MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,196
COMMITMENTS
1,000 4,900 2,040 19,772 15,872 22,812 22,812 384 384
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,812)
-160 -120 -800 -864 -904 -1,824 -1,824 12 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 21.1 8.8 85.2 68.4 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 9 7 8 7 16 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,615
COMMITMENTS
200 557 408 4,031 4,221 4,639 5,186 976 429
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 261)
-37 -11 44 204 159 211 192 50 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 9.9 7.3 71.8 75.2 82.6 92.4 17.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 7 8 20 19 31 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,546
COMMITMENTS
12,201 7,188 1,101 10,172 12,378 23,474 20,667 2,072 4,879
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,409)
790 636 170 1,174 312 2,134 1,118 -725 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 28.1 4.3 39.8 48.5 91.9 80.9 8.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 19 13 21 22 50 47
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,326
COMMITMENTS
714 776 413 4,388 4,793 5,515 5,982 811 344
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 472)
-103 279 73 415 107 385 459 87 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 12.3 6.5 69.4 75.8 87.2 94.6 12.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 7 8 22 15 32 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 249,335
COMMITMENTS
90,342 61,681 40,886 98,393 105,866 229,621 208,433 19,714 40,902
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 2,485)
-3,245 7,333 1,402 3,715 -10,603 1,872 -1,868 613 4,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 24.7 16.4 39.5 42.5 92.1 83.6 7.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
81 117 112 68 84 233 256
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 319,502
COMMITMENTS
134,143 46,307 36,740 124,489 188,929 295,372 271,976 24,130 47,526
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 4,369)
3,473 -1,202 4,369 -4,901 -3,001 2,941 166 1,428 4,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 14.5 11.5 39.0 59.1 92.4 85.1 7.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
106 73 109 87 142 256 282
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,405
COMMITMENTS
2,577 1,495 425 761 2,792 3,763 4,712 1,642 693
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 597)
404 49 51 44 516 499 616 98 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 27.7 7.9 14.1 51.7 69.6 87.2 30.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
25 12 7 10 21 40 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,499
COMMITMENTS
23,019 9,369 8,900 12,106 15,387 44,025 33,656 7,474 17,843
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,153)
694 12 612 -729 -92 577 532 576 621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 18.2 17.3 23.5 29.9 85.5 65.4 14.5 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
58 49 55 40 64 134 140
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,707
COMMITMENTS
207 3,005 14 2,568 440 2,789 3,459 918 248
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 314)
20 275 -6 203 13 217 282 97 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 81.1 0.4 69.3 11.9 75.2 93.3 24.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 7 2 10 6 14 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,683
COMMITMENTS
2,608 11,075 295 16,086 7,494 18,989 18,864 694 819
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,309)
425 718 -50 937 617 1,312 1,285 -3 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 56.3 1.5 81.7 38.1 96.5 95.8 3.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 9 5 21 17 38 29
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 48,708
COMMITMENTS
12,919 7,687 0 33,469 39,202 46,388 46,889 2,320 1,819
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 8,636)
7,080 2,334 -143 1,112 5,908 8,049 8,099 587 537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 15.8 0.0 68.7 80.5 95.2 96.3 4.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 8 0 10 9 23 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 227,931
COMMITMENTS
91,645 41,146 11,179 78,318 152,389 181,142 204,714 46,789 23,217
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 24,578)
-3,087 58 7,491 15,997 18,718 20,401 26,267 4,177 -1,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 18.1 4.9 34.4 66.9 79.5 89.8 20.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
47 22 21 24 28 81 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,076
COMMITMENTS
13,556 14,870 2,251 16,870 11,662 32,677 28,783 11,399 15,293
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 2,057)
1,664 807 680 202 701 2,546 2,188 -489 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 33.7 5.1 38.3 26.5 74.1 65.3 25.9 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 13 9 7 9 25 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 258,092
COMMITMENTS
143,188 26,190 31,406 74,411 197,529 249,005 255,125 9,087 2,967
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 17,387)
2,137 -1,249 20,473 -5,399 -1,640 17,211 17,584 176 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.5 10.1 12.2 28.8 76.5 96.5 98.9 3.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
80 37 17 20 23 108 72
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 273,720
COMMITMENTS
68,938 115,023 23,068 148,804 104,335 240,810 242,426 32,910 31,294
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 54,672)
14,484 7,642 11,787 23,953 31,729 50,224 51,158 4,448 3,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 42.0 8.4 54.4 38.1 88.0 88.6 12.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
37 36 28 30 39 84 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 200,444
COMMITMENTS
40,642 97,939 8,902 127,392 59,890 176,936 166,731 23,508 33,713
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -12,756)
-6,643 -22,291 4,841 -9,045 1,685 -10,847 -15,765 -1,909 3,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 48.9 4.4 63.6 29.9 88.3 83.2 11.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
31 30 21 33 30 75 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 487,425
COMMITMENTS
191,102 105,044 31,985 175,600 291,785 398,687 428,814 88,738 58,611
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 22,437)
-3,874 6,377 12,207 4,377 -106 12,710 18,478 9,727 3,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 21.6 6.6 36.0 59.9 81.8 88.0 18.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
87 63 54 61 64 178 155
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,520
COMMITMENTS
13,669 1,731 1,001 8,297 29,283 22,967 32,015 13,553 4,505
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 4.7 2.7 22.7 80.2 62.9 87.7 37.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 3 9 6 19 11
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,569
COMMITMENTS
10,445 2,356 646 4,827 18,198 15,918 21,200 7,651 2,369
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,664)
-362 251 600 995 655 1,233 1,506 431 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 10.0 2.7 20.5 77.2 67.5 89.9 32.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 3 8 8 15 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,536
