BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,712
COMMITMENTS
555 1,405 351 5,829 5,058 6,735 6,814 977 898
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 44)
-12 -33 66 -42 8 12 41 32 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 18.2 4.6 75.6 65.6 87.3 88.4 12.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 12 9 20 17 31 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,530
COMMITMENTS
12,160 8,855 1,177 9,059 10,144 22,396 20,176 2,134 4,354
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 456)
203 -210 220 45 271 468 281 -12 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.6 36.1 4.8 36.9 41.4 91.3 82.3 8.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 23 16 20 22 48 50
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,628
COMMITMENTS
828 1,680 557 6,555 5,386 7,940 7,623 688 1,005
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 131)
-14 -28 -13 157 155 130 114 1 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 19.5 6.5 76.0 62.4 92.0 88.4 8.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 11 8 21 20 31 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 239,313
COMMITMENTS
71,058 67,999 53,939 95,429 83,498 220,426 205,436 18,887 33,877
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -347)
-2,166 2,128 880 1,220 -2,856 -66 152 -281 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 28.4 22.5 39.9 34.9 92.1 85.8 7.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
89 115 120 70 86 233 271
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 356,975
COMMITMENTS
120,726 75,584 59,646 145,704 178,307 326,076 313,537 30,899 43,438
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -187)
3,028 14,313 -1,572 -2,507 -10,221 -1,051 2,520 864 -2,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 21.2 16.7 40.8 49.9 91.3 87.8 8.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
109 115 126 116 148 304 331
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,688
COMMITMENTS
3,885 1,664 309 856 3,368 5,050 5,341 1,638 1,347
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 218)
162 12 10 -21 77 151 99 67 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.1 24.9 4.6 12.8 50.4 75.5 79.9 24.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
30 12 7 12 21 47 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,113
COMMITMENTS
18,764 16,857 10,952 14,859 11,984 44,575 39,793 9,538 14,320
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -530)
-929 123 837 -80 -423 -172 537 -358 -1,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 31.2 20.2 27.5 22.1 82.4 73.5 17.6 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
48 73 68 43 61 137 172
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,675
COMMITMENTS
124 2,935 31 2,497 519 2,652 3,485 1,023 190
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 7)
0 11 1 15 -8 16 4 -9 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 79.9 0.8 67.9 14.1 72.2 94.8 27.8 5.2
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 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,612
COMMITMENTS
2,061 14,575 423 24,607 11,128 27,091 26,126 521 1,486
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 378)
52 181 -8 360 109 404 282 -26 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 52.8 1.5 89.1 40.3 98.1 94.6 1.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
11 17 9 20 27 39 45
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,550
COMMITMENTS
18,882 216 48 7,643 27,589 26,573 27,853 1,977 697
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -624)
-72 -562 0 -276 -2 -348 -564 -276 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.1 0.8 0.2 26.8 96.6 93.1 97.6 6.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
17 2 1 4 5 21 8
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 127,509
COMMITMENTS
29,558 61,430 4,822 64,223 31,105 98,603 97,357 28,906 30,152
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -59)
-3,960 862 136 950 700 -2,874 1,698 2,815 -1,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 48.2 3.8 50.4 24.4 77.3 76.4 22.7 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
28 35 15 27 20 65 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,734
COMMITMENTS
17,908 27,819 161 19,921 5,175 37,990 33,155 10,744 15,579
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 4,085)
1,916 2,382 -4 3,264 1,214 5,176 3,592 -1,091 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 57.1 0.3 40.9 10.6 78.0 68.0 22.0 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 16 2 13 9 27 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 209,945
COMMITMENTS
136,812 37,732 352 64,044 169,006 201,208 207,090 8,737 2,855
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 9,998)
6,548 -2,745 -71 3,302 13,322 9,779 10,506 219 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.2 18.0 0.2 30.5 80.5 95.8 98.6 4.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
101 29 3 12 25 113 57
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 172,017
COMMITMENTS
86,643 46,305 3,055 45,117 99,602 134,815 148,962 37,202 23,055
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -4,930)
-3,596 -9,758 234 -663 5,328 -4,025 -4,196 -905 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.4 26.9 1.8 26.2 57.9 78.4 86.6 21.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
47 24 18 29 38 83 73
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 148,818
COMMITMENTS
48,053 44,481 3,095 63,665 74,952 114,813 122,528 34,005 26,290
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -13,220)
-8,491 -15,731 -1,539 -1,239 2,625 -11,269 -14,645 -1,951 1,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 29.9 2.1 42.8 50.4 77.1 82.3 22.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
35 31 16 35 33 78 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 493,677
COMMITMENTS
221,327 86,946 10,852 185,288 346,555 417,467 444,353 76,210 49,324
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -20,372)
-13,329 -6,646 1,494 -2,337 -14,506 -14,172 -19,658 -6,200 -714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.8 17.6 2.2 37.5 70.2 84.6 90.0 15.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
108 51 48 72 58 193 146
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,675
COMMITMENTS
13,041 3,917 26 9,175 27,646 22,242 31,589 14,433 5,086
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 127)
47 -191 -42 -133 42 -128 -191 255 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 10.7 0.1 25.0 75.4 60.6 86.1 39.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 5 3 10 10 21 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,426
COMMITMENTS
4,372 27,160 0 23,702 2,022 28,074 29,182 2,352 1,244
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -1,874)
-4,953 3,822 -302 3,517 -5,586 -1,738 -2,066 -136 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 89.3 0.0 77.9 6.6 92.3 95.9 7.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 8 0 6 4 14 12
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,079
COMMITMENTS
32,948 14,571 359 8,792 27,497 42,099 42,427 4,980 4,652
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 351)
