MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,452
COMMITMENTS
3,600 4,892 800 18,812 17,460 23,212 23,152 240 300
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 652)
200 60 0 452 532 652 592 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 20.9 3.4 80.2 74.4 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 12 3 8 6 14 20
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,842
COMMITMENTS
268 893 422 4,421 3,714 5,111 5,029 731 813
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 132)
38 74 -12 127 16 153 78 -21 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 15.3 7.2 75.7 63.6 87.5 86.1 12.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 11 9 18 18 29 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,582
COMMITMENTS
14,155 10,234 848 10,770 13,208 25,773 24,290 2,809 4,292
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,293)
438 548 10 595 610 1,043 1,168 250 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.5 35.8 3.0 37.7 46.2 90.2 85.0 9.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
21 24 22 19 22 50 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,330
COMMITMENTS
1,102 1,058 460 4,918 5,215 6,480 6,733 850 597
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 84)
-5 -50 5 55 68 55 23 29 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 14.4 6.3 67.1 71.1 88.4 91.9 11.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 6 7 20 17 32 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 250,548
COMMITMENTS
97,577 46,367 35,284 99,474 127,384 232,335 209,035 18,213 41,513
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,286)
-1,163 -357 1,330 843 267 1,010 1,240 276 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 18.5 14.1 39.7 50.8 92.7 83.4 7.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
100 76 113 55 86 226 227
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 378,955
COMMITMENTS
162,888 34,144 50,109 138,164 242,246 351,161 326,499 27,794 52,456
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -821)
-1,821 -576 -3,936 3,816 3,642 -1,941 -870 1,120 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 9.0 13.2 36.5 63.9 92.7 86.2 7.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
138 77 127 96 177 306 336
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,401
COMMITMENTS
3,425 1,927 400 927 2,994 4,752 5,321 1,649 1,080
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -439)
-372 -105 -41 -59 -351 -472 -497 33 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.5 30.1 6.2 14.5 46.8 74.2 83.1 25.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
34 14 7 13 23 52 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,361
COMMITMENTS
28,303 13,270 9,740 11,283 15,324 49,326 38,334 7,035 18,027
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -136)
1 -443 -580 520 634 -59 -389 -77 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.2 23.5 17.3 20.0 27.2 87.5 68.0 12.5 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
60 54 53 37 73 136 159
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,952
COMMITMENTS
182 3,002 13 2,627 596 2,822 3,611 1,130 341
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 105)
53 86 -5 335 29 383 110 -278 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 76.0 0.3 66.5 15.1 71.4 91.4 28.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 6 4 11 6 16 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,950
COMMITMENTS
1,425 13,670 848 24,202 10,917 26,475 25,435 475 1,515
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,082)
77 478 95 901 517 1,073 1,090 9 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 50.7 3.1 89.8 40.5 98.2 94.4 1.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 17 13 21 23 40 44
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 49,012
COMMITMENTS
22,241 5,798 95 25,178 42,034 47,514 47,927 1,498 1,085
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 6,109)
6,307 4,197 51 309 2,042 6,667 6,290 -558 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 11.8 0.2 51.4 85.8 96.9 97.8 3.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 4 2 7 8 21 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 145,257
COMMITMENTS
67,882 22,224 3,896 35,966 97,790 107,744 123,910 37,513 21,347
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,661)
558 25 -355 1,736 1,374 1,939 1,044 -278 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 15.3 2.7 24.8 67.3 74.2 85.3 25.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
39 17 14 20 23 63 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 79,544
COMMITMENTS
17,581 47,765 746 55,140 7,692 73,467 56,203 6,077 23,341
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -3,362)
-3,240 -2,796 -139 100 519 -3,279 -2,416 -83 -946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 60.0 0.9 69.3 9.7 92.4 70.7 7.6 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 22 3 11 8 25 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 171,485
COMMITMENTS
112,966 23,400 1,548 50,180 143,607 164,694 168,555 6,791 2,930
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -8,045)
2,922 -6,258 -599 -10,929 -488 -8,606 -7,345 561 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.9 13.6 0.9 29.3 83.7 96.0 98.3 4.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
63 38 8 19 22 83 67
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 178,230
COMMITMENTS
66,549 61,976 10,519 69,411 82,682 146,479 155,177 31,751 23,053
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 2,391)
8,191 3,318 61 -5,720 408 2,532 3,787 -141 -1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 34.8 5.9 38.9 46.4 82.2 87.1 17.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
42 28 19 29 41 81 79
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 244,536
COMMITMENTS
39,793 150,433 7,628 178,434 47,467 225,855 205,528 18,681 39,008
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -16,483)
-4,589 -16,551 -623 -13,291 2,523 -18,503 -14,651 2,020 -1,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 61.5 3.1 73.0 19.4 92.4 84.0 7.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
23 39 19 32 39 64 90
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 495,561
COMMITMENTS
205,160 115,479 21,603 189,056 310,897 415,819 447,979 79,742 47,582
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 30,254)
9,251 15,007 539 14,002 18,768 23,792 34,314 6,462 -4,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 23.3 4.4 38.1 62.7 83.9 90.4 16.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
105 49 43 68 64 185 145
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 38,688
COMMITMENTS
15,231 6,502 953 9,768 27,944 25,952 35,399 12,736 3,289
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,971)
2,368 1,144 95 -820 666 1,643 1,905 328 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 16.8 2.5 25.2 72.2 67.1 91.5 32.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 7 5 10 6 24 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,277
COMMITMENTS
