MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 29,154
COMMITMENTS
1,600 5,816 2,580 23,894 19,658 28,074 28,054 1,080 1,100
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,240)
-120 -120 120 720 720 720 720 520 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 19.9 8.8 82.0 67.4 96.3 96.2 3.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 10 4 9 7 16 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,005
COMMITMENTS
450 819 339 4,240 4,532 5,029 5,690 976 315
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 19)
-32 -112 46 -16 10 -2 -56 21 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 13.6 5.6 70.6 75.5 83.7 94.8 16.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 6 11 17 20 30 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,733
COMMITMENTS
17,547 7,980 1,322 8,923 16,788 27,792 26,090 2,941 4,643
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 564)
3 618 -20 633 249 616 847 -52 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.1 26.0 4.3 29.0 54.6 90.4 84.9 9.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 23 18 17 27 51 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,649
COMMITMENTS
643 661 422 4,971 4,943 6,036 6,026 613 623
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 166)
18 -38 22 99 236 139 220 27 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 9.9 6.3 74.8 74.3 90.8 90.6 9.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 6 8 25 19 35 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,528
COMMITMENTS
96,055 45,221 40,449 97,842 133,745 234,346 219,415 23,182 38,113
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 12,246)
421 1,166 400 10,412 9,701 11,233 11,267 1,013 979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 17.6 15.7 38.0 51.9 91.0 85.2 9.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
112 71 107 64 89 238 223
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 386,092
COMMITMENTS
173,084 45,304 55,628 127,353 232,728 356,065 333,660 30,027 52,432
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -13,670)
-6,239 -1,952 -5,997 -1,286 -4,603 -13,522 -12,552 -148 -1,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.8 11.7 14.4 33.0 60.3 92.2 86.4 7.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
128 85 114 99 162 299 315
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,207
COMMITMENTS
1,175 1,190 646 1,130 1,507 2,951 3,343 1,256 864
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 59)
-72 177 41 95 -114 64 104 -5 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 28.3 15.4 26.9 35.8 70.1 79.5 29.9 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 18 12 17 19 41 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,313
COMMITMENTS
26,608 11,019 8,747 13,645 17,679 49,000 37,445 7,313 18,868
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,605)
869 148 900 -10 726 1,759 1,774 -154 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 19.6 15.5 24.2 31.4 87.0 66.5 13.0 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
62 50 53 42 78 137 161
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,060
COMMITMENTS
529 4,261 54 3,527 395 4,110 4,710 950 350
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -75)
16 -61 0 -56 -29 -40 -90 -35 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 84.2 1.1 69.7 7.8 81.2 93.1 18.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 2 12 5 17 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,554
COMMITMENTS
3,784 16,240 890 19,273 6,455 23,947 23,585 607 969
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 309)
16 -51 7 269 311 292 267 17 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 66.1 3.6 78.5 26.3 97.5 96.1 2.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 13 11 24 19 43 39
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,131
COMMITMENTS
4,906 5,574 90 26,989 26,462 31,985 32,126 1,146 1,005
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,312)
778 2,878 -217 2,288 209 2,849 2,870 -537 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 16.8 0.3 81.5 79.9 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 11 1 8 7 19 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,798
COMMITMENTS
28,698 78,193 5,036 78,927 30,949 112,661 114,178 31,137 29,620
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -75,698)
191 -33,195 -1,441 -77,547 -39,759 -78,797 -74,395 3,099 -1,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 54.4 3.5 54.9 21.5 78.3 79.4 21.7 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
27 29 11 25 28 59 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,364
COMMITMENTS
11,218 15,887 976 10,347 7,128 22,541 23,991 14,823 13,373
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,313)
-57 1,630 -276 840 76 507 1,430 1,806 883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 42.5 2.6 27.7 19.1 60.3 64.2 39.7 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 11 4 6 7 20 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 212,815
COMMITMENTS
126,019 45,012 850 77,403 163,914 204,272 209,776 8,543 3,039
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -4,666)
360 -31,662 -3,934 58 30,745 -3,516 -4,851 -1,150 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.2 21.2 0.4 36.4 77.0 96.0 98.6 4.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
81 32 5 18 23 102 57
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 187,799
COMMITMENTS
43,707 82,840 6,291 112,643 69,449 162,641 158,580 25,158 29,219
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -6,901)
-6,918 -5,389 -1,802 1,409 491 -7,311 -6,700 410 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 44.1 3.3 60.0 37.0 86.6 84.4 13.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
33 28 17 28 35 68 73
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 183,705
COMMITMENTS
38,254 99,604 4,415 123,453 41,443 166,122 145,462 17,583 38,243
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 11,865)
-1,244 10,147 468 11,198 -2,800 10,422 7,815 1,443 4,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 54.2 2.4 67.2 22.6 90.4 79.2 9.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
28 43 15 29 28 64 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 400,560
COMMITMENTS
179,671 120,976 14,420 136,134 211,639 330,225 347,035 70,335 53,525
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 21,291)
12,426 -1,417 1,406 3,295 18,645 17,127 18,634 4,164 2,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 30.2 3.6 34.0 52.8 82.4 86.6 17.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
