MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 22,800
COMMITMENTS
3,400 4,832 800 18,360 16,928 22,560 22,560 240 240
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 280)
360 520 -80 0 -160 280 280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 21.2 3.5 80.5 74.2 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 10 3 7 6 13 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,673
COMMITMENTS
394 1,392 1,601 5,748 4,822 7,742 7,816 932 858
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 257)
138 -4 115 -17 75 236 186 21 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 16.1 18.5 66.3 55.6 89.3 90.1 10.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 9 11 21 18 34 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,418
COMMITMENTS
15,362 4,392 16,680 16,497 20,730 48,539 41,802 4,879 11,616
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 5,271)
1,320 -394 1,792 1,778 3,343 4,890 4,741 382 531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 8.2 31.2 30.9 38.8 90.9 78.3 9.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
29 17 33 35 33 73 74
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,595
COMMITMENTS
1,407 313 2,816 7,338 8,702 11,560 11,831 1,035 764
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 663)
65 70 99 488 492 652 661 12 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.5 22.4 58.3 69.1 91.8 93.9 8.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 5 9 24 21 37 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,761
COMMITMENTS
107 583 2,051 2,009 958 4,167 3,591 593 1,169
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 224)
-3 -19 163 13 40 173 184 52 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 12.2 43.1 42.2 20.1 87.5 75.4 12.5 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 7 8 9 6 18 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 304,790
COMMITMENTS
98,194 30,011 81,487 104,336 145,612 284,017 257,109 20,774 47,681
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -20,913)
-11,424 -3,166 -6,926 -1,946 -8,088 -20,296 -18,181 -617 -2,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 9.8 26.7 34.2 47.8 93.2 84.4 6.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
118 74 131 84 99 270 257
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 439,490
COMMITMENTS
164,717 15,822 104,685 140,333 255,539 409,736 376,046 29,754 63,444
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -4,723)
-11,795 -1,869 1,977 3,502 -2,198 -6,316 -2,090 1,593 -2,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 3.6 23.8 31.9 58.1 93.2 85.6 6.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
159 74 156 130 183 367 357
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,617
COMMITMENTS
3,762 1,523 1,132 1,066 3,824 5,960 6,479 1,657 1,138
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 63)
-185 -37 126 172 38 114 127 -51 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 20.0 14.9 14.0 50.2 78.3 85.1 21.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
35 16 13 17 30 62 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 64,344
COMMITMENTS
28,530 10,995 16,136 11,562 16,293 56,227 43,423 8,117 20,921
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -7,606)
-4,481 -1,708 -2,024 -1,103 -1,902 -7,608 -5,634 2 -1,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 17.1 25.1 18.0 25.3 87.4 67.5 12.6 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
72 50 69 55 86 168 180
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,062
COMMITMENTS
330 2,834 432 2,620 1,271 3,383 4,538 1,679 525
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 606)
137 244 91 255 212 483 547 123 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 56.0 8.5 51.8 25.1 66.8 89.6 33.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 6 5 11 8 18 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 39,737
COMMITMENTS
1,230 12,632 6,930 30,705 15,875 38,865 35,437 872 4,300
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 3,776)
192 1,596 451 3,163 1,438 3,805 3,485 -29 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 31.8 17.4 77.3 39.9 97.8 89.2 2.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 23 18 27 31 50 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 42,903
COMMITMENTS
15,934 1,601 44 24,869 39,992 40,847 41,637 2,056 1,266
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -4,121)
-4,664 -3,211 0 310 -956 -4,354 -4,167 233 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 3.7 0.1 58.0 93.2 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
14 3 1 7 8 21 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 168,313
COMMITMENTS
64,390 20,313 18,358 45,519 107,027 128,267 145,698 40,046 22,615
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 824)
-3,607 -1,177 1,232 -752 3,282 -3,127 3,337 3,951 -2,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 12.1 10.9 27.0 63.6 76.2 86.6 23.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
43 18 24 23 30 74 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 87,490
COMMITMENTS
20,821 51,266 4,052 56,411 7,695 81,284 63,014 6,206 24,477
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,595)
1,351 3,256 -5 818 101 2,164 3,352 -569 -1,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 58.6 4.6 64.5 8.8 92.9 72.0 7.1 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 23 5 12 10 28 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 180,714
COMMITMENTS
110,020 29,713 2,828 61,587 144,412 174,435 176,953 6,279 3,760
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 928)
16,709 -1,218 -46 -16,327 3,007 336 1,743 592 -814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.9 16.4 1.6 34.1 79.9 96.5 97.9 3.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
59 46 14 17 27 80 83
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 218,360
COMMITMENTS
56,664 54,101 38,434 89,359 99,392 184,456 191,927 33,904 26,433
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -1,561)
4,522 -489 -164 -6,514 310 -2,156 -343 595 -1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 24.8 17.6 40.9 45.5 84.5 87.9 15.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
37 26 29 29 44 83 84
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 299,247
COMMITMENTS
40,334 168,135 27,690 212,353 60,227 280,376 256,051 18,871 43,196
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -21,232)
-4,565 -16,915 -2,680 -13,499 447 -20,744 -19,148 -488 -2,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 56.2 9.3 71.0 20.1 93.7 85.6 6.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
18 59 27 36 38 72 107
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 554,238
COMMITMENTS
183,707 95,467 75,128 216,126 324,722 474,962 495,317 79,276 58,921
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 52)
-9,715 -16,537 5,398 3,440 16,942 -877 5,802 929 -5,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 17.2 13.6 39.0 58.6 85.7 89.4 14.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
102 59 63 72 66 193 169
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,717
COMMITMENTS
12,863 5,358 858 10,588 27,278 24,309 33,494 12,408 3,223
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,022)
1,379 451 -16 -37 225 1,326 660 -304 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 14.6 2.3 28.8 74.3 66.2 91.2 33.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 7 5 10 6 23 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,772
