MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 24,432
COMMITMENTS
3,580 6,868 600 20,052 16,784 24,232 24,252 200 180
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,160)
0 760 -120 1,160 400 1,040 1,040 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 28.1 2.5 82.1 68.7 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 8 4 8 8 14 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,901
COMMITMENTS
596 1,639 1,055 5,227 4,186 6,879 6,880 1,022 1,021
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 270)
-1,422 21 61 1,585 139 224 221 46 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 20.7 13.4 66.2 53.0 87.1 87.1 12.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 11 8 20 22 30 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 66,159
COMMITMENTS
25,365 4,585 21,452 14,495 24,659 61,312 50,696 4,846 15,462
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,484)
598 665 451 635 253 1,684 1,368 -200 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 6.9 32.4 21.9 37.3 92.7 76.6 7.3 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 24 34 31 34 69 79
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,236
COMMITMENTS
1,127 933 3,195 7,780 8,362 12,102 12,490 1,134 746
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 103)
-53 48 1 99 53 47 102 56 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 7.0 24.1 58.8 63.2 91.4 94.4 8.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 9 12 26 22 41 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,544
COMMITMENTS
68,329 27,061 79,094 91,860 116,506 239,283 222,661 22,261 38,883
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -6,031)
-5,931 2,108 1,488 1,506 -8,677 -2,937 -5,081 -3,094 -950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 10.3 30.2 35.1 44.5 91.5 85.1 8.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
103 74 119 84 76 250 220
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 462,310
COMMITMENTS
160,969 18,731 131,011 133,133 242,311 425,113 392,053 37,197 70,257
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 26,598)
14,346 3,380 6,819 3,429 12,785 24,593 22,984 2,005 3,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 4.1 28.3 28.8 52.4 92.0 84.8 8.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480)
170 90 167 150 185 401 376
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,688
COMMITMENTS
2,726 1,212 825 693 2,433 4,244 4,470 1,444 1,218
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 349)
179 38 98 76 60 353 196 -4 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 21.3 14.5 12.2 42.8 74.6 78.6 25.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
28 11 13 15 21 51 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 71,730
COMMITMENTS
27,258 5,318 20,812 16,334 20,485 64,405 46,616 7,325 25,114
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 4,408)
3,318 -563 1,310 -25 2,835 4,603 3,582 -195 826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 7.4 29.0 22.8 28.6 89.8 65.0 10.2 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
75 67 78 63 99 194 199
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,201
COMMITMENTS
544 5,907 340 4,800 623 5,685 6,871 1,516 330
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 101)
-14 83 15 -2 12 -2 110 103 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 82.0 4.7 66.7 8.7 79.0 95.4 21.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 6 10 3 18 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 45,011
COMMITMENTS
1,752 24,084 8,884 33,801 9,675 44,437 42,643 574 2,368
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,111)
-1 724 135 963 146 1,098 1,005 14 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 53.5 19.7 75.1 21.5 98.7 94.7 1.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 25 16 29 24 50 51
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,405
COMMITMENTS
20,805 1,429 0 7,215 27,201 28,020 28,630 1,385 775
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,142)
1,005 272 0 79 835 1,084 1,107 58 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.8 4.9 0.0 24.5 92.5 95.3 97.4 4.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 7 0 7 9 18 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 137,775
COMMITMENTS
28,921 58,298 9,316 73,108 36,034 111,344 103,648 26,431 34,126
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,420)
-382 3,476 -164 3,177 -784 2,631 2,528 -211 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 42.3 6.8 53.1 26.2 80.8 75.2 19.2 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 34 21 22 26 57 73
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,833
COMMITMENTS
6,907 23,116 1,020 25,096 5,472 33,023 29,608 10,810 14,225
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -480)
-2,180 2,132 -602 -587 1,057 -3,369 2,588 2,889 -3,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 52.7 2.3 57.3 12.5 75.3 67.5 24.7 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 17 7 10 7 22 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 192,121
COMMITMENTS
72,840 77,511 1,451 108,292 110,205 182,582 189,166 9,539 2,955
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 14,722)
14,931 16,346 35 -1,424 -346 13,543 16,035 1,179 -1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 40.3 0.8 56.4 57.4 95.0 98.5 5.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
66 34 9 14 31 85 69
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 282,707
COMMITMENTS
32,137 140,539 24,970 197,501 81,755 254,609 247,264 28,098 35,443
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -6,654)
1,787 -3,084 215 -9,211 1,513 -7,210 -1,356 556 -5,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 49.7 8.8 69.9 28.9 90.1 87.5 9.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
21 49 23 30 45 65 103
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 243,728
COMMITMENTS
36,997 95,705 26,681 154,509 77,627 218,187 200,012 25,541 43,716
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 12,203)
5,992 -7,835 5,890 -4,976 14,026 6,906 12,082 5,297 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 39.3 10.9 63.4 31.8 89.5 82.1 10.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
