BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,362
COMMITMENTS
967 709 1,523 6,016 6,460 8,507 8,692 855 671
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,417)
-11 -274 -361 -971 -730 -1,343 -1,365 -74 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 7.6 16.3 64.3 69.0 90.9 92.8 9.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 9 12 24 23 36 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,086
COMMITMENTS
12,530 3,519 11,815 13,040 16,457 37,385 31,791 4,701 10,295
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -5,462)
-946 -1,999 -1,967 -1,566 -1,863 -4,480 -5,830 -982 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 8.4 28.1 31.0 39.1 88.8 75.5 11.2 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 18 24 28 29 65 57
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,782
COMMITMENTS
686 423 2,659 6,921 7,153 10,266 10,234 516 548
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,474)
-144 -74 -352 -886 -937 -1,381 -1,363 -93 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.9 24.7 64.2 66.3 95.2 94.9 4.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 11 12 29 22 43 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 287,858
COMMITMENTS
59,119 68,990 96,148 109,280 86,187 264,547 251,325 23,312 36,533
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -731)
1,047 -234 42 -1,611 -1,013 -522 -1,205 -209 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 24.0 33.4 38.0 29.9 91.9 87.3 8.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
85 112 132 84 84 252 260
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 384,468
COMMITMENTS
106,561 85,338 92,278 148,561 160,759 347,400 338,375 37,068 46,092
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -40,317)
-2,825 -2,634 -21,361 -11,636 -12,266 -35,822 -36,261 -4,495 -4,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 22.2 24.0 38.6 41.8 90.4 88.0 9.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
142 103 156 142 144 359 346
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,429
COMMITMENTS
3,336 1,360 846 1,373 3,568 5,555 5,773 1,874 1,655
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 116)
33 6 -45 230 48 218 8 -102 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 18.3 11.4 18.5 48.0 74.8 77.7 25.2 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
28 12 12 16 21 53 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,052
COMMITMENTS
13,063 12,851 13,333 16,724 11,418 43,119 37,601 7,932 13,451
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,658)
768 -1,069 -370 -985 -359 -587 -1,798 -1,071 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 25.2 26.1 32.8 22.4 84.5 73.7 15.5 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
54 58 61 64 57 152 151
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,996
COMMITMENTS
0 2,636 154 2,784 759 2,938 3,550 1,058 446
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -435)
0 -269 -34 -437 -103 -470 -406 35 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 66.0 3.9 69.7 19.0 73.5 88.8 26.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 7 4 13 6 17 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,535
COMMITMENTS
1,599 10,522 4,534 24,196 13,443 30,329 28,499 1,205 3,036
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -3,375)
-19 -329 -857 -2,411 -2,238 -3,287 -3,425 -88 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 33.4 14.4 76.7 42.6 96.2 90.4 3.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 15 12 25 35 42 54
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,480
COMMITMENTS
12,444 798 225 11,785 23,784 24,454 24,807 3,026 2,673
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 958)
26 17 212 486 681 724 910 234 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 2.9 0.8 42.9 86.6 89.0 90.3 11.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 4 3 6 8 16 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 183,873
COMMITMENTS
31,963 48,978 21,479 101,007 79,850 154,449 150,308 29,424 33,565
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 12,242)
367 4,312 1,116 11,335 6,060 12,818 11,488 -576 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 26.6 11.7 54.9 43.4 84.0 81.7 16.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
24 31 23 33 29 69 71
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 103,214
COMMITMENTS
16,261 55,862 1,213 79,057 16,177 96,531 73,253 6,683 29,962
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -6,145)
-3,429 -7,564 -73 1,759 371 -1,744 -7,267 -4,401 1,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 54.1 1.2 76.6 15.7 93.5 71.0 6.5 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 28 4 15 16 25 46
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 203,383
COMMITMENTS
69,986 81,027 8,115 120,859 106,868 198,961 196,010 4,423 7,373
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 20,581)
-3,246 26,242 3,200 20,513 -10,169 20,467 19,272 114 1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 39.8 4.0 59.4 52.5 97.8 96.4 2.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
