MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 25,008
COMMITMENTS
1,160 5,020 2,840 20,636 16,776 24,636 24,636 372 372
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -2,180)
-40 -484 -40 -2,100 -1,656 -2,180 -2,180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 20.1 11.4 82.5 67.1 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 10 6 8 7 16 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,354
COMMITMENTS
237 568 364 3,827 4,062 4,428 4,994 926 360
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -692)
-7 -58 -78 -478 -644 -563 -780 -129 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 10.6 6.8 71.5 75.9 82.7 93.3 17.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 9 9 19 18 31 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,137
COMMITMENTS
11,411 6,552 931 8,998 12,066 21,340 19,549 2,797 4,588
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -3,071)
-2,208 -564 -205 -378 -2,205 -2,791 -2,974 -280 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 27.1 3.9 37.3 50.0 88.4 81.0 11.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
22 18 15 20 21 50 46
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,854
COMMITMENTS
817 497 340 3,973 4,686 5,130 5,523 724 331
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -751)
-158 -45 -60 -440 -639 -658 -744 -93 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 8.5 5.8 67.9 80.0 87.6 94.3 12.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 6 9 24 15 35 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 246,850
COMMITMENTS
93,587 54,348 39,484 94,678 116,469 227,749 210,301 19,101 36,549
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -2,544)
-3,586 1,056 1,486 -551 -3,072 -2,651 -530 107 -2,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 22.0 16.0 38.4 47.2 92.3 85.2 7.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
89 104 98 63 82 221 231
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 315,133
COMMITMENTS
130,670 47,509 32,371 129,390 191,930 292,431 271,810 22,702 43,323
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -1,132)
-2,669 582 1,377 594 -3,469 -698 -1,510 -434 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 15.1 10.3 41.1 60.9 92.8 86.3 7.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
106 74 111 93 142 260 284
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,808
COMMITMENTS
2,173 1,446 374 717 2,276 3,264 4,096 1,544 712
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 614)
391 214 88 -119 339 360 641 254 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 30.1 7.8 14.9 47.3 67.9 85.2 32.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
21 12 8 13 21 41 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,346
COMMITMENTS
22,325 9,357 8,288 12,835 15,479 43,448 33,124 6,898 17,222
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -2,854)
-1,189 -1,306 -1,294 10 257 -2,473 -2,343 -381 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 18.6 16.5 25.5 30.7 86.3 65.8 13.7 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
49 47 55 38 63 124 135
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,393
COMMITMENTS
187 2,730 20 2,365 427 2,572 3,177 821 216
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -446)
-99 -404 -22 -218 4 -339 -422 -107 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 80.5 0.6 69.7 12.6 75.8 93.6 24.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 7 2 9 6 13 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,374
COMMITMENTS
2,183 10,357 345 15,149 6,877 17,677 17,579 697 795
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -2,039)
23 -1,322 -222 -1,845 -526 -2,044 -2,070 5 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 56.4 1.9 82.4 37.4 96.2 95.7 3.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 8 6 21 18 37 29
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 40,072
COMMITMENTS
5,839 5,353 143 32,357 33,294 38,339 38,790 1,733 1,282
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 6,902)
1,978 1,449 30 4,745 5,556 6,753 7,035 149 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 13.4 0.4 80.7 83.1 95.7 96.8 4.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 8 1 10 8 24 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 203,353
COMMITMENTS
94,732 41,088 3,688 62,321 133,671 160,741 178,447 42,612 24,906
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 11,555)
7,926 7,449 -59 2,338 5,012 10,205 12,402 1,350 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 20.2 1.8 30.6 65.7 79.0 87.8 21.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
49 17 16 26 26 81 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,019
COMMITMENTS
11,892 14,063 1,571 16,668 10,961 30,131 26,595 11,888 15,424
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -48)
-1,317 -924 -244 2,400 396 839 -772 -887 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 33.5 3.7 39.7 26.1 71.7 63.3 28.3 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 11 7 7 10 23 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 240,705
COMMITMENTS
141,051 27,439 10,933 79,810 199,169 231,794 237,541 8,911 3,164
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -5,804)
5,502 -11,100 3,905 -15,528 1,804 -6,121 -5,391 317 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.6 11.4 4.5 33.2 82.7 96.3 98.7 3.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
82 39 15 20 24 113 71
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 219,048
COMMITMENTS
54,454 107,381 11,281 124,851 72,606 190,586 191,268 28,462 27,780
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -4,983)
-5,599 -4,227 2,453 -3,593 -1,697 -6,739 -3,471 1,756 -1,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 49.0 5.2 57.0 33.1 87.0 87.3 13.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
36 33 22 27 36 74 80
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 213,200
COMMITMENTS
47,285 120,230 4,061 136,437 58,205 187,783 182,496 25,417 30,704
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 3,310)
3,396 7,817 -691 -2,029 -5,057 676 2,069 2,634 1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 56.4 1.9 64.0 27.3 88.1 85.6 11.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
39 30 13 32 32 74 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 464,988
COMMITMENTS
194,976 98,667 19,778 171,223 291,891 385,977 410,336 79,011 54,652
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -4,319)
645 -9,145 675 -2,187 4,721 -867 -3,749 -3,452 -570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 21.2 4.3 36.8 62.8 83.0 88.2 17.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
93 62 45 61 67 176 153
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 21,905
COMMITMENTS
10,807 2,105 46 3,832 17,543 14,685 19,694 7,220 2,211
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.3 9.6 0.2 17.5 80.1 67.0 89.9 33.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 2 1 7 8 15 11
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,247
COMMITMENTS
19,869 8,120 110 6,388 19,576 26,367 27,806 1,880 441
