BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,976
COMMITMENTS
820 1,156 1,713 6,360 6,258 8,892 9,128 1,084 848
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 652)
121 -95 225 353 501 699 631 -46 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 11.6 17.2 63.7 62.7 89.1 91.5 10.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 9 11 23 22 34 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,878
COMMITMENTS
12,365 5,165 13,142 13,316 16,525 38,823 34,831 5,055 9,047
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,048)
-82 148 402 406 668 727 1,218 322 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 11.8 30.0 30.3 37.7 88.5 79.4 11.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 21 26 36 33 73 64
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,788
COMMITMENTS
882 419 2,883 8,293 8,573 12,058 11,875 729 912
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,166)
-104 -28 689 650 703 1,235 1,364 -68 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.3 22.5 64.9 67.0 94.3 92.9 5.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 8 11 26 23 38 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 292,632
COMMITMENTS
68,353 55,141 96,076 107,209 104,196 271,639 255,413 20,994 37,219
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 6,234)
6,436 -2,619 3,673 -2,081 6,769 8,027 7,822 -1,793 -1,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 18.8 32.8 36.6 35.6 92.8 87.3 7.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
92 114 147 86 87 269 278
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 411,895
COMMITMENTS
119,002 80,613 105,161 148,959 176,113 373,122 361,887 38,773 50,008
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 6,202)
5,842 3,882 5,937 -6,243 -2,706 5,537 7,113 665 -912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 19.6 25.5 36.2 42.8 90.6 87.9 9.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
136 105 153 150 164 365 359
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,844
COMMITMENTS
4,129 1,244 925 1,075 4,080 6,129 6,249 1,715 1,595
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -48)
301 105 -103 -150 -97 48 -94 -97 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 15.9 11.8 13.7 52.0 78.1 79.7 21.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
35 12 10 14 24 54 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,397
COMMITMENTS
16,092 15,521 15,948 18,013 14,272 50,053 45,740 10,343 14,656
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -1,371)
1,095 790 -2,469 256 136 -1,119 -1,543 -253 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 25.7 26.4 29.8 23.6 82.9 75.7 17.1 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
62 61 69 71 74 168 180
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| 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
294 2,828 204 2,596 712 3,094 3,744 1,021 371
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -16)
-17 -4 1 37 0 21 -2 -38 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 68.7 5.0 63.1 17.3 75.2 91.0 24.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 8 5 12 5 19 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,302
COMMITMENTS
1,959 10,848 6,451 27,875 16,203 36,285 33,502 1,017 3,800
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 32)
74 298 -31 6 66 49 333 -16 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 29.1 17.3 74.7 43.4 97.3 89.8 2.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
12 16 12 28 36 48 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,058
COMMITMENTS
14,486 688 0 13,032 26,837 27,518 27,525 1,540 1,533
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -562)
-675 -411 0 17 -315 -658 -726 96 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 2.4 0.0 44.8 92.4 94.7 94.7 5.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 4 0 6 6 16 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,898
COMMITMENTS
24,236 46,917 17,267 69,877 50,687 111,380 114,871 32,519 29,028
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -9,452)
-2,990 -10,083 -2,789 -2,450 1,328 -8,230 -11,545 -1,223 2,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 32.6 12.0 48.6 35.2 77.4 79.8 22.6 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 26 22 29 28 60 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 72,312
COMMITMENTS
29,376 39,833 415 35,815 8,356 65,606 48,604 6,707 23,708
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 12,323)
4,409 4,218 159 9,895 2,831 14,463 7,207 -2,139 5,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 55.1 0.6 49.5 11.6 90.7 67.2 9.3 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 20 2 14 11 24 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 233,064
COMMITMENTS
140,786 51,924 626 83,515 176,969 224,926 229,518 8,138 3,545
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 2,568)
-15,717 -1,977 -1 18,342 4,462 2,624 2,484 -56 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.4 22.3 0.3 35.8 75.9 96.5 98.5 3.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
