MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 16,210
COMMITMENTS
2,320 4,360 360 13,410 11,370 16,090 16,090 120 120
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,786)
-40 160 -160 -1,546 -1,746 -1,746 -1,746 -40 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 26.9 2.2 82.7 70.1 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 10 1 6 8 8 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,834
COMMITMENTS
665 1,224 1,697 6,353 5,757 8,715 8,678 1,120 1,156
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,393)
-99 -314 -264 -967 -832 -1,330 -1,411 -63 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 12.4 17.3 64.6 58.5 88.6 88.2 11.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 10 11 21 18 32 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,826
COMMITMENTS
11,701 5,234 12,885 14,137 14,410 38,723 32,528 4,104 10,299
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -6,020)
-1,424 -580 -2,188 -2,038 -1,491 -5,650 -4,259 -370 -1,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 12.2 30.1 33.0 33.6 90.4 76.0 9.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 15 24 34 29 65 60
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,622
COMMITMENTS
901 453 2,876 8,057 8,137 11,833 11,466 788 1,156
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -403)
57 7 -167 -218 -191 -328 -351 -75 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 3.6 22.8 63.8 64.5 93.8 90.8 6.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 8 11 23 19 36 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,817
COMMITMENTS
65,671 43,748 79,280 100,693 108,023 245,644 231,051 25,173 39,766
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -4,136)
-683 2,309 -670 -4,079 -4,785 -5,432 -3,145 1,296 -990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 16.2 29.3 37.2 39.9 90.7 85.3 9.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
121 68 123 81 89 251 244
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 427,681
COMMITMENTS
142,842 29,519 100,105 152,906 238,378 395,852 368,002 31,829 59,680
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,279)
-10,823 -2,573 3,486 4,075 -3,132 -3,262 -2,219 983 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 6.9 23.4 35.8 55.7 92.6 86.0 7.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452)
148 91 155 140 175 371 356
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,053
COMMITMENTS
3,593 1,265 632 1,045 3,684 5,270 5,580 1,783 1,473
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,151)
-357 -76 -387 -413 -618 -1,157 -1,082 6 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 17.9 9.0 14.8 52.2 74.7 79.1 25.3 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
29 10 8 16 21 50 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 67,597
COMMITMENTS
20,795 10,445 18,695 18,226 17,262 57,716 46,401 9,882 21,196
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,092)
-1,879 325 -320 1,514 -307 -685 -301 -406 -790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 15.5 27.7 27.0 25.5 85.4 68.6 14.6 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
66 56 76 71 80 184 180
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,176
COMMITMENTS
233 2,747 310 2,560 729 3,102 3,785 1,074 391
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -645)
-109 -369 -80 -425 -164 -614 -613 -31 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 65.8 7.4 61.3 17.4 74.3 90.6 25.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 7 5 13 6 20 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 39,521
COMMITMENTS
1,827 10,835 7,232 29,501 16,947 38,560 35,014 961 4,507
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -5,128)
-336 -1,470 -953 -3,625 -2,273 -4,914 -4,697 -214 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 27.4 18.3 74.6 42.9 97.6 88.6 2.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
15 17 16 29 35 53 59
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,805
COMMITMENTS
19,576 1,663 0 18,070 37,080 37,646 38,743 2,159 1,062
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -11,168)
985 152 0 -12,294 -11,168 -11,309 -11,016 141 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 4.2 0.0 45.4 93.2 94.6 97.3 5.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
15 6 0 5 8 20 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 165,654
COMMITMENTS
53,825 30,364 22,957 53,822 81,476 130,605 134,797 35,050 30,857
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,105)
-796 313 5,257 -1,767 -15,462 2,694 -9,893 -4,799 7,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 18.3 13.9 32.5 49.2 78.8 81.4 21.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
26 32 30 29 28 73 72
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,940
COMMITMENTS
17,945 26,422 1,253 28,887 21,691 48,085 49,366 14,855 13,574
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -6,548)