37 74 11 19 21 65 97
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 292,697
COMMITMENTS
72,728 65,254 43,824 147,221 145,210 263,772 254,287 28,925 38,410
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 33,114)
7,125 9,010 1,306 29,159 20,779 37,591 31,095 -4,477 2,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 22.3 15.0 50.3 49.6 90.1 86.9 9.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
34 37 30 31 42 81 95
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 182,172
COMMITMENTS
44,710 53,759 32,006 77,199 62,297 153,914 148,062 28,257 34,110
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -27,820)
-11,873 -19,352 347 -14,611 -4,498 -26,137 -23,502 -1,683 -4,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 29.5 17.6 42.4 34.2 84.5 81.3 15.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
38 35 32 38 36 88 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 700,377
COMMITMENTS
220,497 148,787 93,591 307,839 386,450 621,928 628,828 78,449 71,549
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 13,233)
8,664 11,613 51 17,153 767 25,868 12,431 -12,636 802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 21.2 13.4 44.0 55.2 88.8 89.8 11.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
102 85 74 83 73 217 202
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,028
COMMITMENTS
14,011 4,341 338 9,104 27,668 23,453 32,347 13,575 4,681
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 370)
316 -13 54 105 88 475 129 -105 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 11.7 0.9 24.6 74.7 63.3 87.4 36.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 6 4 9 9 21 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 42,457
COMMITMENTS
7,064 37,326 115 33,378 3,158 40,557 40,599 1,900 1,858
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -10,722)
-6,281 -1,343 -225 -4,315 -8,618 -10,821 -10,186 99 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 87.9 0.3 78.6 7.4 95.5 95.6 4.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 19 3 5 8 19 29
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 62,065
COMMITMENTS
33,307 28,924 1,139 25,033 25,708 59,479 55,771 2,586 6,294
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -458)
2,362 -620 650 -3,399 -238 -387 -208 -71 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 46.6 1.8 40.3 41.4 95.8 89.9 4.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 41 7 14 11 39 56
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,143
COMMITMENTS
9,729 2,688 678 578 7,300 10,985 10,666 1,158 1,477
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 62)
261 -461 336 -642 -11 -45 -136 107 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.1 22.1 5.6 4.8 60.1 90.5 87.8 9.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 6 4 3 4 15 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 29,674,813
COMMITMENTS
821,519 3376275 13873135 14297496 10990123 28992150 28239533 682,663 1435281
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 1,111,302)
49,582 260,161 650,174 426,915 190,433 1126671 1100768 -15,370 10,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 11.4 46.8 48.2 37.0 97.7 95.2 2.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
65 112 140 123 134 274 309
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,556
COMMITMENTS
1,713 2,179 27 0 0 1,740 2,206 816 350
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -158)
17 -74 -31 0 0 -14 -105 -144 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 85.3 1.1 0.0 0.0 68.1 86.3 31.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 15 2 0 0 13 16
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 922,300
COMMITMENTS
102,777 63,474 128,204 533,935 584,652 764,916 776,330 157,384 145,970
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 3,870)
5,267 -6,430 -1,964 232 6,669 3,535 -1,725 335 5,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 6.9 13.9 57.9 63.4 82.9 84.2 17.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
161 123 158 258 246 490 458
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 139,394
COMMITMENTS
13,832 4,517 11,226 91,347 34,434 116,406 50,177 22,988 89,217
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -89)
670 -4,922 57 570 580 1,297 -4,284 -1,386 4,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 3.2 8.1 65.5 24.7 83.5 36.0 16.5 64.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 14 20 32 25 57 48
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| 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: 25,476
COMMITMENTS
0 2,545 0 24,666 22,118 24,666 24,663 810 813
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 625)
0 10 0 1,591 422 1,591 432 -966 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.0 0.0 96.8 86.8 96.8 96.8 3.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 11 12 11 15
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| 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: 24,813
COMMITMENTS
7,901 0 1 14,513 24,220 22,415 24,221 2,398 592
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -4,000)
