MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,876
COMMITMENTS
2,360 3,760 640 14,716 13,316 17,716 17,716 160 160
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 21.0 3.6 82.3 74.5 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 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,775
COMMITMENTS
790 1,779 1,631 7,163 6,288 9,583 9,699 1,191 1,076
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 980)
-13 -163 143 777 988 907 968 72 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 16.5 15.1 66.5 58.4 88.9 90.0 11.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 11 10 20 20 30 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,848
COMMITMENTS
13,184 5,640 13,753 15,778 15,145 42,715 34,537 4,133 12,311
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 341)
25 728 -132 551 34 444 630 -103 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 12.0 29.4 33.7 32.3 91.2 73.7 8.8 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 21 25 33 28 68 63
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,245
COMMITMENTS
852 549 2,324 7,343 7,347 10,519 10,220 726 1,025
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 601)
5 -69 198 331 415 534 544 67 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 4.9 20.7 65.3 65.3 93.5 90.9 6.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 11 10 25 20 38 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 290,197
COMMITMENTS
68,211 39,697 92,132 106,058 116,213 266,401 248,042 23,796 42,154
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 2,101)
-12,019 5,158 10,393 4,103 -11,084 2,478 4,468 -376 -2,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 13.7 31.7 36.5 40.0 91.8 85.5 8.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
107 79 129 86 93 260 251
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 416,957
COMMITMENTS
144,358 28,498 93,251 149,432 237,224 387,041 358,973 29,916 57,983
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -3,308)
-536 845 1,515 -4,311 -4,785 -3,332 -2,425 24 -883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 6.8 22.4 35.8 56.9 92.8 86.1 7.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
144 91 149 140 175 363 348
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,356
COMMITMENTS
4,006 1,538 1,303 1,207 4,152 6,516 6,993 1,840 1,362
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 207)
-156 -52 72 129 67 45 87 162 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 18.4 15.6 14.4 49.7 78.0 83.7 22.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
34 13 11 20 25 61 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 65,557
COMMITMENTS
24,109 9,334 17,365 15,462 17,966 56,936 44,666 8,620 20,891
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -941)
-2,247 -1,080 519 211 -271 -1,516 -832 575 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 14.2 26.5 23.6 27.4 86.9 68.1 13.1 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
65 49 76 62 81 176 176
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,810
COMMITMENTS
354 2,952 370 2,933 1,042 3,657 4,365 1,153 445
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 252)
30 59 63 93 72 187 194 65 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 61.4 7.7 61.0 21.7 76.0 90.7 24.0 9.3
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 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 44,343
COMMITMENTS
2,214 11,720 8,051 32,899 19,195 43,164 38,966 1,179 5,377
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 122)
128 48 -91 132 112 169 69 -48 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 26.4 18.2 74.2 43.3 97.3 87.9 2.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
14 20 14 28 33 49 60
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 49,422
COMMITMENTS
18,376 586 0 29,400 47,935 47,776 48,521 1,646 901
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -3,024)
-3,804 -593 0 1,342 -2,522 -2,462 -3,115 -562 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 1.2 0.0 59.5 97.0 96.7 98.2 3.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
16 3 0 6 7 22 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 175,056
COMMITMENTS
61,383 28,818 15,254 60,091 110,674 136,728 154,745 38,329 20,311
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -18,522)
-8,114 1,045 -1,857 -5,272 -17,738 -15,243 -18,550 -3,279 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 16.5 8.7 34.3 63.2 78.1 88.4 21.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
35 19 23 29 25 73 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 75,101
COMMITMENTS
17,763 37,688 1,090 42,022 23,347 60,875 62,125 14,226 12,976
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 645)
710 564 191 215 -228 1,115 526 -471 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 50.2 1.5 56.0 31.1 81.1 82.7 18.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 13 4 10 13 22 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 197,043
COMMITMENTS
122,762 25,976 802 67,004 166,047 190,568 192,825 6,476 4,219
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -4,843)
