MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 22,520
COMMITMENTS
3,040 4,312 880 18,360 17,088 22,280 22,280 240 240
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 352)
40 92 -80 392 340 352 352 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 19.1 3.9 81.5 75.9 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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,416
COMMITMENTS
256 1,396 1,485 5,764 4,747 7,506 7,629 910 787
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 216)
-24 -45 84 94 67 155 106 61 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 16.6 17.7 68.5 56.4 89.2 90.6 10.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 11 11 21 18 33 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,147
COMMITMENTS
14,042 4,786 14,888 14,720 17,387 43,650 37,061 4,497 11,086
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 3,266)
1,691 697 904 483 1,113 3,079 2,715 188 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 9.9 30.9 30.6 36.1 90.7 77.0 9.3 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
25 17 30 33 32 69 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,932
COMMITMENTS
1,342 244 2,717 6,850 8,210 10,908 11,170 1,024 761
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -18)
61 -72 65 -64 59 62 52 -80 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.0 22.8 57.4 68.8 91.4 93.6 8.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 3 9 23 20 36 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,536
COMMITMENTS
110 601 1,888 1,996 918 3,995 3,407 542 1,129
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -122)
-42 19 -17 -4 -4 -63 -2 -59 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 13.3 41.6 44.0 20.2 88.1 75.1 11.9 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 7 8 8 6 17 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 325,703
COMMITMENTS
109,617 33,177 88,413 106,283 153,700 304,313 275,290 21,391 50,413
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,636)
-5,541 -4,468 6,038 2,127 728 2,625 2,298 12 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 10.2 27.1 32.6 47.2 93.4 84.5 6.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
110 84 134 86 101 273 263
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 444,213
COMMITMENTS
176,513 17,691 102,708 136,832 257,737 416,052 378,136 28,161 66,077
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 3,896)
-1,471 -1,403 2,907 1,601 1,298 3,037 2,802 859 1,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 4.0 23.1 30.8 58.0 93.7 85.1 6.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
156 78 148 120 176 345 345
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,554
COMMITMENTS
3,946 1,559 1,006 894 3,787 5,846 6,352 1,707 1,202
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 102)
60 -84 74 -88 15 46 5 56 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 20.6 13.3 11.8 50.1 77.4 84.1 22.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
37 17 12 15 27 61 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 71,950
COMMITMENTS
33,010 12,703 18,160 12,665 18,195 63,835 49,057 8,115 22,894
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -3,357)
-1,194 -1,167 -794 -605 -728 -2,593 -2,689 -765 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 17.7 25.2 17.6 25.3 88.7 68.2 11.3 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
87 55 80 66 93 199 195
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,456
COMMITMENTS
194 2,589 341 2,365 1,060 2,900 3,990 1,556 466
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 203)
-5 210 7 87 -17 88 200 114 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 58.1 7.7 53.1 23.8 65.1 89.6 34.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 7 6 10 7 17 17
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,960
COMMITMENTS
1,038 11,036 6,479 27,542 14,437 35,059 31,952 901 4,009
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,214)
178 845 505 1,451 571 2,133 1,921 80 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 30.7 18.0 76.6 40.1 97.5 88.9 2.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 23 15 28 30 48 55
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 47,024
COMMITMENTS
20,598 4,812 44 24,559 40,948 45,201 45,804 1,823 1,220
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -7,685)
-8,140 -6,272 0 621 -1,077 -7,519 -7,349 -166 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 10.2 0.1 52.2 87.1 96.1 97.4 3.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
16 5 1 6 8 22 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 167,489
COMMITMENTS
67,997 21,491 17,126 46,271 103,745 131,394 142,361 36,095 25,127
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -1,689)
-6,256 -2,337 1,494 3,880 -446 -882 -1,290 -807 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 12.8 10.2 27.6 61.9 78.4 85.0 21.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
41 21 23 24 29 74 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 85,895
COMMITMENTS
19,470 48,010 4,057 55,593 7,594 79,120 59,662 6,775 26,234
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 564)
-840 1,129 -471 1,664 -140 354 519 210 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 55.9 4.7 64.7 8.8 92.1 69.5 7.9 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 21 4 10 9 25 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 179,786
COMMITMENTS
93,311 30,931 2,875 77,913 141,405 174,099 175,211 5,687 4,575
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 52)
4,167 -1,405 -677 -2,870 1,886 621 -196 -569 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 17.2 1.6 43.3 78.7 96.8 97.5 3.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
52 46 11 20 26 75 80
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 219,921
COMMITMENTS
52,142 54,590 38,598 95,873 99,081 186,612 192,269 33,309 27,651
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,378)
637 -4,980 5,988 -4,712 2,925 1,913 3,933 465 -1,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 24.8 17.6 43.6 45.1 84.9 87.4 15.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
34 29 32 30 45 83 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 320,479
COMMITMENTS
44,899 185,050 30,370 225,852 59,780 301,120 275,199 19,359 45,280
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 623)
-6,664 2,000 5,059 2,736 -4,039 1,131 3,020 -508 -2,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 57.7 9.5 70.5 18.7 94.0 85.9 6.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
20 56 29 34 35 75 100
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 554,186
COMMITMENTS
193,422 112,004 69,730 212,687 307,780 475,839 489,515 78,347 64,671
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 25,573)
14,123 12,211 6,949 2,460 6,103 23,532 25,264 2,041 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 20.2 12.6 38.4 55.5 85.9 88.3 14.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
104 61 66 73 68 198 176
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,695
COMMITMENTS
11,484 4,907 874 10,625 27,053 22,983 32,834 12,712 2,861
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 695)
-526 1,098 35 409 335 -82 1,468 777 -773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 13.7 2.4 29.8 75.8 64.4 92.0 35.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 7 5 10 6 21 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,263
