MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 21,332
COMMITMENTS
2,060 5,000 120 19,152 16,212 21,332 21,332 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,376)
200 1,520 -320 1,496 176 1,376 1,376 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 23.4 0.6 89.8 76.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 9 1 8 8 11 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,540
COMMITMENTS
1,365 890 2,094 8,351 8,924 11,809 11,908 731 632
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 935)
63 -101 205 669 843 936 947 -2 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 7.1 16.7 66.6 71.2 94.2 95.0 5.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 10 14 25 24 39 42
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,539
COMMITMENTS
14,419 3,107 16,946 16,521 19,351 47,885 39,403 4,654 13,136
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 365)
432 293 255 -126 -124 561 424 -196 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 5.9 32.3 31.4 36.8 91.1 75.0 8.9 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 23 27 30 32 62 67
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,770
COMMITMENTS
734 354 3,114 8,272 8,635 12,121 12,104 650 667
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,070)
139 153 228 742 648 1,108 1,029 -38 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.8 24.4 64.8 67.6 94.9 94.8 5.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 8 11 29 23 41 39
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 285,224
COMMITMENTS
66,064 67,688 87,121 112,943 94,143 266,128 248,952 19,096 36,272
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 11,640)
3,083 963 7,721 1,380 3,161 12,184 11,844 -543 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 23.7 30.5 39.6 33.0 93.3 87.3 6.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
93 85 117 75 77 233 221
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 378,082
COMMITMENTS
104,663 71,232 97,815 143,735 164,556 346,213 333,603 31,869 44,479
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -5,392)
-952 -3,708 -1,102 -1,696 1,473 -3,749 -3,336 -1,643 -2,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 18.8 25.9 38.0 43.5 91.6 88.2 8.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
127 102 149 130 137 337 320
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,354
COMMITMENTS
2,608 1,626 538 1,644 3,007 4,790 5,170 1,564 1,184
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -483)
15 32 -217 -316 -201 -518 -386 35 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 25.6 8.5 25.9 47.3 75.4 81.4 24.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 13 11 15 20 43 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,654
COMMITMENTS
13,315 11,598 15,791 18,938 12,906 48,045 40,296 7,609 15,358
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 458)
143 -574 -247 475 281 371 -541 87 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 20.8 28.4 34.0 23.2 86.3 72.4 13.7 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
53 64 64 59 60 155 153
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,965
COMMITMENTS
0 3,367 181 3,669 876 3,849 4,424 1,116 541
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 137)
0 164 -11 93 -16 82 137 55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 67.8 3.6 73.9 17.6 77.5 89.1 22.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 9 4 14 5 18 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 39,103
COMMITMENTS
2,160 13,068 6,228 29,887 16,170 38,275 35,466 827 3,636
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 99)
166 431 -150 193 5 210 287 -111 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 33.4 15.9 76.4 41.4 97.9 90.7 2.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
8 21 15 32 36 52 60
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,128
COMMITMENTS
8,433 2,861 12 9,845 15,538 18,290 18,411 1,838 1,717
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 356)
-652 482 0 974 -225 322 257 34 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 14.2 0.1 48.9 77.2 90.9 91.5 9.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 7 2 3 7 16 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 186,460
COMMITMENTS
22,341 74,128 23,120 111,793 51,525 157,254 148,772 29,206 37,688
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,659)
-13,951 4,408 -1,253 15,096 -4,237 -108 -1,082 -1,551 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 39.8 12.4 60.0 27.6 84.3 79.8 15.7 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
18 50 20 35 29 66 86
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 93,412
COMMITMENTS
9,599 50,615 1,533 75,725 13,136 86,857 65,284 6,555 28,128
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,557)
-3,643 -1,025 -37 1,415 -20 -2,265 -1,082 708 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 54.2 1.6 81.1 14.1 93.0 69.9 7.0 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 22 4 13 14 23 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 146,176
