MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 18,358
COMMITMENTS
2,320 4,720 360 15,558 13,158 18,238 18,238 120 120
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 960)
0 240 0 960 720 960 960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 25.7 2.0 84.7 71.7 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 10 1 5 8 7 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,511
COMMITMENTS
826 1,516 1,720 6,915 6,244 9,462 9,481 1,049 1,030
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 145)
44 -22 30 82 268 156 277 -10 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 14.4 16.4 65.8 59.4 90.0 90.2 10.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 10 12 21 20 34 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,145
COMMITMENTS
12,647 5,167 14,749 14,489 15,676 41,885 35,592 4,260 10,554
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 952)
105 -130 623 130 167 858 660 94 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 11.2 32.0 31.4 34.0 90.8 77.1 9.2 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 25 30 34 30 73 65
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,646
COMMITMENTS
949 616 3,076 8,771 8,812 12,796 12,503 850 1,143
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 424)
-14 106 58 389 384 432 548 -8 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 4.5 22.5 64.3 64.6 93.8 91.6 6.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 10 11 25 21 38 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 310,213
COMMITMENTS
67,031 57,678 107,561 110,139 105,245 284,731 270,484 25,482 39,729
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 15,764)
2,653 5,493 11,224 1,667 1,445 15,544 18,161 220 -2,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 18.6 34.7 35.5 33.9 91.8 87.2 8.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
129 94 139 93 96 280 282
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 431,158
COMMITMENTS
114,948 49,123 118,455 160,737 204,502 394,140 372,081 37,018 59,077
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 11,242)
-7,623 14,338 8,045 8,239 -11,022 8,661 11,361 2,581 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 11.4 27.5 37.3 47.4 91.4 86.3 8.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
130 98 155 147 156 357 348
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,211
COMMITMENTS
3,721 1,174 917 968 3,783 5,606 5,875 1,606 1,336
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 84)
76 -90 116 -173 101 20 127 64 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 16.3 12.7 13.4 52.5 77.7 81.5 22.3 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
32 9 11 16 21 54 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 71,415
COMMITMENTS
17,489 14,823 23,483 18,303 14,050 59,274 52,356 12,140 19,059
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 3,759)
-186 1,832 3,200 337 176 3,350 5,207 409 -1,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 20.8 32.9 25.6 19.7 83.0 73.3 17.0 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
72 69 83 73 72 189 192
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,293
COMMITMENTS
277 2,968 267 2,636 714 3,180 3,949 1,113 345
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 178)
7 97 27 143 26 177 149 1 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 69.1 6.2 61.4 16.6 74.1 92.0 25.9 8.0
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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 41,231
COMMITMENTS
2,104 12,095 7,171 30,883 17,598 40,158 36,864 1,073 4,367
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 383)
90 459 -105 366 34 350 388 33 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 29.3 17.4 74.9 42.7 97.4 89.4 2.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
13 19 14 30 37 53 60
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,174
COMMITMENTS
18,954 778 48 7,919 27,591 26,921 28,417 2,253 757
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 301)
131 522 0 -160 -99 -29 423 330 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.0 2.7 0.2 27.1 94.6 92.3 97.4 7.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 3 1 4 5 17 9
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 150,934
COMMITMENTS
32,509 58,671 18,576 72,202 40,206 123,288 117,454 27,646 33,481
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -53,778)
-45,240 9,215 -2,829 699 -58,029 -47,369 -51,643 -6,409 -2,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 38.9 12.3 47.8 26.6 81.7 77.8 18.3 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
26 35 27 31 29 73 76
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,119
COMMITMENTS
15,992 25,437 165 16,657 3,961 32,814 29,563 12,305 15,556
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 380)
-1,439 -240 20 1,225 -594 -194 -814 574 1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 56.4 0.4 36.9 8.8 72.7 65.5 27.3 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 14 3 13 7 29 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 200,884
COMMITMENTS
130,250 40,648 538 61,565 156,237 192,353 197,424 8,532 3,461
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 17,431)
24,394 1,546 -1,013 -7,540 17,508 15,842 18,042 1,589 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.8 20.2 0.3 30.6 77.8 95.8 98.3 4.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
92 27 6 12 29 107 59
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 223,936
COMMITMENTS
87,991 54,175 28,094 68,173 115,024 184,259 197,293 39,677 26,643
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 22,143)
16,483 7,053 4,267 -1,190 8,150 19,560 19,470 2,583 2,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 24.2 12.5 30.4 51.4 82.3 88.1 17.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
50 24 29 31 44 93 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 197,468
COMMITMENTS
56,491 59,528 26,132 76,716 84,664 159,339 170,324 38,129 27,144
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 5,883)
9,032 -9,657 2,073 -8,738 16,562 2,367 8,978 3,516 -3,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 30.1 13.2 38.8 42.9 80.7 86.3 19.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
46 28 30 39 36 96 83
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 591,839
COMMITMENTS
226,695 94,360 50,690 227,416 390,604 504,801 535,654 87,038 56,185
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 21,260)
11,739 5,432 1,631 8,620 10,726 21,990 17,788 -730 3,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 15.9 8.6 38.4 66.0 85.3 90.5 14.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
124 50 66 82 69 218 174
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,548
COMMITMENTS
12,994 4,108 68 9,308 27,604 22,370 31,780 14,178 4,768
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,037)
2,405 -1,541 42 289 2,010 2,736 511 -699 1,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 11.2 0.2 25.5 75.5 61.2 87.0 38.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 5 4 10 10 21 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,300
COMMITMENTS
9,325 23,338 302 20,185 7,608 29,812 31,248 2,488 1,052
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 9,479)
