MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 19,624
COMMITMENTS
2,560 3,860 760 16,024 14,724 19,344 19,344 280 280
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 0)
0 -120 120 -120 -40 0 -40 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 19.7 3.9 81.7 75.0 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 10 4 6 8 12 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,208
COMMITMENTS
553 1,938 162 5,466 4,142 6,181 6,242 1,027 966
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 350)
-32 115 7 407 270 382 392 -32 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 26.9 2.2 75.8 57.5 85.8 86.6 14.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 14 5 15 18 22 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,375
COMMITMENTS
12,882 10,446 670 10,630 9,883 24,182 20,999 2,193 5,376
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 511)
309 311 -38 282 47 553 320 -42 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.8 39.6 2.5 40.3 37.5 91.7 79.6 8.3 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
19 23 18 22 20 50 52
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,947
COMMITMENTS
921 2,308 233 6,123 4,650 7,277 7,191 670 756
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 329)
11 187 -35 323 189 299 341 30 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 29.0 2.9 77.0 58.5 91.6 90.5 8.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 12 6 22 17 31 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 242,241
COMMITMENTS
87,217 37,805 39,898 92,227 122,671 219,342 200,374 22,899 41,867
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -5,072)
-6,937 -2,792 2,855 -1,485 -4,049 -5,567 -3,986 495 -1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 15.6 16.5 38.1 50.6 90.5 82.7 9.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
111 69 102 56 93 222 227
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 364,909
COMMITMENTS
138,020 43,977 53,844 146,851 219,380 338,715 317,201 26,194 47,708
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 8,148)
5,647 3,064 -1,441 3,099 5,867 7,305 7,490 843 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 12.1 14.8 40.2 60.1 92.8 86.9 7.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
137 88 123 102 156 305 324
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,184
COMMITMENTS
4,203 1,912 469 893 3,821 5,565 6,202 1,619 982
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1)
-245 -95 96 -17 -15 -166 -14 167 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.5 26.6 6.5 12.4 53.2 77.5 86.3 22.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
35 13 8 14 24 55 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,301
COMMITMENTS
24,216 13,388 8,716 14,184 15,295 47,116 37,399 7,185 16,902
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 610)
768 -445 -428 619 1,545 959 672 -349 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.6 24.7 16.1 26.1 28.2 86.8 68.9 13.2 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
49 55 61 39 68 133 155
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,183
COMMITMENTS
258 3,132 47 2,852 715 3,157 3,894 1,026 289
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 122)
-22 24 -13 169 137 134 148 -12 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 74.9 1.1 68.2 17.1 75.5 93.1 24.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 3 13 5 19 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,314
COMMITMENTS
2,005 15,271 581 27,103 12,741 29,689 28,593 625 1,721
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 995)
184 379 -42 831 517 973 854 22 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 50.4 1.9 89.4 42.0 97.9 94.3 2.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
11 21 12 20 27 40 51
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,940
COMMITMENTS
28,076 4,407 0 28,446 53,519 56,522 57,926 2,418 1,014
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -3,623)
-5,004 -2,533 0 1,215 -946 -3,789 -3,479 166 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.6 7.5 0.0 48.3 90.8 95.9 98.3 4.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
16 4 0 4 8 20 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 176,871
COMMITMENTS
75,296 41,831 2,936 56,192 113,618 134,424 158,385 42,447 18,486
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 8,022)
5,850 -5,058 -823 2,326 13,158 7,353 7,277 669 745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 23.7 1.7 31.8 64.2 76.0 89.5 24.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
38 24 15 27 23 75 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 72,587
COMMITMENTS
16,673 37,000 1,233 42,343 20,056 60,249 58,289 12,338 14,298
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 820)
2,428 640 338 -3,748 2,714 -982 3,692 1,802 -2,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 51.0 1.7 58.3 27.6 83.0 80.3 17.0 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 17 7 11 13 26 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 188,829
COMMITMENTS
110,923 30,878 1,280 69,758 153,364 181,961 185,522 6,868 3,307
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 9,846)
