MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,736
COMMITMENTS
2,120 4,912 1,400 19,976 17,184 23,496 23,496 240 240
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 592)
-460 120 200 852 272 592 592 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 20.7 5.9 84.2 72.4 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 9 3 7 7 13 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,551
COMMITMENTS
282 1,208 1,247 5,336 4,592 6,865 7,047 685 504
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 110)
20 26 26 66 9 113 61 -2 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 16.0 16.5 70.7 60.8 90.9 93.3 9.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 9 11 23 20 35 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,130
COMMITMENTS
12,562 5,469 12,021 13,915 15,828 38,499 33,318 3,631 8,812
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 574)
158 350 351 -245 211 264 912 310 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 13.0 28.5 33.0 37.6 91.4 79.1 8.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 22 30 33 32 69 69
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,750
COMMITMENTS
800 403 2,658 6,212 7,156 9,670 10,216 1,080 534
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 808)
-27 121 305 470 397 748 823 60 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.7 24.7 57.8 66.6 90.0 95.0 10.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 6 8 27 21 37 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,715
COMMITMENTS
217 476 1,630 2,285 1,053 4,133 3,160 582 1,555
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 10.1 34.6 48.5 22.3 87.7 67.0 12.3 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 4 8 8 7 16 15
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,124
COMMITMENTS
94,332 34,458 77,188 101,121 134,790 272,641 246,437 21,482 47,687
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -23,316)
4,057 2,860 -23,447 -3,721 -3,063 -23,110 -23,650 -206 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 11.7 26.2 34.4 45.8 92.7 83.8 7.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
97 110 143 81 87 275 259
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 373,987
COMMITMENTS
147,730 17,861 67,262 132,420 229,248 347,412 314,372 26,575 59,616
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,235)
721 -1,237 1,808 912 1,423 3,441 1,995 -2,206 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 4.8 18.0 35.4 61.3 92.9 84.1 7.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
130 70 135 125 173 323 326
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,316
COMMITMENTS
3,512 1,572 826 1,196 3,810 5,533 6,207 1,783 1,109
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 723)
239 136 234 284 292 757 662 -34 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 21.5 11.3 16.3 52.1 75.6 84.8 24.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
38 14 12 18 24 64 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 70,406
COMMITMENTS
31,319 11,282 18,176 13,288 18,650 62,783 48,108 7,623 22,298
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,399)
741 781 631 450 -157 1,822 1,254 -423 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 16.0 25.8 18.9 26.5 89.2 68.3 10.8 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
80 59 76 59 85 185 186
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,457
COMMITMENTS
905 9,775 4,428 22,449 11,683 27,782 25,887 675 2,571
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,263)
52 544 196 1,957 756 2,205 1,497 58 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 34.3 15.6 78.9 41.1 97.6 91.0 2.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
11 15 15 28 24 47 46
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 50,736
COMMITMENTS
24,823 10,534 0 23,511 38,764 48,334 49,298 2,402 1,438
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 3,276)
2,818 2,423 0 168 724 2,986 3,147 290 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 20.8 0.0 46.3 76.4 95.3 97.2 4.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 6 0 5 8 23 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 199,369
COMMITMENTS
94,772 17,404 16,601 45,107 143,605 156,480 177,610 42,889 21,759
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 786)
-2,084 -1,612 2,177 2,376 1,574 2,469 2,139 -1,683 -1,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 8.7 8.3 22.6 72.0 78.5 89.1 21.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
46 15 23 27 29 82 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,586
COMMITMENTS
23,013 28,220 1,719 25,008 7,447 49,740 37,386 7,846 20,200
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 7,440)
4,767 5,980 -73 3,796 1,285 8,490 7,192 -1,050 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 49.0 3.0 43.4 12.9 86.4 64.9 13.6 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 15 3 6 10 19 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 190,225
COMMITMENTS
99,810 28,828 1,904 82,072 155,642 183,785 186,375 6,439 3,850
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,280)
-3,046 8,683 -347 5,494 -7,119 2,101 1,217 -821 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 15.2 1.0 43.1 81.8 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
66 49 9 22 23 92 77
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 239,897
COMMITMENTS
66,580 64,030 43,561 95,650 101,877 205,790 209,468 34,107 30,429
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 6,780)
-8,139 2,159 1,927 13,665 2,514 7,453 6,600 -673 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 26.7 18.2 39.9 42.5 85.8 87.3 14.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
40 27 30 33 45 87 88
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 294,815
COMMITMENTS
50,747 156,217 32,636 193,403 65,937 276,785 254,791 18,030 40,025
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,452)
2,498 3,131 -56 1,330 1,016 3,772 4,091 -2,320 -2,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 53.0 11.1 65.6 22.4 93.9 86.4 6.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
25 47 27 34 37 72 99
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 522,748
COMMITMENTS
183,303 92,973 63,803 196,669 307,773 443,775 464,549 78,974 58,199
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -2,032)
-9,951 -2,035 -733 7,019 3,113 -3,665 344 1,633 -2,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 17.8 12.2 37.6 58.9 84.9 88.9 15.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
97 64 69 67 66 191 173
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,583
COMMITMENTS
12,285 4,221 812 10,165 26,923 23,262 31,956 12,321 3,627
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 422)
509 1,567 20 60 -685 589 902 -167 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 11.9 2.3 28.6 75.7 65.4 89.8 34.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 6 4 11 6 22 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 33,994
COMMITMENTS
24,866 3,980 301 6,360 29,217 31,527 33,498 2,467 496
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 318)
