MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 20,608
COMMITMENTS
2,060 3,692 1,280 17,028 15,396 20,368 20,368 240 240
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -2,436)
620 -728 -420 -2,612 -1,264 -2,412 -2,412 -24 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 17.9 6.2 82.6 74.7 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 9 3 7 7 14 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,760
COMMITMENTS
466 1,264 1,430 5,894 5,590 7,790 8,284 971 476
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 415)
6 70 15 371 300 392 385 22 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 14.4 16.3 67.3 63.8 88.9 94.6 11.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 6 11 23 20 36 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,294
COMMITMENTS
15,193 6,428 13,893 16,605 18,851 45,691 39,173 3,602 10,121
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 994)
350 144 99 475 327 924 570 70 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 13.0 28.2 33.7 38.2 92.7 79.5 7.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
24 21 31 36 33 73 72
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,204
COMMITMENTS
939 391 2,599 6,575 7,765 10,113 10,755 1,091 450
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 402)
95 62 101 226 191 422 354 -20 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 3.5 23.2 58.7 69.3 90.3 96.0 9.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 6 9 25 19 36 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,269
COMMITMENTS
247 384 1,793 2,666 1,433 4,706 3,610 563 1,659
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 323)
29 83 129 85 10 242 222 81 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 7.3 34.0 50.6 27.2 89.3 68.5 10.7 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 8 8 7 16 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 324,279
COMMITMENTS
88,713 33,819 103,635 110,665 139,899 303,014 277,353 21,265 46,926
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -13,165)
-312 -9,131 -6,748 -5,592 2,481 -12,652 -13,399 -513 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 10.4 32.0 34.1 43.1 93.4 85.5 6.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
102 106 151 82 93 279 275
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 393,082
COMMITMENTS
142,145 16,888 86,934 135,381 230,550 364,460 334,371 28,622 58,711
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -4,545)
2,072 -6,425 -4,177 -1,498 7,844 -3,603 -2,758 -941 -1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 4.3 22.1 34.4 58.7 92.7 85.1 7.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
139 72 141 137 173 337 334
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,105
COMMITMENTS
3,168 1,357 558 683 3,165 4,409 5,080 1,697 1,025
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -55)
288 32 -217 -194 -16 -123 -201 67 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 22.2 9.1 11.2 51.8 72.2 83.2 27.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
33 9 10 17 22 55 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 68,644
COMMITMENTS
28,640 9,890 17,901 14,494 19,792 61,035 47,583 7,609 21,060
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -2,334)
-198 -323 -3,223 1,145 1,790 -2,276 -1,756 -58 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 14.4 26.1 21.1 28.8 88.9 69.3 11.1 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
78 51 74 58 85 180 178
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,742
COMMITMENTS
1,072 11,458 4,947 23,042 11,817 29,061 28,222 681 1,520
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 108)
-148 -102 128 211 114 191 140 -82 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 38.5 16.6 77.5 39.7 97.7 94.9 2.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
12 13 14 30 25 49 45
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 46,079
COMMITMENTS
21,203 7,486 0 22,789 36,984 43,992 44,470 2,087 1,609
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 4,583)
4,523 2,206 0 216 2,125 4,739 4,331 -156 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 16.2 0.0 49.5 80.3 95.5 96.5 4.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 5 0 5 8 21 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 207,555
COMMITMENTS
98,326 20,325 16,972 48,490 149,083 163,789 186,380 43,767 21,175
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -5,414)
-3,223 -5,064 -1,824 1,108 2,742 -3,939 -4,146 -1,475 -1,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 9.8 8.2 23.4 71.8 78.9 89.8 21.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
53 15 24 26 29 88 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,932
COMMITMENTS
17,653 20,570 2,161 17,602 6,384 37,415 29,115 8,516 16,817
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 4,919)
2,445 3,937 294 3,703 -169 6,442 4,062 -1,522 857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 44.8 4.7 38.3 13.9 81.5 63.4 18.5 36.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 14 6 6 7 22 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 204,526
COMMITMENTS
117,452 28,264 2,917 75,774 170,724 196,143 201,904 8,383 2,621
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -15,598)
-17,169 -22,515 1,091 529 6,280 -15,549 -15,144 -48 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.4 13.8 1.4 37.0 83.5 95.9 98.7 4.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
74 38 9 21 21 100 63
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 233,081
COMMITMENTS
76,958 59,167 45,434 71,039 100,785 193,431 205,386 39,650 27,695
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -23,607)
-1,507 -17,080 -3,807 -20,688 -2,285 -26,002 -23,172 2,395 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 25.4 19.5 30.5 43.2 83.0 88.1 17.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
46 30 30 31 43 97 83
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 304,745
COMMITMENTS
47,746 136,717 50,825 186,286 76,421 284,858 263,963 19,887 40,782
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 44,961)
12,138 28,266 8,599 24,396 5,668 45,132 42,533 -172 2,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 44.9 16.7 61.1 25.1 93.5 86.6 6.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
24 47 28 33 38 71 99
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 531,584
COMMITMENTS
186,424 91,116 71,833 192,876 306,345 451,133 469,294 80,451 62,290
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 13,771)
3,743 2,342 5,159 6,615 6,395 15,517 13,895 -1,746 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 17.1 13.5 36.3 57.6 84.9 88.3 15.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
100 64 71 64 65 195 170
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,901
COMMITMENTS
10,905 2,697 1,004 9,162 26,739 21,071 30,440 12,830 3,461
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -334)
642 -152 172 -67 29 747 49 -1,081 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 8.0 3.0 27.0 78.9 62.2 89.8 37.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 4 4 9 5 20 11
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,056
COMMITMENTS