2,057 -5,465 -45 -10,027 -1,187 -8,015 -6,697 1,467 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 42.0 2.0 45.9 34.5 76.4 78.4 23.6 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 15 5 11 14 26 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 192,896
COMMITMENTS
114,143 30,830 946 70,980 157,457 186,069 189,233 6,827 3,663
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 2,907)
-6,001 3,233 47 8,921 397 2,967 3,677 -61 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.2 16.0 0.5 36.8 81.6 96.5 98.1 3.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
81 37 7 15 26 99 67
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 252,828
COMMITMENTS
63,369 54,357 34,649 117,192 139,518 215,210 228,524 37,618 24,304
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 183)
-353 6,146 -882 3,010 -2,358 1,775 2,905 -1,592 -2,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 21.5 13.7 46.4 55.2 85.1 90.4 14.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
45 25 27 34 43 93 81
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 322,547
COMMITMENTS
50,131 137,319 32,400 200,483 122,917 283,014 292,637 39,533 29,910
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 18,330)
4,306 -5,182 4,100 6,873 17,648 15,279 16,566 3,051 1,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 42.6 10.0 62.2 38.1 87.7 90.7 12.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
39 39 31 40 38 95 92
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 654,353
COMMITMENTS
219,694 93,128 62,135 278,885 443,738 560,713 599,001 93,640 55,352
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -12,253)
-18,216 -4,931 240 6,795 -5,561 -11,181 -10,251 -1,073 -2,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 14.2 9.5 42.6 67.8 85.7 91.5 14.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
118 60 69 82 70 221 178
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,085
COMMITMENTS
12,399 7,817 46 8,455 24,472 20,900 32,335 15,185 3,750
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 917)
70 874 1 490 178 561 1,053 356 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 21.7 0.1 23.4 67.8 57.9 89.6 42.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 6 3 9 9 20 16
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,228
COMMITMENTS
3,497 15,871 221 16,601 4,849 20,319 20,941 1,909 1,287
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -25,116)
-15,957 -1,050 114 -9,386 -24,596 -25,229 -25,532 113 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 71.4 1.0 74.7 21.8 91.4 94.2 8.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 7 1 5 4 15 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 59,354
COMMITMENTS
33,091 33,061 554 20,365 21,539 54,010 55,154 5,344 4,200
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 911)
912 -109 -377 -174 1,297 361 811 550 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.8 55.7 0.9 34.3 36.3 91.0 92.9 9.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
45 20 4 11 13 58 36
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,040
COMMITMENTS
9,545 1,749 2,745 203 8,693 12,493 13,187 1,547 853
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -604)
-269 -145 -216 -4 -179 -489 -540 -115 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 12.5 19.6 1.4 61.9 89.0 93.9 11.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 7 3 1 5 12 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 34,195,004
COMMITMENTS
743,088 3598747 17692220 15114677 11432011 33549985 32722979 645,018 1472025
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -129,193)
-24,966 2,866 -153,917 196,208 166,236 17,326 15,185 -146,519 -144,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 10.5 51.7 44.2 33.4 98.1 95.7 1.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
48 138 157 117 131 284 322
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 951,042
COMMITMENTS
104,214 94,615 153,144 598,721 617,640 856,078 865,398 94,964 85,644
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -20,134)
-6,259 -2,925 -5,077 -8,677 -8,806 -20,013 -16,808 -120 -3,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 9.9 16.1 63.0 64.9 90.0 91.0 10.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 647)
167 134 171 263 267 505 498
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 115,125
COMMITMENTS
4,487 18,741 18,308 69,227 50,121 92,022 87,169 23,103 27,955
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -11,972)
-3,953 4,091 -4,651 -2,981 -12,065 -11,585 -12,624 -387 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 16.3 15.9 60.1 43.5 79.9 75.7 20.1 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 19 25 30 30 58 59
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| 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: 23,952
COMMITMENTS
0 1,624 0 22,482 21,802 22,482 23,426 1,470 526
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 913)
0 0 0 1,167 837 1,167 837 -254 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.0 93.9 91.0 93.9 97.8 6.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 10 15 10 17
