MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,398
COMMITMENTS
2,320 4,480 360 14,598 12,438 17,278 17,278 120 120
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 900)
-240 240 0 1,140 660 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 25.8 2.1 83.9 71.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 10 1 5 8 7 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,365
COMMITMENTS
782 1,538 1,691 6,834 5,976 9,306 9,204 1,059 1,161
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 398)
66 124 12 234 182 312 318 86 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 14.8 16.3 65.9 57.7 89.8 88.8 10.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 13 12 21 19 34 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,193
COMMITMENTS
12,542 5,297 14,126 14,359 15,508 41,027 34,932 4,166 10,261
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,879)
715 280 1,031 123 808 1,870 2,120 9 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 11.7 31.3 31.8 34.3 90.8 77.3 9.2 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
24 18 26 34 30 70 62
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,222
COMMITMENTS
963 510 3,018 8,382 8,428 12,364 11,956 858 1,266
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 328)
26 -44 87 150 125 263 168 64 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 3.9 22.8 63.4 63.7 93.5 90.4 6.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 9 11 25 20 38 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,449
COMMITMENTS
64,378 52,185 96,337 108,472 103,800 269,187 252,322 25,263 42,127
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 12,402)
1,419 3,228 11,022 204 -2,529 12,644 11,720 -243 682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 17.7 32.7 36.8 35.3 91.4 85.7 8.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
115 95 136 90 89 270 265
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 419,916
COMMITMENTS
122,571 34,785 110,410 152,498 215,524 385,479 360,720 34,437 59,196
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 878)
-10,271 6,869 8,684 1,674 -12,488 87 3,065 791 -2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 8.3 26.3 36.3 51.3 91.8 85.9 8.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 456)
152 98 164 140 165 368 369
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,127
COMMITMENTS
3,645 1,264 801 1,140 3,682 5,586 5,747 1,541 1,380
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 241)
112 62 78 196 154 387 295 -146 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 17.7 11.2 16.0 51.7 78.4 80.6 21.6 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
33 10 11 16 21 54 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 67,655
COMMITMENTS
17,675 12,991 20,283 17,966 13,874 55,924 47,148 11,731 20,507
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,916)
-697 2,152 2,175 1,104 -636 2,581 3,691 335 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 19.2 30.0 26.6 20.5 82.7 69.7 17.3 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
67 61 78 68 77 182 183
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,115
COMMITMENTS
270 2,871 240 2,493 688 3,003 3,799 1,112 316
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -18)
0 64 -31 3 -38 -28 -5 10 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 69.8 5.8 60.6 16.7 73.0 92.3 27.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 7 5 13 6 21 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 40,848
COMMITMENTS
2,014 11,635 7,276 30,518 17,564 39,808 36,476 1,040 4,373
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -366)
33 224 -303 -99 23 -369 -56 3 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 28.5 17.8 74.7 43.0 97.5 89.3 2.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
13 18 14 30 37 52 60
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,873
COMMITMENTS
18,823 256 48 8,079 27,690 26,950 27,994 1,923 879
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -18,524)
-3,470 0 -8 -14,700 -18,256 -18,178 -18,264 -346 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.2 0.9 0.2 28.0 95.9 93.3 97.0 6.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
14 2 1 4 5 18 8
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 204,712
COMMITMENTS
77,749 49,456 21,405 71,503 98,234 170,657 169,096 34,055 35,616
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 29,967)
17,786 11,805 590 14,530 14,508 32,907 26,903 -2,940 3,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 24.2 10.5 34.9 48.0 83.4 82.6 16.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
21 35 24 32 30 69 73
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,739
COMMITMENTS
17,431 25,677 145 15,432 4,555 33,008 30,377 11,731 14,362
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -18,881)
241 1,915 -2,673 -13,797 -17,453 -16,229 -18,211 -2,652 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 57.4 0.3 34.5 10.2 73.8 67.9 26.2 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 14 2 11 8 25 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 183,454
COMMITMENTS
