MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 20,532
COMMITMENTS
3,400 3,880 200 16,692 16,212 20,292 20,292 240 240
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -126)
120 -260 0 -246 194 -126 -66 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 18.9 1.0 81.3 79.0 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 10 2 8 7 13 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,131
COMMITMENTS
353 1,149 285 3,568 2,936 4,206 4,370 925 761
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 284)
-1 177 -36 196 188 159 329 125 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 22.4 5.6 69.5 57.2 82.0 85.2 18.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 12 9 15 20 25 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,713
COMMITMENTS
13,603 9,289 623 9,869 12,435 24,095 22,347 2,618 4,366
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,194)
569 1,016 11 640 -125 1,220 902 -26 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.9 34.8 2.3 36.9 46.6 90.2 83.7 9.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
19 26 16 19 22 49 53
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,493
COMMITMENTS
1,030 1,838 441 5,306 4,661 6,777 6,940 716 553
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 253)
40 391 -56 329 -114 313 221 -60 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 24.5 5.9 70.8 62.2 90.4 92.6 9.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 9 8 20 17 33 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 227,026
COMMITMENTS
87,743 43,454 30,443 94,644 115,447 212,830 189,344 14,196 37,682
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -15,022)
-9,847 -4,116 -2,353 -434 -6,773 -12,634 -13,242 -2,388 -1,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 19.1 13.4 41.7 50.9 93.7 83.4 6.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
79 92 93 56 85 197 225
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 334,657
COMMITMENTS
131,439 27,917 39,031 138,568 222,644 309,038 289,592 25,619 45,065
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -3,673)
-6,832 486 1,986 1,716 -4,683 -3,130 -2,211 -543 -1,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 8.3 11.7 41.4 66.5 92.3 86.5 7.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
124 72 103 91 152 267 291
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,222
COMMITMENTS
3,568 2,006 302 773 2,842 4,643 5,150 1,579 1,072
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -98)
132 53 -58 -86 -133 -12 -138 -86 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 32.2 4.9 12.4 45.7 74.6 82.8 25.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
32 15 8 13 19 52 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,157
COMMITMENTS
23,523 13,589 10,077 12,338 13,935 45,938 37,601 8,219 16,556
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 335)
-1,345 288 546 471 -152 -328 682 663 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 25.1 18.6 22.8 25.7 84.8 69.4 15.2 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
56 58 64 51 66 155 162
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,940
COMMITMENTS
214 2,866 38 2,532 639 2,784 3,543 1,156 397
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 193)
46 192 1 126 -86 173 107 20 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 72.7 1.0 64.3 16.2 70.7 89.9 29.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 5 2 10 4 14 10
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,847
COMMITMENTS
1,460 14,414 687 25,085 11,355 27,232 26,456 615 1,391
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,661)
283 923 -6 1,367 674 1,644 1,591 17 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 51.8 2.5 90.1 40.8 97.8 95.0 2.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 21 11 20 23 39 46
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,240
COMMITMENTS
26,918 4,692 44 25,624 48,381 52,586 53,117 1,654 1,123
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -10,565)
2,927 -1,967 36 -13,332 -8,518 -10,369 -10,449 -196 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.6 8.7 0.1 47.2 89.2 97.0 97.9 3.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
16 4 1 5 8 21 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 155,022
COMMITMENTS
68,451 22,550 5,000 49,332 104,903 122,783 132,453 32,239 22,569
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 5,747)
6,253 2,312 -887 3,878 5,962 9,244 7,387 -3,497 -1,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 14.5 3.2 31.8 67.7 79.2 85.4 20.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
36 22 17 21 25 63 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 78,872
COMMITMENTS
29,875 47,270 257 42,497 9,187 72,629 56,714 6,243 22,158
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -16,243)
