MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,796
COMMITMENTS
2,360 3,960 520 14,756 13,156 17,636 17,636 160 160
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -80)
0 200 -120 40 -160 -80 -80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 22.3 2.9 82.9 73.9 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 10 2 6 8 9 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,914
COMMITMENTS
749 1,534 1,882 7,069 6,369 9,701 9,785 1,213 1,128
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 139)
-40 -245 251 -93 81 117 86 22 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 14.1 17.2 64.8 58.4 88.9 89.7 11.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 10 10 22 20 32 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,857
COMMITMENTS
13,359 6,280 14,321 15,837 15,472 43,516 36,073 4,341 11,784
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 1,009)
175 641 568 59 327 801 1,536 208 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 13.1 29.9 33.1 32.3 90.9 75.4 9.1 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 22 24 33 28 68 61
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,394
COMMITMENTS
872 576 2,754 8,005 8,032 11,631 11,362 764 1,033
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 1,149)
20 27 430 662 684 1,112 1,142 37 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 4.6 22.2 64.6 64.8 93.8 91.7 6.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 10 11 26 21 39 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 271,333
COMMITMENTS
66,467 42,834 78,579 104,078 110,458 249,124 231,871 22,209 39,462
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -18,863)
-1,743 3,136 -13,553 -1,980 -5,755 -17,277 -16,171 -1,587 -2,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 15.8 29.0 38.4 40.7 91.8 85.5 8.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
104 78 125 87 96 258 250
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 427,145
COMMITMENTS
154,513 31,000 95,889 146,355 240,572 396,757 367,460 30,388 59,684
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 10,188)
10,156 2,502 2,637 -3,076 3,348 9,716 8,487 472 1,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 7.3 22.4 34.3 56.3 92.9 86.0 7.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
154 90 149 137 174 369 347
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,238
COMMITMENTS
3,909 1,419 1,239 1,177 4,156 6,326 6,814 1,912 1,424
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -117)
-97 -119 -64 -29 4 -190 -179 73 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 17.2 15.0 14.3 50.5 76.8 82.7 23.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
35 11 11 20 25 61 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 67,879
COMMITMENTS
24,993 9,811 18,668 14,930 17,437 58,590 45,916 9,289 21,963
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 2,323)
883 477 1,302 -532 -529 1,654 1,251 669 1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 14.5 27.5 22.0 25.7 86.3 67.6 13.7 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
70 51 83 63 81 185 184
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,597
COMMITMENTS
333 2,957 332 2,780 890 3,445 4,180 1,152 418
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -213)
-21 5 -38 -153 -152 -211 -185 -1 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 64.3 7.2 60.5 19.4 74.9 90.9 25.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 7 5 13 6 21 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 44,108
COMMITMENTS
2,275 11,687 7,971 32,715 19,264 42,961 38,922 1,146 5,186
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -235)
61 -33 -80 -183 70 -203 -44 -33 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 26.5 18.1 74.2 43.7 97.4 88.2 2.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
14 20 15 28 34 50 61
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 49,016
COMMITMENTS
17,568 142 11 29,842 47,940 47,421 48,093 1,595 923
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -406)
-808 -444 11 442 5 -355 -428 -51 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 0.3 0.0 60.9 97.8 96.7 98.1 3.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
16 1 1 6 7 22 9
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 164,753
COMMITMENTS
49,890 25,520 15,401 59,242 103,852 124,533 144,773 40,220 19,981
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -10,303)
-11,492 -3,298 147 -849 -6,821 -12,195 -9,972 1,892 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 15.5 9.3 36.0 63.0 75.6 87.9 24.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
32 21 21 29 26 73 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,611
COMMITMENTS
17,063 32,851 1,233 37,746 22,287 56,042 56,371 13,570 13,240
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -5,490)
-700 -4,837 143 -4,277 -1,060 -4,834 -5,754 -656 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 47.2 1.8 54.2 32.0 80.5 81.0 19.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 15 3 11 13 23 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 197,048
COMMITMENTS
127,065 32,215 787 62,212 159,892 190,064 192,894 6,983 4,153
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 4)