-4,888 -8,776 -509 657 4,322 -4,740 -4,963 -103 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.3 13.2 0.4 34.0 84.3 96.7 97.9 3.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
71 31 5 16 20 89 54
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 244,822
COMMITMENTS
66,375 47,805 32,996 106,771 140,670 206,143 221,471 38,679 23,351
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -45,189)
-11,665 914 -13,856 -16,247 -31,218 -41,769 -44,160 -3,420 -1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 19.5 13.5 43.6 57.5 84.2 90.5 15.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
48 23 27 30 40 88 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 299,036
COMMITMENTS
44,431 158,337 24,422 193,722 87,877 262,575 270,635 36,461 28,401
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 7,500)
8,045 8,841 -3,893 -2,604 4,859 1,549 9,808 5,952 -2,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 52.9 8.2 64.8 29.4 87.8 90.5 12.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
33 41 26 39 36 90 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 652,721
COMMITMENTS
231,670 101,342 57,704 273,569 450,604 562,943 609,650 89,778 43,071
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -69,417)
-11,400 1,873 -28,824 -26,071 -27,962 -66,296 -54,913 -3,122 -14,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 15.5 8.8 41.9 69.0 86.2 93.4 13.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
120 56 69 79 66 220 170
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,429
COMMITMENTS
11,860 6,942 50 8,338 24,248 20,248 31,240 15,181 4,189
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -780)
-1,028 1,686 5 -303 -2,624 -1,326 -933 546 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 19.6 0.1 23.5 68.4 57.2 88.2 42.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 7 3 9 9 19 17
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,328
COMMITMENTS
11,019 6,732 383 7,152 15,115 18,554 22,230 7,774 4,098
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -792)
1,389 -1,423 -27 -2 97 1,360 -1,353 -2,152 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 25.6 1.5 27.2 57.4 70.5 84.4 29.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 6 4 9 8 17 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,571
COMMITMENTS
17,667 7,339 131 8,359 19,305 26,157 26,775 1,414 796
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 2,276)
2,155 4,844 125 334 -2,739 2,614 2,230 -338 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.1 26.6 0.5 30.3 70.0 94.9 97.1 5.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 7 4 5 5 23 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,739
COMMITMENTS
28,648 26,428 233 20,176 22,882 49,057 49,543 4,682 4,196
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -1,824)
-668 444 -66 -804 -2,356 -1,538 -1,978 -286 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 49.2 0.4 37.5 42.6 91.3 92.2 8.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
38 18 4 10 15 50 36
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,352
COMMITMENTS
10,385 2,272 2,245 203 8,901 12,833 13,418 1,519 934
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -621)
-937 -611 332 -110 -255 -715 -534 94 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.4 15.8 15.6 1.4 62.0 89.4 93.5 10.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 4 2 1 5 13 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 30,715,109
COMMITMENTS
865,628 3545923 15461130 13768901 10248816 30095659 29255869 619,451 1459241
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 763,260)
-14,644 192,649 413,353 325,886 201,336 724,595 807,338 38,665 -44,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 11.5 50.3 44.8 33.4 98.0 95.2 2.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
53 120 136 125 133 270 307
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,083,573
COMMITMENTS
117,017 95,449 234,188 620,635 652,999 971,839 982,636 111,734 100,938
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -75,915)
-18,411 -7,166 -39,251 -141 -20,078 -57,803 -66,495 -18,112 -9,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 8.8 21.6 57.3 60.3 89.7 90.7 10.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 670)
172 146 183 262 271 518 518
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 151,051
COMMITMENTS
6,331 17,637 38,920 79,905 57,778 125,156 114,335 25,895 36,717
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -31,652)
894 -9,194 -9,867 1,504 -23,101 -7,469 -42,162 -24,183 10,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 11.7 25.8 52.9 38.3 82.9 75.7 17.1 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
13 17 22 33 33 60 59
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| 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: 24,457
COMMITMENTS
226 1,620 0 22,627 22,302 22,853 23,922 1,604 535
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 3,404)
2 1,620 0 3,488 1,920 3,490 3,540 -86 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.6 0.0 92.5 91.2 93.4 97.8 6.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 9 14 10 16
