MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 22,168
COMMITMENTS
3,000 4,220 960 17,968 16,748 21,928 21,928 240 240
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,720)
0 -360 -320 -2,400 -2,040 -2,720 -2,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 19.0 4.3 81.1 75.6 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 9 4 7 6 14 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,200
COMMITMENTS
280 1,442 1,401 5,670 4,681 7,351 7,523 849 677
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -399)
-22 85 39 -525 -586 -508 -462 110 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 17.6 17.1 69.1 57.1 89.6 91.7 10.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 10 11 21 18 33 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,881
COMMITMENTS
12,350 4,089 13,984 14,237 16,274 40,571 34,346 4,310 10,535
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,740)
-427 -1,352 -379 -837 -731 -1,643 -2,462 -97 722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 9.1 31.2 31.7 36.3 90.4 76.5 9.6 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 20 30 34 32 68 69
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,950
COMMITMENTS
1,281 315 2,652 6,913 8,151 10,846 11,118 1,104 832
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -836)
170 -91 -384 -543 -513 -756 -988 -79 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 2.6 22.2 57.9 68.2 90.8 93.0 9.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 4 8 23 20 34 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,658
COMMITMENTS
152 582 1,905 2,001 922 4,057 3,409 600 1,249
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -623)
-80 6 -20 -465 -231 -565 -245 -58 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 12.5 40.9 43.0 19.8 87.1 73.2 12.9 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 8 8 6 17 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 323,067
COMMITMENTS
115,158 37,646 82,375 104,155 152,972 301,688 272,993 21,379 50,075
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 7,517)
5,479 -2,239 3,130 619 5,884 9,228 6,775 -1,710 743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 11.7 25.5 32.2 47.3 93.4 84.5 6.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
100 116 144 88 102 292 277
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 440,316
COMMITMENTS
177,984 19,094 99,801 135,230 256,439 413,015 375,333 27,301 64,983
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 28,957)
11,807 1,157 13,233 2,710 11,384 27,750 25,775 1,208 3,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 4.3 22.7 30.7 58.2 93.8 85.2 6.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
158 80 144 121 181 348 349
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,452
COMMITMENTS
3,886 1,644 932 982 3,771 5,801 6,347 1,651 1,105
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 280)
296 152 220 73 143 589 515 -309 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 22.1 12.5 13.2 50.6 77.8 85.2 22.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
37 18 14 16 29 63 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 75,308
COMMITMENTS
34,204 13,870 18,954 13,271 18,922 66,428 51,746 8,880 23,562
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 3,281)
1,396 316 1,589 -133 250 2,852 2,155 429 1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 18.4 25.2 17.6 25.1 88.2 68.7 11.8 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
91 58 83 63 91 204 196
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,253
COMMITMENTS
199 2,380 335 2,278 1,076 2,812 3,791 1,441 462
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 56.0 7.9 53.6 25.3 66.1 89.1 33.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 5 10 7 16 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,747
COMMITMENTS
861 10,192 5,974 26,092 13,866 32,926 30,031 821 3,716
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,074)
2 87 380 569 246 951 713 123 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 30.2 17.7 77.3 41.1 97.6 89.0 2.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
8 21 15 28 28 48 52
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,709
COMMITMENTS
28,738 11,084 44 23,938 42,025 52,720 53,153 1,989 1,556
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,519)
1,624 -133 0 68 1,503 1,692 1,370 -173 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 20.3 0.1 43.8 76.8 96.4 97.2 3.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
17 5 1 6 8 23 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 169,178
COMMITMENTS
74,253 23,828 15,632 42,391 104,191 132,277 143,651 36,902 25,527
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -19,842)
-9,600 -349 -5,981 -1,605 -14,513 -17,185 -20,843 -2,657 1,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 14.1 9.2 25.1 61.6 78.2 84.9 21.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
42 20 22 22 27 72 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 85,331
COMMITMENTS
20,310 46,880 4,528 53,929 7,734 78,767 59,143 6,565 26,189
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 4,857)
-1,430 3,032 122 7,135 359 5,827 3,513 -970 1,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 54.9 5.3 63.2 9.1 92.3 69.3 7.7 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 22 4 9 10 22 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 179,734
COMMITMENTS
89,144 32,336 3,552 80,783 139,519 173,478 175,407 6,255 4,327
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -80)
1,718 321 -153 -1,134 125 430 292 -510 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 18.0 2.0 44.9 77.6 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
46 50 13 19 26 70 84
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 217,543
COMMITMENTS
51,504 59,571 32,609 100,585 96,156 184,699 188,336 32,844 29,207
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -22,956)
-8,566 -2,804 -11,671 -2,652 -8,523 -22,889 -22,998 -67 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 27.4 15.0 46.2 44.2 84.9 86.6 15.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
39 29 34 32 48 88 95
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 319,857
COMMITMENTS
51,563 183,050 25,311 223,115 63,819 299,990 272,180 19,867 47,677
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -372)
779 11,841 -9,581 7,134 -2,374 -1,667 -114 1,295 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 57.2 7.9 69.8 20.0 93.8 85.1 6.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
25 53 26 32 38 71 103
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 528,613
COMMITMENTS
179,299 99,792 62,781 210,227 301,677 452,307 464,250 76,306 64,363
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -3,353)
9,358 208 -9,390 -2,738 8,599 -2,769 -583 -583 -2,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 18.9 11.9 39.8 57.1 85.6 87.8 14.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
100 63 64 67 65 190 171
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,000
COMMITMENTS
12,010 3,809 839 10,216 26,718 23,065 31,366 11,935 3,634
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 31)