85 30 5 14 25 101 58
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 225,017
COMMITMENTS
92,246 50,806 27,685 67,019 120,727 186,950 199,217 38,068 25,800
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -20,353)
-17,961 -10,186 -2,859 3,317 -7,179 -17,503 -20,224 -2,850 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 22.6 12.3 29.8 53.7 83.1 88.5 16.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
47 30 27 31 41 90 86
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 194,672
COMMITMENTS
59,051 55,565 26,183 79,900 82,708 165,134 164,455 29,538 30,217
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 17,941)
9,726 9,260 7,582 7,477 -2,733 24,785 14,110 -6,844 3,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 28.5 13.4 41.0 42.5 84.8 84.5 15.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
44 32 30 38 36 96 84
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 562,555
COMMITMENTS
211,097 86,644 49,192 219,268 369,347 479,557 505,183 82,998 57,373
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -4,051)
-22,289 -1,924 9,892 9,116 -13,976 -3,281 -6,007 -770 1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 15.4 8.7 39.0 65.7 85.2 89.8 14.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
107 65 72 77 65 208 179
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,323
COMMITMENTS
12,462 4,174 479 9,030 27,106 21,971 31,759 14,352 4,564
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -2,040)
-2,854 356 -26 675 -834 -2,205 -504 165 -1,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 11.5 1.3 24.9 74.6 60.5 87.4 39.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 6 4 9 9 20 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 36,163
COMMITMENTS
10,095 31,566 3 24,549 2,683 34,647 34,252 1,516 1,911
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 3,529)
4,576 3,734 3 -794 -86 3,785 3,651 -256 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 87.3 0.0 67.9 7.4 95.8 94.7 4.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 14 1 7 8 20 23
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 55,385
COMMITMENTS
39,933 15,499 346 10,134 35,435 50,413 51,280 4,972 4,105
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -6,052)
-7,322 -4,153 246 1,310 -2,260 -5,766 -6,167 -286 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.1 28.0 0.6 18.3 64.0 91.0 92.6 9.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
40 31 4 10 8 52 41
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,763
COMMITMENTS
8,056 1,393 585 700 7,961 9,341 9,939 1,422 824
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 14)
-480 391 -55 500 -431 -35 -95 49 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.8 12.9 5.4 6.5 74.0 86.8 92.3 13.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 1 1 4 12 9
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 31,878,076
COMMITMENTS
944,268 3827771 15182610 15055755 11336187 31182633 30346568 695,443 1531508
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 942,774)
-27,116 -223,315 644,801 319,171 423,309 936,856 844,795 5,919 97,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 12.0 47.6 47.2 35.6 97.8 95.2 2.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
60 125 147 126 139 285 322
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,380
COMMITMENTS
1,497 2,018 54 0 0 1,551 2,072 829 308
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 351)
192 373 12 0 0 204 385 147 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.9 84.8 2.3 0.0 0.0 65.2 87.1 34.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 13 3 0 0 13 13
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 856,199
COMMITMENTS
111,496 69,304 128,446 485,583 546,369 725,524 744,119 130,675 112,080
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -4,401)
6,170 5,013 -3,172 -12,576 -2,664 -9,578 -823 5,177 -3,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 8.1 15.0 56.7 63.8 84.7 86.9 15.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632)
176 128 153 247 252 485 471
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 105,141
COMMITMENTS
10,105 6,238 13,449 57,970 26,570 81,524 46,257 23,617 58,884
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 923)
1,956 200 -279 -1,441 2,057 236 1,978 687 -1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.9 12.8 55.1 25.3 77.5 44.0 22.5 56.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
18 14 24 28 25 58 52
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| 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: 26,642
COMMITMENTS
0 2,346 0 25,667 23,571 25,667 25,917 975 725
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -32)
0 1 0 -24 -447 -24 -446 -8 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 0.0 96.3 88.5 96.3 97.3 3.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 10 13 10 16
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| 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: 17,224
COMMITMENTS
2,368 538 0 12,750 15,740 15,118 16,278 2,106 946
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,218)
