MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 20,532
COMMITMENTS
3,400 3,880 200 16,692 16,212 20,292 20,292 240 240
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -126)
120 -260 0 -246 194 -126 -66 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 18.9 1.0 81.3 79.0 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 10 2 8 7 13 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,978
COMMITMENTS
525 1,465 1,604 4,706 3,926 6,834 6,994 1,144 984
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 398)
13 133 11 239 196 263 340 135 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 18.4 20.1 59.0 49.2 85.7 87.7 14.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 10 12 20 20 33 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,579
COMMITMENTS
15,210 2,759 17,442 17,933 21,879 50,586 42,080 4,993 13,499
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 4,382)
455 -590 2,457 1,401 1,214 4,312 3,081 70 1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 5.0 31.4 32.3 39.4 91.0 75.7 9.0 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
27 19 30 33 32 70 71
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,538
COMMITMENTS
1,265 360 3,246 8,081 9,059 12,592 12,666 946 872
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 810)
27 32 325 500 385 852 742 -43 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 2.7 24.0 59.7 66.9 93.0 93.6 7.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 6 11 24 22 40 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,128
COMMITMENTS
88,571 32,065 60,895 100,086 130,537 249,551 223,498 16,577 42,630
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -31,261)
-8,061 -1,085 -19,457 -1,112 -8,280 -28,631 -28,823 -2,630 -2,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 12.0 22.9 37.6 49.1 93.8 84.0 6.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
99 82 115 80 95 243 241
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 381,993
COMMITMENTS
131,825 15,040 76,542 143,557 235,433 351,924 327,016 30,069 54,977
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -4,119)
-6,937 1,180 1,754 1,573 -5,608 -3,610 -2,674 -510 -1,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 3.9 20.0 37.6 61.6 92.1 85.6 7.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
138 70 127 128 164 328 314
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,972
COMMITMENTS
3,561 1,523 944 854 3,341 5,359 5,808 1,613 1,163
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -98)
133 59 -53 -82 -135 -1 -129 -96 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 21.8 13.5 12.2 47.9 76.9 83.3 23.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
32 15 12 16 23 58 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 64,854
COMMITMENTS
23,513 11,188 17,683 13,867 15,764 55,063 44,636 9,791 20,218
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,032)
-1,411 578 816 780 -183 185 1,211 847 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 17.3 27.3 21.4 24.3 84.9 68.8 15.1 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
64 53 76 65 79 181 178
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,287
COMMITMENTS
408 2,916 515 3,006 1,201 3,930 4,632 1,357 655
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 377)
31 211 102 211 -55 344 259 33 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 55.2 9.7 56.9 22.7 74.3 87.6 25.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 6 4 12 8 18 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 44,170
COMMITMENTS
1,501 12,761 8,089 33,433 18,427 43,024 39,277 1,146 4,893
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,124)
341 570 757 1,913 1,323 3,010 2,650 114 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 28.9 18.3 75.7 41.7 97.4 88.9 2.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
9 26 16 29 33 51 62
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,240
COMMITMENTS
26,918 4,692 44 25,624 48,381 52,586 53,117 1,654 1,123
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -10,565)
2,927 -1,967 36 -13,332 -8,518 -10,369 -10,449 -196 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 8.7 0.1 47.2 89.2 97.0 97.9 3.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
16 4 1 5 8 21 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 172,676
COMMITMENTS
67,853 22,910 12,206 58,601 113,240 138,660 148,356 34,016 24,320
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 7,177)
6,432 1,444 219 3,954 7,038 10,606 8,701 -3,429 -1,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 13.3 7.1 33.9 65.6 80.3 85.9 19.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
39 21 25 22 25 70 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 79,215
COMMITMENTS
29,875 47,200 327 42,497 9,187 72,699 56,714 6,516 22,501
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -16,213)