COMMITMENTS
60,956 55,081 3,968 77,491 80,130 142,414 139,178 3,762 6,997
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -5,283)
-877 -19,406 -422 -3,707 15,299 -5,007 -4,530 -276 -753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 37.7 2.7 53.0 54.8 97.4 95.2 2.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
45 66 12 15 23 68 93
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 227,428
COMMITMENTS
38,572 70,343 33,674 130,732 79,364 202,978 183,381 24,451 44,047
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 18,374)
716 7,946 2,898 16,587 3,675 20,201 14,519 -1,828 3,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 30.9 14.8 57.5 34.9 89.2 80.6 10.8 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
33 38 31 31 41 79 95
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 195,765
COMMITMENTS
46,681 87,623 24,110 100,756 43,588 171,547 155,320 24,218 40,444
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 13,713)
4,629 8,825 1,461 9,532 1,472 15,621 11,758 -1,908 1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 44.8 12.3 51.5 22.3 87.6 79.3 12.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
34 48 34 39 35 90 100
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 581,181
COMMITMENTS
183,127 153,238 67,185 254,152 295,947 504,464 516,370 76,717 64,811
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,386)
-2,121 -5,615 2,336 78 6,971 294 3,692 3,092 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 26.4 11.6 43.7 50.9 86.8 88.8 13.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
97 91 75 83 78 211 213
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,281
COMMITMENTS
10,830 4,525 293 8,970 24,891 20,093 29,709 13,188 3,572
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 13)
-626 330 0 -26 76 -652 406 665 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 13.6 0.9 27.0 74.8 60.4 89.3 39.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 7 3 9 10 19 18
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 45,280
COMMITMENTS
5,880 34,436 252 37,801 8,397 43,933 43,085 1,347 2,195
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -4,406)
-2,913 -3,154 65 -1,228 -1,170 -4,076 -4,259 -330 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 76.1 0.6 83.5 18.5 97.0 95.2 3.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 17 4 5 8 18 28
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,676
COMMITMENTS
14,522 40,926 458 35,812 5,470 50,792 46,854 2,884 6,822
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 8,650)
-376 8,466 170 8,195 -93 7,989 8,543 661 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 76.2 0.9 66.7 10.2 94.6 87.3 5.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
16 58 8 16 11 38 71
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 25,573,001
COMMITMENTS
803,118 3501863 10973651 13156268 9762251 24933037 24237765 639,964 1335236
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 371,644)
-36,485 283,410 238,038 162,157 -143,725 363,710 377,722 7,935 -6,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 13.7 42.9 51.4 38.2 97.5 94.8 2.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
53 119 133 116 127 262 296
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,514
COMMITMENTS
1,680 2,089 48 0 0 1,728 2,137 786 377
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -173)
-28 -42 -92 0 0 -120 -134 -53 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.8 83.1 1.9 0.0 0.0 68.7 85.0 31.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 17 3 0 0 16 17
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 5,921
COMMITMENTS
1 1,846 1,849 3,621 1,866 5,471 5,561 450 360
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 31.2 31.2 61.2 31.5 92.4 93.9 7.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 10 8 4 6 12 19
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 749,817
COMMITMENTS
107,886 73,496 120,242 427,238 468,444 655,366 662,183 94,451 87,634
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,505)
-7,745 -1,637 952 1,143 -3,871 -5,651 -4,556 4,146 3,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 9.8 16.0 57.0 62.5 87.4 88.3 12.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645)
176 132 161 248 258 490 486
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 77,375
COMMITMENTS
5,629 2,566 10,004 42,228 33,159 57,861 45,728 19,514 31,647
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 235)
-209 -1,049 -890 915 -1,460 -184 -3,398 418 3,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 3.3 12.9 54.6 42.9 74.8 59.1 25.2 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 10 21 21 23 47 45
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| 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: 26,187
COMMITMENTS
11,803 0 0 12,159 25,494 23,962 25,494 2,225 693
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 4,462)
