MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 20,592
COMMITMENTS
3,520 3,780 320 16,512 16,252 20,352 20,352 240 240
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 60)
120 -100 120 -180 40 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 18.4 1.6 80.2 78.9 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 12 3 8 8 14 22
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,543
COMMITMENTS
431 1,359 250 3,891 3,096 4,572 4,705 971 838
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 412)
78 210 -35 323 160 366 335 46 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 24.5 4.5 70.2 55.9 82.5 84.9 17.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 13 8 15 19 25 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,775
COMMITMENTS
13,060 9,728 745 10,655 11,928 24,460 22,401 2,315 4,374
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 62)
-543 439 122 786 -507 365 54 -303 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.8 36.3 2.8 39.8 44.5 91.4 83.7 8.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
19 25 15 21 24 51 53
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,557
COMMITMENTS
912 1,852 542 5,357 4,544 6,811 6,938 746 619
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 64)
-118 14 101 51 -117 34 -2 30 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 24.5 7.2 70.9 60.1 90.1 91.8 9.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 8 9 20 17 32 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 231,633
COMMITMENTS
86,530 41,506 32,263 96,866 119,264 215,659 193,033 15,974 38,600
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 4,607)
-1,213 -1,948 1,820 2,222 3,817 2,829 3,689 1,778 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 17.9 13.9 41.8 51.5 93.1 83.3 6.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
82 82 96 55 87 198 223
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,898
COMMITMENTS
125,209 30,474 41,632 139,636 215,549 306,477 287,655 25,421 44,243
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -2,759)
-6,230 2,557 2,601 1,068 -7,095 -2,561 -1,937 -198 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 9.2 12.5 42.1 64.9 92.3 86.7 7.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
124 73 103 86 147 261 290
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,198
COMMITMENTS
3,703 2,156 137 879 2,972 4,719 5,265 1,479 933
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -24)
135 150 -165 106 130 76 115 -100 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.7 34.8 2.2 14.2 48.0 76.1 84.9 23.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
34 15 8 13 22 53 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 52,650
COMMITMENTS
21,986 13,511 9,557 12,510 13,010 44,053 36,078 8,597 16,572
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -1,507)
-1,537 -78 -520 172 -925 -1,885 -1,523 378 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 25.7 18.2 23.8 24.7 83.7 68.5 16.3 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
50 62 64 51 65 152 161
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,023
COMMITMENTS
214 2,998 42 2,607 673 2,863 3,713 1,160 310
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 83)
0 132 4 75 34 79 170 4 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 74.5 1.0 64.8 16.7 71.2 92.3 28.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 5 2 11 5 15 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,423
COMMITMENTS
1,529 14,657 723 25,568 11,627 27,820 27,007 603 1,416
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 576)
69 243 36 483 272 588 551 -12 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 51.6 2.5 90.0 40.9 97.9 95.0 2.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
11 19 11 19 22 38 44
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 57,016
COMMITMENTS
29,367 5,841 0 25,863 50,127 55,230 55,968 1,786 1,048
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 2,776)
2,449 1,149 -44 239 1,746 2,644 2,851 132 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.5 10.2 0.0 45.4 87.9 96.9 98.2 3.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
17 5 0 5 8 22 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 116,559
COMMITMENTS
42,372 25,026 4,764 35,963 66,442 83,099 96,232 33,460 20,327
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -38,463)
-26,079 2,476 -236 -13,369 -38,461 -39,684 -36,221 1,221 -2,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 21.5 4.1 30.9 57.0 71.3 82.6 28.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
32 20 16 20 22 59 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 81,655
COMMITMENTS
31,959 45,861 150 43,002 13,033 75,111 59,044 6,544 22,611
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 2,783)
2,084 -1,409 -107 505 3,846 2,482 2,330 301 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 56.2 0.2 52.7 16.0 92.0 72.3 8.0 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 20 2 10 11 22 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 184,543
COMMITMENTS
87,576 51,192 1,417 90,358 127,571 179,351 180,180 5,192 4,363
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 2,618)
-14,697 2,813 708 16,309 -1,485 2,320 2,036 298 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.5 27.7 0.8 49.0 69.1 97.2 97.6 2.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
42 52 9 15 18 62 75
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 190,393
COMMITMENTS
76,354 63,678 5,541 75,633 97,500 157,528 166,719 32,865 23,674
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 6,610)
-755 6,957 -1,138 6,611 1,646 4,718 7,465 1,892 -855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 33.4 2.9 39.7 51.2 82.7 87.6 17.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
44 22 16 26 37 77 68
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 232,428
COMMITMENTS
44,269 160,355 3,519 165,875 33,387 213,663 197,261 18,765 35,167
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 9,004)
7,395 9,108 258 -853 3,262 6,800 12,628 2,204 -3,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 69.0 1.5 71.4 14.4 91.9 84.9 8.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
21 42 13 32 32 62 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 497,744
COMMITMENTS
208,913 116,765 17,294 186,931 318,343 413,138 452,402 84,606 45,342
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 12,122)
10,515 4,591 -575 -3,590 8,061 6,350 12,077 5,772 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 23.5 3.5 37.6 64.0 83.0 90.9 17.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
107 50 39 66 57 183 136
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,853