12,959 -5,931 -236 -2,523 16,007 10,200 9,840 -354 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.7 16.4 0.7 36.9 81.2 96.4 98.2 3.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
80 35 9 14 21 96 63
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 235,080
COMMITMENTS
95,667 63,926 4,515 90,898 141,541 191,080 209,982 44,000 25,098
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -1,352)
-3,702 -2,398 1,581 -2,357 -125 -4,478 -942 3,126 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 27.2 1.9 38.7 60.2 81.3 89.3 18.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
53 23 15 28 33 87 65
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 260,237
COMMITMENTS
47,828 162,524 3,046 177,727 67,523 228,601 233,093 31,636 27,144
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 19,101)
10,568 2,394 108 3,222 19,651 13,898 22,153 5,203 -3,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 62.5 1.2 68.3 25.9 87.8 89.6 12.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
36 37 16 35 33 79 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 603,460
COMMITMENTS
258,022 109,280 16,504 239,494 430,681 514,020 556,465 89,440 46,995
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -5,223)
-4,153 -8,178 1,781 3,194 1,591 822 -4,806 -6,045 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 18.1 2.7 39.7 71.4 85.2 92.2 14.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
123 48 44 75 60 206 144
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,989
COMMITMENTS
14,541 6,390 32 9,608 27,571 24,181 33,993 13,808 3,996
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -186)
-39 528 -5 -526 -32 -570 491 384 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 16.8 0.1 25.3 72.6 63.7 89.5 36.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 5 2 11 10 21 16
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 29,104
COMMITMENTS
12,668 10,504 381 7,071 15,081 20,120 25,966 8,984 3,138
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 371)
710 1,667 -20 -27 -602 663 1,045 -292 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 36.1 1.3 24.3 51.8 69.1 89.2 30.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 6 4 9 8 17 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 36,701
COMMITMENTS
19,226 9,298 6 15,685 26,438 34,917 35,742 1,784 959
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 6,096)
74 -283 -115 6,134 6,097 6,093 5,699 3 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.4 25.3 0.0 42.7 72.0 95.1 97.4 4.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 9 2 7 8 23 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 55,783
COMMITMENTS
29,667 26,197 200 21,254 26,259 51,121 52,656 4,662 3,127
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 2,409)
5,047 111 -1,394 -1,596 4,653 2,057 3,370 352 -961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.2 47.0 0.4 38.1 47.1 91.6 94.4 8.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
45 20 5 7 16 54 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,392
COMMITMENTS
11,348 2,602 1,477 203 9,429 13,028 13,508 1,364 884
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,100)
94 -58 1,038 0 116 1,132 1,096 -32 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.8 18.1 10.3 1.4 65.5 90.5 93.9 9.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 5 2 1 7 14 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,981,533
COMMITMENTS
792,333 3717236 3138333 10507939 6720387 14438605 13575956 542,928 1405577
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 433,862)
62,658 147,642 109,016 285,429 215,883 457,103 472,541 -23,241 -38,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 24.8 20.9 70.1 44.9 96.4 90.6 3.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
38 116 113 114 130 233 291
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 755,004
COMMITMENTS
125,846 87,550 33,423 502,709 559,161 661,978 680,135 93,026 74,869
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,807)
3,079 -5,237 -3,578 -10,551 8,191 -11,051 -624 12,858 2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 11.6 4.4 66.6 74.1 87.7 90.1 12.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 631)
171 118 86 242 243 449 414
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 75,811
COMMITMENTS
7,145 3,418 1,000 37,782 58,616 45,927 63,034 29,884 12,777
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 6,108)
1,745 -5,293 0 1,554 11,096 3,299 5,803 2,809 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 4.5 1.3 49.8 77.3 60.6 83.1 39.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 10 1 19 21 26 32
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| 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: 23,439
COMMITMENTS
224 0 0 21,169 22,563 21,393 22,563 2,046 876
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 141)
-15 0 0 173 362 158 362 -17 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.0 0.0 90.3 96.3 91.3 96.3 8.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 10 12 11 12
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| 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: 12,658
