MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 9,717
COMMITMENTS
800 2,274 1,412 6,305 4,903 8,517 8,588 1,200 1,128
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 378)
-23 110 30 424 296 431 436 -53 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 23.4 14.5 64.9 50.5 87.7 88.4 12.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 14 12 20 20 33 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 53,329
COMMITMENTS
14,270 4,202 17,132 17,034 17,374 48,437 38,708 4,892 14,621
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 980)
114 82 311 491 172 916 564 64 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 7.9 32.1 31.9 32.6 90.8 72.6 9.2 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 21 28 31 27 66 64
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED 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: 12,953
COMMITMENTS
935 567 2,822 8,354 8,481 12,112 11,870 841 1,083
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 669)
19 -35 166 435 537 621 668 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 4.4 21.8 64.5 65.5 93.5 91.6 6.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 10 10 24 23 37 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 287,441
COMMITMENTS
87,674 26,486 75,529 98,144 138,418 261,347 240,433 26,094 47,008
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -3,773)
-5,979 -664 2,334 -1,162 -4,072 -4,807 -2,402 1,034 -1,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 9.2 26.3 34.1 48.2 90.9 83.6 9.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
131 64 128 79 98 268 246
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 422,944
COMMITMENTS
138,187 27,551 101,944 152,642 235,291 392,774 364,786 30,170 58,158
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 12,542)
5,573 1,539 2,997 3,106 6,929 11,677 11,465 865 1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 6.5 24.1 36.1 55.6 92.9 86.2 7.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
146 96 155 143 168 375 353
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 7,955
COMMITMENTS
4,148 1,484 1,152 983 4,226 6,283 6,863 1,672 1,092
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 4)
-267 -86 99 1 -27 -167 -14 170 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 18.7 14.5 12.4 53.1 79.0 86.3 21.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
35 14 12 18 26 61 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 63,550
COMMITMENTS
24,100 10,458 15,927 15,308 17,395 55,335 43,780 8,215 19,769
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -1,722)
878 -475 -2,436 460 1,387 -1,098 -1,525 -624 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 16.5 25.1 24.1 27.4 87.1 68.9 12.9 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
56 51 75 63 81 171 171
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED 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: 5,000
COMMITMENTS
444 3,211 336 3,097 1,020 3,876 4,568 1,124 433
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 207)
2 23 8 213 202 223 233 -16 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 64.2 6.7 61.9 20.4 77.5 91.3 22.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 8 5 13 6 22 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED 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: 49,422
COMMITMENTS
2,126 13,264 9,321 36,616 20,983 48,063 43,569 1,359 5,854
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,512)
121 286 341 927 700 1,388 1,327 124 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 26.8 18.9 74.1 42.5 97.3 88.2 2.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 26 17 28 34 51 64
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 200,922
COMMITMENTS
73,841 39,428 16,505 66,227 124,245 156,573 180,177 44,349 20,745
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 11,841)
4,587 -5,437 2,105 4,385 14,282 11,077 10,950 763 891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 19.6 8.2 33.0 61.8 77.9 89.7 22.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
38 26 23 31 26 84 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 73,025
COMMITMENTS
16,846 36,965 1,294 42,404 20,246 60,544 58,505 12,480 14,519
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 874)
2,489 606 348 -3,801 2,759 -965 3,713 1,840 -2,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 50.6 1.8 58.1 27.7 82.9 80.1 17.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 17 8 11 14 27 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 189,332
COMMITMENTS
110,923 30,841 1,404 70,100 153,608 182,427 185,852 6,905 3,480
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 9,956)
12,901 -5,988 -159 -2,428 16,095 10,313 9,948 -357 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 16.3 0.7 37.0 81.1 96.4 98.2 3.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
80 36 10 15 22 98 65
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED 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: 310,647
COMMITMENTS
90,348 54,900 48,767 125,537 177,738 264,652 281,405 45,996 29,242
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 10,161)
