MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 21,060
COMMITMENTS
3,280 4,240 800 16,740 15,780 20,820 20,820 240 240
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -2,392)
-320 -652 0 -2,072 -1,680 -2,392 -2,332 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 20.1 3.8 79.5 74.9 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 11 3 8 6 14 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,358
COMMITMENTS
454 1,435 1,503 4,449 3,586 6,406 6,524 952 834
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,618)
8 -70 -138 -1,528 -1,325 -1,658 -1,533 41 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 19.5 20.4 60.5 48.7 87.1 88.7 12.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 11 11 21 19 33 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,486
COMMITMENTS
14,676 3,409 16,178 14,653 18,916 45,507 38,503 4,979 11,983
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -5,504)
-710 -679 -1,885 -2,732 -2,857 -5,327 -5,421 -177 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 6.8 32.0 29.0 37.5 90.1 76.3 9.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 16 30 31 31 66 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,627
COMMITMENTS
1,201 323 2,609 6,888 7,953 10,698 10,885 929 742
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -900)
-151 -7 -154 -479 -641 -784 -802 -116 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.8 22.4 59.2 68.4 92.0 93.6 8.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 5 10 24 22 38 33
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,029
COMMITMENTS
127 256 1,904 1,478 793 3,509 2,953 520 1,075
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -728)
14 -311 -153 -536 -186 -675 -651 -53 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.4 47.3 36.7 19.7 87.1 73.3 12.9 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 4 8 8 6 17 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 306,338
COMMITMENTS
100,748 30,155 81,011 104,302 147,150 286,061 258,316 20,277 48,022
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 3,687)
4,361 994 231 -439 2,001 4,152 3,226 -465 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 9.8 26.4 34.0 48.0 93.4 84.3 6.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
106 84 123 84 101 263 250
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 405,396
COMMITMENTS
157,669 17,847 76,125 141,936 251,201 375,730 345,173 29,666 60,223
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -32,657)
-4,993 1,699 -24,249 -2,447 -7,505 -31,690 -30,055 -967 -2,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 4.4 18.8 35.0 62.0 92.7 85.1 7.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432)
145 71 130 124 178 337 334
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,153
COMMITMENTS
3,397 1,378 1,017 1,017 3,654 5,430 6,049 1,723 1,104
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -71)
-1 -28 -92 -4 141 -97 21 26 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 19.3 14.2 14.2 51.1 75.9 84.6 24.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
32 14 12 18 29 59 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 66,641
COMMITMENTS
28,200 11,231 16,036 13,750 17,500 57,986 44,767 8,655 21,874
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 2,551)
-264 955 292 1,837 413 1,865 1,660 687 892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 16.9 24.1 20.6 26.3 87.0 67.2 13.0 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
68 53 72 58 83 169 182
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,463
COMMITMENTS
270 2,654 353 2,714 1,042 3,337 4,050 1,126 413
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -673)
-102 -280 -78 -218 -211 -398 -569 -275 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 59.5 7.9 60.8 23.4 74.8 90.7 25.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 7 4 13 9 19 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 39,446
COMMITMENTS
1,167 11,882 7,139 30,182 16,350 38,488 35,372 958 4,074
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -2,010)
-93 -1,188 -158 -1,822 -423 -2,073 -1,768 62 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 30.1 18.1 76.5 41.4 97.6 89.7 2.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
7 27 19 27 32 51 61
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,380
COMMITMENTS
23,941 6,959 76 25,992 43,191 50,009 50,226 1,371 1,154
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 2,368)
1,700 1,161 -19 814 1,157 2,495 2,299 -127 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 13.5 0.1 50.6 84.1 97.3 97.8 2.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 4 2 7 8 23 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 171,861
COMMITMENTS
64,756 22,060 17,604 50,568 106,691 132,928 146,354 38,932 25,506
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 1,497)
-1,372 1,690 -203 3,987 -2,367 2,411 -881 -914 2,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 12.8 10.2 29.4 62.1 77.3 85.2 22.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
