MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 21,332
COMMITMENTS
2,060 5,000 120 19,152 16,212 21,332 21,332 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,376)
200 1,520 -320 1,496 176 1,376 1,376 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 23.4 0.6 89.8 76.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 9 1 8 8 11 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,035
COMMITMENTS
1,170 1,278 274 5,905 5,951 7,349 7,503 686 532
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 464)
73 -50 71 296 460 440 481 24 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 15.9 3.4 73.5 74.1 91.5 93.4 8.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 10 10 23 21 35 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,252
COMMITMENTS
13,377 6,635 1,637 7,386 10,434 22,400 18,706 1,852 5,546
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 484)
549 730 -63 50 -346 536 321 -52 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.2 27.4 6.7 30.5 43.0 92.4 77.1 7.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
17 21 18 18 24 46 52
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,993
COMMITMENTS
930 985 350 5,196 5,092 6,476 6,427 517 566
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 440)
134 255 1 353 153 488 409 -48 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 14.1 5.0 74.3 72.8 92.6 91.9 7.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 11 9 25 21 36 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 232,067
COMMITMENTS
66,672 87,899 44,083 105,108 70,226 215,863 202,208 16,204 29,859
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,728)
4,220 5,433 -392 564 -761 4,392 4,280 -664 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 37.9 19.0 45.3 30.3 93.0 87.1 7.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
78 92 92 52 73 192 204
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 323,072
COMMITMENTS
106,011 82,572 56,515 133,403 148,620 295,929 287,707 27,143 35,365
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -4,315)
-1,091 -5,504 173 -2,346 2,147 -3,264 -3,184 -1,051 -1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 25.6 17.5 41.3 46.0 91.6 89.1 8.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
105 103 112 98 126 271 289
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,063
COMMITMENTS
2,608 1,759 322 1,595 2,835 4,525 4,916 1,538 1,147
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -142)
-10 -39 25 -215 -77 -200 -91 58 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 29.0 5.3 26.3 46.8 74.6 81.1 25.4 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 14 8 15 19 41 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,837
COMMITMENTS
13,303 13,388 9,641 17,511 11,069 40,455 34,098 6,382 12,739
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 553)
-371 232 -368 1,003 -217 264 -353 289 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 28.6 20.6 37.4 23.6 86.4 72.8 13.6 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
47 63 53 35 47 119 135
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,147
COMMITMENTS
82 3,197 5 3,106 684 3,193 3,886 954 261
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 124)
-1 144 -4 82 -9 77 131 47 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 77.1 0.1 74.9 16.5 77.0 93.7 23.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 6 1 13 3 16 10
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,532
COMMITMENTS
2,304 13,826 749 23,085 10,670 26,138 25,245 394 1,287
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 543)
238 438 0 382 184 620 622 -77 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 52.1 2.8 87.0 40.2 98.5 95.1 1.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 17 11 21 27 38 47
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,128
COMMITMENTS
8,433 2,861 12 9,845 15,538 18,290 18,411 1,838 1,717
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 356)
-652 482 0 974 -225 322 257 34 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 14.2 0.1 48.9 77.2 90.9 91.5 9.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 7 2 3 7 16 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,341
COMMITMENTS
26,934 76,382 3,962 100,077 41,926 130,973 122,270 27,368 36,071
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -892)
-13,932 2,717 608 13,805 -3,437 481 -112 -1,373 -780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 48.2 2.5 63.2 26.5 82.7 77.2 17.3 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
20 46 11 30 20 57 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 91,196
COMMITMENTS
9,599 50,093 867 74,477 12,586 84,943 63,546 6,253 27,650
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,737)
-3,643 -1,180 -3 1,254 -108 -2,392 -1,291 655 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 54.9 1.0 81.7 13.8 93.1 69.7 6.9 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 21 4 12 13 22 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 145,233
