MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,452
COMMITMENTS
3,600 4,892 800 18,812 17,460 23,212 23,152 240 300
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 652)
200 60 0 452 532 652 592 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 20.9 3.4 80.2 74.4 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 12 3 8 6 14 20
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,975
COMMITMENTS
446 1,505 1,641 5,977 4,911 8,064 8,057 911 918
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 302)
53 112 41 229 89 322 242 -20 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 16.8 18.3 66.6 54.7 89.8 89.8 10.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 11 11 22 18 35 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,990
COMMITMENTS
15,386 4,088 18,063 17,385 21,773 50,833 43,924 5,157 12,066
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 2,572)
24 -304 1,383 887 1,043 2,294 2,122 278 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 7.3 32.3 31.0 38.9 90.8 78.4 9.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 22 33 35 32 74 74
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,528
COMMITMENTS
1,353 330 2,763 7,367 8,594 11,483 11,687 1,045 840
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -67)
-54 17 -52 29 -108 -77 -144 10 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 2.6 22.1 58.8 68.6 91.7 93.3 8.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 6 9 24 21 37 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,756
COMMITMENTS
113 568 2,057 2,013 979 4,184 3,604 573 1,152
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -4)
6 -15 6 4 22 16 13 -20 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 11.9 43.3 42.3 20.6 88.0 75.8 12.0 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 6 8 9 6 18 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 302,651
COMMITMENTS
96,387 29,161 80,780 104,742 145,149 281,909 255,090 20,742 47,560
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -2,140)
-1,807 -850 -706 405 -463 -2,108 -2,019 -32 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 9.6 26.7 34.6 48.0 93.1 84.3 6.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
110 75 132 80 97 267 249
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 438,052
COMMITMENTS
162,662 16,148 100,374 144,383 258,706 407,420 375,228 30,633 62,824
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -1,437)
-2,055 326 -4,311 4,050 3,167 -2,316 -818 879 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 3.7 22.9 33.0 59.1 93.0 85.7 7.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
155 71 152 133 186 367 355
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,224
COMMITMENTS
3,398 1,406 1,109 1,021 3,513 5,528 6,028 1,697 1,196
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -392)
-364 -116 -23 -46 -311 -433 -451 40 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 19.5 15.3 14.1 48.6 76.5 83.4 23.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
32 16 13 15 26 59 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 64,089
COMMITMENTS
28,463 10,276 15,744 11,914 17,087 56,121 43,107 7,968 20,982
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -255)
-66 -719 -392 351 794 -106 -316 -149 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 16.0 24.6 18.6 26.7 87.6 67.3 12.4 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
73 44 70 55 84 169 175
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,136
COMMITMENTS
372 2,935 431 2,932 1,253 3,735 4,618 1,401 518
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 74)
42 101 -2 312 -18 353 81 -279 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 57.1 8.4 57.1 24.4 72.7 89.9 27.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 5 12 8 19 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 41,456
COMMITMENTS
1,260 13,070 7,297 32,004 16,773 40,561 37,140 895 4,316
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,719)
30 438 367 1,299 899 1,696 1,703 24 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 31.5 17.6 77.2 40.5 97.8 89.6 2.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
8 24 18 27 32 50 59
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 49,012
COMMITMENTS
22,241 5,798 95 25,178 42,034 47,514 47,927 1,498 1,085
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 6,109)
6,307 4,197 51 309 2,042 6,667 6,290 -558 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 11.8 0.2 51.4 85.8 96.9 97.8 3.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 4 2 7 8 21 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 170,364
COMMITMENTS
66,128 20,370 17,807 46,582 109,058 130,517 147,235 39,847 23,129
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 2,051)
1,738 57 -551 1,063 2,031 2,250 1,537 -199 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 12.0 10.5 27.3 64.0 76.6 86.4 23.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
42 17 22 24 28 72 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 82,037
COMMITMENTS
17,581 47,509 2,598 55,730 8,392 75,909 58,499 6,129 23,538
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -5,453)
-3,240 -3,757 -1,454 -681 697 -5,376 -4,514 -77 -939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 57.9 3.2 67.9 10.2 92.5 71.3 7.5 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 23 4 11 10 26 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 172,271
COMMITMENTS
112,855 23,355 1,974 50,602 143,880 165,431 169,209 6,840 3,063
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -8,442)
2,836 -6,358 -855 -10,984 -532 -9,003 -7,745 561 -698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.5 13.6 1.1 29.4 83.5 96.0 98.2 4.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
63 40 12 19 25 85 74
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 231,832
COMMITMENTS
66,105 58,589 42,652 89,663 104,776 198,420 206,017 33,412 25,815
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 13,472)
9,441 4,488 4,218 304 5,385 13,963 14,090 -491 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 25.3 18.4 38.7 45.2 85.6 88.9 14.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
41 31 30 31 46 90 90
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 287,445
COMMITMENTS
33,610 150,513 31,746 200,952 63,471 266,309 245,730 21,136 41,714
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -11,803)
-6,724 -17,622 4,057 -11,400 3,244 -14,067 -10,321 2,265 -1,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 52.4 11.0 69.9 22.1 92.6 85.5 7.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
18 47 26 36 41 72 98
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 596,614
COMMITMENTS
189,961 105,991 85,611 235,010 349,546 510,583 541,148 86,031 55,466
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 42,376)
6,254 10,524 10,483 18,884 24,824 35,621 45,831 6,755 -3,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 17.8 14.3 39.4 58.6 85.6 90.7 14.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
107 60 68 74 67 204 173
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 38,688
COMMITMENTS
15,231 6,502 953 9,768 27,944 25,952 35,399 12,736 3,289
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,971)