COMMITMENTS
15,340 5,502 867 8,928 28,333 25,135 34,702 12,718 3,151
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 78)
-57 241 12 -127 39 -172 292 250 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 14.5 2.3 23.6 74.9 66.4 91.7 33.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 7 6 10 9 25 18
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 21,306
COMMITMENTS
6,089 8,644 304 12,724 10,966 19,117 19,914 2,189 1,392
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,164)
-931 -1,328 34 1,441 1,925 544 631 620 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 40.6 1.4 59.7 51.5 89.7 93.5 10.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 13 5 8 7 28 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,219
COMMITMENTS
18,140 35,726 324 26,015 6,394 44,479 42,444 2,740 4,775
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -1,166)
-1,316 -349 -131 101 -781 -1,346 -1,261 180 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 75.7 0.7 55.1 13.5 94.2 89.9 5.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
21 36 5 11 6 35 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,599
COMMITMENTS
11,147 2,280 282 0 9,148 11,429 11,710 1,170 889
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -494)
-632 -2,037 8 -20 1,431 -644 -598 150 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.5 18.1 2.2 0.0 72.6 90.7 92.9 9.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 5 1 0 7 9 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,604,380
COMMITMENTS
953,334 3391889 2178084 8982950 5739618 12114368 11309591 490,012 1294789
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 10,920)
-4,556 10,969 -57,186 104,589 52,426 42,847 6,209 -31,927 4,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 26.9 17.3 71.3 45.5 96.1 89.7 3.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
33 114 109 110 126 223 284
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 663,937
COMMITMENTS
111,036 87,855 20,057 454,791 483,242 585,884 591,154 78,053 72,783
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 22,546)
4,736 -282 -257 16,529 21,532 21,008 20,993 1,538 1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 13.2 3.0 68.5 72.8 88.2 89.0 11.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596)
141 123 72 226 236 403 395
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 51,675
COMMITMENTS
4,418 2,176 6 29,259 32,408 33,683 34,590 17,992 17,085
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 7,930)
1,254 544 6 7,675 4,363 8,935 4,913 -1,005 3,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 4.2 0.0 56.6 62.7 65.2 66.9 34.8 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 3 1 16 16 29 19
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,061,310
COMMITMENTS
540,420 435,723 92,927 2127658 2254168 2761005 2782818 300,305 278,492
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 73,078)
20,789 -748 -4,694 44,269 85,843 60,364 80,401 12,714 -7,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 14.2 3.0 69.5 73.6 90.2 90.9 9.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
138 123 67 223 232 393 390
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 35,482
COMMITMENTS
15,066 0 0 17,040 33,643 32,106 33,643 3,376 1,839
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,134)
-6 0 0 1,260 -121 1,254 -121 -120 1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 0.0 0.0 48.0 94.8 90.5 94.8 9.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 0 0 9 10 19 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,693
COMMITMENTS
25,371 3,312 431 52,549 85,095 78,351 88,838 13,342 2,855
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -972)
-1,910 361 69 907 -1,004 -934 -574 -38 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 3.6 0.5 57.3 92.8 85.4 96.9 14.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
18 5 6 43 37 61 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,539
COMMITMENTS
18,126 17,551 1,544 30,434 32,376 50,104 51,471 7,435 6,068
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 2,362)
452 686 264 1,067 1,522 1,783 2,471 579 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 30.5 2.7 52.9 56.3 87.1 89.5 12.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
75 77 20 66 79 148 169
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 287,695
COMMITMENTS
90,628 87,757 7,719 152,171 161,880 250,518 257,356 37,177 30,339
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 11,812)
2,258 3,428 1,320 5,337 7,608 8,915 12,356 2,897 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 30.5 2.7 52.9 56.3 87.1 89.5 12.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
75 77 20 66 79 148 169
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 110,525
COMMITMENTS
38,210 51,849 2,823 46,400 31,394 87,433 86,066 23,092 24,459
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 5,255)
198 1,177 1,485 57 5,368 1,740 8,030 3,515 -2,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 46.9 2.6 42.0 28.4 79.1 77.9 20.9 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
23 27 10 22 19 48 53
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 589,841
COMMITMENTS
186,254 133,316 8,656 372,246 434,447 567,156 576,419 22,685 13,422
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 3,687)
691 683 363 3,395 2,086 4,449 3,132 -762 555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 22.6 1.5 63.1 73.7 96.2 97.7 3.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
83 39 26 120 101 212 157
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,115
COMMITMENTS
12,190 10,682 268 18,869 24,438 31,327 35,388 7,788 3,727
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 447)
-3,839 322 268 4,412 -314 841 276 -394 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 27.3 0.7 48.2 62.5 80.1 90.5 19.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 5 1 16 13 32 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,967
COMMITMENTS
15,715 9,542 583 24,430 18,801 40,728 28,926 11,239 23,041
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -784)
-663 -749 6 -1,152 274 -1,809 -469 1,025 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 18.4 1.1 47.0 36.2 78.4 55.7 21.6 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
20 11 3 22 23 44 35
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| 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: 95,928
COMMITMENTS
10,750 2,010 27,101 58,033 66,817 95,884 95,928 44 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 2.1 28.3 60.5 69.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 1 14 17 20 19
Updated December 29, 2017