COMMITMENTS
60,815 54,900 3,884 76,822 79,552 141,521 138,336 3,712 6,897
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -5,268)
-960 -19,385 -406 -3,632 15,282 -4,998 -4,509 -270 -759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 37.8 2.7 52.9 54.8 97.4 95.3 2.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
44 66 11 14 21 65 91
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 184,402
COMMITMENTS
43,775 72,556 5,394 113,538 63,906 162,707 141,856 21,695 42,546
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 14,779)
2,284 9,484 -975 15,695 2,610 17,004 11,119 -2,225 3,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 39.3 2.9 61.6 34.7 88.2 76.9 11.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
28 38 21 29 35 68 83
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 168,360
COMMITMENTS
49,990 88,720 3,277 92,429 36,730 145,696 128,727 22,664 39,633
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 14,794)
5,560 10,069 552 10,486 1,799 16,598 12,420 -1,804 2,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 52.7 1.9 54.9 21.8 86.5 76.5 13.5 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
33 43 24 33 31 75 89
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 487,131
COMMITMENTS
189,005 152,258 12,078 215,126 263,065 416,209 427,401 70,922 59,730
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 5,748)
-1,142 -3,985 218 2,451 8,550 1,527 4,783 4,221 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 31.3 2.5 44.2 54.0 85.4 87.7 14.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
96 78 42 78 69 185 178
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,281
COMMITMENTS
10,830 4,525 293 8,970 24,891 20,093 29,709 13,188 3,572
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 13)
-626 330 0 -26 76 -652 406 665 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 13.6 0.9 27.0 74.8 60.4 89.3 39.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 7 3 9 10 19 18
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 45,280
COMMITMENTS
5,880 34,436 252 37,801 8,397 43,933 43,085 1,347 2,195
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -4,406)
-2,913 -3,154 65 -1,228 -1,170 -4,076 -4,259 -330 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 76.1 0.6 83.5 18.5 97.0 95.2 3.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 17 4 5 8 18 28
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,676
COMMITMENTS
14,522 40,926 458 35,812 5,470 50,792 46,854 2,884 6,822
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 8,650)
-376 8,466 170 8,195 -93 7,989 8,543 661 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 76.2 0.9 66.7 10.2 94.6 87.3 5.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
16 58 8 16 11 38 71
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,990,406
COMMITMENTS
809,109 4009690 2452390 10108109 6246863 13369608 12708943 620,798 1281463
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 110,801)
-102,148 256,980 73,374 121,971 -210,396 93,197 119,958 17,604 -9,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 28.7 17.5 72.3 44.7 95.6 90.8 4.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
40 108 112 103 119 225 270
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,514
COMMITMENTS
1,680 2,089 48 0 0 1,728 2,137 786 377
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -173)
-28 -42 -92 0 0 -120 -134 -53 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.8 83.1 1.9 0.0 0.0 68.7 85.0 31.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 17 3 0 0 16 17
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 5,921
COMMITMENTS
1 1,846 1,849 3,621 1,866 5,471 5,561 450 360
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 31.2 31.2 61.2 31.5 92.4 93.9 7.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 10 8 4 6 12 19
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 591,994
COMMITMENTS
110,650 73,386 20,390 378,127 422,493 509,167 516,269 82,827 75,724
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -195)
-6,819 -2,085 559 1,603 -2,399 -4,657 -3,925 4,462 3,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 12.4 3.4 63.9 71.4 86.0 87.2 14.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596)
150 117 80 223 233 403 400
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 56,432
COMMITMENTS
5,579 1,911 1 36,055 27,224 41,635 29,136 14,797 27,296
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,647)
-200 -1,307 -200 1,439 -708 1,039 -2,215 608 3,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 3.4 0.0 63.9 48.2 73.8 51.6 26.2 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 6 1 13 13 22 20
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| 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: 26,187
COMMITMENTS
11,803 0 0 12,159 25,494 23,962 25,494 2,225 693
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 4,462)