-7,216 -5,172 10,124 3,840 5,196 6,748 10,149 3,413 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 17.7 15.7 40.4 57.2 85.2 90.6 14.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
55 23 27 31 43 96 83
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 301,457
COMMITMENTS
44,750 160,907 27,292 195,239 83,137 267,280 271,335 34,177 30,121
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 28,974)
9,608 904 7,131 6,668 23,886 23,407 31,921 5,567 -2,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 53.4 9.1 64.8 27.6 88.7 90.0 11.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
38 40 29 38 36 91 90
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 728,311
COMMITMENTS
248,475 101,157 88,464 294,596 481,416 631,536 671,037 96,776 57,275
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 16,802)
-4,011 -8,232 13,408 11,139 10,492 20,537 15,668 -3,735 1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 13.9 12.1 40.4 66.1 86.7 92.1 13.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
128 57 74 80 70 229 180
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 29,289
COMMITMENTS
12,829 10,665 405 7,071 15,081 20,305 26,151 8,984 3,138
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 388)
727 1,684 -20 -27 -602 680 1,062 -292 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 36.4 1.4 24.1 51.5 69.3 89.3 30.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 6 5 9 8 18 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 28,821,329
COMMITMENTS
971,584 3338369 14258147 13002273 9745624 28232003 27342139 589,326 1479190
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 2,248,063)
9,137 -59,980 1736668 521,143 602,472 2266948 2279160 -18,885 -31,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 11.6 49.5 45.1 33.8 98.0 94.9 2.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
44 132 133 122 135 261 311
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED 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: 1,047,252
COMMITMENTS
131,731 93,878 188,648 607,453 664,166 927,832 946,693 119,420 100,559
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 6,010)
5,747 -1,411 -8,345 -7,414 11,389 -10,011 1,633 16,021 4,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 9.0 18.0 58.0 63.4 88.6 90.4 11.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 730)
253 129 226 264 263 589 547
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 160,771
COMMITMENTS
7,407 7,016 33,517 77,735 96,852 118,659 137,385 42,112 23,386
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 324)
1,627 -5,211 -5,134 1,171 10,215 -2,336 -130 2,661 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.4 20.8 48.4 60.2 73.8 85.5 26.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
16 16 24 31 36 62 62
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 4,432,407
COMMITMENTS
655,177 467,870 742,099 2648590 2836572 4045866 4046541 386,540 385,866
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 28,429)
2,417 817 2,130 -42,921 5,868 -38,375 8,814 66,804 19,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 10.6 16.7 59.8 64.0 91.3 91.3 8.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 713)
244 126 217 256 259 569 533
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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+
OPTION AND FUTURES COMBINED 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: 57,056
COMMITMENTS
18,887 14,121 4,408 25,622 31,341 48,917 49,869 8,139 7,187
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,876)
1,043 -373 956 -825 1,272 1,174 1,855 703 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 24.7 7.7 44.9 54.9 85.7 87.4 14.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
93 73 43 76 85 189 181
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 285,280
COMMITMENTS
94,437 70,605 22,038 128,110 156,704 244,585 249,346 40,695 35,933
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 9,381)
5,214 -1,863 4,780 -4,126 6,360 5,868 9,276 3,513 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 24.7 7.7 44.9 54.9 85.7 87.4 14.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
93 73 43 76 85 189 181
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 170,769
COMMITMENTS
61,156 47,762 19,213 52,175 75,439 132,545 142,414 38,224 28,355
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 4,663)
-1,588 605 6,334 536 -3,608 5,282 3,332 -619 1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 28.0 11.3 30.6 44.2 77.6 83.4 22.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
41 27 26 27 27 83 65
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 550,424
COMMITMENTS
159,790 120,687 10,541 357,912 404,135 528,243 535,363 22,181 15,061
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 777)
6,109 4,433 65 -6,750 -1,873 -576 2,625 1,353 -1,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 21.9 1.9 65.0 73.4 96.0 97.3 4.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
73 50 25 116 108 197 175
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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