10,526 -844 -3,351 -23,788 -10,196 -16,613 -14,391 370 -1,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 59.9 0.3 53.9 11.6 92.1 71.9 7.9 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 19 2 8 11 21 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 181,925
COMMITMENTS
102,273 48,379 709 74,049 129,056 177,031 178,144 4,894 3,781
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -29,553)
-10,110 22,172 -26,145 8,780 -25,930 -27,475 -29,903 -2,078 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 26.6 0.4 40.7 70.9 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
42 52 9 14 20 62 75
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 183,783
COMMITMENTS
77,109 56,721 6,679 69,022 95,854 152,810 159,254 30,973 24,529
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -24,319)
-5,502 -14,502 -3,682 -10,487 -1,597 -19,671 -19,781 -4,648 -4,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 30.9 3.6 37.6 52.2 83.1 86.7 16.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
47 23 18 24 36 80 68
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 223,424
COMMITMENTS
36,874 151,247 3,261 166,728 30,125 206,863 184,633 16,561 38,791
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -27,157)
5,127 5,377 -12,028 -19,744 -17,392 -26,645 -24,043 -512 -3,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 67.7 1.5 74.6 13.5 92.6 82.6 7.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
20 45 14 33 33 61 84
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 485,622
COMMITMENTS
198,398 112,174 17,869 190,521 310,282 406,788 440,325 78,834 45,297
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -20,122)
-7,629 20,036 -16,277 5,312 -10,457 -18,594 -6,698 -1,528 -13,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 23.1 3.7 39.2 63.9 83.8 90.7 16.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
108 51 43 64 59 184 141
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,775
COMMITMENTS
15,397 5,261 855 9,055 28,294 25,307 34,410 12,468 3,365
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -8,043)
-118 -366 -767 -6,269 -6,273 -7,154 -7,406 -889 -637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 13.9 2.3 24.0 74.9 67.0 91.1 33.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 7 6 10 9 25 18
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,142
COMMITMENTS
7,020 9,972 270 11,283 9,041 18,573 19,283 1,569 859
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,377)
437 1,564 5 995 -278 1,437 1,291 -60 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 49.5 1.3 56.0 44.9 92.2 95.7 7.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 11 3 8 6 27 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,385
COMMITMENTS
19,456 36,075 455 25,914 7,175 45,825 43,705 2,560 4,680
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -25,807)
-4,355 -1,164 -2,982 -15,687 -17,994 -23,024 -22,140 -2,783 -3,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 74.6 0.9 53.6 14.8 94.7 90.3 5.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
25 37 5 11 6 38 46
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,093
COMMITMENTS
11,779 4,317 274 20 7,717 12,073 12,308 1,020 785
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -11,279)
-1,805 534 -1,008 -8,365 -10,684 -11,178 -11,158 -101 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.0 33.0 2.1 0.2 58.9 92.2 94.0 7.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 6 1 1 7 10 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,593,460
COMMITMENTS
957,890 3380920 2235270 8878361 5687192 12071521 11303382 521,939 1290078
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -1,831,943)
-18,791 -57,997 -740,031 -1099664 -1029918 -1858486 -1827946 26,543 -3,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 26.8 17.7 70.5 45.2 95.9 89.8 4.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
35 109 110 108 123 221 280
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 641,391
COMMITMENTS
106,300 88,136 20,314 438,262 461,710 564,876 570,160 76,515 71,231
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -221,730)
-601 -639 -31,735 -168,069 -164,745 -200,405 -197,119 -21,325 -24,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 13.7 3.2 68.3 72.0 88.1 88.9 11.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601)
148 121 79 222 237 404 403
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 43,745
COMMITMENTS
3,164 1,632 0 21,584 28,045 24,748 29,677 18,997 14,068
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -53,332)
-10,040 -6,988 -1,130 -38,927 -28,418 -50,097 -36,536 -3,235 -16,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 3.7 0.0 49.3 64.1 56.6 67.8 43.4 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 7 0 13 17 21 24
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 10,429
COMMITMENTS
1,034 0 0 8,112 9,890 9,146 9,890 1,283 539
