MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 18,358
COMMITMENTS
2,320 4,720 360 15,558 13,158 18,238 18,238 120 120
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 960)
0 240 0 960 720 960 960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 25.7 2.0 84.7 71.7 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 10 1 5 8 7 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,668
COMMITMENTS
567 1,438 285 5,871 5,050 6,723 6,773 945 895
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 116)
18 -9 -3 113 216 128 204 -12 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 18.8 3.7 76.6 65.9 87.7 88.3 12.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 13 8 19 18 30 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,074
COMMITMENTS
11,957 9,065 957 9,014 9,873 21,928 19,895 2,146 4,179
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 752)
448 497 221 0 -24 669 694 83 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.7 37.7 4.0 37.4 41.0 91.1 82.6 8.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
16 25 18 20 22 50 51
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,497
COMMITMENTS
842 1,708 570 6,398 5,231 7,810 7,509 687 988
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 269)
9 -8 28 246 352 283 372 -14 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 20.1 6.7 75.3 61.6 91.9 88.4 8.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 12 8 20 19 30 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 239,660
COMMITMENTS
73,224 65,871 53,059 94,209 86,354 220,492 205,284 19,168 34,376
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 5,395)
6,388 7,390 -121 -310 576 5,957 7,845 -562 -2,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 27.5 22.1 39.3 36.0 92.0 85.7 8.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
94 112 123 70 88 239 268
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 357,162
COMMITMENTS
117,698 61,271 61,218 148,211 188,528 327,127 311,017 30,035 46,145
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 700)
-5,452 11,403 834 4,770 -10,638 152 1,599 548 -899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 17.2 17.1 41.5 52.8 91.6 87.1 8.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
111 103 130 113 145 302 323
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,470
COMMITMENTS
3,723 1,652 299 877 3,291 4,899 5,242 1,571 1,228
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 52)
99 -39 67 -194 78 -28 106 80 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.5 25.5 4.6 13.6 50.9 75.7 81.0 24.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
29 11 6 13 21 47 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,643
COMMITMENTS
19,693 16,734 10,115 14,939 12,407 44,747 39,256 9,896 15,387
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,076)
803 1,919 1,136 90 271 2,029 3,326 47 -1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 30.6 18.5 27.3 22.7 81.9 71.8 18.1 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
56 72 68 48 61 147 172
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,668
COMMITMENTS
124 2,924 30 2,482 527 2,636 3,481 1,032 187
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 64)
4 83 2 71 -5 77 80 -13 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 79.7 0.8 67.7 14.4 71.9 94.9 28.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 3 12 4 17 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,234
COMMITMENTS
2,009 14,394 431 24,247 11,019 26,687 25,844 547 1,390
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 547)
94 335 17 400 169 511 521 36 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 52.9 1.6 89.0 40.5 98.0 94.9 2.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
10 17 9 21 26 39 44
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,174
COMMITMENTS
18,954 778 48 7,919 27,591 26,921 28,417 2,253 757
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 301)
131 522 0 -160 -99 -29 423 330 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.0 2.7 0.2 27.1 94.6 92.3 97.4 7.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 3 1 4 5 17 9
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 127,568
COMMITMENTS
33,518 60,568 4,686 63,273 30,405 101,477 95,659 26,091 31,909
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -52,672)
-45,226 6,384 -1,577 -746 -55,358 -47,549 -50,551 -5,123 -2,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 47.5 3.7 49.6 23.8 79.5 75.0 20.5 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
27 34 18 29 24 68 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,649
COMMITMENTS
15,992 25,437 165 16,657 3,961 32,814 29,563 11,835 15,086
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 344)
-1,439 -240 20 1,225 -594 -194 -814 538 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 57.0 0.4 37.3 8.9 73.5 66.2 26.5 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 14 3 13 7 29 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 199,947
COMMITMENTS
130,264 40,477 423 60,742 155,684 191,429 196,584 8,518 3,363
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 17,410)
24,394 1,452 -966 -7,627 17,549 15,801 18,035 1,609 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.1 20.2 0.2 30.4 77.9 95.7 98.3 4.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
93 26 5 11 26 106 55
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 176,947
COMMITMENTS
90,239 56,063 2,821 45,780 94,274 138,840 153,158 38,107 23,789
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 17,764)
18,814 8,445 797 -4,629 6,215 14,982 15,457 2,782 2,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.0 31.7 1.6 25.9 53.3 78.5 86.6 21.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
48 24 20 27 38 83 74
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 162,038
COMMITMENTS
56,544 60,212 4,634 64,904 72,327 126,082 137,173 35,956 24,865
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,788)
8,642 -9,689 416 -10,467 14,359 -1,409 5,086 3,197 -3,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 37.2 2.9 40.1 44.6 77.8 84.7 22.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
45 26 16 38 32 87 70
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 514,049
COMMITMENTS
234,656 93,592 9,358 187,625 361,061 431,639 464,011 82,410 50,038
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 17,085)
15,222 6,897 -2,081 4,201 9,097 17,342 13,913 -257 3,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 18.2 1.8 36.5 70.2 84.0 90.3 16.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
121 38 44 75 56 203 132
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,548
COMMITMENTS
12,994 4,108 68 9,308 27,604 22,370 31,780 14,178 4,768
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,037)
2,405 -1,541 42 289 2,010 2,736 511 -699 1,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 11.2 0.2 25.5 75.5 61.2 87.0 38.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 5 4 10 10 21 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,300
COMMITMENTS
9,325 23,338 302 20,185 7,608 29,812 31,248 2,488 1,052
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 9,479)
4,690 6,208 69 4,510 3,168 9,269 9,445 210 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 72.3 0.9 62.5 23.6 92.3 96.7 7.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 8 2 5 6 15 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,728
