MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,464
COMMITMENTS
2,800 3,380 280 14,144 13,564 17,224 17,224 240 240
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -3,128)
-720 -400 -40 -2,368 -2,688 -3,128 -3,128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 19.4 1.6 81.0 77.7 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 10 2 7 8 13 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,710
COMMITMENTS
729 1,737 1,592 5,408 4,256 7,728 7,585 982 1,126
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 119)
42 -26 -11 325 155 356 117 -237 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 19.9 18.3 62.1 48.9 88.7 87.1 11.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 11 12 21 19 35 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 57,182
COMMITMENTS
14,541 2,949 18,301 19,579 21,703 52,421 42,953 4,761 14,229
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 621)
-232 -45 233 687 95 689 283 -68 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 5.2 32.0 34.2 38.0 91.7 75.1 8.3 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
27 19 30 34 32 71 71
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,395
COMMITMENTS
1,122 309 3,352 7,957 8,800 12,430 12,461 965 934
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 55)
12 -35 24 12 62 48 52 6 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.3 25.0 59.4 65.7 92.8 93.0 7.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 5 12 24 23 39 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 283,180
COMMITMENTS
88,454 26,295 69,743 103,778 141,795 261,976 237,834 21,204 45,346
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 12,234)
1,901 -2,378 6,380 1,405 6,846 9,686 10,848 2,548 1,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 9.3 24.6 36.6 50.1 92.5 84.0 7.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
96 88 122 78 95 254 237
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 389,088
COMMITMENTS
125,817 20,687 86,220 147,255 229,185 359,292 336,092 29,796 52,996
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 7,619)
510 2,246 5,549 1,807 1,069 7,867 8,864 -248 -1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 5.3 22.2 37.8 58.9 92.3 86.4 7.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
139 83 146 134 169 347 341
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,457
COMMITMENTS
3,746 1,745 483 767 3,241 4,995 5,469 1,461 988
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -623)
41 102 -394 -210 -303 -562 -596 -61 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 27.0 7.5 11.9 50.2 77.4 84.7 22.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
32 14 12 13 23 53 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 62,578
COMMITMENTS
21,903 10,941 17,401 13,903 14,838 53,207 43,181 9,372 19,398
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,748)
47 -667 -227 -374 -1 -554 -894 -1,194 -854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 17.5 27.8 22.2 23.7 85.0 69.0 15.0 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
63 51 85 65 75 183 177
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,308
COMMITMENTS
521 3,110 474 3,030 1,155 4,025 4,738 1,284 570
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -29)
115 67 -37 -26 -69 52 -39 -80 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 58.6 8.9 57.1 21.8 75.8 89.3 24.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 4 12 8 19 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 46,272
COMMITMENTS
1,666 13,211 8,459 34,928 19,267 45,053 40,937 1,219 5,335
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 726)
55 -258 268 368 527 691 538 34 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 28.6 18.3 75.5 41.6 97.4 88.5 2.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
8 24 16 29 32 51 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 59,474
COMMITMENTS
31,776 5,955 0 25,891 52,476 57,667 58,431 1,807 1,043
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 2,458)
2,409 114 0 28 2,349 2,437 2,463 21 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 10.0 0.0 43.5 88.2 97.0 98.2 3.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 5 0 5 8 21 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 147,658
COMMITMENTS
48,226 33,680 12,600 49,278 78,640 110,105 124,920 37,553 22,738
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 13,420)
6,126 9,064 1,163 3,701 3,223 10,990 13,450 2,430 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 22.8 8.5 33.4 53.3 74.6 84.6 25.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
35 26 22 27 24 75 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 75,922
COMMITMENTS
24,984 41,178 589 42,192 12,065 67,765 53,832 8,157 22,090
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -6,089)
-6,975 -4,602 358 -810 -968 -7,427 -5,212 1,338 -877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 54.2 0.8 55.6 15.9 89.3 70.9 10.7 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 17 5 10 11 25 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 194,536
COMMITMENTS
93,804 58,721 1,845 94,071 128,594 189,720 189,160 4,816 5,376
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 9,155)
6,228 7,482 195 3,233 558 9,656 8,236 -501 919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 30.2 0.9 48.4 66.1 97.5 97.2 2.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
41 62 10 17 21 65 86
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 255,838
COMMITMENTS
92,784 74,448 25,441 97,223 128,692 215,449 228,582 40,389 27,256
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 29,801)
17,686 12,725 1,513 4,308 13,444 23,507 27,681 6,293 2,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 29.1 9.9 38.0 50.3 84.2 89.3 15.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
51 25 27 29 43 92 83
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 254,147
COMMITMENTS
38,169 161,515 15,837 177,983 41,145 231,990 218,497 22,157 35,650
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -348)
-4,461 2,010 688 1,938 -1,878 -1,835 820 1,488 -1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 63.6 6.2 70.0 16.2 91.3 86.0 8.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
27 48 30 35 38 82 97
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 632,080
COMMITMENTS
236,672 106,417 61,238 241,154 404,431 539,064 572,086 93,016 59,994
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 61,305)
33,630 -8,311 6,133 17,271 55,946 57,034 53,767 4,271 7,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 16.8 9.7 38.2 64.0 85.3 90.5 14.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
120 57 67 76 62 215 167
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 38,916
COMMITMENTS
16,034 6,323 863 8,900 28,344 25,797 35,530 13,119 3,386
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 1,063)
694 821 -4 -28 11 662 828 401 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 16.2 2.2 22.9 72.8 66.3 91.3 33.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 7 5 10 9 25 18