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -4,754)
-654 0 0 -3,836 -4,646 -4,490 -4,646 -264 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 0.0 0.0 77.8 94.8 87.7 94.8 12.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 9 10 12 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,988,232
COMMITMENTS
519,631 436,471 97,621 2083389 2168325 2700641 2702417 287,591 285,815
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -841,992)
-29,048 -44,497 -76,783 -645,711 -681,637 -751,542 -802,917 -90,450 -39,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 14.6 3.3 69.7 72.6 90.4 90.4 9.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 595)
144 122 74 219 233 396 396
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| 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: 34,348
COMMITMENTS
15,072 0 0 15,780 33,764 30,852 33,764 3,496 584
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -10,850)
221 -303 0 -11,368 -10,766 -11,147 -11,069 297 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 0.0 0.0 45.9 98.3 89.8 98.3 10.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 0 0 8 10 18 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| 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: 23,734
COMMITMENTS
424 590 0 21,786 22,313 22,210 22,903 1,524 831
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -14,552)
-84 0 0 -14,149 -14,247 -14,233 -14,247 -319 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 2.5 0.0 91.8 94.0 93.6 96.5 6.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 11 8 12 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,665
COMMITMENTS
27,281 2,951 362 51,642 86,099 79,285 89,412 13,380 3,253
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -12,737)
481 437 -90 -12,304 -11,570 -11,913 -11,223 -824 -1,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 3.2 0.4 55.7 92.9 85.6 96.5 14.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 6 6 44 38 65 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,177
COMMITMENTS
17,674 16,866 1,280 29,367 30,854 48,321 49,000 6,856 6,177
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -17,233)
-680 -155 -1,562 -13,710 -13,814 -15,952 -15,530 -1,281 -1,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 30.6 2.3 53.2 55.9 87.6 88.8 12.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
73 83 23 64 78 149 172
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 275,883
COMMITMENTS
88,370 84,329 6,399 146,834 154,272 241,603 245,000 34,280 30,883
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -86,166)
-3,402 -773 -7,809 -68,551 -69,069 -79,762 -77,651 -6,404 -8,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 30.6 2.3 53.2 55.9 87.6 88.8 12.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
73 83 23 64 78 149 172
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 105,270
COMMITMENTS
38,012 50,672 1,338 46,343 26,026 85,693 78,036 19,577 27,234
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -51,759)
-55,372 -1,992 -4,950 9,055 -39,948 -51,267 -46,890 -492 -4,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 48.1 1.3 44.0 24.7 81.4 74.1 18.6 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 31 8 21 19 46 56
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 586,154
COMMITMENTS
185,563 132,633 8,293 368,851 432,361 562,707 573,287 23,447 12,867
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -93,935)
6,557 -3,156 -7,915 -79,836 -66,919 -81,194 -77,990 -12,741 -15,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 22.6 1.4 62.9 73.8 96.0 97.8 4.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
85 42 25 121 104 213 164
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,668
COMMITMENTS
16,029 10,360 0 14,457 24,752 30,486 35,112 8,182 3,556
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 487)
-778 -154 0 759 1,067 -19 913 506 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 26.8 0.0 37.4 64.0 78.8 90.8 21.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 4 0 15 14 31 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,751
COMMITMENTS
16,378 10,291 577 25,582 18,527 42,537 29,395 10,214 23,356
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,178)
1,116 1,102 -84 1,259 -1,325 2,291 -307 887 3,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 19.5 1.1 48.5 35.1 80.6 55.7 19.4 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
23 10 3 23 25 48 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| 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: 95,928
COMMITMENTS
10,750 2,010 27,101 58,033 66,817 95,884 95,928 44 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -7,081)
-330 -1,410 -1,920 -4,831 -3,749 -7,081 -7,079 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 2.1 28.3 60.5 69.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 1 14 17 20 19
Updated December 22, 2017