105,856 39,102 1,551 69,104 138,729 176,511 179,382 6,943 4,072
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -13,576)
-8,121 12,038 -3,103 -1,508 -22,431 -12,732 -13,496 -843 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.7 21.3 0.8 37.7 75.6 96.2 97.8 3.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
78 35 8 13 27 94 67
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 201,793
COMMITMENTS
71,508 47,122 23,827 69,363 106,874 164,699 177,823 37,094 23,969
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -43,885)
3,608 -12,050 -3,115 -43,106 -27,230 -42,613 -42,394 -1,273 -1,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 23.4 11.8 34.4 53.0 81.6 88.1 18.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
50 21 22 33 45 91 80
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 191,584
COMMITMENTS
47,459 69,185 24,058 85,455 68,102 156,972 161,346 34,612 30,238
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -118,277)
1,207 -56,565 2,492 -118,094 -64,617 -114,395 -118,691 -3,881 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 36.1 12.6 44.6 35.5 81.9 84.2 18.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
41 30 30 41 36 96 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 570,580
COMMITMENTS
214,957 88,928 49,059 218,796 379,879 482,812 517,865 87,768 52,714
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -83,577)
-15,596 -3,338 -13,066 -38,398 -45,462 -67,059 -61,865 -16,518 -21,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 15.6 8.6 38.3 66.6 84.6 90.8 15.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
114 64 65 78 67 212 178
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,511
COMMITMENTS
10,589 5,649 26 9,019 25,594 19,634 31,269 14,877 3,242
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -5,184)
-1,707 -2,972 -713 -429 119 -2,849 -3,566 -2,335 -1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 16.4 0.1 26.1 74.2 56.9 90.6 43.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 5 3 9 9 19 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,821
COMMITMENTS
4,635 17,130 233 15,675 4,440 20,543 21,803 2,278 1,018
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 171)
790 -33 233 -837 -174 186 26 -15 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 75.1 1.0 68.7 19.5 90.0 95.5 10.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 6 1 5 4 17 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,482
COMMITMENTS
31,078 11,452 429 7,641 28,418 39,148 40,299 5,334 4,183
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -22,390)
-3,611 -26,053 140 -18,389 3,614 -21,860 -22,299 -530 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.9 25.7 1.0 17.2 63.9 88.0 90.6 12.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
42 22 6 9 10 53 36
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,272
COMMITMENTS
9,331 1,983 482 0 8,032 9,813 10,497 1,459 775
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -400)
-108 158 -10 -203 -468 -321 -320 -79 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.8 17.6 4.3 0.0 71.3 87.1 93.1 12.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 8 1 0 4 9 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 32,080,832
COMMITMENTS
819,217 3739362 16090506 14545857 10869503 31455579 30699372 625,253 1381460
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -3,733,877)
29,228 136,284 -2595244 -1127219 -1194105 -3693234 -3653064 -40,644 -80,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 11.7 50.2 45.3 33.9 98.1 95.7 1.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
53 136 156 123 137 290 328
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 749,405
COMMITMENTS
97,390 78,705 112,139 452,702 482,978 662,231 673,822 87,174 75,583
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -308,572)
-15,920 -22,934 -51,571 -224,365 -208,599 -291,857 -283,104 -16,715 -25,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 10.5 15.0 60.4 64.4 88.4 89.9 11.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629)
169 127 147 249 251 480 463
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 56,276
COMMITMENTS
4,579 2,984 11,159 20,468 20,891 36,205 35,034 20,070 21,242
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -67,895)
-1,307 -13,462 -7,828 -52,984 -40,208 -62,118 -61,498 -5,777 -6,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 5.3 19.8 36.4 37.1 64.3 62.3 35.7 37.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 15 22 24 24 49 48
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| 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: 25,085
COMMITMENTS
0 1,624 0 23,804 22,962 23,804 24,586 1,281 499
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -7,987)
0 0 0 -7,916 -7,951 -7,916 -7,951 -71 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 94.9 91.5 94.9 98.0 5.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 11 9 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 11,184
COMMITMENTS
1,822 0 0 7,560 10,685 9,382 10,685 1,802 499
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -4,448)