4,793 0 0 -157 4,292 4,636 4,292 -174 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 0.0 0.0 46.4 97.4 91.5 97.4 8.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 0 0 13 10 19 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,362,209
COMMITMENTS
517,674 361,043 544,804 1925050 2176427 2987528 3082273 374,681 279,936
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -8,697)
-41,464 -6,726 12,988 1,140 -12,052 -27,336 -5,789 18,639 -2,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 10.7 16.2 57.3 64.7 88.9 91.7 11.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 631)
171 128 154 243 255 475 476
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| 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: 27,441
COMMITMENTS
2,354 0 0 23,292 26,571 25,646 26,571 1,795 870
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,414)
47 0 0 -869 -1,320 -822 -1,320 -592 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 0.0 84.9 96.8 93.5 96.8 6.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 0 11 10 16 10
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| 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: 12,546
COMMITMENTS
2,500 1,512 107 8,334 10,439 10,941 12,058 1,605 488
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 852)
-422 95 107 1,543 881 1,228 1,083 -376 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 12.1 0.9 66.4 83.2 87.2 96.1 12.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 1 8 12 12 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| 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: 27,970
COMMITMENTS
174 1,351 91 26,412 24,140 26,677 25,582 1,293 2,388
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,569)
174 0 91 2,080 1,115 2,345 1,206 224 1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.8 0.3 94.4 86.3 95.4 91.5 4.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 13 10 14 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 83,894
COMMITMENTS
21,405 2,318 1,167 48,493 77,011 71,065 80,496 12,829 3,398
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,817)
757 -1,253 174 -3,843 -1,353 -2,912 -2,432 95 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 2.8 1.4 57.8 91.8 84.7 95.9 15.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
17 5 6 43 33 61 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,783
COMMITMENTS
18,293 14,933 2,337 23,335 26,712 43,965 43,983 7,818 7,800
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,392)
2,525 1,900 -28 -1,001 -95 1,496 1,777 -104 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 28.8 4.5 45.1 51.6 84.9 84.9 15.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
67 65 35 74 96 158 179
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 258,914
COMMITMENTS
91,463 74,664 11,686 116,674 133,562 219,823 219,913 39,091 39,002
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 6,959)
12,624 9,501 -139 -5,003 -475 7,481 8,887 -522 -1,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 28.8 4.5 45.1 51.6 84.9 84.9 15.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
67 65 35 74 96 158 179
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 163,872
COMMITMENTS
33,135 70,977 18,375 91,586 31,765 143,096 121,117 20,777 42,755
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,382)
561 -1,681 1,593 1,477 2,137 3,631 2,049 -249 1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 43.3 11.2 55.9 19.4 87.3 73.9 12.7 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 35 22 25 25 57 74
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 564,786
COMMITMENTS
158,076 107,548 16,556 364,406 422,404 539,037 546,507 25,749 18,279
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 7,758)
-5,011 6,233 -587 14,079 1,670 8,481 7,317 -723 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 19.0 2.9 64.5 74.8 95.4 96.8 4.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
76 54 27 126 111 211 183
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,852
COMMITMENTS
5,846 13,922 213 19,828 14,208 25,887 28,343 5,965 3,509
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,185)
-140 2,083 -1 2,213 592 2,072 2,674 113 -489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 43.7 0.7 62.3 44.6 81.3 89.0 18.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 11 3 16 11 30 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,109
COMMITMENTS
20,183 3,516 1,328 24,005 23,531 45,516 28,375 8,593 25,734
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 956)
2,412 -170 348 -2,072 1,714 688 1,892 268 -936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 6.5 2.5 44.4 43.5 84.1 52.4 15.9 47.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
22 9 5 20 27 43 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| 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: 112,537
COMMITMENTS
12,837 2,740 250 99,418 109,454 112,505 112,444 32 93
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -427)
-80 0 0 -347 -427 -427 -427 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 2.4 0.2 88.3 97.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 1 1 16 18 25 20
Updated July 6, 2018