COMMITMENTS
14,779 5,152 25 7,610 17,936 22,414 23,113 1,849 1,150
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 271)
-279 230 -52 506 -449 175 -271 96 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.9 21.2 0.1 31.4 73.9 92.4 95.3 7.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 11 1 6 4 19 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,690
COMMITMENTS
18,146 30,037 1,221 31,070 16,667 50,437 47,925 3,253 5,765
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,618)
-797 -93 541 2,408 728 2,152 1,176 -534 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 55.9 2.3 57.9 31.0 93.9 89.3 6.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
26 37 8 16 10 45 52
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 22,319
COMMITMENTS
14,183 4,267 10 7,362 16,659 21,555 20,936 764 1,383
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 562)
753 127 0 53 393 806 520 -244 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.5 19.1 0.0 33.0 74.6 96.6 93.8 3.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 9 1 5 6 18 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 24,085,125
COMMITMENTS
956,287 3385481 10766326 11801018 8676355 23523631 22828163 561,494 1256962
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 696,899)
-75,521 51,701 454,839 293,256 159,287 672,574 665,827 24,325 31,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 14.1 44.7 49.0 36.0 97.7 94.8 2.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
51 135 141 128 144 276 328
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 952,621
COMMITMENTS
123,107 93,651 160,018 567,014 592,146 850,139 845,815 102,482 106,806
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,237)
1,990 -783 -6,518 522 8,220 -4,007 919 5,243 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 9.8 16.8 59.5 62.2 89.2 88.8 10.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 712)
198 172 229 248 273 546 575
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 147,626
COMMITMENTS
10,582 10,638 32,257 78,708 72,726 121,546 115,621 26,079 32,005
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -4,563)
-949 -2,380 -2,438 -940 -588 -4,327 -5,405 -236 842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.2 21.9 53.3 49.3 82.3 78.3 17.7 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
17 16 27 31 35 63 64
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| 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: 20,912
COMMITMENTS
0 268 0 19,415 19,996 19,415 20,264 1,497 648
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 92.8 95.6 92.8 96.9 7.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 11 11 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,024,978
COMMITMENTS
619,588 472,025 581,845 2441530 2597100 3642963 3650970 382,015 374,007
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 29,000)
5,115 -1,596 -10,821 7,310 44,038 1,604 31,621 27,395 -2,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 11.7 14.5 60.7 64.5 90.5 90.7 9.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 692)
191 167 220 241 266 527 558
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| 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: 30,280
COMMITMENTS
12,874 330 0 14,756 29,325 27,630 29,655 2,650 625
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 260)
457 330 0 253 10 710 340 -450 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 1.1 0.0 48.7 96.8 91.2 97.9 8.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 1 0 10 10 19 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| 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: 23,000
COMMITMENTS
526 1,456 0 20,653 20,661 21,179 22,117 1,821 883
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 525)
-4 35 0 484 858 480 893 45 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.3 0.0 89.8 89.8 92.1 96.2 7.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 0 12 11 13 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 93,562
COMMITMENTS
26,998 3,582 389 52,973 85,806 80,360 89,777 13,202 3,785
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 682)
464 637 -290 127 523 301 870 381 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 3.8 0.4 56.6 91.7 85.9 96.0 14.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
19 7 6 44 41 63 54
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,040
COMMITMENTS
20,636 14,927 4,121 29,830 34,385 54,587 53,433 7,452 8,607
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,293)
1,504 1,881 215 468 126 2,188 2,221 105 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 24.1 6.6 48.1 55.4 88.0 86.1 12.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
86 81 34 72 89 173 189
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 310,198
COMMITMENTS
103,179 74,636 20,606 149,151 171,923 272,935 267,165 37,262 43,033
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 11,463)
7,522 9,404 1,075 2,342 628 10,940 11,107 523 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 24.1 6.6 48.1 55.4 88.0 86.1 12.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
86 81 34 72 89 173 189
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 147,631
COMMITMENTS
73,643 30,656 12,627 31,519 77,092 117,788 120,374 29,843 27,257
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 986)
-2,610 -1,067 775 2,761 1,118 926 827 60 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 20.8 8.6 21.3 52.2 79.8 81.5 20.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
37 22 20 19 24 64 58
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 547,844
COMMITMENTS
153,667 150,422 13,725 358,567 371,506 525,959 535,653 21,885 12,192
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 412)
-2,260 -1,065 428 1,590 2,903 -242 2,265 655 -1,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 27.5 2.5 65.5 67.8 96.0 97.8 4.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
77 46 25 110 118 197 179
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,439
COMMITMENTS
17,142 10,892 171 15,590 26,639 32,903 37,702 8,536 3,737
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -1,534)
5 -1,465 -291 -1,361 1,224 -1,647 -532 113 -1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 26.3 0.4 37.6 64.3 79.4 91.0 20.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
19 10 2 17 13 37 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,602
COMMITMENTS
14,000 21,174 1,188 33,289 25,453 48,477 47,815 10,125 10,787
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -6,681)
-5,472 374 469 -1,544 -2,479 -6,547 -1,636 -134 -5,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 36.1 2.0 56.8 43.4 82.7 81.6 17.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 20 4 30 23 55 45
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| 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: 100,755
COMMITMENTS
10,370 5,272 27,649 62,712 67,832 100,731 100,753 24 2
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -1,940)
0 1,980 -1,960 20 -1,960 -1,940 -1,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 5.2 27.4 62.2 67.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 2 2 13 14 21 16
Updated November 17, 2017