MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,756
COMMITMENTS
2,360 3,760 640 14,596 13,196 17,596 17,596 160 160
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,868)
-200 -100 -120 -1,428 -1,528 -1,748 -1,748 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 21.2 3.6 82.2 74.3 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 10 3 6 8 10 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,795
COMMITMENTS
803 1,943 1,488 6,386 5,300 8,676 8,730 1,119 1,064
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 78)
3 -331 76 81 397 159 142 -81 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 19.8 15.2 65.2 54.1 88.6 89.1 11.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 13 12 20 19 32 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,507
COMMITMENTS
13,159 4,912 13,885 15,227 15,111 42,272 33,907 4,235 12,600
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -6,822)
-1,111 710 -3,247 -1,807 -2,263 -6,165 -4,801 -656 -2,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 10.6 29.9 32.7 32.5 90.9 72.9 9.1 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
25 18 25 32 27 67 60
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,644
COMMITMENTS
847 617 2,126 7,012 6,932 9,985 9,676 659 969
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,308)
-88 50 -696 -1,342 -1,549 -2,127 -2,194 -182 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.8 20.0 65.9 65.1 93.8 90.9 6.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 12 10 25 21 38 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 288,095
COMMITMENTS
80,230 34,539 81,739 101,955 127,297 263,923 243,575 24,172 44,521
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 655)
-7,444 8,053 6,210 3,811 -11,121 2,576 3,142 -1,922 -2,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 12.0 28.4 35.4 44.2 91.6 84.5 8.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
121 74 129 74 91 255 246
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 420,265
COMMITMENTS
144,894 27,652 91,737 153,743 242,010 390,373 361,399 29,892 58,867
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,679)
6,707 102 -10,208 1,101 6,719 -2,400 -3,387 -278 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 6.6 21.8 36.6 57.6 92.9 86.0 7.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
146 87 149 137 173 362 350
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,149
COMMITMENTS
4,162 1,590 1,231 1,077 4,085 6,471 6,906 1,678 1,242
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 194)
15 106 79 94 -141 188 44 6 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 19.5 15.1 13.2 50.1 79.4 84.8 20.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
35 15 11 17 24 60 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 66,498
COMMITMENTS
26,356 10,414 16,846 15,251 18,237 58,453 45,498 8,045 21,000
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 2,948)
2,256 -43 919 -57 842 3,118 1,717 -170 1,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 15.7 25.3 22.9 27.4 87.9 68.4 12.1 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
64 54 79 60 82 177 176
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,558
COMMITMENTS
323 2,893 307 2,839 970 3,470 4,170 1,088 387
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -443)
-120 -319 -28 -257 -50 -406 -397 -37 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 63.5 6.7 62.3 21.3 76.1 91.5 23.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 8 5 13 6 21 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 44,222
COMMITMENTS
2,087 11,672 8,142 32,766 19,083 42,995 38,897 1,227 5,325
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -5,201)
-39 -1,592 -1,179 -3,850 -1,900 -5,068 -4,672 -132 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 26.4 18.4 74.1 43.2 97.2 88.0 2.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 21 13 28 33 48 60
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 52,446
COMMITMENTS
22,180 1,179 0 28,058 50,457 50,238 51,636 2,208 810
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -6,494)
-5,896 -3,228 0 -388 -3,062 -6,284 -6,290 -210 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 2.2 0.0 53.5 96.2 95.8 98.5 4.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
16 3 0 5 7 21 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 193,578
COMMITMENTS
69,496 27,773 17,111 65,364 128,411 151,971 173,296 41,608 20,283
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -7,343)
-4,345 -11,655 606 -863 4,167 -4,602 -6,882 -2,742 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 14.3 8.8 33.8 66.3 78.5 89.5 21.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
38 19 21 33 28 83 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 74,456
COMMITMENTS
17,053 37,124 899 41,807 23,575 59,760 61,599 14,697 12,858
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 1,432)
207 159 -395 -596 3,329 -784 3,093 2,216 -1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 49.9 1.2 56.1 31.7 80.3 82.7 19.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 17 6 10 14 26 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 201,886
COMMITMENTS
127,650 34,751 1,311 66,347 161,725 195,308 197,787 6,579 4,099
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 12,554)
