MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 22,120
COMMITMENTS
3,560 5,464 640 17,540 15,636 21,740 21,740 380 380
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 412)
520 340 -120 12 192 412 412 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 24.7 2.9 79.3 70.7 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 3 6 8 12 16
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,095
COMMITMENTS
1,854 1,561 1,023 3,325 3,564 6,202 6,148 893 948
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 333)
176 -125 119 4 302 299 296 34 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 22.0 14.4 46.9 50.2 87.4 86.6 12.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 11 8 18 20 29 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 61,038
COMMITMENTS
24,545 3,464 18,721 13,075 23,551 56,342 45,736 4,696 15,302
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 3,502)
1,265 618 1,272 629 1,069 3,165 2,959 337 543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 5.7 30.7 21.4 38.6 92.3 74.9 7.7 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
25 21 33 28 32 67 72
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,095
COMMITMENTS
1,230 795 3,211 7,564 8,403 12,005 12,409 1,090 686
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 537)
31 77 -8 524 416 547 484 -10 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 6.1 24.5 57.8 64.2 91.7 94.8 8.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 8 11 26 22 41 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,963
COMMITMENTS
73,725 26,521 79,300 88,019 121,729 241,044 227,549 25,918 39,413
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,236)
-1,418 192 2,759 10 -386 1,351 2,564 -116 -1,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 9.9 29.7 33.0 45.6 90.3 85.2 9.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
105 67 122 79 83 245 225
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 408,376
COMMITMENTS
136,557 16,601 111,009 124,786 216,596 372,352 344,206 36,024 64,170
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 13,072)
5,119 -1,309 7,698 -919 5,248 11,898 11,637 1,174 1,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 4.1 27.2 30.6 53.0 91.2 84.3 8.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
163 75 165 141 169 382 354
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,218
COMMITMENTS
2,704 1,178 642 482 2,356 3,828 4,175 1,390 1,042
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -737)
-653 17 48 -14 -516 -619 -451 -118 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 22.6 12.3 9.2 45.1 73.4 80.0 26.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
25 11 12 15 18 50 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,038
COMMITMENTS
20,417 7,197 16,582 15,325 14,777 52,324 38,556 7,714 21,482
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 327)
1,549 -1,707 1,137 -1,640 533 1,046 -37 -719 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 12.0 27.6 25.5 24.6 87.2 64.2 12.8 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
65 56 66 62 81 169 171
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,834
COMMITMENTS
452 5,581 336 4,705 527 5,494 6,445 1,340 389
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 46)
18 176 -6 -42 -131 -31 39 76 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 81.7 4.9 68.9 7.7 80.4 94.3 19.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 7 11 4 19 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 42,398
COMMITMENTS
1,617 22,202 8,509 31,680 9,405 41,806 40,116 592 2,282
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 2,147)
112 782 510 1,547 496 2,170 1,788 -23 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 52.4 20.1 74.7 22.2 98.6 94.6 1.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
6 25 16 29 24 50 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,946
COMMITMENTS
18,169 750 101 13,733 32,274 32,003 33,125 1,943 821
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,219)
534 -163 77 2,610 3,456 3,221 3,370 -2,002 -2,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.5 2.2 0.3 40.5 95.1 94.3 97.6 5.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 5 1 8 9 20 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 192,867
COMMITMENTS
74,087 52,215 8,128 82,589 96,305 164,804 156,649 28,063 36,218
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 31,164)
8,665 16,578 -4,318 30,737 14,815 35,084 27,075 -3,920 4,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 27.1 4.2 42.8 49.9 85.4 81.2 14.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
30 32 19 26 34 63 79
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,358
COMMITMENTS
12,845 21,895 1,143 26,448 4,754 40,436 27,793 6,922 19,566
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -10,967)
251 -805 -418 -10,285 -9,036 -10,452 -10,259 -515 -708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 46.2 2.4 55.8 10.0 85.4 58.7 14.6 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 18 8 10 7 26 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 170,437
COMMITMENTS
51,402 56,777 1,024 111,054 109,008 163,481 166,809 6,956 3,628
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -39,584)
12,546 -24,768 -10,962 -40,146 -2,799 -38,562 -38,530 -1,022 -1,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 33.3 0.6 65.2 64.0 95.9 97.9 4.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
56 43 10 18 27 80 74
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 292,671
COMMITMENTS
40,770 147,463 20,671 202,702 81,377 264,142 249,512 28,529 43,160
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -401)
-19,432 7,627 -639 22,198 -8,726 2,126 -1,738 -2,527 1,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 50.4 7.1 69.3 27.8 90.3 85.3 9.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
27 51 22 27 42 66 103
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 236,325
COMMITMENTS
32,890 106,153 18,016 167,647 65,385 218,553 189,554 17,771 46,771
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -14,020)
-3,888 12,001 -3,068 -7,213 -21,776 -14,169 -12,842 150 -1,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 44.9 7.6 70.9 27.7 92.5 80.2 7.5 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