38 20 24 21 26 72 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 83,556
COMMITMENTS
17,891 47,387 3,146 56,174 10,311 77,211 60,845 6,344 22,711
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 1,518)
310 -121 548 445 1,919 1,303 2,345 215 -827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 56.7 3.8 67.2 12.3 92.4 72.8 7.6 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 20 5 12 12 26 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 180,137
COMMITMENTS
120,899 24,416 2,299 49,314 149,808 172,513 176,523 7,624 3,614
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 7,865)
8,044 1,061 325 -1,288 5,928 7,081 7,314 784 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 13.6 1.3 27.4 83.2 95.8 98.0 4.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
63 44 10 17 23 83 74
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 264,176
COMMITMENTS
84,319 75,135 54,983 87,201 105,795 226,503 235,914 37,672 28,262
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 32,344)
18,214 16,547 12,331 -2,462 1,019 28,084 29,897 4,260 2,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 28.4 20.8 33.0 40.0 85.7 89.3 14.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
47 31 33 29 44 96 90
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 280,291
COMMITMENTS
30,484 148,740 33,847 195,589 59,506 259,920 242,093 20,371 38,198
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -7,154)
-3,126 -1,773 2,100 -5,363 -3,965 -6,389 -3,637 -765 -3,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 53.1 12.1 69.8 21.2 92.7 86.4 7.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
18 54 27 37 37 73 101
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 600,891
COMMITMENTS
191,702 104,912 86,158 237,446 354,429 515,306 545,499 85,585 55,392
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 4,277)
1,741 -1,079 547 2,436 4,883 4,724 4,351 -447 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 17.5 14.3 39.5 59.0 85.8 90.8 14.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
107 59 69 68 65 197 172
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 40,239
COMMITMENTS
14,873 6,110 1,085 10,751 29,202 26,709 36,397 13,530 3,842
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 1,551)
-358 -392 132 983 1,258 757 998 794 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 15.2 2.7 26.7 72.6 66.4 90.5 33.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 7 7 11 6 26 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,280
COMMITMENTS
5,464 7,257 291 10,120 9,021 15,875 16,569 1,405 711
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -8,997)
-3,788 2,305 -396 -4,623 -10,823 -8,807 -8,914 -190 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 42.0 1.7 58.6 52.2 91.9 95.9 8.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 12 3 6 6 23 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 61,386
COMMITMENTS
24,228 37,121 1,796 32,042 17,057 58,066 55,974 3,320 5,412
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 126)
268 -861 669 -709 507 228 315 -102 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 60.5 2.9 52.2 27.8 94.6 91.2 5.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 42 13 16 12 47 64
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 22,624
COMMITMENTS
13,647 3,720 1,099 6,869 16,859 21,615 21,678 1,009 946
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 734)
79 -212 1,057 -383 75 753 920 -19 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.3 16.4 4.9 30.4 74.5 95.5 95.8 4.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 6 4 4 5 17 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 26,872,536
COMMITMENTS
1032433 3383948 12562258 12728170 9567155 26322861 25513361 549,675 1359175
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 1,686,260)
-20,013 -103,001 1453848 300,370 300,922 1734205 1651769 -47,945 34,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 12.6 46.7 47.4 35.6 98.0 94.9 2.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
67 123 148 128 138 283 328
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,031,362
COMMITMENTS
128,191 92,248 170,825 619,600 660,466 918,616 923,539 112,746 107,823
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 18,115)
4,474 -7,079 -4,561 17,668 38,750 17,581 27,110 534 -8,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 8.9 16.6 60.1 64.0 89.1 89.5 10.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 714)
206 158 226 256 282 558 570
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 165,720
COMMITMENTS
11,923 11,306 31,215 87,655 86,251 130,793 128,772 34,927 36,947
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -12,624)
-1,520 -1,590 -9,991 -1,814 2,660 -13,325 -8,920 701 -3,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 6.8 18.8 52.9 52.0 78.9 77.7 21.1 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 13 24 26 31 53 56
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| 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: 22,435
COMMITMENTS
0 268 0 20,649 21,516 20,649 21,784 1,786 651