311 -1,135 -22 -106 654 183 -503 -152 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 10.9 2.4 29.2 76.3 65.9 89.6 34.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 5 4 10 6 21 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,992
COMMITMENTS
15,058 4,922 77 7,104 18,385 22,239 23,384 1,753 608
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -10,784)
-4,802 1,488 -916 -4,756 -11,532 -10,474 -10,960 -310 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.8 20.5 0.3 29.6 76.6 92.7 97.5 7.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 9 2 5 5 19 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 52,072
COMMITMENTS
18,943 30,130 680 28,662 15,939 48,285 46,749 3,787 5,323
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 2,462)
-2,820 2,660 -106 5,438 175 2,512 2,729 -50 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 57.9 1.3 55.0 30.6 92.7 89.8 7.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
29 38 7 15 10 45 54
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,757
COMMITMENTS
13,430 4,140 10 7,309 16,266 20,749 20,416 1,008 1,341
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 528)
640 -274 0 -169 534 471 260 57 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 19.0 0.0 33.6 74.8 95.4 93.8 4.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
14 6 1 5 5 20 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,388,226
COMMITMENTS
1031808 3333780 10311488 11507762 8517069 22851058 22162336 537,168 1225890
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 171,226)
45,155 345,787 -95,336 198,150 -92,727 147,970 157,724 23,256 13,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 14.3 44.1 49.2 36.4 97.7 94.8 2.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
60 127 149 129 147 284 336
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 951,385
COMMITMENTS
121,118 94,434 166,536 566,492 583,926 854,146 844,896 97,239 106,488
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 30,392)
3,682 8,461 7,101 14,695 4,668 25,478 20,230 4,914 10,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 9.9 17.5 59.5 61.4 89.8 88.8 10.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
204 171 226 249 267 544 574
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 152,189
COMMITMENTS
11,531 13,018 34,695 79,648 73,314 125,874 121,027 26,315 31,163
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 4,665)
1,333 3,003 -5,452 7,844 688 3,726 -1,761 939 6,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 8.6 22.8 52.3 48.2 82.7 79.5 17.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
18 14 26 32 33 63 61
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,995,978
COMMITMENTS
614,473 473,621 592,666 2434219 2553063 3641358 3619350 354,620 376,629
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 128,639)
29,324 44,867 45,186 34,254 19,902 108,763 109,955 19,876 18,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 11.9 14.8 60.9 63.9 91.1 90.6 8.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 701)
195 168 213 241 259 523 553
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| 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: 30,020
COMMITMENTS
12,417 0 0 14,503 29,315 26,920 29,315 3,100 705
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -53)
-117 0 0 352 -136 235 -136 -288 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 0.0 0.0 48.3 97.7 89.7 97.7 10.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 0 0 9 10 18 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| 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: 22,475
COMMITMENTS
530 1,421 0 20,169 19,803 20,699 21,224 1,776 1,251
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -14)
0 8 0 -270 -323 -270 -315 256 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.3 0.0 89.7 88.1 92.1 94.4 7.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 12 10 13 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,880
COMMITMENTS
26,534 2,945 679 52,846 85,283 80,059 88,907 12,821 3,973
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 918)
217 -584 -141 678 474 754 -251 164 1,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 3.2 0.7 56.9 91.8 86.2 95.7 13.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
19 6 6 44 40 63 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,747
COMMITMENTS
19,131 13,046 3,906 29,362 34,259 52,399 51,212 7,348 8,535
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,345)
-2,248 354 263 3,665 658 1,679 1,275 -335 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 21.8 6.5 49.1 57.3 87.7 85.7 12.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
77 84 36 71 83 169 182
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 298,735
COMMITMENTS
95,657 65,232 19,530 146,809 171,296 261,996 256,058 36,739 42,677
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 6,724)
-11,241 1,771 1,315 18,323 3,292 8,396 6,377 -1,673 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 21.8 6.5 49.1 57.3 87.7 85.7 12.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
77 84 36 71 83 169 182
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 146,645
COMMITMENTS
76,253 31,722 11,851 28,758 75,974 116,862 119,548 29,783 27,097
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -13,464)
-5,611 -1,608 -7,323 -866 -5,013 -13,800 -13,944 336 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 21.6 8.1 19.6 51.8 79.7 81.5 20.3 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
39 20 18 20 25 64 58
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 547,432
COMMITMENTS
155,928 151,487 13,298 356,976 368,603 526,202 533,387 21,231 14,045
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,345)
-3,087 3,077 2,307 -2,039 -5,563 -2,818 -178 1,473 -1,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 27.7 2.4 65.2 67.3 96.1 97.4 3.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
78 42 26 106 111 192 171
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,973
COMMITMENTS
17,137 12,357 462 16,951 25,415 34,550 38,234 8,423 4,739
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -549)
-1,270 -1,010 -83 425 -54 -928 -1,147 379 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 28.8 1.1 39.4 59.1 80.4 89.0 19.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
17 9 3 17 14 35 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,283
COMMITMENTS
19,472 20,800 719 34,833 27,932 55,024 49,451 10,259 15,832
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -10,926)
-11,045 3,367 -958 -345 -5,758 -12,348 -3,349 1,422 -7,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 31.9 1.1 53.4 42.8 84.3 75.7 15.7 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
26 26 4 30 24 57 53
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| 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: 102,695
COMMITMENTS
10,370 3,292 29,609 62,692 69,792 102,671 102,693 24 2
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -5,471)
0 -3,660 -680 -4,791 -1,131 -5,471 -5,471 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 3.2 28.8 61.0 68.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 2 2 13 14 21 16
Updated November 10, 2017