372 0 0 -4,373 -4,388 -4,001 -4,388 -447 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 0.0 0.0 67.6 95.5 83.9 95.5 16.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 10 10 13 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,465,646
COMMITMENTS
474,038 388,585 494,922 2161169 2310433 3130129 3193940 335,517 271,706
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -1,203,383)
-122,667 -96,955 -169,120 -856,906 -841,954 -1148693 -1108029 -54,690 -95,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 11.2 14.3 62.4 66.7 90.3 92.2 9.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617)
163 123 141 244 250 466 455
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| 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: 28,224
COMMITMENTS
14,270 0 0 11,161 27,763 25,431 27,763 2,793 461
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -5,755)
849 0 0 -6,202 -5,411 -5,353 -5,411 -402 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.6 0.0 0.0 39.5 98.4 90.1 98.4 9.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 0 0 7 11 17 11
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| 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: 10,650
COMMITMENTS
2,494 1,108 0 6,757 9,127 9,251 10,235 1,399 415
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -7,893)
-18 0 0 -7,706 -7,020 -7,724 -7,020 -169 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 10.4 0.0 63.4 85.7 86.9 96.1 13.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 8 11 11 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| 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: 21,193
COMMITMENTS
0 1,785 0 20,239 18,629 20,239 20,414 954 779
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -10,892)
0 0 0 -6,667 -10,680 -6,667 -10,680 -4,225 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 0.0 95.5 87.9 95.5 96.3 4.5 3.7
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 79,891
COMMITMENTS
16,389 3,108 928 51,609 71,565 68,926 75,601 10,965 4,290
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -9,925)
216 -619 54 -9,521 -9,089 -9,251 -9,654 -674 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 3.9 1.2 64.6 89.6 86.3 94.6 13.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 7 3 43 33 57 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,330
COMMITMENTS
14,104 11,654 2,986 24,692 27,600 41,782 42,240 7,548 7,090
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -14,393)
273 1,657 -1,509 -12,640 -13,907 -13,877 -13,759 -517 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 23.6 6.1 50.1 56.0 84.7 85.6 15.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
68 61 30 77 84 159 161
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 246,651
COMMITMENTS
70,520 58,269 14,929 123,461 138,001 208,910 211,199 37,741 35,451
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -71,965)
1,366 8,286 -7,547 -63,201 -69,534 -69,383 -68,795 -2,583 -3,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 23.6 6.1 50.1 56.0 84.7 85.6 15.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
68 61 30 77 84 159 161
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 123,082
COMMITMENTS
54,365 34,967 18,858 26,273 42,776 99,496 96,601 23,586 26,481
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -3,691)
16,681 -3,730 -3 -15,283 -1,407 1,396 -5,140 -5,087 1,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 28.4 15.3 21.3 34.8 80.8 78.5 19.2 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
36 24 23 28 21 68 64
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 489,785
COMMITMENTS
126,148 101,553 16,079 327,934 357,766 470,161 475,397 19,624 14,388
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -119,722)
6,247 -14,279 -14,014 -98,736 -76,556 -106,504 -104,850 -13,218 -14,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 20.7 3.3 67.0 73.0 96.0 97.1 4.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
66 50 28 109 103 186 170
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,789
COMMITMENTS
17,776 7,803 12 22,416 35,582 40,204 43,397 6,585 3,392
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -1,889)
-1,718 -3,189 -410 461 2,407 -1,667 -1,192 -222 -697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 16.7 0.0 47.9 76.0 85.9 92.8 14.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
16 7 1 18 12 34 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,396
COMMITMENTS
16,847 5,296 1,155 41,623 31,617 59,625 38,068 8,771 30,328
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 3,344)
81 -1,645 93 3,426 3,883 3,600 2,331 -256 1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 7.7 1.7 60.9 46.2 87.2 55.7 12.8 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 10 4 28 17 51 28
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| 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: 107,871
COMMITMENTS
26,202 2,940 24,593 57,033 80,245 107,828 107,778 43 93
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 833)
375 0 78 378 731 831 809 2 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 2.7 22.8 52.9 74.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 1 2 14 16 26 19
Updated March 23, 2018