MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 22,520
COMMITMENTS
3,040 4,312 880 18,360 17,088 22,280 22,280 240 240
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 352)
40 92 -80 392 340 352 352 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 19.1 3.9 81.5 75.9 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 9 4 7 6 14 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,616
COMMITMENTS
73 770 437 4,360 3,709 4,870 4,916 746 700
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 324)
-2 95 58 218 54 274 207 50 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 13.7 7.8 77.6 66.0 86.7 87.5 13.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 10 9 14 18 24 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,048
COMMITMENTS
12,397 9,633 653 9,673 10,287 22,723 20,573 2,325 4,475
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,697)
1,008 157 84 613 1,215 1,705 1,456 -8 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.5 38.5 2.6 38.6 41.1 90.7 82.1 9.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 21 17 19 21 48 48
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,168
COMMITMENTS
1,102 1,052 437 4,808 5,095 6,347 6,584 821 584
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 63)
24 -86 81 28 140 133 135 -70 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 14.7 6.1 67.1 71.1 88.5 91.9 11.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 6 7 19 16 30 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,494
COMMITMENTS
109,470 52,029 39,427 100,760 133,468 249,657 224,924 18,837 43,570
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -1,638)
-7,126 -5,178 4,113 1,566 -661 -1,447 -1,726 -191 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 19.4 14.7 37.5 49.7 93.0 83.8 7.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
93 90 112 59 91 224 243
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 386,037
COMMITMENTS
176,150 37,607 53,564 131,206 240,235 360,920 331,406 25,117 54,631
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 3,200)
-2,666 -2,451 3,146 2,216 1,232 2,696 1,927 504 1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 9.7 13.9 34.0 62.2 93.5 85.8 6.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
142 76 120 88 166 286 322
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,901
COMMITMENTS
3,978 1,999 407 834 3,405 5,219 5,811 1,682 1,090
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -10)
44 4 -9 -98 -57 -63 -62 53 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.6 29.0 5.9 12.1 49.3 75.6 84.2 24.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
36 18 6 14 24 56 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 62,000
COMMITMENTS
32,735 15,698 10,383 11,743 16,219 54,861 42,300 7,139 19,700
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -3,612)
-1,195 -1,793 -669 -879 -390 -2,743 -2,852 -869 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.8 25.3 16.7 18.9 26.2 88.5 68.2 11.5 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
70 66 58 48 81 159 177
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,581
COMMITMENTS
128 2,717 24 2,134 479 2,286 3,220 1,295 361
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 232)
1 206 9 90 8 100 223 132 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 75.9 0.7 59.6 13.4 63.8 89.9 36.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 8 3 9 5 13 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,342
COMMITMENTS
1,169 11,855 629 21,051 9,323 22,849 21,807 493 1,535
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,508)
131 979 39 1,331 352 1,501 1,370 7 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 50.8 2.7 90.2 39.9 97.9 93.4 2.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 16 9 21 22 37 40
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 47,024
COMMITMENTS
20,598 4,812 44 24,559 40,948 45,201 45,804 1,823 1,220
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -7,685)
-8,140 -6,272 0 621 -1,077 -7,519 -7,349 -166 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 10.2 0.1 52.2 87.1 96.1 97.4 3.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
16 5 1 6 8 22 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,841
COMMITMENTS
70,473 23,138 4,247 35,157 93,122 109,877 120,507 33,964 23,334
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -3,865)
-4,987 -1,433 -477 2,605 -1,371 -2,859 -3,281 -1,006 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.0 16.1 3.0 24.4 64.7 76.4 83.8 23.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
42 17 16 20 24 66 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 81,661
COMMITMENTS
19,470 47,453 1,149 54,318 7,007 74,937 55,609 6,724 26,052
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,545)
-98 2,775 116 2,343 -396 2,361 2,495 184 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 58.1 1.4 66.5 8.6 91.8 68.1 8.2 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 20 3 9 8 23 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 177,739
COMMITMENTS
92,961 30,428 1,772 77,408 141,079 172,141 173,279 5,598 4,460
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 310)
4,230 -1,328 -508 -2,843 1,921 879 85 -569 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.3 17.1 1.0 43.6 79.4 96.9 97.5 3.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
51 45 10 20 23 74 75
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 176,727
COMMITMENTS
53,147 57,680 11,497 80,930 82,014 145,574 151,191 31,153 25,536
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -1,241)
2,744 -1,921 1,667 -5,650 927 -1,239 673 -2 -1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 32.6 6.5 45.8 46.4 82.4 85.6 17.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
35 25 23 27 40 74 78
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 283,628
COMMITMENTS
49,347 185,346 9,710 207,213 45,266 266,270 240,322 17,358 43,306
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -4,308)
-4,989 3,162 1,112 258 -6,281 -3,619 -2,007 -689 -2,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 65.3 3.4 73.1 16.0 93.9 84.7 6.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
25 49 21 30 33 68 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 467,842
COMMITMENTS
200,023 115,437 20,880 173,624 275,809 394,527 412,126 73,315 55,716
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 21,340)
18,688 19,557 -183 330 3,687 18,835 23,061 2,505 -1,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 24.7 4.5 37.1 59.0 84.3 88.1 15.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
103 52 42 64 65 179 149
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,695
COMMITMENTS
11,484 4,907 874 10,625 27,053 22,983 32,834 12,712 2,861
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 695)
-526 1,098 35 409 335 -82 1,468 777 -773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 13.7 2.4 29.8 75.8 64.4 92.0 35.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 7 5 10 6 21 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,263
COMMITMENTS
14,779 5,152 25 7,610 17,936 22,414 23,113 1,849 1,150
