BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,501
COMMITMENTS
821 1,463 1,763 6,835 6,248 9,420 9,474 1,081 1,027
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -10)
-5 -54 43 -80 4 -42 -7 32 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 13.9 16.8 65.1 59.5 89.7 90.2 10.3 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 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,001
COMMITMENTS
12,823 4,988 15,151 14,772 16,262 42,746 36,400 4,255 10,600
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 856)
176 -179 401 284 586 861 809 -6 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 10.6 32.2 31.4 34.6 90.9 77.4 9.1 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 23 28 34 30 72 66
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,880
COMMITMENTS
894 715 3,063 9,060 8,929 13,017 12,708 863 1,172
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 234)
-55 99 -12 288 117 221 205 13 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 5.2 22.1 65.3 64.3 93.8 91.6 6.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 10 10 27 22 39 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 312,855
COMMITMENTS
66,508 59,274 110,172 111,426 103,906 288,107 273,352 24,748 39,503
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,642)
-523 1,596 2,611 1,288 -1,340 3,376 2,868 -734 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 18.9 35.2 35.6 33.2 92.1 87.4 7.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
116 105 140 96 96 278 289
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 440,204
COMMITMENTS
116,544 62,719 123,540 161,138 196,374 401,223 382,633 38,981 57,570
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 9,046)
1,597 13,596 5,085 401 -8,128 7,083 10,553 1,963 -1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 14.2 28.1 36.6 44.6 91.1 86.9 8.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
135 102 152 154 159 365 357
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,360
COMMITMENTS
3,864 1,238 886 936 3,784 5,687 5,908 1,673 1,453
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 149)
144 63 -31 -32 1 81 33 68 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 16.8 12.0 12.7 51.4 77.3 80.3 22.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
31 12 11 16 22 54 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 68,089
COMMITMENTS
17,788 15,826 20,848 17,596 13,444 56,232 50,118 11,857 17,971
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -3,326)
299 1,003 -2,635 -706 -605 -3,042 -2,238 -283 -1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 23.2 30.6 25.8 19.7 82.6 73.6 17.4 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
56 72 79 73 73 181 188
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,256
COMMITMENTS
267 2,979 255 2,623 681 3,145 3,915 1,110 341
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -38)
-10 11 -11 -13 -33 -35 -34 -3 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 70.0 6.0 61.6 16.0 73.9 92.0 26.1 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 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 41,360
COMMITMENTS
2,181 12,325 7,003 31,124 17,585 40,309 36,914 1,051 4,446
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 128)
77 231 -167 241 -13 151 50 -22 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 29.8 16.9 75.3 42.5 97.5 89.3 2.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 19 14 30 37 54 60
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,550
COMMITMENTS
18,882 216 48 7,643 27,589 26,573 27,853 1,977 697
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -624)
-72 -562 0 -276 -2 -348 -564 -276 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.1 0.8 0.2 26.8 96.6 93.1 97.6 6.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
17 2 1 4 5 21 8
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 151,412
COMMITMENTS
30,038 60,735 17,967 72,891 40,855 120,895 119,557 30,517 31,855
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 478)
-2,471 2,063 -610 688 650 -2,393 2,103 2,871 -1,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 40.1 11.9 48.1 27.0 79.8 79.0 20.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
25 38 24 30 26 70 74
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,357
COMMITMENTS
17,908 27,819 161 19,921 5,175 37,990 33,155 11,367 16,202
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 4,238)
1,916 2,382 -4 3,264 1,214 5,176 3,592 -938 646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 56.4 0.3 40.4 10.5 77.0 67.2 23.0 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 16 2 13 9 27 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 211,120
COMMITMENTS
137,023 37,998 452 64,901 169,706 202,376 208,156 8,744 2,964
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 10,235)
6,773 -2,651 -86 3,337 13,469 10,023 10,732 212 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.9 18.0 0.2 30.7 80.4 95.9 98.6 4.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
100 30 4 13 28 114 61
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 213,596
COMMITMENTS
85,869 44,492 24,758 64,157 119,446 174,785 188,696 38,811 24,900
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -10,340)
-2,122 -9,683 -3,336 -4,016 4,422 -9,474 -8,597 -866 -1,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 20.8 11.6 30.0 55.9 81.8 88.3 18.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
48 25 28 32 45 92 86
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 184,509
COMMITMENTS
47,738 42,376 25,839 75,142 88,399 148,718 156,614 35,790 27,895
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -12,959)
-8,754 -17,152 -293 -1,574 3,735 -10,621 -13,710 -2,338 751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 23.0 14.0 40.7 47.9 80.6 84.9 19.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
39 29 31 37 36 90 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 572,873
COMMITMENTS
217,796 89,537 50,943 222,772 377,579 491,512 518,059 81,361 54,814
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -18,966)
-8,899 -4,823 254 -4,644 -13,025 -13,290 -17,595 -5,676 -1,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 15.6 8.9 38.9 65.9 85.8 90.4 14.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
111 66 69 82 67 212 185
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,675
COMMITMENTS
13,041 3,917 26 9,175 27,646 22,242 31,589 14,433 5,086
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 127)
47 -191 -42 -133 42 -128 -191 255 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 10.7 0.1 25.0 75.4 60.6 86.1 39.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 5 3 10 10 21 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,426
COMMITMENTS
4,372 27,160 0 23,702 2,022 28,074 29,182 2,352 1,244
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -1,874)
-4,953 3,822 -302 3,517 -5,586 -1,738 -2,066 -136 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 89.3 0.0 77.9 6.6 92.3 95.9 7.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 8 0 6 4 14 12