2,368 1,144 95 -820 666 1,643 1,905 328 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 16.8 2.5 25.2 72.2 67.1 91.5 32.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 7 5 10 6 24 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,277
COMMITMENTS
9,252 4,952 687 14,743 19,844 24,682 25,483 1,595 794
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 3,505)
-4,143 -249 525 7,144 2,985 3,526 3,261 -21 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 18.8 2.6 56.1 75.5 93.9 97.0 6.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 8 6 7 7 27 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 61,260
COMMITMENTS
23,960 37,982 1,127 32,751 16,550 57,838 55,659 3,422 5,601
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,523)
1,471 2,099 354 -324 -275 1,501 2,178 22 -655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 62.0 1.8 53.5 27.0 94.4 90.9 5.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 40 9 16 10 44 57
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,890
COMMITMENTS
13,568 3,932 42 7,252 16,784 20,862 20,758 1,028 1,132
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -967)
-588 -12 10 -488 -625 -1,066 -627 99 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.0 18.0 0.2 33.1 76.7 95.3 94.8 4.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 8 3 5 5 19 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 25,186,276
COMMITMENTS
1052446 3486949 11108410 12427800 9266233 24588657 23861592 597,619 1324684
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -237,296)
46,317 -35,346 -416,686 84,115 149,458 -286,254 -302,574 48,958 65,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 13.8 44.1 49.3 36.8 97.6 94.7 2.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
64 125 148 126 138 282 326
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,013,247
COMMITMENTS
123,717 99,327 175,386 601,932 621,717 901,035 896,429 112,212 116,818
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 59,913)
5,773 3,959 24,729 25,140 24,465 55,642 53,153 4,270 6,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 9.8 17.3 59.4 61.4 88.9 88.5 11.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 726)
179 199 233 250 274 552 583
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 178,343
COMMITMENTS
13,443 12,896 41,205 89,470 83,591 144,118 137,692 34,226 40,651
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 29,288)
3,905 973 10,292 10,190 14,039 24,387 25,304 4,900 3,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 7.2 23.1 50.2 46.9 80.8 77.2 19.2 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
13 16 25 28 30 56 56
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| 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: 22,239
COMMITMENTS
0 268 0 20,656 21,297 20,656 21,565 1,583 674
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -19)
0 0 0 6 1,341 6 1,341 -25 -1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 92.9 95.8 92.9 97.0 7.1 3.0
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 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,174,520
COMMITMENTS
627,758 508,542 594,514 2562313 2690629 3784585 3793685 389,934 380,835
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 153,125)
22,669 28,254 58,860 74,747 52,132 156,275 139,246 -3,151 13,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 12.2 14.2 61.4 64.5 90.7 90.9 9.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 711)
174 194 226 244 270 536 572
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| 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: 31,580
COMMITMENTS
13,886 330 0 14,704 30,904 28,590 31,234 2,990 346
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,108)
811 0 0 5 1,351 816 1,351 292 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 1.0 0.0 46.6 97.9 90.5 98.9 9.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 1 0 10 11 19 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| 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: 22,208
COMMITMENTS
754 1,188 0 19,535 20,210 20,289 21,398 1,919 810
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -400)
76 0 0 -431 -345 -355 -345 -45 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 5.3 0.0 88.0 91.0 91.4 96.4 8.6 3.6
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 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 93,662
COMMITMENTS
28,460 3,601 680 51,332 86,038 80,472 90,319 13,190 3,343
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -834)
1,396 50 -121 -1,482 -711 -207 -782 -627 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 3.8 0.7 54.8 91.9 85.9 96.4 14.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
22 7 6 45 41 67 54
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,847
COMMITMENTS
18,454 16,989 3,987 32,858 33,442 55,298 54,417 7,549 8,430
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 567)
-230 1,908 -94 876 -1,211 553 604 15 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 27.0 6.3 52.3 53.2 88.0 86.6 12.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
82 85 37 76 88 179 190
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 314,236
COMMITMENTS
92,270 84,945 19,933 164,289 167,209 276,492 272,087 37,745 42,150
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 2,836)
-1,149 9,541 -469 4,381 -6,054 2,763 3,018 73 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 27.0 6.3 52.3 53.2 88.0 86.6 12.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
82 85 37 76 88 179 190
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,881
COMMITMENTS
76,661 40,106 14,344 38,003 72,725 129,008 127,175 27,873 29,706
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 2,145)
-1,107 -202 1,290 2,391 298 2,574 1,386 -429 759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 25.6 9.1 24.2 46.4 82.2 81.1 17.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
33 25 21 24 26 65 64
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 573,625
COMMITMENTS
162,900 155,566 14,255 373,688 389,359 550,843 559,180 22,782 14,444
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 14,582)
13,693 2,597 1,173 -1,830 10,347 13,036 14,117 1,546 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 27.1 2.5 65.1 67.9 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
71 53 28 117 109 203 176
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,099
COMMITMENTS
17,336 11,111 155 15,491 26,962 32,982 38,228 9,117 3,871
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -233)
-397 -546 3 259 221 -135 -322 -98 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 26.4 0.4 36.8 64.0 78.3 90.8 21.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 8 4 17 15 36 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,744
COMMITMENTS
15,310 21,019 1,006 35,159 26,250 51,475 48,275 11,269 14,469
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,118)
-1,326 -1,350 134 1,132 -828 -60 -2,044 1,178 3,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 33.5 1.6 56.0 41.8 82.0 76.9 18.0 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 20 9 32 22 60 46
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| 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 11/21/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 December 1, 2017