 31,540 74,474 197,700 249,202 255,297 9,091 2,996
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 17,376)
2,137 -1,286 20,488 -5,424 -1,619 17,201 17,583 175 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.4 10.1 12.2 28.8 76.5 96.5 98.8 3.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
80 37 18 21 24 110 73
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 319,559
COMMITMENTS
70,888 118,871 46,988 167,921 120,211 285,796 286,069 33,763 33,490
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 55,426)
16,880 10,398 9,193 25,503 32,268 51,576 51,859 3,850 3,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 37.2 14.7 52.5 37.6 89.4 89.5 10.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
37 38 35 33 44 91 99
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 239,910
COMMITMENTS
36,951 95,820 34,337 142,971 73,963 214,259 204,119 25,651 35,791
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -17,988)
-9,015 -26,490 3,569 -10,643 2,502 -16,088 -20,419 -1,900 2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 39.9 14.3 59.6 30.8 89.3 85.1 10.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
31 31 26 34 34 79 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 566,805
COMMITMENTS
191,652 99,932 73,525 207,534 326,261 472,712 499,718 94,093 67,087
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -5,802)
121 8,837 -6,806 -6,879 -9,234 -13,564 -7,202 7,762 1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 17.6 13.0 36.6 57.6 83.4 88.2 16.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
92 69 72 67 71 199 176
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,520
COMMITMENTS
13,669 1,731 1,001 8,297 29,283 22,967 32,015 13,553 4,505
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 4.7 2.7 22.7 80.2 62.9 87.7 37.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 3 9 6 19 11
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,569
COMMITMENTS
10,445 2,356 646 4,827 18,198 15,918 21,200 7,651 2,369
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,664)
-362 251 600 995 655 1,233 1,506 431 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 10.0 2.7 20.5 77.2 67.5 89.9 32.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 3 8 8 15 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,536
COMMITMENTS
21,259 9,896 688 6,562 19,574 28,509 30,158 2,027 378
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 2,289)
1,390 1,776 578 174 -2 2,142 2,352 147 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.6 32.4 2.3 21.5 64.1 93.4 98.8 6.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 12 2 6 7 20 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 49,256
COMMITMENTS
25,150 12,800 1,357 17,154 31,698 43,661 45,855 5,595 3,401
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 3,162)
-1,623 750 -244 4,622 2,642 2,755 3,148 407 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 26.0 2.8 34.8 64.4 88.6 93.1 11.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
39 16 8 16 9 59 31
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 39,391
COMMITMENTS
22,562 10,216 4,084 11,655 24,277 38,301 38,577 1,090 814
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 11,064)
4,149 3,361 3,738 3,160 3,947 11,047 11,046 17 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.3 25.9 10.4 29.6 61.6 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 9 4 7 8 22 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,301,004
COMMITMENTS
1188759 2297711 9910244 11485036 9990777 22584039 22198733 716,965 1102271
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 527,601)
-14,934 -96,801 379,659 191,271 281,079 555,996 563,937 -28,395 -36,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 9.9 42.5 49.3 42.9 96.9 95.3 3.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
58 149 157 137 158 307 361
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,001,505
COMMITMENTS
121,235 90,257 145,872 636,041 652,494 903,148 888,623 98,357 112,882
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 105,622)
8,138 4,030 19,013 68,933 68,112 96,085 91,155 9,537 14,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 9.0 14.6 63.5 65.2 90.2 88.7 9.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 705)
171 185 208 271 274 556 553
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 129,578
COMMITMENTS
4,791 9,935 25,247 68,137 68,728 98,174 103,911 31,404 25,668
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 18,145)
93 1,717 8,476 8,923 6,947 17,492 17,139 653 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 7.7 19.5 52.6 53.0 75.8 80.2 24.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
12 21 25 34 33 65 60
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 34,099
COMMITMENTS
219 1,187 0 30,117 30,844 30,336 32,031 3,763 2,068
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.5 0.0 88.3 90.5 89.0 93.9 11.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 15 10 16 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,359,634
COMMITMENTS
610,576 429,965 574,770 2839521 2918828 4024867 3923563 334,767 436,071
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 437,387)
48,775 20,115 44,136 300,052 305,829 392,964 370,080 44,422 67,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 9.9 13.2 65.1 67.0 92.3 90.0 7.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 685)
167 176 201 261 267 534 538
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| 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: 33,212
COMMITMENTS
9,811 0 0 19,970 32,500 29,781 32,500 3,431 712
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 4,173)
-682 0 0 4,992 4,162 4,310 4,162 -137 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 0.0 0.0 60.1 97.9 89.7 97.9 10.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 0 0 9 10 14 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| 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: 40,129
COMMITMENTS
293 280 0 33,175 35,232 33,468 35,512 6,661 4,617
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 16,651)
54 0 0 12,126 12,982 12,180 12,982 4,471 3,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.0 82.7 87.8 83.4 88.5 16.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 15 12 16 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,709
COMMITMENTS
22,405 1,751 1,321 53,902 81,963 77,628 85,035 13,081 5,674
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 5,106)
159 411 273 2,928 3,291 3,360 3,975 1,746 1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 1.9 1.5 59.4 90.4 85.6 93.7 14.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 4 6 41 41 56 51
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 74,385
COMMITMENTS
22,006 12,350 3,388 41,809 49,312 67,203 65,050 7,181 9,335
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 15,076)
393 -186 1,009 13,336 13,828 14,739 14,651 337 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 16.6 4.6 56.2 66.3 90.3 87.5 9.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
72 78 44 82 103 180 200
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 371,923
COMMITMENTS
110,030 61,751 16,939 209,046 246,558 336,016 325,249 35,907 46,674
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 75,378)
1,965 -930 5,046 66,682 69,138 73,694 73,254 1,684 2,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 16.6 4.6 56.2 66.3 90.3 87.5 9.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
72 78 44 82 103 180 200
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 206,192
COMMITMENTS
100,499 36,765 24,701 39,975 123,674 165,175 185,140 41,017 21,052
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 14,343)
-759 -423 8,972 5,926 8,051 14,139 16,600 204 -2,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 17.8 12.0 19.4 60.0 80.1 89.8 19.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
44 22 27 29 29 88 67
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 812,836
COMMITMENTS
69,281 32,958 173,463 545,499 587,112 788,243 793,533 24,594 19,303
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 772,919)
67,153 28,015 172,116 512,993 557,290 752,262 757,421 20,657 15,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 4.1 21.3 67.1 72.2 97.0 97.6 3.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
39 27 57 122 118 199 183
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,932
COMMITMENTS
14,668 8,453 0 14,370 23,119 29,038 31,572 5,894 3,360
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -9,286)
1,158 2,719 -4,410 -4,944 -6,737 -8,196 -8,428 -1,090 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 24.2 0.0 41.1 66.2 83.1 90.4 16.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 4 0 16 9 33 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,313
COMMITMENTS
17,848 4,804 1,099 18,458 20,919 37,405 26,822 9,908 20,491
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -17,730)
-3,003 -692 -3,093 -8,801 -7,475 -14,897 -11,260 -2,833 -6,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 10.2 2.3 39.0 44.2 79.1 56.7 20.9 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 12 2 23 15 45 29
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| 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: 106,910
COMMITMENTS
6,288 11,093 30,872 69,728 64,943 106,888 106,908 22 2
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 3,902)
0 -1,620 1,760 2,142 3,760 3,902 3,900 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 10.4 28.9 65.2 60.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 12 14 17 16
Updated September 15, 2017