95 62 44 57 62 171 150
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,785
COMMITMENTS
13,654 5,070 1,223 7,525 24,367 22,402 30,660 12,383 4,125
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 138)
-700 -582 -91 293 662 -498 -11 636 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 14.6 3.5 21.6 70.1 64.4 88.1 35.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 5 4 9 5 19 11
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,579
COMMITMENTS
9,640 5,358 0 7,472 12,617 17,112 17,975 1,467 604
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 442)
523 211 0 -90 191 433 402 9 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.9 28.8 0.0 40.2 67.9 92.1 96.7 7.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 15 0 6 6 18 21
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 57,424
COMMITMENTS
45,001 19,768 97 6,381 32,706 51,479 52,571 5,945 4,853
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 7,329)
6,613 2,835 -360 587 4,173 6,840 6,648 489 681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.4 34.4 0.2 11.1 57.0 89.6 91.5 10.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
43 29 3 5 16 49 47
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 29,535
COMMITMENTS
23,600 3,587 1,576 3,455 23,461 28,631 28,624 904 911
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -231)
-422 -1,106 166 0 726 -256 -214 25 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.9 12.1 5.3 11.7 79.4 96.9 96.9 3.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 7 2 4 7 16 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,982,431
COMMITMENTS
763,805 2424512 2611810 8971228 6824930 12346843 11861252 635,588 1121179
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 178,129)
12,426 5,647 -27,881 183,097 178,271 167,642 156,037 10,487 22,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 18.7 20.1 69.1 52.6 95.1 91.4 4.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
51 106 115 112 139 242 296
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 616,094
COMMITMENTS
100,516 93,706 23,150 417,751 425,857 541,418 542,713 74,676 73,381
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 10,611)
4,170 823 3,766 1,482 8,654 9,418 13,243 1,193 -2,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 15.2 3.8 67.8 69.1 87.9 88.1 12.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593)
126 136 71 217 236 374 413
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 40,862
COMMITMENTS
3,510 1,697 0 14,865 26,566 18,375 28,263 22,487 12,599
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 359)
122 55 0 -788 2,533 -666 2,588 1,025 -2,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 4.2 0.0 36.4 65.0 45.0 69.2 55.0 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 8 0 12 20 19 28
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,876,159
COMMITMENTS
486,766 461,780 114,015 2014432 1996453 2615213 2572248 260,946 303,911
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 51,261)
20,714 4,313 18,357 11,350 30,605 50,421 53,275 840 -2,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 16.1 4.0 70.0 69.4 90.9 89.4 9.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
124 135 67 215 230 370 402
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| 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: 18,687
COMMITMENTS
3,189 396 0 13,103 17,110 16,292 17,506 2,395 1,181
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 2.1 0.0 70.1 91.6 87.2 93.7 12.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 0 7 9 11 10
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 15,023
COMMITMENTS
9,642 649 0 3,504 13,626 13,146 14,275 1,877 748
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.2 4.3 0.0 23.3 90.7 87.5 95.0 12.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 0 6 8 12 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 93,531
COMMITMENTS
23,875 2,707 1,841 55,709 85,362 81,425 89,910 12,106 3,621
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,146)
1,459 -743 297 371 2,704 2,127 2,258 19 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 2.9 2.0 59.6 91.3 87.1 96.1 12.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 5 5 42 36 57 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,176
COMMITMENTS
22,265 12,025 1,200 26,500 37,151 49,966 50,376 7,211 6,801
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 235)
-2,654 1,294 -153 3,288 -1,815 480 -675 -245 910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 21.0 2.1 46.3 65.0 87.4 88.1 12.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
64 76 24 59 83 138 168
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 285,882
COMMITMENTS
111,325 60,123 6,002 132,501 185,753 249,828 251,878 36,054 34,004
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,176)
-13,272 6,468 -767 16,440 -9,077 2,401 -3,376 -1,225 4,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 21.0 2.1 46.3 65.0 87.4 88.1 12.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
64 76 24 59 83 138 168
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 89,953
COMMITMENTS
48,906 29,157 2,727 12,980 33,431 64,613 65,315 25,340 24,638
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 7,978)
6,634 1,918 -93 632 6,886 7,173 8,711 805 -733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 32.4 3.0 14.4 37.2 71.8 72.6 28.2 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
30 27 14 18 23 55 57
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,845
COMMITMENTS
12,533 6,932 0 15,745 26,840 28,278 33,772 8,567 3,073
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -1,051)
-1,313 -901 0 -197 -514 -1,510 -1,415 459 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 18.8 0.0 42.7 72.8 76.7 91.7 23.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 5 0 17 11 29 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 69,420
COMMITMENTS
14,392 8,973 1,003 43,762 16,883 59,157 26,859 10,263 42,561
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 920)
-2,380 1,286 -373 2,084 -771 -669 142 1,589 778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 12.9 1.4 63.0 24.3 85.2 38.7 14.8 61.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
22 8 4 28 18 51 29
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| 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: 80,547
COMMITMENTS
8,736 15,422 20,632 51,132 44,493 80,500 80,547 47 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 19.1 25.6 63.5 55.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 3 10 12 16 16
Updated June 30, 2017