24,838 7,146 286 10,034 29,004 35,158 36,436 1,898 620
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -6,248)
1,079 -5,234 -93 -6,915 -859 -5,929 -6,186 -319 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 19.3 0.8 27.1 78.3 94.9 98.3 5.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 11 1 6 6 21 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,175
COMMITMENTS
20,928 12,810 272 7,575 17,246 28,775 30,328 5,400 3,847
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -1,739)
-1,441 -1,506 -14 76 -41 -1,379 -1,561 -360 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.2 37.5 0.8 22.2 50.5 84.2 88.7 15.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
33 21 4 9 10 42 35
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,529
COMMITMENTS
13,674 4,465 0 4,807 14,480 18,481 18,945 1,048 584
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -132)
-2,339 -192 0 1,960 22 -379 -170 247 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.0 22.9 0.0 24.6 74.1 94.6 97.0 5.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 7 0 5 5 18 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,012,891
COMMITMENTS
1022258 2676789 9455176 10915802 8691480 21393236 20823446 619,656 1189446
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 862,348)
-3,184 121,797 577,324 347,243 131,081 921,384 830,202 -59,036 32,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 12.2 43.0 49.6 39.5 97.2 94.6 2.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
56 131 149 124 143 279 329
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 836,602
COMMITMENTS
115,704 97,496 127,010 496,818 504,062 739,532 728,567 97,071 108,035
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 25,994)
-1,845 3,883 16,423 2,534 -4,887 17,112 15,419 8,883 10,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 11.7 15.2 59.4 60.3 88.4 87.1 11.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686)
175 173 193 243 263 513 535
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 112,826
COMMITMENTS
7,762 8,742 29,298 47,879 47,596 84,938 85,636 27,888 27,190
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 23,650)
2,400 4,005 9,887 9,513 6,533 21,799 20,424 1,851 3,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 7.7 26.0 42.4 42.2 75.3 75.9 24.7 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 14 26 30 27 61 55
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| 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: 20,357
COMMITMENTS
0 268 0 18,484 19,407 18,484 19,675 1,873 682
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 90.8 95.3 90.8 96.6 9.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 10 11 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,618,882
COMMITMENTS
563,486 467,545 464,785 2244697 2282325 3272967 3214655 345,914 404,226
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 11,722)
-5,887 14,729 17,341 -34,893 -57,097 -23,439 -25,026 35,161 36,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 12.9 12.8 62.0 63.1 90.4 88.8 9.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 667)
171 166 183 235 258 492 521
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| 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: 27,969
COMMITMENTS
12,572 0 0 12,005 27,348 24,577 27,348 3,392 621
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 790)
363 0 0 -175 825 188 825 602 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 0.0 0.0 42.9 97.8 87.9 97.8 12.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 0 0 7 9 16 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| 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: 23,516
COMMITMENTS
0 1,188 0 21,933 21,285 21,933 22,473 1,583 1,043
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -79)
-333 0 0 406 109 73 109 -152 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 93.3 90.5 93.3 95.6 6.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 14 10 14 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,979
COMMITMENTS
25,312 3,299 678 51,329 82,194 77,319 86,171 12,660 3,808
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,779)
501 644 -5 1,855 804 2,351 1,443 -572 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 3.7 0.8 57.0 91.3 85.9 95.8 14.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
14 8 6 41 38 56 51
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,281
COMMITMENTS
20,011 13,927 2,197 27,226 32,293 49,433 48,417 6,848 7,864
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 22)
-252 -355 -100 568 395 216 -60 -195 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 24.7 3.9 48.4 57.4 87.8 86.0 12.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
73 88 40 69 87 162 195
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 281,406
COMMITMENTS
100,054 69,633 10,985 136,128 161,466 247,167 242,085 34,239 39,321
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 109)
-1,258 -1,773 -502 2,842 1,976 1,082 -300 -973 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 24.7 3.9 48.4 57.4 87.8 86.0 12.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
73 88 40 69 87 162 195
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 169,775
COMMITMENTS
97,861 24,595 15,246 22,632 106,714 135,738 146,555 34,037 23,220
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -6,336)
-5,029 -326 58 -225 -6,724 -5,195 -6,992 -1,141 656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.6 14.5 9.0 13.3 62.9 80.0 86.3 20.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
49 15 18 20 23 74 51
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 543,124
COMMITMENTS
164,177 168,243 11,491 350,586 350,634 526,254 530,367 16,870 12,757
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -8,379)
12,518 -6,297 -675 -16,620 -2,283 -4,777 -9,255 -3,602 876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 31.0 2.1 64.5 64.6 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
65 46 22 98 113 175 169
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,980
COMMITMENTS
15,256 12,199 246 15,069 21,687 30,571 34,132 7,409 3,848
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,178)
-355 1,581 85 792 -636 522 1,030 656 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 32.1 0.6 39.7 57.1 80.5 89.9 19.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 8 1 16 11 32 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,135
COMMITMENTS
17,861 7,188 1,226 22,706 27,166 41,793 35,580 9,342 15,555
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -2,493)
486 -1,524 127 -2,549 639 -1,936 -758 -557 -1,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 14.1 2.4 44.4 53.1 81.7 69.6 18.3 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 16 6 28 26 55 45
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| 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: 111,107
COMMITMENTS
9,115 10,493 32,269 69,679 68,343 111,063 111,105 44 2
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 780)
2,827 370 -450 -1,627 860 750 780 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 9.4 29.0 62.7 61.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 2 12 14 18 16
Updated October 6, 2017