-3,812 0 1 -293 -2,594 -4,104 -2,593 104 -1,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 0.0 0.0 58.5 97.6 90.3 97.6 9.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 1 10 11 15 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,914,528
COMMITMENTS
498,264 348,327 531,347 2212941 2751093 3242552 3630766 671,976 283,762
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 19,794)
3,873 -26,657 9,008 -1,692 30,444 11,188 12,795 8,606 6,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 8.9 13.6 56.5 70.3 82.8 92.8 17.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597)
157 118 151 251 243 474 447
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| 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: 33,548
COMMITMENTS
3,102 0 408 28,174 32,405 31,684 32,813 1,864 735
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 1,334)
1 0 -51 1,698 1,473 1,648 1,422 -314 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 1.2 84.0 96.6 94.4 97.8 5.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 0 1 13 13 20 14
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 10,032
COMMITMENTS
2,614 1,417 0 4,676 7,915 7,290 9,332 2,742 700
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -466)
29 -113 0 -1,462 -212 -1,433 -325 967 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 14.1 0.0 46.6 78.9 72.7 93.0 27.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 7 14 10 15
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| 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: 28,917
COMMITMENTS
0 1,351 0 27,761 26,841 27,761 28,192 1,156 725
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 1,898)
0 0 0 1,743 1,904 1,743 1,904 155 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.0 96.0 92.8 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 9 17 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,105
COMMITMENTS
18,576 3,871 327 53,829 76,083 72,732 80,281 11,373 3,824
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 2,207)
1,118 66 -103 1,218 2,542 2,233 2,505 -26 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 4.6 0.4 64.0 90.5 86.5 95.5 13.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
15 7 5 46 38 63 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,745
COMMITMENTS
14,254 12,082 3,053 31,218 32,797 48,524 47,932 7,221 7,813
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 2,277)
581 -302 499 800 1,712 1,880 1,908 397 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 21.7 5.5 56.0 58.8 87.0 86.0 13.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
70 70 39 91 94 182 182
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 278,723
COMMITMENTS
71,268 60,409 15,264 156,089 163,985 242,621 239,658 36,103 39,066
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 11,383)
2,906 -1,511 2,493 4,000 8,560 9,399 9,542 1,984 1,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 21.7 5.5 56.0 58.8 87.0 86.0 13.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
70 70 39 91 94 182 182
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 167,852
COMMITMENTS
51,553 71,310 17,248 78,817 42,331 147,618 130,889 20,234 36,962
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -12,969)
-7,204 -9,272 -243 -2,399 -25 -9,847 -9,541 -3,122 -3,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 42.5 10.3 47.0 25.2 87.9 78.0 12.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
30 33 24 22 22 59 72
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 570,551
COMMITMENTS
164,987 95,619 15,945 365,353 441,756 546,285 553,320 24,267 17,231
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 15,830)
-953 2,429 2,196 16,260 10,790 17,503 15,416 -1,673 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 16.8 2.8 64.0 77.4 95.7 97.0 4.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
74 56 30 120 113 209 184
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 49,016
COMMITMENTS
18,008 6,022 3,444 20,284 35,617 41,736 45,083 7,280 3,933
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 4,922)
2,031 433 3,155 -362 335 4,824 3,923 98 999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 12.3 7.0 41.4 72.7 85.1 92.0 14.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 5 11 15 9 38 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 78,322
COMMITMENTS
10,740 22,659 4,674 40,845 28,246 56,259 55,579 22,063 22,743
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 16,012)
-4,167 755 3,306 3,918 895 3,057 4,956 12,955 11,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 28.9 6.0 52.2 36.1 71.8 71.0 28.2 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 17 9 28 24 48 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| 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: 110,630
COMMITMENTS
33,985 2,940 23,306 53,283 84,191 110,574 110,437 56 193
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -375)
95 0 75 -550 -550 -380 -475 5 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 2.7 21.1 48.2 76.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 1 2 14 17 24 20
Updated June 8, 2018