9,252 4,952 687 14,743 19,844 24,682 25,483 1,595 794
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 3,505)
-4,143 -249 525 7,144 2,985 3,526 3,261 -21 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 18.8 2.6 56.1 75.5 93.9 97.0 6.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 8 6 7 7 27 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 61,260
COMMITMENTS
23,960 37,982 1,127 32,751 16,550 57,838 55,659 3,422 5,601
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,523)
1,471 2,099 354 -324 -275 1,501 2,178 22 -655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 62.0 1.8 53.5 27.0 94.4 90.9 5.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 40 9 16 10 44 57
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,890
COMMITMENTS
13,568 3,932 42 7,252 16,784 20,862 20,758 1,028 1,132
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -967)
-588 -12 10 -488 -625 -1,066 -627 99 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.0 18.0 0.2 33.1 76.7 95.3 94.8 4.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 8 3 5 5 19 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,822,855
COMMITMENTS
834,061 3443173 2644477 9790479 6476055 13269017 12563705 553,838 1259150
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 320,807)
34,187 -91,395 76,741 160,980 270,345 271,908 255,691 48,899 65,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 24.9 19.1 70.8 46.9 96.0 90.9 4.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
49 108 120 117 129 247 292
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 756,344
COMMITMENTS
119,507 96,719 33,688 511,048 533,213 664,243 663,620 92,101 92,724
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 17,389)
3,040 2,771 5,487 8,042 7,349 16,569 15,606 820 1,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 12.8 4.5 67.6 70.5 87.8 87.7 12.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 640)
153 145 92 230 247 420 447
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 78,758
COMMITMENTS
9,160 8,868 1,271 45,613 39,940 56,044 50,079 22,714 28,679
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 5,727)
2,755 133 671 318 3,992 3,744 4,796 1,983 931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 11.3 1.6 57.9 50.7 71.2 63.6 28.8 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 8 1 18 21 26 30
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| 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: 22,239
COMMITMENTS
0 268 0 20,656 21,297 20,656 21,565 1,583 674
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -19)
0 0 0 6 1,341 6 1,341 -25 -1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.0 92.9 95.8 92.9 97.0 7.1 3.0
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 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,387,929
COMMITMENTS
614,634 502,151 99,188 2327174 2466364 3040996 3067703 346,933 320,226
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 58,309)
17,745 29,509 7,760 38,618 16,783 64,123 54,052 -5,814 4,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 14.8 2.9 68.7 72.8 89.8 90.5 10.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635)
150 146 87 225 244 411 441
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| 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: 31,580
COMMITMENTS
13,886 330 0 14,704 30,904 28,590 31,234 2,990 346
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,108)
811 0 0 5 1,351 816 1,351 292 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 1.0 0.0 46.6 97.9 90.5 98.9 9.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 1 0 10 11 19 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 22,208
COMMITMENTS
754 1,188 0 19,535 20,210 20,289 21,398 1,919 810
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -400)
76 0 0 -431 -345 -355 -345 -45 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 5.3 0.0 88.0 91.0 91.4 96.4 8.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 12 11 13 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 93,662
COMMITMENTS
28,460 3,601 680 51,332 86,038 80,472 90,319 13,190 3,343
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -834)
1,396 50 -121 -1,482 -711 -207 -782 -627 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 3.8 0.7 54.8 91.9 85.9 96.4 14.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
22 7 6 45 41 67 54
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,911
COMMITMENTS
18,274 17,152 2,036 31,564 32,154 51,874 51,342 7,037 7,569
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -14)
-337 1,678 -206 626 -1,500 83 -28 -98 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 29.1 3.5 53.6 54.6 88.1 87.2 11.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
77 81 25 73 83 162 178
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 294,553
COMMITMENTS
91,370 85,759 10,180 157,820 160,769 259,370 256,708 35,183 37,845
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -72)
-1,686 8,388 -1,030 3,132 -7,500 416 -142 -488 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 29.1 3.5 53.6 54.6 88.1 87.2 11.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
77 81 25 73 83 162 178
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 134,805
COMMITMENTS
78,202 39,320 2,775 29,788 64,787 110,765 106,882 24,040 27,923
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,830)
68 1,003 -221 2,193 378 2,040 1,160 -210 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.0 29.2 2.1 22.1 48.1 82.2 79.3 17.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
33 24 15 20 23 57 58
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 569,543
COMMITMENTS
162,898 155,901 11,712 372,370 387,845 546,980 555,458 22,563 14,085
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 15,063)
13,700 2,702 1,420 -1,576 10,495 13,544 14,617 1,519 446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 27.4 2.1 65.4 68.1 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
70 52 23 116 106 196 172
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,099
COMMITMENTS
17,336 11,111 155 15,491 26,962 32,982 38,228 9,117 3,871
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -233)
-397 -546 3 259 221 -135 -322 -98 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 26.4 0.4 36.8 64.0 78.3 90.8 21.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 8 4 17 15 36 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,744
COMMITMENTS
15,310 21,019 1,006 35,159 26,250 51,475 48,275 11,269 14,469
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,118)
-1,326 -1,350 134 1,132 -828 -60 -2,044 1,178 3,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 33.5 1.6 56.0 41.8 82.0 76.9 18.0 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 20 9 32 22 60 46
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| 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: 99,064
COMMITMENTS
10,020 5,312 26,959 62,041 66,791 99,020 99,062 44 2
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 5.4 27.2 62.6 67.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 2 14 14 22 16
Updated December 1, 2017