199 61 44 121 289 364 394 -13 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.0 31.0 0.8 18.7 58.4 89.4 90.1 10.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
45 25 3 10 8 56 35
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,396
COMMITMENTS
9,003 1,092 562 200 9,028 9,765 10,682 1,631 714
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 190)
-40 -111 0 200 229 160 118 30 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.0 9.6 4.9 1.8 79.2 85.7 93.7 14.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 6 1 1 5 11 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,917,039
COMMITMENTS
987,811 5000977 3351623 11924727 7227376 16264161 15579976 652,878 1337063
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,202)
-17,696 28,684 -80,706 38,636 45,659 -59,766 -6,363 60,968 7,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 29.6 19.8 70.5 42.7 96.1 92.1 3.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
34 127 136 121 138 266 311
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 672,875
COMMITMENTS
112,247 69,714 23,677 428,757 488,892 564,681 582,284 108,194 90,591
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 27,414)
558 449 2,642 9,782 12,029 12,982 15,120 14,432 12,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 10.4 3.5 63.7 72.7 83.9 86.5 16.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
144 113 73 224 236 395 395
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 62,386
COMMITMENTS
7,829 7,817 241 37,131 10,059 45,201 18,117 17,185 44,269
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 11,833)
3,656 707 -204 7,105 -1,187 10,557 -684 1,276 12,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 12.5 0.4 59.5 16.1 72.5 29.0 27.5 71.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 8 2 19 13 28 23
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| 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: 25,262
COMMITMENTS
0 1,624 0 24,362 23,239 24,362 24,863 900 399
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 14)
0 0 0 88 288 88 288 -74 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.4 0.0 96.4 92.0 96.4 98.4 3.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 10 12 10 14
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| 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: 13,087
COMMITMENTS
2,117 0 1 9,018 12,445 11,136 12,446 1,951 641
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,585)
-50 0 1 1,665 1,510 1,616 1,511 -31 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 0.0 0.0 68.9 95.1 85.1 95.1 14.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 1 9 9 13 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,052,445
COMMITMENTS
564,314 351,711 74,957 1958131 2394167 2597402 2820835 455,043 231,610
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 77,903)
-3,448 10,752 2,186 13,387 66,080 12,125 79,018 65,778 -1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 11.5 2.5 64.1 78.4 85.1 92.4 14.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577)
142 114 67 220 233 388 388
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| 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: 35,425
COMMITMENTS
13,767 320 0 19,268 34,740 33,035 35,060 2,390 365
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 4,855)
-24 0 0 5,134 5,087 5,110 5,087 -255 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 0.9 0.0 54.4 98.1 93.3 99.0 6.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 1 0 8 14 16 15
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| 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: 25,589
COMMITMENTS
0 1,785 0 24,474 23,087 24,474 24,872 1,115 717
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,026)
0 0 0 1,887 2,038 1,887 2,038 139 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.0 0.0 95.6 90.2 95.6 97.2 4.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 10 10 10 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,804
COMMITMENTS
12,930 2,412 909 54,269 70,957 68,108 74,278 10,696 4,526
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -191)
-2,276 599 -233 1,903 -394 -606 -28 415 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 3.1 1.2 68.9 90.0 86.4 94.3 13.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 6 4 44 33 56 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,750
COMMITMENTS
15,224 18,382 1,060 27,562 25,179 43,846 44,622 6,904 6,128
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 3,853)
409 7,081 -263 3,581 -2,351 3,727 4,467 127 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 36.2 2.1 54.3 49.6 86.4 87.9 13.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
69 65 16 71 85 146 160
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 253,749
COMMITMENTS
76,118 91,910 5,301 137,812 125,897 219,231 223,108 34,518 30,641
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 19,267)
2,043 35,407 -1,316 17,907 -11,754 18,634 22,337 633 -3,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 36.2 2.1 54.3 49.6 86.4 87.9 13.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
69 65 16 71 85 146 160
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 108,830
COMMITMENTS
46,152 46,227 3,214 36,814 31,908 86,180 81,349 22,650 27,481
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 4,033)
-4,920 3,229 -289 7,759 -188 2,550 2,752 1,483 1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 42.5 3.0 33.8 29.3 79.2 74.7 20.8 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
25 27 12 20 15 50 49
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 482,368
COMMITMENTS
108,418 89,822 11,137 345,619 365,692 465,174 466,651 17,194 15,717
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 424)
-11,907 -5,548 883 12,788 5,385 1,764 720 -1,340 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 18.6 2.3 71.7 75.8 96.4 96.7 3.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
67 43 23 113 98 187 157
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,359
COMMITMENTS
15,415 4,487 896 21,544 36,119 37,855 41,502 6,504 2,857
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -2,953)
-3,431 -145 884 -841 -2,492 -3,388 -1,753 435 -1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 10.1 2.0 48.6 81.4 85.3 93.6 14.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 4 3 17 11 32 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,511
COMMITMENTS
15,479 11,583 941 39,413 34,066 55,833 46,590 8,678 17,921
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -2,283)
1,478 130 -160 -3,463 3,357 -2,145 3,327 -138 -5,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 18.0 1.5 61.1 52.8 86.5 72.2 13.5 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
22 12 3 23 17 46 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| 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: 107,179
COMMITMENTS
27,066 2,940 23,711 56,356 80,435 107,133 107,086 46 93
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 80)
-34 0 40 72 40 78 80 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 2.7 22.1 52.6 75.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 1 2 14 16 26 19
Updated April 6, 2018