COMMITMENTS
21,259 9,896 688 6,562 19,574 28,509 30,158 2,027 378
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 2,289)
1,390 1,776 578 174 -2 2,142 2,352 147 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.6 32.4 2.3 21.5 64.1 93.4 98.8 6.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 12 2 6 7 20 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 49,256
COMMITMENTS
25,150 12,800 1,357 17,154 31,698 43,661 45,855 5,595 3,401
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 3,162)
-1,623 750 -244 4,622 2,642 2,755 3,148 407 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.1 26.0 2.8 34.8 64.4 88.6 93.1 11.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
39 16 8 16 9 59 31
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 39,391
COMMITMENTS
22,562 10,216 4,084 11,655 24,277 38,301 38,577 1,090 814
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 11,064)
4,149 3,361 3,738 3,160 3,947 11,047 11,046 17 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 25.9 10.4 29.6 61.6 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 9 4 7 8 22 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,309,769
COMMITMENTS
1045365 2528568 3153055 9419806 7566093 13618226 13247716 691,543 1062053
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 180,119)
3,624 -78,836 103,026 97,700 189,170 204,350 213,360 -24,231 -33,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 17.7 22.0 65.8 52.9 95.2 92.6 4.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
54 124 123 125 149 263 324
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 810,813
COMMITMENTS
121,974 90,204 34,732 572,774 594,147 729,480 719,083 81,333 91,730
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 75,320)
9,862 5,648 292 56,499 57,115 66,654 63,055 8,666 12,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 11.1 4.3 70.6 73.3 90.0 88.7 10.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618)
125 151 94 250 256 426 451
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 72,189
COMMITMENTS
3,195 9,034 807 45,746 46,592 49,748 56,433 22,441 15,756
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 2,181)
-52 1,759 805 1,515 94 2,268 2,658 -87 -477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 12.5 1.1 63.4 64.5 68.9 78.2 31.1 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 11 3 27 25 34 36
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| 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: 34,099
COMMITMENTS
219 1,187 0 30,117 30,844 30,336 32,031 3,763 2,068
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 3.5 0.0 88.3 90.5 89.0 93.9 11.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 15 10 16 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,693,118
COMMITMENTS
604,623 416,578 158,897 2635138 2737774 3398658 3313249 294,460 379,869
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 365,695)
40,424 10,296 6,584 274,921 285,104 321,929 301,984 43,766 63,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 11.3 4.3 71.4 74.1 92.0 89.7 8.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
126 148 93 240 250 413 445
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| 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: 33,212
COMMITMENTS
9,811 0 0 19,970 32,500 29,781 32,500 3,431 712
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 4,173)
-682 0 0 4,992 4,162 4,310 4,162 -137 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 0.0 0.0 60.1 97.9 89.7 97.9 10.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 0 0 9 10 14 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| 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: 40,129
COMMITMENTS
293 280 0 33,175 35,232 33,468 35,512 6,661 4,617
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 16,651)
54 0 0 12,126 12,982 12,180 12,982 4,471 3,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.7 0.0 82.7 87.8 83.4 88.5 16.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 15 12 16 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,709
COMMITMENTS
22,405 1,751 1,321 53,902 81,963 77,628 85,035 13,081 5,674
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 5,106)
159 411 273 2,928 3,291 3,360 3,975 1,746 1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 1.9 1.5 59.4 90.4 85.6 93.7 14.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 4 6 41 41 56 51
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 71,552
COMMITMENTS
21,870 12,354 1,982 40,814 48,503 64,666 62,839 6,887 8,713
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 15,262)
705 16 934 13,168 13,947 14,807 14,896 455 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 17.3 2.8 57.0 67.8 90.4 87.8 9.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
70 71 34 77 98 164 187
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 357,762
COMMITMENTS
109,352 61,770 9,908 204,069 242,517 323,329 314,195 34,433 43,567
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 76,309)
3,525 78 4,671 65,838 69,733 74,034 74,482 2,275 1,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 17.3 2.8 57.0 67.8 90.4 87.8 9.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
70 71 34 77 98 164 187
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 187,355
COMMITMENTS
101,713 38,680 13,610 31,939 115,192 147,262 167,482 40,093 19,873
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 19,184)
-1,640 231 10,845 9,380 9,444 18,585 20,520 599 -1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.3 20.6 7.3 17.0 61.5 78.6 89.4 21.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
47 18 20 23 27 79 60
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 809,537
COMMITMENTS
69,281 30,963 172,875 542,853 586,414 785,009 790,252 24,528 19,285
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 772,040)
67,153 27,331 171,986 512,195 557,192 751,334 756,509 20,706 15,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 3.8 21.4 67.1 72.4 97.0 97.6 3.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
39 27 55 122 118 197 183
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,932
COMMITMENTS
14,668 8,453 0 14,370 23,119 29,038 31,572 5,894 3,360
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -9,286)
1,158 2,719 -4,410 -4,944 -6,737 -8,196 -8,428 -1,090 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 24.2 0.0 41.1 66.2 83.1 90.4 16.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 4 0 16 9 33 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,313
COMMITMENTS
17,848 4,804 1,099 18,458 20,919 37,405 26,822 9,908 20,491
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -17,730)
-3,003 -692 -3,093 -8,801 -7,475 -14,897 -11,260 -2,833 -6,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 10.2 2.3 39.0 44.2 79.1 56.7 20.9 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 12 2 23 15 45 29
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| 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: 106,910
COMMITMENTS
6,288 11,093 30,872 69,728 64,943 106,888 106,908 22 2
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 3,902)
0 -1,620 1,760 2,142 3,760 3,902 3,900 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 10.4 28.9 65.2 60.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 12 14 17 16
Updated September 15, 2017