10,526 -914 -3,281 -23,977 -10,209 -16,732 -14,404 519 -1,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 59.6 0.4 53.6 11.6 91.8 71.6 8.2 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 19 3 8 11 22 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 182,645
COMMITMENTS
102,298 48,425 894 74,489 129,440 177,681 178,759 4,964 3,885
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -29,596)
-10,125 22,156 -26,159 8,758 -25,951 -27,526 -29,954 -2,070 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 26.5 0.5 40.8 70.9 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
43 54 9 15 23 64 80
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 222,564
COMMITMENTS
75,851 55,497 26,599 87,564 114,086 190,013 196,182 32,551 26,382
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -23,774)
-4,266 -14,155 -5,348 -9,411 134 -19,026 -19,370 -4,748 -4,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 24.9 12.0 39.3 51.3 85.4 88.1 14.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
47 26 28 27 42 88 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 248,493
COMMITMENTS
33,975 149,449 18,076 178,293 40,853 230,344 208,377 18,149 40,115
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -28,743)
4,861 5,249 -12,496 -20,490 -18,291 -28,124 -25,537 -619 -3,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 60.1 7.3 71.7 16.4 92.7 83.9 7.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
21 48 25 35 35 70 94
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 561,933
COMMITMENTS
193,065 111,830 56,482 229,495 341,130 479,042 509,442 82,891 52,491
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -18,741)
-2,814 20,705 -20,141 5,831 -7,339 -17,124 -6,774 -1,617 -11,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 19.9 10.1 40.8 60.7 85.2 90.7 14.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
107 60 63 71 63 198 166
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,775
COMMITMENTS
15,397 5,261 855 9,055 28,294 25,307 34,410 12,468 3,365
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -8,043)
-118 -366 -767 -6,269 -6,273 -7,154 -7,406 -889 -637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 13.9 2.3 24.0 74.9 67.0 91.1 33.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 7 6 10 9 25 18
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,142
COMMITMENTS
7,020 9,972 270 11,283 9,041 18,573 19,283 1,569 859
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,377)
437 1,564 5 995 -278 1,437 1,291 -60 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 49.5 1.3 56.0 44.9 92.2 95.7 7.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 11 3 8 6 27 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,385
COMMITMENTS
19,456 36,075 455 25,914 7,175 45,825 43,705 2,560 4,680
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -25,807)
-4,355 -1,164 -2,982 -15,687 -17,994 -23,024 -22,140 -2,783 -3,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 74.6 0.9 53.6 14.8 94.7 90.3 5.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
25 37 5 11 6 38 46
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,093
COMMITMENTS
11,779 4,317 274 20 7,717 12,073 12,308 1,020 785
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -11,279)
-1,805 534 -1,008 -8,365 -10,684 -11,178 -11,158 -101 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
90.0 33.0 2.1 0.2 58.9 92.2 94.0 7.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 6 1 1 7 10 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,242,586
COMMITMENTS
1013317 3161476 9835771 10847515 7911408 21696604 20908655 545,982 1333931
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -5,012,908)
-6,845 -225,640 -2882022 -2127884 -1880808 -5016751 -4988470 3,843 -24,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 14.2 44.2 48.8 35.6 97.5 94.0 2.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
56 109 126 118 128 250 296
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 858,577
COMMITMENTS
107,989 92,367 139,277 513,532 533,218 760,798 764,861 97,779 93,716
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -288,133)
-4,423 993 -60,825 -198,783 -199,961 -264,031 -259,793 -24,102 -28,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 10.8 16.2 59.8 62.1 88.6 89.1 11.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 691)
199 153 204 241 259 527 529
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 116,954
COMMITMENTS
5,965 5,408 27,600 53,734 59,134 87,299 92,143 29,655 24,811
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -87,861)
-10,302 -6,442 -13,766 -57,715 -47,852 -81,783 -68,060 -6,078 -19,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 4.6 23.6 45.9 50.6 74.6 78.8 25.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
12 14 23 23 28 48 52
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| 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: 10,429