79 67 15 -277 269 -183 351 501 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.1 11.7 0.9 18.7 85.9 92.7 98.5 7.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 11 2 5 7 22 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,757
COMMITMENTS
20,423 13,446 717 8,147 15,703 29,287 29,866 4,470 3,891
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -2,703)
-1,106 -2,354 137 -1,605 -599 -2,574 -2,816 -129 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 39.8 2.1 24.1 46.5 86.8 88.5 13.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
32 20 6 12 6 45 31
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,234
COMMITMENTS
12,998 3,946 0 4,990 14,512 17,988 18,458 1,246 776
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -217)
-26 -553 0 42 79 16 -474 -233 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.6 20.5 0.0 25.9 75.4 93.5 96.0 6.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
15 6 0 5 5 20 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,350,623
COMMITMENTS
1070249 3019520 10356727 11366342 8818038 22793318 22194286 557,304 1156337
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 427,404)
87,510 112,313 312,628 80,027 69,572 480,166 494,513 -52,762 -67,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 12.9 44.4 48.7 37.8 97.6 95.0 2.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
52 135 146 128 147 281 334
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 912,473
COMMITMENTS
116,987 88,000 164,055 534,244 552,296 815,286 804,352 97,187 108,122
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 27,065)
-395 -2,303 14,087 11,865 12,621 25,558 24,405 1,507 2,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 9.6 18.0 58.5 60.5 89.3 88.2 10.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 713)
199 171 220 244 269 539 565
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 150,149
COMMITMENTS
8,692 7,537 47,795 64,419 66,622 120,906 121,955 29,243 28,194
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 18,803)
506 190 11,725 5,765 6,527 17,997 18,442 806 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.0 31.8 42.9 44.4 80.5 81.2 19.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
18 15 28 30 32 63 61
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| 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: 21,773
COMMITMENTS
1,033 268 0 19,142 20,793 20,175 21,061 1,598 712
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.2 0.0 87.9 95.5 92.7 96.7 7.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 11 11 13 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,811,622
COMMITMENTS
567,872 428,714 554,903 2349123 2428369 3471899 3411986 339,723 399,637
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 41,309)
-1,787 -9,752 9,095 30,500 30,471 37,808 29,814 3,502 11,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 11.2 14.6 61.6 63.7 91.1 89.5 8.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 694)
194 165 210 237 263 519 550
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| 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: 27,673
COMMITMENTS
12,117 0 0 12,317 27,131 24,434 27,131 3,239 542
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -69)
149 0 0 -125 67 24 67 -93 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 0.0 0.0 44.5 98.0 88.3 98.0 11.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 0 0 8 9 16 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| 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: 22,523
COMMITMENTS
0 1,188 0 20,859 20,299 20,859 21,487 1,664 1,036
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -82)
0 0 0 -349 -62 -349 -62 267 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 92.6 90.1 92.6 95.4 7.4 4.6
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 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,419
COMMITMENTS
26,521 2,230 636 52,155 86,311 79,312 89,177 13,107 3,242
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -70)
488 -1,187 -7 -580 1,287 -99 93 29 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 2.4 0.7 56.4 93.4 85.8 96.5 14.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
18 4 6 42 40 60 50
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,897
COMMITMENTS
21,682 15,496 2,596 27,551 31,928 51,829 50,020 7,067 8,877
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -529)
-314 -238 196 -393 -964 -511 -1,007 -18 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 26.3 4.4 46.8 54.2 88.0 84.9 12.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
76 95 41 68 84 166 198
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 294,483
COMMITMENTS
108,412 77,482 12,978 137,756 159,639 259,146 250,099 35,336 44,383
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -2,646)
-1,568 -1,191 978 -1,967 -4,820 -2,556 -5,034 -90 2,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 26.3 4.4 46.8 54.2 88.0 84.9 12.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
76 95 41 68 84 166 198
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 154,651
COMMITMENTS
82,776 22,829 15,053 21,026 93,871 118,855 131,753 35,796 22,898
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -6,376)
-8,141 -1,306 674 -154 -5,327 -7,620 -5,958 1,244 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.5 14.8 9.7 13.6 60.7 76.9 85.2 23.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
44 17 21 22 22 73 53
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 564,081
COMMITMENTS
173,510 148,170 12,887 356,820 389,008 543,216 550,065 20,865 14,016
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 12,033)
657 -9,662 1,598 7,530 19,779 9,784 11,715 2,248 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 26.3 2.3 63.3 69.0 96.3 97.5 3.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
79 38 21 102 116 189 167
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,402
COMMITMENTS
15,871 11,299 863 15,788 22,823 32,522 34,985 7,880 5,417
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,630)
-1,018 -641 830 634 1,123 446 1,312 1,184 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 28.0 2.1 39.1 56.5 80.5 86.6 19.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 10 3 16 13 35 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,898
COMMITMENTS
21,165 14,018 1,136 24,590 21,686 46,891 36,840 9,007 19,058
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 6,405)
3,913 3,682 -15 3,463 -1,771 7,361 1,896 -956 4,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 25.1 2.0 44.0 38.8 83.9 65.9 16.1 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
27 15 6 28 22 58 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| 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: 111,146
COMMITMENTS
9,170 9,852 31,299 70,653 69,993 111,122 111,144 24 2
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -161)
8 -2,261 490 -659 1,610 -161 -161 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 8.9 28.2 63.6 63.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 2 13 15 19 17
Updated October 20, 2017