COMMITMENTS
32,749 14,510 315 8,671 27,208 41,735 42,033 4,993 4,695
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,246)
1,671 3,058 -114 1,030 -1,210 2,587 1,734 -341 512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.1 31.1 0.7 18.6 58.2 89.3 90.0 10.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
44 21 3 9 8 54 31
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,206
COMMITMENTS
9,043 1,203 562 0 8,799 9,605 10,564 1,601 642
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -66)
-288 -780 80 0 767 -208 67 142 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.7 10.7 5.0 0.0 78.5 85.7 94.3 14.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 7 1 0 5 8 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,915,837
COMMITMENTS
1005507 4972293 3432329 11886091 7181717 16323927 15586339 591,910 1329498
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 430,875)
127,377 149,278 35,928 259,393 240,696 422,698 425,902 8,177 4,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 29.4 20.3 70.3 42.5 96.5 92.1 3.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
30 131 142 119 133 267 311
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 645,461
COMMITMENTS
111,689 69,265 21,036 418,975 476,863 551,699 567,164 93,762 78,297
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 61,014)
16,211 -7,684 3,907 21,246 48,504 41,364 44,728 19,649 16,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 10.7 3.3 64.9 73.9 85.5 87.9 14.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
135 118 72 222 234 390 391
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 50,553
COMMITMENTS
4,173 7,110 445 30,026 11,246 34,644 18,801 15,909 31,752
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 17,603)
-144 4,663 445 16,551 -3,140 16,852 1,968 751 15,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 14.1 0.9 59.4 22.2 68.5 37.2 31.5 62.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 9 1 18 13 26 23
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| 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: 25,248
COMMITMENTS
0 1,624 0 24,274 22,951 24,274 24,575 974 673
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 163)
0 0 0 470 -11 470 -11 -307 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.4 0.0 96.1 90.9 96.1 97.3 3.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 10 11 10 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| 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: 11,502
COMMITMENTS
2,167 0 0 7,353 10,935 9,520 10,935 1,982 567
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 318)
345 0 0 -207 250 138 250 180 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 0.0 0.0 63.9 95.1 82.8 95.1 17.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 0 9 10 13 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,974,542
COMMITMENTS
567,762 340,959 72,771 1944744 2328087 2585277 2741817 389,265 232,725
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 217,053)
103,427 -40,083 -4,340 23,475 258,221 122,562 213,798 94,491 3,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 11.5 2.4 65.4 78.3 86.9 92.2 13.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576)
134 118 64 219 232 384 383
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 30,570
COMMITMENTS
13,791 320 0 14,134 29,653 27,925 29,973 2,645 597
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,346)
-479 320 0 2,973 1,890 2,494 2,210 -148 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.1 1.0 0.0 46.2 97.0 91.3 98.0 8.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 1 0 8 12 16 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| 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: 23,563
COMMITMENTS
0 1,785 0 22,587 21,049 22,587 22,834 976 729
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,370)
0 0 0 2,348 2,420 2,348 2,420 22 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.6 0.0 95.9 89.3 95.9 96.9 4.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 11 9 11 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,995
COMMITMENTS
15,206 1,813 1,142 52,366 71,351 68,714 74,306 10,281 4,689
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -896)
-1,183 -1,295 214 757 -214 -212 -1,295 -684 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 2.3 1.4 66.3 90.3 87.0 94.1 13.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 4 1 46 32 60 37
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,896
COMMITMENTS
14,815 11,301 1,323 23,981 27,530 40,119 40,154 6,777 6,742
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 569)
735 -348 92 130 687 957 431 -388 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 24.1 2.8 51.1 58.7 85.5 85.6 14.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
65 59 18 75 82 143 156
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 234,482
COMMITMENTS
74,075 56,503 6,617 119,905 137,651 200,597 200,771 33,885 33,711
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,844)
3,674 -1,739 458 651 3,435 4,783 2,154 -1,939 690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 24.1 2.8 51.1 58.7 85.5 85.6 14.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
65 59 18 75 82 143 156
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 104,797
COMMITMENTS
51,072 42,998 3,503 29,055 32,096 83,630 78,597 21,167 26,200
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 7,542)
-2,678 7,173 -251 10,743 -166 7,814 6,756 -272 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.7 41.0 3.3 27.7 30.6 79.8 75.0 20.2 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 27 14 23 16 57 49
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 481,944
COMMITMENTS
120,325 95,370 10,254 332,831 360,307 463,410 465,931 18,534 16,013
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,310)
-5,986 -6,875 1,653 6,590 4,682 2,257 -540 -947 1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 19.8 2.1 69.1 74.8 96.2 96.7 3.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
65 51 23 107 104 179 171
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 47,312
COMMITMENTS
18,846 4,632 12 22,385 38,611 41,243 43,255 6,069 4,057
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 523)
1,070 -3,171 0 -31 3,029 1,039 -142 -516 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 9.8 0.0 47.3 81.6 87.2 91.4 12.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 3 1 17 13 33 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,794
COMMITMENTS
14,001 11,453 1,101 42,876 30,709 57,978 43,263 8,816 23,531
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -1,602)
-2,846 6,157 -54 1,253 -908 -1,647 5,195 45 -6,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 17.1 1.6 64.2 46.0 86.8 64.8 13.2 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 13 5 27 18 47 34
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| 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: 107,099
COMMITMENTS
27,100 2,940 23,671 56,284 80,395 107,055 107,006 44 93
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -772)
898 0 -922 -749 150 -773 -772 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 2.7 22.1 52.6 75.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 1 2 14 16 26 19
Updated March 30, 2018