36 45 25 31 36 80 93
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 478,273
COMMITMENTS
160,453 167,608 44,216 209,418 203,346 414,087 415,170 64,185 63,103
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 638)
1,807 -9,283 1,045 -1,118 8,867 1,733 628 -1,095 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 35.0 9.2 43.8 42.5 86.6 86.8 13.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
81 84 56 66 67 173 181
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,416
COMMITMENTS
16,860 5,658 346 6,237 24,879 23,443 30,883 11,973 4,533
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 691)
557 88 32 237 1,044 826 1,164 -135 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 16.0 1.0 17.6 70.2 66.2 87.2 33.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 5 2 8 9 17 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,988
COMMITMENTS
18,832 2,367 378 7,474 25,224 26,684 27,969 2,304 1,019
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 767)
-187 -744 77 509 1,090 399 423 368 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.0 8.2 1.3 25.8 87.0 92.1 96.5 7.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
14 7 1 4 6 18 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,949
COMMITMENTS
16,216 28,845 454 18,032 4,663 34,702 33,962 3,247 3,987
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 51)
-383 -364 219 90 221 -74 76 125 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 76.0 1.2 47.5 12.3 91.4 89.5 8.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
22 27 6 12 9 36 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 27,047
COMMITMENTS
5,832 2,116 4,487 15,573 19,425 25,892 26,028 1,155 1,019
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 30)
-6 390 23 84 -540 101 -127 -71 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 7.8 16.6 57.6 71.8 95.7 96.2 4.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 6 2 7 6 18 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,882,202
COMMITMENTS
591,060 3072711 9406868 11215635 8135926 21213563 20615505 668,639 1266697
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 83,975)
-8,148 9,878 -14,340 106,939 105,474 84,451 101,012 -476 -17,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 14.0 43.0 51.3 37.2 96.9 94.2 3.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
41 134 140 122 140 270 318
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 823,685
COMMITMENTS
114,744 84,177 135,916 477,325 515,147 727,985 735,240 95,700 88,445
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 17,236)
10,095 -7,263 7,922 -1,417 18,381 16,600 19,040 636 -1,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 10.2 16.5 57.9 62.5 88.4 89.3 11.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 679)
169 164 182 246 259 505 515
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 126,512
COMMITMENTS
10,635 10,715 35,797 44,875 57,602 91,307 104,114 35,205 22,398
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 15,592)
1,658 -1,648 5,774 4,011 12,262 11,444 16,388 4,148 -797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 8.5 28.3 35.5 45.5 72.2 82.3 27.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 10 21 27 28 55 49
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,485,864
COMMITMENTS
574,893 421,659 446,248 2162251 2287723 3183391 3155630 302,473 330,234
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 8,223)
47,717 -22,545 5,207 -27,141 30,598 25,783 13,260 -17,560 -5,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 12.1 12.8 62.0 65.6 91.3 90.5 8.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 665)
163 161 176 241 254 491 504
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,721
COMMITMENTS
23,306 2,435 222 54,742 84,274 78,270 86,931 12,451 3,790
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -1,730)
750 -269 -1,311 -1,366 -85 -1,927 -1,665 197 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 2.7 0.2 60.3 92.9 86.3 95.8 13.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 3 3 46 33 60 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,080
COMMITMENTS
25,517 8,583 1,471 16,643 33,963 43,631 44,017 6,449 6,063
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -13)
1,586 -187 -1,050 -344 772 191 -465 -204 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 17.1 2.9 33.2 67.8 87.1 87.9 12.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
75 55 30 60 76 152 144
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 250,402
COMMITMENTS
127,587 42,915 7,353 83,216 169,817 218,156 220,085 32,246 30,317
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -64)
7,930 -935 -5,252 -1,722 3,860 956 -2,327 -1,019 2,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 17.1 2.9 33.2 67.8 87.1 87.9 12.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
75 55 30 60 76 152 144
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 154,140
COMMITMENTS
90,057 37,568 10,909 22,640 80,196 123,607 128,673 30,534 25,468
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 64)
4,922 -3,566 -1,393 -459 2,893 3,070 -2,066 -3,007 2,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 24.4 7.1 14.7 52.0 80.2 83.5 19.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
37 26 18 25 24 71 59
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,387
COMMITMENTS
14,161 8,334 0 12,467 18,770 26,628 27,104 8,759 8,283
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,041)
3,137 1,275 0 -529 586 2,608 1,861 -567 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 23.6 0.0 35.2 53.0 75.2 76.6 24.8 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 11 0 14 10 27 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,830
COMMITMENTS
21,461 8,838 1,502 25,048 20,004 48,011 30,344 10,819 28,486
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,920)
-2,019 1,650 305 3,129 1,561 1,415 3,516 505 -1,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 15.0 2.6 42.6 34.0 81.6 51.6 18.4 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 8 5 27 21 56 32
Updated June 6, 2017