4,690 6,208 69 4,510 3,168 9,269 9,445 210 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 72.3 0.9 62.5 23.6 92.3 96.7 7.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 8 2 5 6 15 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,728
COMMITMENTS
32,749 14,510 315 8,671 27,208 41,735 42,033 4,993 4,695
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,246)
1,671 3,058 -114 1,030 -1,210 2,587 1,734 -341 512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.1 31.1 0.7 18.6 58.2 89.3 90.0 10.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
44 21 3 9 8 54 31
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,206
COMMITMENTS
9,043 1,203 562 0 8,799 9,605 10,564 1,601 642
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -66)
-288 -780 80 0 767 -208 67 142 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.7 10.7 5.0 0.0 78.5 85.7 94.3 14.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 7 1 0 5 8 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 31,417,960
COMMITMENTS
903,298 3933764 15238410 14645225 10861664 30786933 30033838 631,028 1384123
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -662,872)
84,081 194,401 -852,096 99,368 -7,839 -668,647 -665,534 5,775 2,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 12.5 48.5 46.6 34.6 98.0 95.6 2.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
44 149 156 127 136 294 328
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 860,874
COMMITMENTS
111,189 70,868 146,321 492,413 548,951 749,922 766,140 110,952 94,734
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 111,469)
13,798 -7,837 34,181 39,711 65,973 87,691 92,318 23,778 19,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 8.2 17.0 57.2 63.8 87.1 89.0 12.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
176 127 152 245 256 481 475
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 85,461
COMMITMENTS
6,207 8,109 16,573 40,349 23,321 63,130 48,003 22,331 37,458
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 29,185)
1,629 5,125 5,414 19,881 2,430 26,924 12,969 2,261 16,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 9.5 19.4 47.2 27.3 73.9 56.2 26.1 43.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 13 21 26 22 52 45
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 25,248
COMMITMENTS
0 1,624 0 24,274 22,951 24,274 24,575 974 673
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 163)
0 0 0 470 -11 470 -11 -307 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 0.0 96.1 90.9 96.1 97.3 3.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 10 11 10 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 11,502
COMMITMENTS
2,167 0 0 7,353 10,935 9,520 10,935 1,982 567
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 318)
345 0 0 -207 250 138 250 180 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 0.0 0.0 63.9 95.1 82.8 95.1 17.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 0 9 10 13 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,877,065
COMMITMENTS
559,694 348,585 613,950 2260318 2628151 3433961 3590685 443,104 286,380
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 411,419)
85,655 -40,000 119,027 99,150 317,718 303,832 396,746 107,587 14,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 9.0 15.8 58.3 67.8 88.6 92.6 11.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 623)
169 125 147 241 254 468 468
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 30,570
COMMITMENTS
13,791 320 0 14,134 29,653 27,925 29,973 2,645 597
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,346)
-479 320 0 2,973 1,890 2,494 2,210 -148 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 1.0 0.0 46.2 97.0 91.3 98.0 8.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 1 0 8 12 16 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 23,563
COMMITMENTS
0 1,785 0 22,587 21,049 22,587 22,834 976 729
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,370)
0 0 0 2,348 2,420 2,348 2,420 22 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.0 95.9 89.3 95.9 96.9 4.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 11 9 11 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,995
COMMITMENTS
15,206 1,813 1,142 52,366 71,351 68,714 74,306 10,281 4,689
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -896)
-1,183 -1,295 214 757 -214 -212 -1,295 -684 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 2.3 1.4 66.3 90.3 87.0 94.1 13.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 4 1 46 32 60 37
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,224
COMMITMENTS
14,693 11,345 3,931 25,254 28,642 43,877 43,917 7,347 7,307
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,894)
589 -309 945 561 1,042 2,095 1,678 -201 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 22.1 7.7 49.3 55.9 85.7 85.7 14.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
69 60 26 77 87 153 166
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 256,121
COMMITMENTS
73,464 56,724 19,653 126,268 143,210 219,385 219,587 36,736 36,534
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 9,470)
2,944 -1,545 4,724 2,807 5,209 10,475 8,388 -1,005 1,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 22.1 7.7 49.3 55.9 85.7 85.7 14.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
69 60 26 77 87 153 166
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,021
COMMITMENTS
51,947 41,779 17,850 37,066 43,137 106,863 102,767 23,159 27,255
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 6,939)
-2,418 6,813 -1,008 10,793 361 7,367 6,166 -427 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 32.1 13.7 28.5 33.2 82.2 79.0 17.8 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
30 26 24 26 23 64 65
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 492,355
COMMITMENTS
120,274 94,373 18,958 334,239 362,774 473,471 476,105 18,884 16,250
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,570)
-5,874 -7,180 2,879 6,305 5,008 3,310 708 -740 1,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 19.2 3.9 67.9 73.7 96.2 96.7 3.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
68 49 28 108 106 183 176
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 47,312
COMMITMENTS
18,846 4,632 12 22,385 38,611 41,243 43,255 6,069 4,057
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 523)
1,070 -3,171 0 -31 3,029 1,039 -142 -516 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 9.8 0.0 47.3 81.6 87.2 91.4 12.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 3 1 17 13 33 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,794
COMMITMENTS
14,001 11,453 1,101 42,876 30,709 57,978 43,263 8,816 23,531
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -1,602)
-2,846 6,157 -54 1,253 -908 -1,647 5,195 45 -6,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 17.1 1.6 64.2 46.0 86.8 64.8 13.2 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 13 5 27 18 47 34
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 107,099
COMMITMENTS
27,100 2,940 23,671 56,284 80,395 107,055 107,006 44 93
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -772)
898 0 -922 -749 150 -773 -772 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 2.7 22.1 52.6 75.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 1 2 14 16 26 19
Updated March 30, 2018