COMMITMENTS
13,395 5,201 162 7,599 16,859 21,156 22,222 1,616 550
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -1,491)
-1,384 49 137 -11 -1,077 -1,258 -891 -233 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 22.8 0.7 33.4 74.0 92.9 97.6 7.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 12 4 5 6 20 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 59,737
COMMITMENTS
22,489 35,883 773 33,075 16,825 56,337 53,481 3,400 6,256
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 6,047)
4,343 5,846 -448 2,005 158 5,900 5,556 147 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 60.1 1.3 55.4 28.2 94.3 89.5 5.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
24 44 7 16 10 41 60
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 22,857
COMMITMENTS
14,156 3,944 32 7,740 17,409 21,928 21,385 929 1,472
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 538)
-27 -323 22 378 750 373 449 165 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.9 17.3 0.1 33.9 76.2 95.9 93.6 4.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 7 1 5 6 18 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 25,423,572
COMMITMENTS
1006130 3522295 11525096 12343684 9116774 24874911 24164166 548,662 1259406
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,338,447)
49,843 136,814 758,770 542,666 440,419 1351279 1336003 -12,832 2,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 13.9 45.3 48.6 35.9 97.8 95.0 2.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
65 125 145 128 144 280 334
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 953,335
COMMITMENTS
117,944 95,368 150,656 576,793 597,251 845,393 843,276 107,942 110,059
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 713)
-5,164 1,717 -9,362 9,779 5,106 -4,746 -2,539 5,460 3,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 10.0 15.8 60.5 62.6 88.7 88.5 11.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 709)
188 172 218 254 275 544 563
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 149,056
COMMITMENTS
9,538 11,922 30,913 79,280 69,552 119,731 112,388 29,325 36,668
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,430)
-1,044 1,284 -1,344 572 -3,174 -1,816 -3,233 3,246 4,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 8.0 20.7 53.2 46.7 80.3 75.4 19.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
12 17 24 29 31 57 56
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| 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: 22,258
COMMITMENTS
0 268 0 20,650 19,956 20,650 20,224 1,608 2,034
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,346)
0 0 0 1,235 -40 1,235 -40 111 1,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 92.8 89.7 92.8 90.9 7.2 9.1
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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,021,395
COMMITMENTS
605,089 480,287 535,655 2487566 2638497 3628310 3654439 393,085 366,956
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -3,583)
-14,499 8,262 -46,191 46,037 41,397 -14,653 3,469 11,070 -7,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 11.9 13.3 61.9 65.6 90.2 90.9 9.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 692)
183 168 212 246 268 527 550
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| 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: 30,472
COMMITMENTS
13,075 330 0 14,699 29,553 27,774 29,883 2,698 589
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 192)
201 0 0 -57 228 144 228 48 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 1.1 0.0 48.2 97.0 91.1 98.1 8.9 1.9
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 11/21/17 |
--------------------------------------------------------------| 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: 22,608
COMMITMENTS
678 1,188 0 19,966 20,555 20,644 21,743 1,964 865
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -392)
152 -268 0 -687 -106 -535 -374 143 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.3 0.0 88.3 90.9 91.3 96.2 8.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 12 11 13 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 94,496
COMMITMENTS
27,064 3,551 801 52,814 86,749 80,679 91,101 13,817 3,395
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 934)
66 -31 412 -159 943 319 1,324 615 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 3.8 0.8 55.9 91.8 85.4 96.4 14.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
18 7 6 42 44 60 57
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,280
COMMITMENTS
18,684 15,081 4,080 31,982 34,653 54,746 53,814 7,534 8,466
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 241)
-1,952 154 -41 2,152 268 159 381 82 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 24.2 6.6 51.4 55.6 87.9 86.4 12.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
83 82 31 77 86 177 182
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 311,400
COMMITMENTS
93,420 75,404 20,401 159,908 173,263 273,729 269,069 37,672 42,332
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,203)
-9,760 768 -204 10,758 1,340 793 1,904 409 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 24.2 6.6 51.4 55.6 87.9 86.4 12.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
83 82 31 77 86 177 182
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 154,736
COMMITMENTS
77,768 40,308 13,053 35,613 72,428 126,434 125,789 28,302 28,947
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 7,105)
4,125 9,653 427 4,094 -4,665 8,646 5,415 -1,541 1,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 26.0 8.4 23.0 46.8 81.7 81.3 18.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
34 27 24 23 26 67 67
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 559,043
COMMITMENTS
149,208 152,969 13,082 375,518 379,013 537,807 545,063 21,236 13,980
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 11,199)
-4,460 2,547 -644 16,952 7,507 11,848 9,410 -650 1,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 27.4 2.3 67.2 67.8 96.2 97.5 3.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
70 53 29 118 116 202 184
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,332
COMMITMENTS
17,733 11,657 152 15,232 26,741 33,117 38,550 9,215 3,782
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 893)
591 765 -19 -358 102 214 848 679 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 27.5 0.4 36.0 63.2 78.2 91.1 21.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
19 10 3 16 13 36 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,626
COMMITMENTS
16,636 22,369 872 34,027 27,078 51,535 50,319 10,091 11,307
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 3,024)
2,636 1,195 -316 738 1,625 3,058 2,504 -34 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 36.3 1.4 55.2 43.9 83.6 81.7 16.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 23 5 31 23 61 47
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| 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: 99,064
COMMITMENTS
10,020 5,312 26,959 62,041 66,791 99,020 99,062 44 2
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -1,691)
-350 40 -690 -671 -1,041 -1,711 -1,691 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.4 27.2 62.6 67.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 2 14 14 22 16
Updated November 24, 2017