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 271)
-279 230 -52 506 -449 175 -271 96 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.9 21.2 0.1 31.4 73.9 92.4 95.3 7.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 11 1 6 4 19 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,690
COMMITMENTS
18,146 30,037 1,221 31,070 16,667 50,437 47,925 3,253 5,765
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,618)
-797 -93 541 2,408 728 2,152 1,176 -534 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 55.9 2.3 57.9 31.0 93.9 89.3 6.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
26 37 8 16 10 45 52
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 22,319
COMMITMENTS
14,183 4,267 10 7,362 16,659 21,555 20,936 764 1,383
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 562)
753 127 0 53 393 806 520 -244 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.5 19.1 0.0 33.0 74.6 96.6 93.8 3.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 9 1 5 6 18 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,122,824
COMMITMENTS
855,752 3577401 2398662 9344655 5949852 12599069 11925915 523,755 1196909
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 276,068)
20,398 210,257 20,765 213,578 16,524 254,741 247,546 21,327 28,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 27.3 18.3 71.2 45.3 96.0 90.9 4.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
37 121 115 118 134 241 297
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 720,635
COMMITMENTS
121,791 91,423 27,784 486,403 514,024 635,978 633,232 84,657 87,403
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 4,672)
3,249 584 -4,614 423 7,076 -942 3,046 5,614 1,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 12.7 3.9 67.5 71.3 88.3 87.9 11.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 623)
143 146 85 226 247 407 440
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 67,909
COMMITMENTS
8,070 8,228 201 41,353 36,032 49,624 44,461 18,285 23,448
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 827)
33 -1,534 201 565 875 799 -458 28 1,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 12.1 0.3 60.9 53.1 73.1 65.5 26.9 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 7 2 19 25 30 33
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| 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: 20,912
COMMITMENTS
0 268 0 19,415 19,996 19,415 20,264 1,497 648
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.3 0.0 92.8 95.6 92.8 96.9 7.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 11 11 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,263,629
COMMITMENTS
614,069 461,443 92,449 2225250 2389961 2931768 2943853 331,861 319,776
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 19,226)
6,038 549 -14,032 -711 31,004 -8,705 17,521 27,931 1,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 14.1 2.8 68.2 73.2 89.8 90.2 10.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616)
141 146 81 219 240 394 433
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| 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: 30,280
COMMITMENTS
12,874 330 0 14,756 29,325 27,630 29,655 2,650 625
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 260)
457 330 0 253 10 710 340 -450 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 1.1 0.0 48.7 96.8 91.2 97.9 8.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 1 0 10 10 19 11
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| 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: 23,000
COMMITMENTS
526 1,456 0 20,653 20,661 21,179 22,117 1,821 883
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 525)
-4 35 0 484 858 480 893 45 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 6.3 0.0 89.8 89.8 92.1 96.2 7.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 0 12 11 13 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 93,562
COMMITMENTS
26,998 3,582 389 52,973 85,806 80,360 89,777 13,202 3,785
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 682)
464 637 -290 127 523 301 870 381 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 3.8 0.4 56.6 91.7 85.9 96.0 14.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
19 7 6 44 41 63 54
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,261
COMMITMENTS
20,431 14,914 1,748 28,162 32,778 50,341 49,440 6,919 7,821
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,121)
1,630 1,860 137 285 1 2,052 1,998 69 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 26.0 3.1 49.2 57.2 87.9 86.3 12.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
77 81 19 68 83 153 175
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 286,304
COMMITMENTS
102,157 74,568 8,741 140,809 163,890 251,707 247,199 34,597 39,105
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 10,604)
8,148 9,301 687 1,424 4 10,259 9,992 345 612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 26.0 3.1 49.2 57.2 87.9 86.3 12.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
77 81 19 68 83 153 175
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 126,097
COMMITMENTS
73,155 29,123 3,047 23,527 68,430 99,729 100,600 26,368 25,497
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 901)
-1,989 -584 264 2,500 1,269 775 949 126 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.0 23.1 2.4 18.7 54.3 79.1 79.8 20.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
36 21 13 14 22 54 52
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 541,016
COMMITMENTS
153,398 150,145 9,997 356,095 368,897 519,490 529,039 21,526 11,977
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -396)
-1,889 -874 -387 1,326 2,756 -950 1,495 554 -1,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 27.8 1.8 65.8 68.2 96.0 97.8 4.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
74 47 22 109 115 192 175
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,439
COMMITMENTS
17,142 10,892 171 15,590 26,639 32,903 37,702 8,536 3,737
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -1,534)
5 -1,465 -291 -1,361 1,224 -1,647 -532 113 -1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 26.3 0.4 37.6 64.3 79.4 91.0 20.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
19 10 2 17 13 37 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,602
COMMITMENTS
14,000 21,174 1,188 33,289 25,453 48,477 47,815 10,125 10,787
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -6,681)
-5,472 374 469 -1,544 -2,479 -6,547 -1,636 -134 -5,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 36.1 2.0 56.8 43.4 82.7 81.6 17.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 20 4 30 23 55 45
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| 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: 100,755
COMMITMENTS
10,370 5,272 27,649 62,712 67,832 100,731 100,753 24 2
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -1,940)
0 1,980 -1,960 20 -1,960 -1,940 -1,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 5.2 27.4 62.2 67.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 2 2 13 14 21 16
Updated November 17, 2017