27 52 25 31 38 74 99
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 439,166
COMMITMENTS
148,509 187,216 35,289 193,900 158,348 377,697 380,853 61,469 58,313
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -52,599)
11,151 -8,908 520 -64,451 -33,116 -52,780 -41,504 181 -11,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 42.6 8.0 44.2 36.1 86.0 86.7 14.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
75 87 52 63 65 162 180
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,794
COMMITMENTS
15,555 5,323 382 5,919 23,787 21,856 29,492 11,938 4,302
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -3,909)
1,353 2,034 97 -546 875 904 3,006 -4,813 -6,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 15.8 1.1 17.5 70.4 64.7 87.3 35.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 5 2 8 8 17 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,865
COMMITMENTS
19,629 3,784 231 6,968 24,178 26,828 28,193 2,037 672
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -2,378)
-2,631 -540 211 148 -2,013 -2,272 -2,342 -106 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 13.1 0.8 24.1 83.8 92.9 97.7 7.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 11 2 4 6 19 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,986
COMMITMENTS
19,509 25,114 60 11,330 5,927 30,899 31,101 4,087 3,885
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -16,419)
-7,698 -6,518 -1,164 -5,805 -8,956 -14,667 -16,638 -1,752 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.8 71.8 0.2 32.4 16.9 88.3 88.9 11.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
20 23 3 10 9 31 34
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 26,628
COMMITMENTS
5,656 1,487 4,418 15,304 19,763 25,378 25,668 1,250 960
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -2,188)
-2,798 225 -1,353 1,927 -1,210 -2,224 -2,338 36 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 5.6 16.6 57.5 74.2 95.3 96.4 4.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 4 2 7 5 18 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,108,576
COMMITMENTS
617,120 2924316 10810095 11067305 8083210 22494521 21817621 614,055 1290955
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -2,193,856)
-24,483 -69,042 -1091751 -1029303 -939,448 -2145536 -2100241 -48,320 -93,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 12.7 46.8 47.9 35.0 97.3 94.4 2.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
49 122 138 122 142 268 317
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,062,228
COMMITMENTS
115,515 96,917 204,514 633,258 658,683 953,286 960,114 108,942 102,115
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 73,275)
-321 -2,870 18,886 54,692 64,564 73,257 80,580 18 -7,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 9.1 19.3 59.6 62.0 89.7 90.4 10.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 690)
170 174 195 261 273 528 548
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 197,116
COMMITMENTS
15,775 28,799 48,984 93,379 89,114 158,138 166,898 38,978 30,218
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 3,576)
-262 1,429 2,949 -2,101 3,027 587 7,405 2,989 -3,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 14.6 24.9 47.4 45.2 80.2 84.7 19.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 6 20 35 33 60 53
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,325,563
COMMITMENTS
647,907 489,795 628,440 2699396 2847844 3975744 3966079 349,819 359,484
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 348,497)
32,179 10,981 47,209 283,964 307,687 363,352 365,877 -14,855 -17,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 11.3 14.5 62.4 65.8 91.9 91.7 8.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 674)
161 173 187 254 269 510 536
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,751
COMMITMENTS
21,525 3,078 1,146 66,195 95,391 88,866 99,615 13,885 3,136
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 7,065)
233 -253 -946 6,910 8,508 6,197 7,309 868 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 3.0 1.1 64.4 92.8 86.5 96.9 13.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 5 6 49 35 65 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,265
COMMITMENTS
24,139 9,703 2,955 29,363 44,115 56,457 56,774 7,808 7,491
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 14,265)
-94 109 254 12,664 12,841 12,825 13,204 1,440 1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 15.1 4.6 45.7 68.6 87.9 88.3 12.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
76 54 35 74 85 166 158
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 321,324
COMMITMENTS
120,694 48,517 14,776 146,815 220,575 282,285 283,868 39,039 37,456
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 71,324)
-469 544 1,272 63,322 64,203 64,125 66,019 7,198 5,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 15.1 4.6 45.7 68.6 87.9 88.3 12.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
76 54 35 74 85 166 158
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 131,161
COMMITMENTS
73,272 29,088 10,867 19,930 66,110 104,069 106,065 27,091 25,096
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -37,379)
-12,571 -4,463 -5,556 -15,986 -26,637 -34,113 -36,656 -3,265 -723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.9 22.2 8.3 15.2 50.4 79.3 80.9 20.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
35 25 19 23 24 69 57
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,999
COMMITMENTS
12,624 6,868 0 13,033 18,179 25,657 25,047 8,342 8,952
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -16,130)
364 1,239 -4,896 -10,191 -8,247 -14,723 -11,904 -1,407 -4,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 20.2 0.0 38.3 53.5 75.5 73.7 24.5 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 7 0 15 9 33 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,786
COMMITMENTS
19,711 6,240 1,075 23,921 11,897 44,707 19,212 11,079 36,574
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -23,946)
1,969 -21,851 -3,117 -11,678 -7,891 -12,826 -32,859 -11,120 8,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 11.2 1.9 42.9 21.3 80.1 34.4 19.9 65.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
21 9 4 25 19 48 30
Updated March 17, 2017