MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 25,830
COMMITMENTS
640 4,932 2,880 21,950 17,658 25,470 25,470 360 360
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -1,828)
-280 -264 0 -1,548 -1,544 -1,828 -1,808 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 19.1 11.1 85.0 68.4 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 11 6 8 7 15 20
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,945
COMMITMENTS
400 863 303 4,279 4,464 4,982 5,630 963 315
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 50)
68 -14 67 -29 23 106 76 -56 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 14.5 5.1 72.0 75.1 83.8 94.7 16.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 6 11 20 19 34 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,587
COMMITMENTS
15,929 8,392 1,521 9,741 15,879 27,191 25,792 3,396 4,795
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,150)
263 -329 418 105 780 786 869 364 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 27.4 5.0 31.8 51.9 88.9 84.3 11.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
21 23 22 20 27 57 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,307
COMMITMENTS
775 323 336 4,462 5,160 5,573 5,819 734 488
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 132)
41 75 -22 164 96 183 149 -51 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 5.1 5.3 70.7 81.8 88.4 92.3 11.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 7 7 24 19 34 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,070
COMMITMENTS
103,824 48,786 40,239 98,324 134,137 242,387 223,162 21,683 40,908
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -5,013)
-3,643 2,152 121 177 -6,197 -3,345 -3,924 -1,668 -1,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 18.5 15.2 37.2 50.8 91.8 84.5 8.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
115 86 109 70 91 253 238
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 352,122
COMMITMENTS
149,377 41,744 40,660 133,197 223,057 323,234 305,461 28,888 46,661
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -20,737)
-4,624 -2,400 -7,692 -8,347 -8,089 -20,663 -18,181 -74 -2,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 11.9 11.5 37.8 63.3 91.8 86.7 8.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
137 75 122 103 157 304 309
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,915
COMMITMENTS
2,211 1,298 395 875 2,169 3,481 3,862 1,434 1,053
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 363)
227 63 23 90 65 340 151 23 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 26.4 8.0 17.8 44.1 70.8 78.6 29.2 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
19 11 8 14 17 39 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,019
COMMITMENTS
25,506 11,449 9,558 15,666 17,860 50,730 38,867 8,289 20,152
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -1,528)
-1,256 -397 -1,105 596 -290 -1,765 -1,792 237 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 19.4 16.2 26.5 30.3 86.0 65.9 14.0 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
57 51 58 50 80 144 161
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,396
COMMITMENTS
3,040 13,925 745 17,889 6,895 21,674 21,565 722 831
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 46)
-48 -42 -1 99 191 50 148 -4 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 62.2 3.3 79.9 30.8 96.8 96.3 3.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 11 10 24 15 40 33
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,937
COMMITMENTS
3,658 8,429 0 30,125 25,188 33,783 33,617 1,154 1,320
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -2,536)
-1,157 -2,690 0 -1,328 0 -2,485 -2,690 -51 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 24.1 0.0 86.2 72.1 96.7 96.2 3.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 6 0 10 6 22 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 190,622
COMMITMENTS
82,885 42,247 5,433 58,579 120,063 146,897 167,743 43,725 22,879
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 13,292)
12,500 -1,525 953 -2,584 17,384 10,869 16,812 2,423 -3,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 22.2 2.9 30.7 63.0 77.1 88.0 22.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
42 22 19 25 28 76 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,812
COMMITMENTS
13,536 12,096 1,171 11,123 12,667 25,830 25,934 13,982 13,878
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -5,193)
-1,357 -4,347 256 -455 -1,194 -1,556 -5,285 -3,637 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 30.4 2.9 27.9 31.8 64.9 65.1 35.1 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 11 7 8 9 23 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 214,358
COMMITMENTS
130,186 16,637 4,698 70,001 190,260 204,885 211,595 9,473 2,763
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 2,012)
111 -548 -469 2,438 3,497 2,080 2,480 -68 -468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.7 7.8 2.2 32.7 88.8 95.6 98.7 4.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
85 26 6 19 24 109 52
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 217,430
COMMITMENTS
58,857 88,309 13,233 111,887 88,780 183,977 190,322 33,453 27,108
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 16,730)
6,705 9,960 4,380 3,485 1,536 14,570 15,876 2,160 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 40.6 6.1 51.5 40.8 84.6 87.5 15.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
39 32 23 26 38 78 80
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 242,876
COMMITMENTS
36,445 148,641 8,261 178,378 53,446 223,084 210,348 19,792 32,528
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 7,736)
8,427 -866 1,976 -1,829 11,703 8,574 12,813 -838 -5,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 61.2 3.4 73.4 22.0 91.9 86.6 8.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
36 42 18 32 29 78 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 457,254
COMMITMENTS
191,477 108,840 21,170 164,304 272,865 376,951 402,875 80,303 54,379
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 8,168)
-6,179 2,026 4,965 8,744 1,770 7,530 8,761 638 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 23.8 4.6 35.9 59.7 82.4 88.1 17.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
102 59 45 66 72 187 158
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,804
COMMITMENTS
12,596 3,985 867 3,043 17,632 16,506 22,484 8,298 2,320
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.8 16.1 3.5 12.3 71.1 66.5 90.6 33.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 2 6 7 15 10
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,824
COMMITMENTS
17,179 11,334 349 12,138 19,030 29,666 30,713 2,158 1,111
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 6,731)