16,727 3,911 -93 -3,754 8,118 12,880 11,935 -326 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.2 17.2 0.6 32.9 80.1 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
76 33 8 13 20 93 58
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 290,010
COMMITMENTS
78,040 46,890 46,853 123,018 171,888 247,911 265,631 42,099 24,379
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -20,637)
-12,308 -8,010 -1,914 -2,519 -5,851 -16,740 -15,774 -3,897 -4,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 16.2 16.2 42.4 59.3 85.5 91.6 14.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
49 25 27 31 42 92 83
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 291,536
COMMITMENTS
36,386 149,495 28,315 196,325 83,017 261,026 260,827 30,510 30,709
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -9,921)
-8,364 -11,412 1,023 1,087 -119 -6,254 -10,508 -3,667 587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 51.3 9.7 67.3 28.5 89.5 89.5 10.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
34 35 31 42 35 92 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 722,138
COMMITMENTS
243,070 99,468 86,528 299,640 478,566 629,239 664,563 92,899 57,575
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -6,173)
-5,405 -1,688 -1,936 5,044 -2,850 -2,297 -6,474 -3,876 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 13.8 12.0 41.5 66.3 87.1 92.0 12.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
124 56 79 78 67 226 179
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,209
COMMITMENTS
12,888 5,256 45 8,641 26,872 21,574 32,173 14,635 4,036
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,780)
-1,653 -1,134 13 -967 -699 -2,607 -1,820 827 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 14.5 0.1 23.9 74.2 59.6 88.9 40.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 5 2 10 9 19 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,121
COMMITMENTS
9,631 8,156 410 7,154 15,018 17,195 23,584 9,926 3,537
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,168)
-3,198 -2,509 5 83 -63 -3,110 -2,567 942 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 30.1 1.5 26.4 55.4 63.4 87.0 36.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 5 9 8 16 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,295
COMMITMENTS
15,512 2,495 6 8,025 22,044 23,543 24,545 1,752 750
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -11,406)
-3,714 -6,803 0 -7,660 -4,394 -11,374 -11,197 -32 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.3 9.9 0.0 31.7 87.1 93.1 97.0 6.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 5 2 5 5 21 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 55,563
COMMITMENTS
29,316 25,984 299 20,980 25,238 50,595 51,521 4,968 4,042
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -220)
-351 -213 99 -274 -1,021 -526 -1,135 306 915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 46.8 0.5 37.8 45.4 91.1 92.7 8.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
38 22 4 9 15 49 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,973
COMMITMENTS
11,322 2,883 1,913 313 9,156 13,548 13,952 1,425 1,021
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 581)
-26 281 436 110 -273 520 444 61 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.6 19.3 12.8 2.1 61.2 90.5 93.2 9.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 4 2 2 6 15 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 29,951,850
COMMITMENTS
880,272 3353274 15047777 13443014 10047480 29371064 28448531 580,786 1503319
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 1,130,521)
-91,312 14,905 789,631 440,742 301,856 1139061 1106392 -8,540 24,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 11.2 50.2 44.9 33.5 98.1 95.0 1.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
46 123 133 123 132 261 304
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,159,488
COMMITMENTS
135,428 102,615 273,439 620,776 673,077 1029642 1049131 129,847 110,357
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 112,236)
3,696 8,737 84,791 13,323 8,910 101,810 102,438 10,426 9,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 8.9 23.6 53.5 58.0 88.8 90.5 11.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 696)
187 153 188 272 263 549 516
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 182,703
COMMITMENTS
5,437 26,831 48,786 78,401 80,879 132,624 156,497 50,078 26,206
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 21,932)
-1,970 19,816 15,269 666 -15,973 13,966 19,112 7,966 2,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 14.7 26.7 42.9 44.3 72.6 85.7 27.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
10 17 22 33 35 57 61
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| 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: 21,053
COMMITMENTS
224 0 0 19,139 20,382 19,363 20,382 1,690 671
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,386)
0 0 0 -2,030 -2,181 -2,030 -2,181 -356 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 90.9 96.8 92.0 96.8 8.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 10 13 11 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| 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: 13,945
COMMITMENTS
1,029 283 0 9,933 12,996 10,962 13,279 2,983 666