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -5,804)
2,735 301 72 -8,621 -5,747 -5,814 -5,374 10 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.3 28.7 0.4 22.6 69.3 93.3 98.4 6.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 12 1 5 7 18 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,094
COMMITMENTS
26,773 12,050 1,601 12,532 29,056 40,906 42,707 5,188 3,387
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 2,362)
-2,229 1,852 854 4,169 -611 2,794 2,095 -432 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.1 26.1 3.5 27.2 63.0 88.7 92.7 11.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
46 15 9 12 10 61 32
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 28,327
COMMITMENTS
18,413 6,855 346 8,495 20,330 27,254 27,531 1,073 796
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 2,402)
1,686 1,752 319 318 359 2,323 2,430 79 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.0 24.2 1.2 30.0 71.8 96.2 97.2 3.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 8 3 6 7 21 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,129,650
COMMITMENTS
1041741 2607404 3050029 9322106 7376923 13413876 13034356 715,774 1095294
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 422,456)
103,240 148,146 129,290 163,747 160,266 396,277 437,702 26,179 -15,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 18.5 21.6 66.0 52.2 94.9 92.2 5.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
53 124 120 123 150 261 323
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 735,493
COMMITMENTS
112,112 84,557 34,439 516,274 537,032 662,826 656,028 72,667 79,465
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 3,910)
-10,986 -2,550 -3,015 24,257 18,324 10,256 12,759 -6,346 -8,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 11.5 4.7 70.2 73.0 90.1 89.2 9.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
123 151 84 234 255 399 450
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 70,008
COMMITMENTS
3,247 7,275 2 44,231 46,498 47,480 53,775 22,528 16,233
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -1,320)
198 271 2 6,723 -2,440 6,923 -2,167 -8,243 847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 10.4 0.0 63.2 66.4 67.8 76.8 32.2 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 10 1 23 22 28 32
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,327,423
COMMITMENTS
564,199 406,282 152,313 2360217 2452670 3076729 3011265 250,694 316,158
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 26,152)
-55,833 -14,019 -15,172 87,671 103,819 16,666 74,628 9,486 -48,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 12.2 4.6 70.9 73.7 92.5 90.5 7.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
123 150 84 227 248 391 443
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| 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: 29,039
COMMITMENTS
10,493 0 0 14,978 28,338 25,471 28,338 3,568 701
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -512)
-746 0 0 366 -358 -380 -358 -132 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 0.0 0.0 51.6 97.6 87.7 97.6 12.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 0 0 8 8 14 8
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| 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: 23,478
COMMITMENTS
239 280 0 21,049 22,250 21,288 22,530 2,190 948
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 463)
0 -2,019 0 639 2,626 639 607 -176 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 1.2 0.0 89.7 94.8 90.7 96.0 9.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 12 7 13 8
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,603
COMMITMENTS
22,246 1,340 1,048 50,974 78,672 74,268 81,060 11,335 4,543
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -1,758)
-598 -688 -110 -439 -1,126 -1,147 -1,924 -611 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 1.6 1.2 59.5 91.9 86.8 94.7 13.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 3 4 36 39 48 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,291
COMMITMENTS
21,165 12,338 1,047 27,646 34,557 49,859 47,943 6,432 8,348
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -1,888)
-69 -463 168 -1,797 -1,713 -1,698 -2,008 -190 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 21.9 1.9 49.1 61.4 88.6 85.2 11.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
67 74 26 71 91 149 180
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 281,453
COMMITMENTS
105,827 61,692 5,237 138,231 172,784 249,295 239,713 32,158 41,740
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -9,441)
-344 -2,316 839 -8,986 -8,563 -8,491 -10,040 -950 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 21.9 1.9 49.1 61.4 88.6 85.2 11.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
67 74 26 71 91 149 180
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 168,171
COMMITMENTS
103,353 38,449 2,765 22,559 105,748 128,677 146,962 39,494 21,209
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 8,694)
2,391 4,014 425 2,471 4,246 5,287 8,685 3,407 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.5 22.9 1.6 13.4 62.9 76.5 87.4 23.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
46 17 16 21 24 71 53
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 37,497
COMMITMENTS
2,128 3,632 889 30,658 29,222 33,675 33,743 3,822 3,754
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 18,530)
-58 1,525 601 16,987 15,093 17,530 17,219 1,000 1,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 9.7 2.4 81.8 77.9 89.8 90.0 10.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 6 3 14 14 21 20
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,218
COMMITMENTS
13,510 5,734 4,410 19,314 29,856 37,234 40,000 6,984 4,218
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 9,677)
1,116 53 4,298 5,340 3,848 10,754 8,199 -1,077 1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 13.0 10.0 43.7 67.5 84.2 90.5 15.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 5 4 18 10 37 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,043
COMMITMENTS
20,851 5,496 4,192 27,259 28,394 52,302 38,082 12,741 26,961
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 8,882)
1,661 -508 1,751 4,350 1,637 7,762 2,880 1,120 6,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 8.4 6.4 41.9 43.7 80.4 58.5 19.6 41.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
24 16 9 24 20 52 41
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,753
COMMITMENTS
1,191 6,301 0 12,978 8,261 14,169 14,562 584 191
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 42.7 0.0 88.0 56.0 96.0 98.7 4.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 5 0 8 1 14 6
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| 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: 103,008
COMMITMENTS
6,288 12,713 29,112 67,586 61,183 102,986 103,008 22 0
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 1,070)
0 -780 780 290 1,070 1,070 1,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 12.3 28.3 65.6 59.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 12 14 17 16
Updated September 8, 2017