COMMITMENTS
1,034 0 0 8,112 9,890 9,146 9,890 1,283 539
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -4,754)
-654 0 0 -3,836 -4,646 -4,490 -4,646 -264 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 0.0 77.8 94.8 87.7 94.8 12.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 9 10 12 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,708,115
COMMITMENTS
522,304 446,979 546,199 2298990 2370415 3367493 3363593 340,622 344,522
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -1,001,357)
-52,423 -44,644 -153,478 -705,340 -760,542 -911,242 -958,665 -90,116 -42,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 12.1 14.7 62.0 63.9 90.8 90.7 9.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 675)
193 149 196 237 253 513 515
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| 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: 34,348
COMMITMENTS
15,072 0 0 15,780 33,764 30,852 33,764 3,496 584
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -10,850)
221 -303 0 -11,368 -10,766 -11,147 -11,069 297 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 0.0 0.0 45.9 98.3 89.8 98.3 10.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 0 0 8 10 18 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 23,734
COMMITMENTS
424 590 0 21,786 22,313 22,210 22,903 1,524 831
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -14,552)
-84 0 0 -14,149 -14,247 -14,233 -14,247 -319 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.5 0.0 91.8 94.0 93.6 96.5 6.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 11 8 12 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,665
COMMITMENTS
27,281 2,951 362 51,642 86,099 79,285 89,412 13,380 3,253
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -12,737)
481 437 -90 -12,304 -11,570 -11,913 -11,223 -824 -1,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 3.2 0.4 55.7 92.9 85.6 96.5 14.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 6 6 44 38 65 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,900
COMMITMENTS
17,845 16,896 2,141 29,801 31,323 49,787 50,361 7,112 6,539
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -18,976)
-524 180 -2,704 -14,296 -14,457 -17,524 -16,982 -1,452 -1,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 29.7 3.8 52.4 55.0 87.5 88.5 12.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
79 87 34 67 84 164 187
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 284,498
COMMITMENTS
89,226 84,482 10,705 149,005 156,615 248,936 251,803 35,562 32,695
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -94,878)
-2,619 900 -13,521 -71,478 -72,287 -87,619 -84,908 -7,259 -9,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 29.7 3.8 52.4 55.0 87.5 88.5 12.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
79 87 34 67 84 164 187
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 120,783
COMMITMENTS
37,495 49,764 9,005 53,356 32,459 99,856 91,228 20,927 29,555
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -50,029)
-54,388 -2,300 -4,806 10,107 -38,533 -49,087 -45,638 -941 -4,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 41.2 7.5 44.2 26.9 82.7 75.5 17.3 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 30 16 25 22 57 62
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 590,117
COMMITMENTS
185,913 132,405 10,944 369,459 433,585 566,316 576,934 23,801 13,183
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -94,736)
6,653 -3,199 -8,311 -80,433 -67,367 -82,092 -78,877 -12,644 -15,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 22.4 1.9 62.6 73.5 96.0 97.8 4.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
87 42 28 121 107 216 169
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,668
COMMITMENTS
16,029 10,360 0 14,457 24,752 30,486 35,112 8,182 3,556
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 487)
-778 -154 0 759 1,067 -19 913 506 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 26.8 0.0 37.4 64.0 78.8 90.8 21.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 4 0 15 14 31 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,751
COMMITMENTS
16,378 10,291 577 25,582 18,527 42,537 29,395 10,214 23,356
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,178)
1,116 1,102 -84 1,259 -1,325 2,291 -307 887 3,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 19.5 1.1 48.5 35.1 80.6 55.7 19.4 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
23 10 3 23 25 48 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| 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: 95,928
COMMITMENTS
10,750 2,010 27,101 58,033 66,817 95,884 95,928 44 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -7,081)
-330 -1,410 -1,920 -4,831 -3,749 -7,081 -7,079 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.1 28.3 60.5 69.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 1 14 17 20 19
Updated December 22, 2017