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 196)
0 0 0 -7 219 -7 219 203 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 92.0 95.9 92.0 97.1 8.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 12 12 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 12,715
COMMITMENTS
1,748 0 0 9,512 12,266 11,260 12,266 1,455 449
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 0.0 74.8 96.5 88.6 96.5 11.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 0 9 9 13 9
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,328,213
COMMITMENTS
649,133 472,501 630,259 2659725 2871077 3939117 3973836 389,096 354,377
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 153,694)
21,375 -36,041 35,745 97,412 180,448 154,532 180,152 -838 -26,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 10.9 14.6 61.5 66.3 91.0 91.8 9.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 699)
198 157 219 252 277 545 558
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| 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: 32,378
COMMITMENTS
14,615 271 0 14,130 31,675 28,745 31,946 3,633 432
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 798)
729 -59 0 -574 771 155 712 643 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 0.8 0.0 43.6 97.8 88.8 98.7 11.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 1 0 9 11 19 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| 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: 21,477
COMMITMENTS
681 590 0 18,923 19,951 19,604 20,541 1,873 936
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -731)
-73 -598 0 -612 -259 -685 -857 -46 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.7 0.0 88.1 92.9 91.3 95.6 8.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 12 10 13 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 93,041
COMMITMENTS
28,857 2,647 575 49,577 86,907 79,009 90,129 14,032 2,912
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -621)
397 -954 -105 -1,755 869 -1,463 -190 842 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 2.8 0.6 53.3 93.4 84.9 96.9 15.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 5 6 38 42 59 53
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,409
COMMITMENTS
20,823 19,399 3,722 32,059 34,310 56,605 57,431 8,804 7,978
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 2,561)
2,369 2,410 -264 -799 868 1,307 3,014 1,255 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 29.7 5.7 49.0 52.5 86.5 87.8 13.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
90 82 39 75 92 187 191
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 327,043
COMMITMENTS
104,117 96,994 18,612 160,296 171,548 283,025 287,154 44,018 39,888
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 12,806)
11,846 12,049 -1,320 -3,994 4,339 6,533 15,068 6,274 -2,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 29.7 5.7 49.0 52.5 86.5 87.8 13.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
90 82 39 75 92 187 191
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 162,177
COMMITMENTS
81,578 43,964 16,886 38,093 70,502 136,557 131,353 25,620 30,824
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 5,296)
4,917 3,858 2,543 90 -2,223 7,550 4,178 -2,253 1,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 27.1 10.4 23.5 43.5 84.2 81.0 15.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
33 26 21 22 29 63 69
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 597,819
COMMITMENTS
180,681 138,532 15,230 378,524 430,310 574,435 584,072 23,384 13,747
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 24,195)
17,781 -17,034 975 4,836 40,951 23,592 24,892 602 -698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 23.2 2.5 63.3 72.0 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
77 47 29 120 108 210 171
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 56,633
COMMITMENTS
17,347 11,179 7,191 17,770 30,120 42,308 48,490 14,325 8,143
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 14,534)
11 68 7,036 2,279 3,158 9,326 10,262 5,208 4,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 19.7 12.7 31.4 53.2 74.7 85.6 25.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
17 9 7 16 14 37 27
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 82,159
COMMITMENTS
14,145 22,496 3,785 36,493 28,528 54,423 54,809 27,736 27,350
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 19,415)
-1,165 1,477 2,779 1,334 2,278 2,948 6,534 16,467 12,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 27.4 4.6 44.4 34.7 66.2 66.7 33.8 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
25 23 15 32 23 68 50
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| 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: 99,784
COMMITMENTS
10,040 5,727 27,144 61,556 66,911 98,740 99,782 1,044 2
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 720)
20 415 185 -485 120 -280 720 1,000 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.7 27.2 61.7 67.1 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 2 14 14 22 16
Updated December 8, 2017