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,079
COMMITMENTS
32,948 14,571 359 8,792 27,497 42,099 42,427 4,980 4,652
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 351)
199 61 44 121 289 364 394 -13 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.0 31.0 0.8 18.7 58.4 89.4 90.1 10.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
45 25 3 10 8 56 35
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,396
COMMITMENTS
9,003 1,092 562 200 9,028 9,765 10,682 1,631 714
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 190)
-40 -111 0 200 229 160 118 30 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.0 9.6 4.9 1.8 79.2 85.7 93.7 14.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 6 1 1 5 11 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 31,835,396
COMMITMENTS
884,303 3907544 15501826 14778366 11035004 31164495 30444374 670,901 1391021
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 417,435)
-18,995 -26,219 263,416 133,141 173,340 377,562 410,537 39,873 6,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 12.3 48.7 46.4 34.7 97.9 95.6 2.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
46 141 153 129 141 293 327
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 863,756
COMMITMENTS
110,037 71,534 132,555 496,618 553,895 739,210 757,984 124,547 105,773
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,882)
-1,152 666 -13,766 4,205 4,943 -10,713 -8,156 13,595 11,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 8.3 15.3 57.5 64.1 85.6 87.8 14.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629)
168 135 152 245 254 480 474
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 90,236
COMMITMENTS
9,243 8,612 12,226 45,561 19,168 67,031 40,007 23,205 50,229
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 4,775)
3,035 504 -4,347 5,212 -4,153 3,901 -7,996 875 12,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 9.5 13.5 50.5 21.2 74.3 44.3 25.7 55.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
13 17 21 28 24 54 49
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 25,262
COMMITMENTS
0 1,624 0 24,362 23,239 24,362 24,863 900 399
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 14)
0 0 0 88 288 88 288 -74 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 0.0 96.4 92.0 96.4 98.4 3.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 10 12 10 14
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 13,087
COMMITMENTS
2,117 0 1 9,018 12,445 11,136 12,446 1,951 641
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,585)
-50 0 1 1,665 1,510 1,616 1,511 -31 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 0.0 0.0 68.9 95.1 85.1 95.1 14.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 1 9 9 13 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,867,602
COMMITMENTS
548,674 359,314 556,938 2255283 2673633 3360895 3589885 506,707 277,717
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -9,463)
-11,019 10,729 -57,012 -5,035 45,482 -73,066 -800 63,603 -8,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 9.3 14.4 58.3 69.1 86.9 92.8 13.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617)
162 131 144 241 251 468 461
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 35,425
COMMITMENTS
13,767 320 0 19,268 34,740 33,035 35,060 2,390 365
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 4,855)
-24 0 0 5,134 5,087 5,110 5,087 -255 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 0.9 0.0 54.4 98.1 93.3 99.0 6.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 1 0 8 14 16 15
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 25,589
COMMITMENTS
0 1,785 0 24,474 23,087 24,474 24,872 1,115 717
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,026)
0 0 0 1,887 2,038 1,887 2,038 139 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.0 95.6 90.2 95.6 97.2 4.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 10 10 10 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,804
COMMITMENTS
12,930 2,412 909 54,269 70,957 68,108 74,278 10,696 4,526
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -191)
-2,276 599 -233 1,903 -394 -606 -28 415 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 3.1 1.2 68.9 90.0 86.4 94.3 13.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 6 4 44 33 56 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,264
COMMITMENTS
15,086 18,380 3,812 28,973 26,447 47,872 48,638 7,392 6,625
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 4,039)
393 7,035 -119 3,720 -2,195 3,995 4,721 45 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 33.3 6.9 52.4 47.9 86.6 88.0 13.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
72 67 25 74 90 157 171
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 276,318
COMMITMENTS
75,430 91,898 19,061 144,867 132,233 239,358 243,191 36,960 33,127
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 20,197)
1,966 35,174 -593 18,600 -10,977 19,973 23,604 224 -3,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 33.3 6.9 52.4 47.9 86.6 88.0 13.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
72 67 25 74 90 157 171
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 134,340
COMMITMENTS
46,310 43,645 18,632 44,911 43,372 109,854 105,649 24,487 28,691
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 4,319)
-5,637 1,866 782 7,845 234 2,991 2,882 1,328 1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 32.5 13.9 33.4 32.3 81.8 78.6 18.2 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
29 26 23 22 23 58 65
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 491,386
COMMITMENTS
107,581 88,277 19,661 346,763 367,484 474,005 475,423 17,381 15,963
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -969)
-12,693 -6,096 703 12,524 4,710 534 -682 -1,503 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 18.0 4.0 70.6 74.8 96.5 96.8 3.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
70 41 28 113 101 190 163
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,359
COMMITMENTS
15,415 4,487 896 21,544 36,119 37,855 41,502 6,504 2,857
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -2,953)
-3,431 -145 884 -841 -2,492 -3,388 -1,753 435 -1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 10.1 2.0 48.6 81.4 85.3 93.6 14.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 4 3 17 11 32 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,511
COMMITMENTS
15,479 11,583 941 39,413 34,066 55,833 46,590 8,678 17,921
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -2,283)
1,478 130 -160 -3,463 3,357 -2,145 3,327 -138 -5,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 18.0 1.5 61.1 52.8 86.5 72.2 13.5 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
22 12 3 23 17 46 31
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 107,179
COMMITMENTS
27,066 2,940 23,711 56,356 80,435 107,133 107,086 46 93
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 80)
-34 0 40 72 40 78 80 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 2.7 22.1 52.6 75.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 1 2 14 16 26 19
Updated April 6, 2018