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| 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: 14,134
COMMITMENTS
1,767 0 0 10,033 13,542 11,800 13,542 2,334 592
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 189)
738 -283 0 100 546 838 263 -649 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.0 0.0 71.0 95.8 83.5 95.8 16.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 11 9 14 9
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,662,612
COMMITMENTS
618,576 454,207 911,193 2703647 2976106 4233417 4341506 429,195 321,105
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -221,316)
-140,167 -33,504 -103,277 -8,226 15,117 -251,670 -121,664 30,354 -99,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 9.7 19.5 58.0 63.8 90.8 93.1 9.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 656)
167 144 176 257 267 503 508
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| 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: 29,447
COMMITMENTS
12,053 0 0 13,994 29,065 26,047 29,065 3,400 382
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -230)
-528 0 0 611 -428 83 -428 -313 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 0.0 0.0 47.5 98.7 88.5 98.7 11.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 0 0 10 11 17 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| 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: 26,571
COMMITMENTS
0 2,042 0 23,710 23,682 23,710 25,724 2,861 847
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 2,388)
-177 1,371 -23 996 1,248 796 2,596 1,592 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 0.0 89.2 89.1 89.2 96.8 10.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 10 11 10 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 76,435
COMMITMENTS
15,406 1,782 452 48,783 70,342 64,641 72,576 11,794 3,859
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -8,679)
-5,854 -273 -581 -1,104 -7,949 -7,539 -8,803 -1,140 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 2.3 0.6 63.8 92.0 84.6 95.0 15.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
9 5 4 45 32 55 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,806
COMMITMENTS
14,003 15,849 3,433 26,975 25,302 44,411 44,584 6,396 6,222
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -5,010)
-2,964 1,958 -1,437 777 -5,096 -3,624 -4,576 -1,385 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 31.2 6.8 53.1 49.8 87.4 87.8 12.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
66 69 36 84 80 170 165
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 254,032
COMMITMENTS
70,013 79,243 17,167 134,874 126,511 222,054 222,920 31,979 31,112
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -25,049)
-14,822 9,789 -7,187 3,887 -25,480 -18,122 -22,878 -6,927 -2,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 31.2 6.8 53.1 49.8 87.4 87.8 12.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
66 69 36 84 80 170 165
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,692
COMMITMENTS
50,485 40,060 16,144 43,104 60,589 109,733 116,793 30,959 23,899
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -31,858)
-18,975 -13,599 -2,779 -4,306 -14,424 -26,061 -30,802 -5,797 -1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 28.5 11.5 30.6 43.1 78.0 83.0 22.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
34 23 26 29 25 75 62
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 553,683
COMMITMENTS
108,825 117,360 16,684 411,190 404,905 536,699 538,949 16,984 14,733
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -9,666)
-25,862 -3,023 -1,201 19,577 -3,296 -7,485 -7,520 -2,181 -2,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 21.2 3.0 74.3 73.1 96.9 97.3 3.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
56 45 28 115 109 183 170
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,737
COMMITMENTS
22,685 17,733 73 23,994 33,684 46,752 51,490 7,985 3,247
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 1,146)
724 -639 -20 554 1,822 1,258 1,163 -112 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 32.4 0.1 43.8 61.5 85.4 94.1 14.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
17 9 2 20 11 38 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 82,146
COMMITMENTS
25,895 11,953 2,161 43,572 30,181 71,628 44,295 10,518 37,851
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 9,535)
2,705 891 386 5,483 1,190 8,574 2,467 961 7,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 14.6 2.6 53.0 36.7 87.2 53.9 12.8 46.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
27 14 5 33 26 62 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 |
--------------------------------------------------------------| 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: 102,504
COMMITMENTS
21,096 2,940 23,878 57,290 75,485 102,264 102,303 240 201
CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 1,222)
1,927 0 -379 -420 1,520 1,128 1,141 94 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 2.9 23.3 55.9 73.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 1 1 15 16 24 18
Updated February 16, 2018