COMMITMENTS
384 230 0 9,907 11,848 10,291 12,078 2,367 580
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 1.8 0.0 78.3 93.6 81.3 95.4 18.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 9 11 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,395,965
COMMITMENTS
620,711 447,867 134,910 2324634 2502727 3080255 3085504 315,710 310,461
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -21,504)
-5,994 -12,383 -5,227 -60,527 -14,525 -71,748 -32,135 50,244 10,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 13.2 4.0 68.5 73.7 90.7 90.9 9.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
172 115 83 234 240 438 407
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| 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: 30,001
COMMITMENTS
12,594 0 0 13,180 29,587 25,774 29,587 4,227 414
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -108)
-650 0 0 -2 -153 -652 -153 544 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 0.0 0.0 43.9 98.6 85.9 98.6 14.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 0 0 9 9 16 9
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| 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: 13,478
COMMITMENTS
3,653 1,194 0 8,539 11,903 12,192 13,097 1,286 381
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -565)
-189 0 0 -641 -104 -830 -104 265 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 8.9 0.0 63.4 88.3 90.5 97.2 9.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 10 10 14 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| 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: 23,699
COMMITMENTS
0 671 0 22,630 21,859 22,630 22,530 1,069 1,169
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -68)
0 0 0 -64 -294 -64 -294 -4 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.8 0.0 95.5 92.2 95.5 95.1 4.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 11 10 11 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,632
COMMITMENTS
22,453 1,857 1,011 51,833 82,860 75,297 85,728 14,335 3,904
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -153)
-54 -127 -172 -1,143 3 -1,369 -296 1,216 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 2.1 1.1 57.8 92.4 84.0 95.6 16.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 4 5 44 32 60 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,944
COMMITMENTS
18,711 14,236 1,767 23,897 29,395 44,374 45,398 7,570 6,547
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 751)
1,131 -346 287 -1,207 836 211 777 540 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 27.4 3.4 46.0 56.6 85.4 87.4 14.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
80 71 27 72 79 166 163
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 259,722
COMMITMENTS
93,553 71,182 8,833 119,485 146,974 221,871 226,989 37,851 32,733
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 3,754)
5,655 -1,730 1,437 -6,036 4,179 1,056 3,886 2,698 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 27.4 3.4 46.0 56.6 85.4 87.4 14.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
80 71 27 72 79 166 163
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,204
COMMITMENTS
63,496 50,345 1,686 38,325 62,688 103,507 114,719 36,697 25,485
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -972)
-55 3,473 -1,255 -1,837 -5,574 -3,147 -3,356 2,175 2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 35.9 1.2 27.3 44.7 73.8 81.8 26.2 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
42 23 14 23 22 71 53
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 546,547
COMMITMENTS
159,026 120,438 8,176 357,409 403,034 524,611 531,648 21,936 14,899
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 114)
6,027 4,237 -283 -6,889 -2,011 -1,145 1,943 1,259 -1,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 22.0 1.5 65.4 73.7 96.0 97.3 4.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
71 50 22 115 107 191 174
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 50,728
COMMITMENTS
18,621 18,524 0 22,162 29,141 40,783 47,665 9,945 3,063
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 764)
304 -225 -300 308 2,746 312 2,221 452 -1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 36.5 0.0 43.7 57.4 80.4 94.0 19.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 8 0 18 9 35 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,208
COMMITMENTS
23,662 11,916 1,746 33,074 23,654 58,482 37,316 9,726 30,892
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,825)
70 -4,204 64 1,189 6,218 1,323 2,078 502 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 17.5 2.6 48.5 34.7 85.7 54.7 14.3 45.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
25 15 6 30 25 60 41
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| 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: 97,143
COMMITMENTS
17,669 2,610 24,494 54,933 70,039 97,096 97,143 47 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 2,245)
2,447 0 23 -228 2,222 2,242 2,245 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 2.7 25.2 56.5 72.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 1 1 15 16 25 18
Updated February 2, 2018