4,303 6,239 -14 -4,792 -6,155 -503 70 507 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 16.3 0.4 31.6 81.1 96.5 97.9 3.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
64 43 4 13 21 79 66
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 244,990
COMMITMENTS
57,986 47,875 36,486 111,959 135,836 206,431 220,197 38,559 24,793
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 168)
-8,389 70 3,490 5,187 -4,834 288 -1,274 -120 1,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 19.5 14.9 45.7 55.4 84.3 89.9 15.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
41 26 28 32 42 87 84
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 314,102
COMMITMENTS
46,908 153,793 29,848 198,232 101,936 274,988 285,576 39,115 28,526
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 15,066)
2,477 -4,544 5,426 4,510 14,059 12,413 14,941 2,653 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 49.0 9.5 63.1 32.5 87.5 90.9 12.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
40 35 31 41 38 97 88
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 661,807
COMMITMENTS
228,853 99,496 59,768 279,114 449,264 567,735 608,529 94,072 53,279
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 9,086)
-2,817 -1,845 2,064 5,546 -1,339 4,792 -1,121 4,294 10,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 15.0 9.0 42.2 67.9 85.8 91.9 14.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
120 56 72 80 69 218 180
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,425
COMMITMENTS
12,559 6,648 48 8,037 24,548 20,644 31,244 14,781 4,181
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -4)
699 -294 -2 -301 300 396 4 -400 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 18.8 0.1 22.7 69.3 58.3 88.2 41.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 6 3 9 9 20 16
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,257
COMMITMENTS
12,636 4,928 741 5,315 16,149 18,692 21,818 7,565 4,439
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -72)
1,616 -1,805 358 -1,837 1,034 137 -413 -209 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 18.8 2.8 20.2 61.5 71.2 83.1 28.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 5 5 8 7 17 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 35,697
COMMITMENTS
17,871 15,453 122 15,923 19,378 33,916 34,953 1,781 744
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 8,126)
204 8,114 -9 7,564 73 7,759 8,178 367 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 43.3 0.3 44.6 54.3 95.0 97.9 5.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 6 4 5 5 21 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,483
COMMITMENTS
29,422 28,478 319 19,901 21,246 49,642 50,043 4,841 4,440
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 744)
774 2,050 86 -275 -1,636 585 500 159 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.0 52.3 0.6 36.5 39.0 91.1 91.9 8.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
39 19 5 10 13 51 36
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,661
COMMITMENTS
10,022 1,978 2,911 203 8,975 13,136 13,864 1,525 797
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 309)
-363 -294 666 0 74 303 446 6 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.4 13.5 19.9 1.4 61.2 89.6 94.6 10.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 6 2 1 6 14 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 32,602,658
COMMITMENTS
769,074 3458937 16711215 14306335 10769524 31786624 30939677 816,034 1662981
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 1,887,548)
-96,555 -86,986 1250086 537,434 520,708 1690965 1683808 196,583 203,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 10.6 51.3 43.9 33.0 97.5 94.9 2.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
66 116 151 118 129 277 317
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 982,534
COMMITMENTS
109,339 98,073 169,512 603,086 622,128 881,937 889,713 100,597 92,821
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -101,039)
-7,677 2,624 -64,676 -17,548 -30,871 -89,902 -92,923 -11,138 -8,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 10.0 17.3 61.4 63.3 89.8 90.6 10.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 650)
170 137 175 253 267 499 504
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 124,370
COMMITMENTS
4,943 15,371 25,061 68,889 55,544 98,893 95,976 25,476 28,393
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -26,682)
-1,388 -2,266 -13,858 -11,016 -2,234 -26,262 -18,358 -419 -8,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 12.4 20.2 55.4 44.7 79.5 77.2 20.5 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 14 21 31 33 54 56
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| 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: 22,637
COMMITMENTS
0 1,523 0 21,015 20,445 21,015 21,968 1,622 669
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -1,820)
-226 -97 0 -1,612 -1,857 -1,838 -1,954 18 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.0 92.8 90.3 92.8 97.0 7.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 9 12 9 14
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| 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: 14,388
COMMITMENTS
2,017 0 0 10,046 13,786 12,063 13,786 2,325 602
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 254)