4,793 0 0 -157 4,292 4,636 4,292 -174 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.1 0.0 0.0 46.4 97.4 91.5 97.4 8.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 0 0 13 10 19 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,677,808
COMMITMENTS
529,737 361,756 97,565 1710358 1976345 2337660 2435666 340,148 242,142
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -9,210)
-38,602 -9,397 9,302 821 -8,456 -28,479 -8,551 19,269 -659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 13.5 3.6 63.9 73.8 87.3 91.0 12.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 592)
148 117 79 222 229 400 395
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| 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: 27,441
COMMITMENTS
2,354 0 0 23,292 26,571 25,646 26,571 1,795 870
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,414)
47 0 0 -869 -1,320 -822 -1,320 -592 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 0.0 0.0 84.9 96.8 93.5 96.8 6.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 0 11 10 16 10
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 12,546
COMMITMENTS
2,500 1,512 107 8,334 10,439 10,941 12,058 1,605 488
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 852)
-422 95 107 1,543 881 1,228 1,083 -376 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 12.1 0.9 66.4 83.2 87.2 96.1 12.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 1 8 12 12 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| 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: 27,970
COMMITMENTS
174 1,351 91 26,412 24,140 26,677 25,582 1,293 2,388
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,569)
174 0 91 2,080 1,115 2,345 1,206 224 1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 4.8 0.3 94.4 86.3 95.4 91.5 4.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 13 10 14 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 83,894
COMMITMENTS
21,405 2,318 1,167 48,493 77,011 71,065 80,496 12,829 3,398
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,817)
757 -1,253 174 -3,843 -1,353 -2,912 -2,432 95 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 2.8 1.4 57.8 91.8 84.7 95.9 15.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
17 5 6 43 33 61 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,460
COMMITMENTS
18,144 14,914 846 22,053 25,455 41,043 41,215 7,417 7,246
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,362)
2,405 1,881 31 -1,033 -195 1,403 1,716 -41 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 30.8 1.7 45.5 52.5 84.7 85.0 15.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
66 61 26 68 92 145 168
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 242,301
COMMITMENTS
90,720 74,568 4,229 110,267 127,276 205,216 206,073 37,085 36,228
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 6,810)
12,026 9,403 153 -5,164 -977 7,015 8,579 -205 -1,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 30.8 1.7 45.5 52.5 84.7 85.0 15.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
66 61 26 68 92 145 168
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 141,049
COMMITMENTS
35,061 74,291 3,331 85,361 22,815 123,753 100,437 17,296 40,612
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,254)
1,956 208 221 1,477 1,689 3,654 2,118 -400 1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 52.7 2.4 60.5 16.2 87.7 71.2 12.3 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
18 39 13 22 20 47 65
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 557,938
COMMITMENTS
157,784 107,057 11,501 363,123 421,449 532,408 540,007 25,530 17,931
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 7,962)
-5,249 6,114 -69 13,988 1,523 8,670 7,568 -708 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 19.2 2.1 65.1 75.5 95.4 96.8 4.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
76 54 22 123 111 207 179
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,852
COMMITMENTS
5,846 13,922 213 19,828 14,208 25,887 28,343 5,965 3,509
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,185)
-140 2,083 -1 2,213 592 2,072 2,674 113 -489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 43.7 0.7 62.3 44.6 81.3 89.0 18.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 11 3 16 11 30 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,109
COMMITMENTS
20,183 3,516 1,328 24,005 23,531 45,516 28,375 8,593 25,734
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 956)
2,412 -170 348 -2,072 1,714 688 1,892 268 -936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 6.5 2.5 44.4 43.5 84.1 52.4 15.9 47.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
22 9 5 20 27 43 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| 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: 112,537
COMMITMENTS
12,837 2,740 250 99,418 109,454 112,505 112,444 32 93
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -427)
-80 0 0 -347 -427 -427 -427 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 2.4 0.2 88.3 97.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 1 1 16 18 25 20
Updated July 6, 2018