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| 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: 13,959
COMMITMENTS
1,700 0 0 9,959 13,395 11,659 13,395 2,300 564
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -403)
-531 0 0 -82 -339 -613 -339 210 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 0.0 71.3 96.0 83.5 96.0 16.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 0 11 10 15 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,179,588
COMMITMENTS
569,584 450,322 603,225 2647469 2837598 3820278 3891145 359,310 288,443
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -40,808)
-13,147 -36,696 -515 -28,481 16,294 -42,143 -20,918 1,335 -19,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 10.8 14.4 63.3 67.9 91.4 93.1 8.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 631)
162 127 160 258 265 488 484
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| 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: 29,880
COMMITMENTS
13,688 0 0 13,590 29,620 27,278 29,620 2,602 260
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -715)
-458 -509 0 -53 -209 -511 -718 -204 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 0.0 0.0 45.5 99.1 91.3 99.1 8.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 0 0 8 11 18 11
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| 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: 15,663
COMMITMENTS
2,494 1,108 0 11,727 14,040 14,221 15,148 1,442 515
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 1,560)
-57 -18 0 1,679 1,686 1,622 1,668 -62 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 7.1 0.0 74.9 89.6 90.8 96.7 9.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 10 10 13 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 74,945
COMMITMENTS
15,269 2,820 432 48,445 67,225 64,146 70,477 10,799 4,468
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 845)
1,395 -60 -269 837 141 1,963 -188 -1,118 1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 3.8 0.6 64.6 89.7 85.6 94.0 14.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 6 5 41 30 56 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,504
COMMITMENTS
12,135 10,896 3,318 29,924 30,880 45,376 45,094 7,128 7,410
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 2,448)
92 -443 293 1,549 2,978 1,935 2,828 513 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 20.8 6.3 57.0 58.8 86.4 85.9 13.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
60 63 31 80 87 154 167
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 262,519
COMMITMENTS
60,673 54,479 16,590 149,619 154,400 226,881 225,468 35,638 37,051
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 12,240)
460 -2,215 1,466 7,747 14,891 9,673 14,142 2,567 -1,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 20.8 6.3 57.0 58.8 86.4 85.9 13.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
60 63 31 80 87 154 167
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 135,831
COMMITMENTS
48,425 43,077 20,733 39,142 46,082 108,300 109,893 27,531 25,938
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -4,745)
-1,551 4,740 3,829 -3,829 -12,166 -1,550 -3,596 -3,195 -1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 31.7 15.3 28.8 33.9 79.7 80.9 20.3 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
27 26 26 27 25 68 64
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 526,453
COMMITMENTS
105,811 110,986 14,298 388,518 386,153 508,627 511,438 17,826 15,015
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -6,748)
-4,168 -3,113 3,097 -5,547 -6,082 -6,618 -6,098 -130 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 21.1 2.7 73.8 73.4 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
54 48 27 115 113 179 179
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 65,703
COMMITMENTS
25,105 16,799 4,050 27,903 40,045 57,058 60,894 8,645 4,809
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 9,762)
-540 -478 3,924 4,885 4,963 8,269 8,409 1,493 1,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 25.6 6.2 42.5 60.9 86.8 92.7 13.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
22 6 11 19 11 47 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 90,073
COMMITMENTS
24,398 14,418 6,048 45,003 43,709 75,449 64,175 14,624 25,898
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 7,519)
-1,840 1,196 3,398 1,261 10,767 2,819 15,361 4,700 -7,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 16.0 6.7 50.0 48.5 83.8 71.2 16.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 21 16 31 30 63 57
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| 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: 107,809
COMMITMENTS
25,380 2,940 24,754 57,635 80,094 107,769 107,788 40 21
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 2,070)
1,991 0 290 4 1,980 2,285 2,270 -215 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 2.7 23.0 53.5 74.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 1 2 15 16 27 19
Updated March 9, 2018