250 0 0 13 244 263 244 -9 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 0.0 0.0 69.8 95.8 83.8 95.8 16.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 11 9 15 9
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,290,823
COMMITMENTS
575,575 467,105 668,658 2670987 2832920 3915220 3968682 375,603 322,140
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -371,789)
-43,001 12,897 -242,535 -32,661 -143,186 -318,197 -372,824 -53,592 1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 10.9 15.6 62.2 66.0 91.2 92.5 8.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 640)
166 135 170 248 265 488 496
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| 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: 29,745
COMMITMENTS
13,236 0 0 13,375 29,285 26,611 29,285 3,134 460
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 298)
1,183 0 0 -619 220 564 220 -266 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 0.0 0.0 45.0 98.5 89.5 98.5 10.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 0 0 9 12 19 12
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| 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: 14,032
COMMITMENTS
2,557 1,126 0 10,046 12,266 12,603 13,392 1,429 640
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 8.0 0.0 71.6 87.4 89.8 95.4 10.2 4.6
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 02/20/18 |
--------------------------------------------------------------| 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: 24,420
COMMITMENTS
0 1,742 0 23,636 21,584 23,636 23,326 784 1,094
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -2,151)
0 -300 0 -74 -2,098 -74 -2,398 -2,077 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.0 96.8 88.4 96.8 95.5 3.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 10 10 10 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 75,510
COMMITMENTS
13,817 2,502 661 49,960 68,088 64,438 71,251 11,072 4,259
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -925)
-1,589 720 209 1,177 -2,254 -203 -1,325 -722 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 3.3 0.9 66.2 90.2 85.3 94.4 14.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 5 4 46 30 57 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,961
COMMITMENTS
12,843 14,364 2,483 28,271 25,516 43,597 42,363 6,364 7,598
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -845)
-1,159 -1,484 -951 1,296 214 -814 -2,221 -32 1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 28.8 5.0 56.6 51.1 87.3 84.8 12.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
64 65 30 78 81 155 163
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 249,805
COMMITMENTS
64,216 71,820 12,414 141,354 127,579 217,985 211,813 31,820 37,992
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -4,227)
-5,797 -7,422 -4,753 6,480 1,068 -4,069 -11,107 -159 6,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 28.8 5.0 56.6 51.1 87.3 84.8 12.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
64 65 30 78 81 155 163
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 136,963
COMMITMENTS
48,292 35,379 15,224 42,694 60,849 106,210 111,451 30,753 25,512
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -3,729)
-2,193 -4,681 -920 -410 260 -3,523 -5,342 -206 1,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 25.8 11.1 31.2 44.4 77.5 81.4 22.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
31 20 22 29 25 69 58
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 536,699
COMMITMENTS
103,223 111,566 13,461 403,038 396,352 519,722 521,379 16,977 15,319
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -16,984)
-5,602 -5,794 -3,223 -8,152 -8,553 -16,977 -17,570 -7 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 20.8 2.5 75.1 73.9 96.8 97.1 3.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
53 51 26 112 110 176 176
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 13,303
COMMITMENTS
2,650 206 0 9,360 12,310 12,010 12,516 1,293 787
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 1.5 0.0 70.4 92.5 90.3 94.1 9.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 0 8 7 12 8
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 56,484
COMMITMENTS
25,295 18,159 12 23,117 35,066 48,424 53,237 8,060 3,247
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 1,747)
2,610 426 -61 -877 1,382 1,672 1,747 75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 32.1 0.0 40.9 62.1 85.7 94.3 14.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 7 1 18 9 38 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 85,171
COMMITMENTS
27,101 13,649 1,896 46,473 30,856 75,470 46,401 9,701 38,770
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 3,025)
1,206 1,696 -265 2,901 675 3,842 2,106 -817 919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 16.0 2.2 54.6 36.2 88.6 54.5 11.4 45.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 13 5 32 26 63 41
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| 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: 105,341
COMMITMENTS
23,373 2,940 24,066 57,647 78,114 105,086 105,120 255 221
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 2,837)
2,277 0 188 357 2,629 2,822 2,817 15 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 2.8 22.8 54.7 74.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 1 1 15 16 25 18
Updated February 23, 2018