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 19,510
COMMITMENTS
7,235 7,087 143 10,765 11,355 18,143 18,585 1,367 925
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,796)
1,146 -1,557 -161 -1,959 389 -974 -1,329 -822 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 36.3 0.7 55.2 58.2 93.0 95.3 7.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 10 2 6 8 22 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,141
COMMITMENTS
15,509 32,494 703 25,888 7,241 42,100 40,438 3,041 4,703
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -2,078)
-2,631 -3,232 379 -127 847 -2,379 -2,006 301 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 72.0 1.6 57.3 16.0 93.3 89.6 6.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
21 32 6 11 8 36 43
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,328
COMMITMENTS
11,699 2,945 282 0 9,079 11,981 12,306 1,347 1,022
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 729)
552 665 0 0 -69 552 596 177 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.8 22.1 2.1 0.0 68.1 89.9 92.3 10.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 5 1 0 7 13 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,078,325
COMMITMENTS
1019976 3330349 10313848 11229239 8117549 22563063 21761746 515,262 1316579
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 102,456)
-32,407 160,831 -31,671 173,780 -21 109,701 129,139 -7,244 -26,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 14.4 44.7 48.7 35.2 97.8 94.3 2.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
54 121 133 120 129 259 309
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 832,133
COMMITMENTS
109,452 77,712 116,571 507,852 546,781 733,875 741,065 98,259 91,069
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -38,366)
-43 -13,216 -17,459 -20,073 -3,841 -37,575 -34,516 -791 -3,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 9.3 14.0 61.0 65.7 88.2 89.1 11.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 674)
190 149 195 241 257 517 515
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 97,230
COMMITMENTS
3,564 5,419 16,571 48,829 49,793 68,964 71,783 28,266 25,447
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -22,534)
-836 687 -8,675 -12,561 -12,709 -22,073 -20,698 -461 -1,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.6 17.0 50.2 51.2 70.9 73.8 29.1 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 15 23 25 24 52 48
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,674,516
COMMITMENTS
541,145 373,172 488,293 2295112 2484940 3324551 3346406 349,965 328,110
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -79,158)
7,432 -66,048 -47,386 -37,557 44,339 -77,510 -69,094 -1,648 -10,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 10.2 13.3 62.5 67.6 90.5 91.1 9.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 657)
184 142 185 235 254 498 502
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| 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: 34,126
COMMITMENTS
14,872 0 0 15,628 33,691 30,500 33,691 3,626 435
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,356)
-194 0 0 -1,412 48 -1,606 48 250 -1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 0.0 0.0 45.8 98.7 89.4 98.7 10.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 0 0 9 10 18 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| 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: 25,067
COMMITMENTS
0 981 0 22,652 23,494 22,652 24,475 2,415 592
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 90.4 93.7 90.4 97.6 9.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 11 8 11 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,476
COMMITMENTS
24,944 3,299 390 52,145 84,840 77,479 88,529 14,997 3,947
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 783)
-427 -13 -41 -404 -255 -872 -309 1,655 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 3.6 0.4 56.4 91.7 83.8 95.7 16.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 6 4 42 34 59 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,266
COMMITMENTS
19,798 16,069 2,462 27,822 31,652 50,082 50,183 7,184 7,083
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,931)
1,411 -1,659 198 -3,019 -1,166 -1,411 -2,627 -520 696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 28.1 4.3 48.6 55.3 87.5 87.6 12.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
82 78 35 76 85 173 183
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 286,329
COMMITMENTS
98,992 80,344 12,310 139,108 158,262 250,410 250,915 35,919 35,413
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -9,653)
7,053 -8,293 988 -15,096 -5,829 -7,055 -13,135 -2,598 3,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 28.1 4.3 48.6 55.3 87.5 87.6 12.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
82 78 35 76 85 173 183
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,220
COMMITMENTS
44,909 62,057 14,017 54,210 38,901 113,136 114,975 29,084 27,246
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 15,605)
7,163 12,538 2,426 1,317 596 10,906 15,560 4,699 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 43.6 9.9 38.1 27.4 79.6 80.8 20.4 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
30 26 21 26 26 65 64
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 593,300
COMMITMENTS
185,584 136,188 9,735 373,869 433,328 569,189 579,251 24,111 14,049
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 152)
-1,363 2,872 -871 1,116 -2,306 -1,118 -305 1,269 457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 23.0 1.6 63.0 73.0 95.9 97.6 4.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
78 42 29 121 104 208 166
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,475
COMMITMENTS
12,901 12,259 268 18,871 24,364 32,040 36,891 8,435 3,584
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 1,360)
711 1,577 0 2 -74 713 1,503 647 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 30.3 0.7 46.6 60.2 79.2 91.1 20.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 9 1 16 12 32 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,788
COMMITMENTS
16,514 10,496 659 26,336 16,526 43,509 27,681 9,279 25,107
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 821)
799 954 76 1,906 -2,275 2,781 -1,245 -1,960 2,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 19.9 1.2 49.9 31.3 82.4 52.4 17.6 47.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 10 5 27 22 56 35
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| 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: 92,956
COMMITMENTS
10,538 2,010 25,271 57,103 65,675 92,912 92,956 44 0
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -2,972)
-212 0 -1,830 -930 -1,142 -2,972 -2,972 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 2.2 27.2 61.4 70.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 1 14 17 20 19
Updated January 5, 2018