0 538 0 1,612 165 1,612 703 -394 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 3.1 0.0 74.0 91.4 87.8 94.5 12.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 0 11 10 15 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,755,289
COMMITMENTS
548,407 356,783 533,532 2138063 2598996 3220002 3489311 535,287 265,979
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -26,620)
27,998 30,991 -21,391 -55,674 -23,607 -49,067 -14,007 22,447 -12,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 9.5 14.2 56.9 69.2 85.7 92.9 14.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616)
167 124 146 245 247 471 458
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| 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: 32,463
COMMITMENTS
4,433 0 0 25,672 31,713 30,105 31,713 2,358 750
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 300)
446 0 0 -208 374 238 374 62 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 0.0 79.1 97.7 92.7 97.7 7.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 0 0 11 13 18 13
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 12,203
COMMITMENTS
2,255 1,539 0 8,418 10,292 10,673 11,831 1,530 372
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 12.6 0.0 69.0 84.3 87.5 97.0 12.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 8 12 11 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| 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: 28,871
COMMITMENTS
0 1,351 0 28,006 26,770 28,006 28,121 865 750
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -154)
0 -456 0 -254 559 -254 103 100 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.0 97.0 92.7 97.0 97.4 3.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 8 13 9
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 76,952
COMMITMENTS
12,976 3,857 780 53,196 67,270 66,952 71,907 10,000 5,045
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 767)
21 441 484 482 -485 987 440 -220 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 5.0 1.0 69.1 87.4 87.0 93.4 13.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
11 8 5 40 31 53 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,286
COMMITMENTS
11,429 16,359 2,641 30,943 26,561 45,014 45,561 7,272 6,725
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 812)
-1,596 1,796 -618 2,152 23 -62 1,200 874 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 31.3 5.1 59.2 50.8 86.1 87.1 13.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
60 75 23 78 96 150 182
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 261,428
COMMITMENTS
57,147 81,794 13,207 154,715 132,804 225,068 227,804 36,360 33,624
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 4,062)
-7,978 8,978 -3,090 10,758 113 -311 6,000 4,372 -1,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 31.3 5.1 59.2 50.8 86.1 87.1 13.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
60 75 23 78 96 150 182
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 149,431
COMMITMENTS
50,679 49,264 18,042 57,200 47,536 125,921 114,842 23,510 34,589
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 29,042)
19,907 10,195 3,992 7,987 6,454 31,886 20,641 -2,844 8,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 33.0 12.1 38.3 31.8 84.3 76.9 15.7 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 30 24 23 25 59 71
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 508,581
COMMITMENTS
113,582 93,341 17,332 359,243 381,345 490,156 492,017 18,424 16,563
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 10,016)
6,946 2,143 -1,721 3,477 10,461 8,702 10,883 1,314 -867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 18.4 3.4 70.6 75.0 96.4 96.7 3.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
59 54 25 112 106 180 176
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,861
COMMITMENTS
16,094 5,200 579 21,040 35,165 37,713 40,944 6,148 2,917
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -790)
998 -883 69 -1,869 -758 -802 -1,572 12 782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 11.9 1.3 48.0 80.2 86.0 93.3 14.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 5 2 16 10 33 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,329
COMMITMENTS
12,512 13,056 1,116 41,213 34,169 54,841 48,341 9,488 15,988
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -1,392)
-1,636 3,348 -47 539 -4,051 -1,144 -750 -248 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 20.3 1.7 64.1 53.1 85.3 75.1 14.7 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 16 5 26 16 44 33
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 |
--------------------------------------------------------------| 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: 107,244
COMMITMENTS
29,279 2,940 23,710 54,157 80,371 107,146 107,021 98 223
CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -112)
2,312 0 -408 -2,066 166 -162 -242 50 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 2.7 22.1 50.5 74.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 1 2 14 16 25 19
Updated April 27, 2018