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 1,287)
645 53 0 26 1,148 671 1,201 616 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.0 0.0 71.2 93.2 78.6 95.2 21.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 11 9 13 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,883,927
COMMITMENTS
758,743 487,711 1014470 2711873 2960988 4485086 4463170 398,841 420,757
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 451,520)
103,566 19,842 272,371 63,283 124,416 439,220 416,629 12,300 34,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 10.0 20.8 55.5 60.6 91.8 91.4 8.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 685)
187 147 183 267 260 539 506
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| 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: 29,677
COMMITMENTS
12,581 0 0 13,383 29,493 25,964 29,493 3,713 184
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -324)
-13 0 0 203 -94 190 -94 -514 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 0.0 0.0 45.1 99.4 87.5 99.4 12.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 0 0 10 11 17 11
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| 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: 15,243
COMMITMENTS
2,978 1,126 0 9,929 12,838 12,907 13,964 2,336 1,279
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 1,765)
-675 -68 0 1,390 935 715 867 1,050 898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 7.4 0.0 65.1 84.2 84.7 91.6 15.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 9 11 12 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| 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: 24,183
COMMITMENTS
177 671 23 22,714 22,434 22,914 23,128 1,269 1,055
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 484)
177 0 23 84 575 284 598 200 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.8 0.1 93.9 92.8 94.8 95.6 5.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 10 10 11 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,114
COMMITMENTS
21,260 2,055 1,033 49,887 78,291 72,180 81,379 12,934 3,735
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -4,518)
-1,193 198 22 -1,946 -4,569 -3,117 -4,349 -1,401 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 2.4 1.2 58.6 92.0 84.8 95.6 15.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
17 5 6 43 33 61 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,816
COMMITMENTS
16,967 13,891 4,871 26,197 30,398 48,035 49,160 7,781 6,657
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,240)
-1,920 -230 463 575 -943 -882 -710 -358 -530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 24.9 8.7 46.9 54.5 86.1 88.1 13.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
85 66 40 73 79 173 170
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 279,081
COMMITMENTS
84,835 69,453 24,354 130,986 151,991 240,175 245,798 38,906 33,283
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -6,199)
-9,602 -1,152 2,316 2,876 -4,713 -4,410 -3,548 -1,789 -2,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 24.9 8.7 46.9 54.5 86.1 88.1 13.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
85 66 40 73 79 173 170
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 172,551
COMMITMENTS
69,460 53,659 18,923 47,410 75,013 135,794 147,596 36,757 24,955
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 1,782)
8,304 5,898 -290 -4,765 -426 3,249 5,182 -1,467 -3,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 31.1 11.0 27.5 43.5 78.7 85.5 21.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
40 24 22 29 26 81 60
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 563,349
COMMITMENTS
134,687 120,383 17,885 391,613 408,202 544,184 546,469 19,165 16,880
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 12,925)
-25,103 -304 7,343 33,701 4,067 15,941 11,106 -3,016 1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 21.4 3.2 69.5 72.5 96.6 97.0 3.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
69 41 28 123 112 199 174
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,591
COMMITMENTS
21,961 18,372 93 23,440 31,862 45,494 50,327 8,097 3,264
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 2,863)
3,340 -152 93 1,278 2,721 4,711 2,662 -1,848 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 34.3 0.2 43.7 59.5 84.9 93.9 15.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
19 8 2 19 11 39 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 72,611
COMMITMENTS
23,190 11,062 1,775 38,089 28,991 63,054 41,828 9,557 30,783
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 4,403)
-472 -854 29 5,015 5,337 4,572 4,512 -169 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 15.2 2.4 52.5 39.9 86.8 57.6 13.2 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 16 8 32 29 62 49
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| 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: 101,282
COMMITMENTS
19,169 2,940 24,257 57,710 73,965 101,136 101,162 146 120
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 4,139)
1,500 330 -237 2,777 3,926 4,040 4,019 99 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 2.9 23.9 57.0 73.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 1 1 16 16 25 18
Updated February 9, 2018