3,281 1,766 165 2,920 4,260 6,366 6,191 365 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 35.6 1.1 38.1 59.8 93.2 96.5 6.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 12 1 6 5 18 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,968
COMMITMENTS
41,531 6,593 415 6,595 44,162 48,541 51,170 6,427 3,798
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 365)
310 177 397 -125 262 582 836 -217 -471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.6 12.0 0.8 12.0 80.3 88.3 93.1 11.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
57 15 3 10 14 67 32
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,408
COMMITMENTS
11,825 3,281 1,246 7,514 16,051 20,585 20,578 823 830
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,137)
562 666 494 189 43 1,245 1,203 -108 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.2 15.3 5.8 35.1 75.0 96.2 96.1 3.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 11 2 8 5 21 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,239,538
COMMITMENTS
1001820 2536111 2604043 9015144 6970821 12621007 12110975 618,531 1128563
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 265,627)
65,714 90,283 11,711 199,874 215,039 277,299 317,033 -11,672 -51,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 19.2 19.7 68.1 52.7 95.3 91.5 4.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
53 110 119 119 143 248 307
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 668,674
COMMITMENTS
107,220 91,703 29,805 447,974 459,531 584,999 581,040 83,675 87,634
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 13,779)
-825 7,289 2,477 12,472 521 14,124 10,287 -345 3,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 13.7 4.5 67.0 68.7 87.5 86.9 12.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615)
138 143 79 224 241 399 426
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 56,755
COMMITMENTS
3,906 4,297 0 20,506 37,982 24,412 42,279 32,343 14,476
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 968)
-1,099 1,281 -280 1,001 -1,090 -378 -89 1,346 1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 7.6 0.0 36.1 66.9 43.0 74.5 57.0 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 8 0 16 23 21 31
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,059,594
COMMITMENTS
532,439 452,902 133,156 2137340 2107745 2802935 2693803 256,659 365,791
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 64,057)
-567 28,105 15,722 57,357 8,055 72,512 51,882 -8,455 12,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 14.8 4.4 69.9 68.9 91.6 88.0 8.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
138 143 77 221 235 396 418
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| 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: 28,629
COMMITMENTS
10,940 293 0 14,357 27,563 25,297 27,856 3,332 773
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 3,365)
2,501 293 0 699 3,084 3,200 3,377 165 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 1.0 0.0 50.1 96.3 88.4 97.3 11.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 1 0 8 7 15 8
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| 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: 15,428
COMMITMENTS
4,721 643 0 8,527 14,089 13,248 14,732 2,180 696
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 164)
-3,723 -142 0 3,775 326 52 184 112 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 4.2 0.0 55.3 91.3 85.9 95.5 14.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 6 9 11 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| 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: 22,429
COMMITMENTS
417 2,019 0 19,926 19,473 20,343 21,492 2,086 937
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 9.0 0.0 88.8 86.8 90.7 95.8 9.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 13 7 14 8
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,113
COMMITMENTS
23,186 2,441 926 55,015 84,918 79,127 88,285 12,986 3,828
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -924)
-169 -198 149 -2,089 -303 -2,109 -352 1,185 -572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 2.7 1.0 59.7 92.2 85.9 95.8 14.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 6 4 38 43 51 53
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,560
COMMITMENTS
22,743 11,586 1,071 27,886 37,905 51,700 50,561 6,860 7,999
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 517)
82 -420 288 -177 527 193 395 324 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 19.8 1.8 47.6 64.7 88.3 86.3 11.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
72 70 23 66 87 148 170
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 292,801
COMMITMENTS
113,717 57,930 5,353 139,432 189,524 258,502 252,807 34,299 39,994
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 2,586)
410 -2,102 1,441 -885 2,634 966 1,973 1,620 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 19.8 1.8 47.6 64.7 88.3 86.3 11.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
72 70 23 66 87 148 170
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 139,228
COMMITMENTS
85,280 24,567 2,436 13,319 92,907 101,035 119,910 38,193 19,318
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 6,463)
4,481 142 206 1,475 9,854 6,162 10,202 301 -3,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.3 17.6 1.7 9.6 66.7 72.6 86.1 27.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
43 20 14 22 27 70 56
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,634
COMMITMENTS
12,228 5,992 2 14,090 26,991 26,320 32,985 9,314 2,649
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -267)
6 -146 0 -556 -177 -550 -323 283 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 16.8 0.0 39.5 75.7 73.9 92.6 26.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 6 1 14 12 31 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,768
COMMITMENTS
20,226 6,549 1,777 21,152 14,684 43,155 23,010 12,613 32,758
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -957)
3,052 2,078 203 -5,200 1,685 -1,945 3,966 988 -4,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 11.7 3.2 37.9 26.3 77.4 41.3 22.6 58.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
25 16 3 25 23 51 41
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,109
COMMITMENTS
8,567 6,719 0 6,035 8,175 14,602 14,894 507 215
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -234)
-23 -36 -1 -253 0 -277 -37 43 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.7 44.5 0.0 39.9 54.1 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 5 0 8 2 15 7
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| 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: 92,906
COMMITMENTS
6,158 16,593 24,240 62,486 52,073 92,884 92,906 22 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 512)
0 1,025 -280 792 -233 512 512 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 17.9 26.1 67.3 56.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 2 11 14 16 16
Updated August 4, 2017