MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 27,836
COMMITMENTS
2,080 5,496 2,680 22,676 19,260 27,436 27,436 400 400
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 2,120)
240 -640 2,520 1,200 1,440 3,960 3,320 -1,840 -1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 19.7 9.6 81.5 69.2 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 11 3 8 8 13 21
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,588
COMMITMENTS
572 1,200 1,075 4,849 4,711 6,496 6,986 1,092 602
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 628)
204 -27 219 44 475 466 667 161 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 15.8 14.2 63.9 62.1 85.6 92.1 14.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 11 10 19 21 30 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,900
COMMITMENTS
20,432 7,030 15,450 15,192 22,143 51,074 44,622 4,826 11,278
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 934)
-158 1,855 -276 995 361 562 1,940 372 -1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 12.6 27.6 27.2 39.6 91.4 79.8 8.6 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
23 21 31 33 33 72 69
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,269
COMMITMENTS
1,226 870 1,943 6,211 6,606 9,380 9,419 889 850
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 364)
31 1 61 217 199 310 260 55 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 8.5 18.9 60.5 64.3 91.3 91.7 8.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 6 10 24 18 38 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 272,261
COMMITMENTS
74,084 32,663 81,711 93,860 120,999 249,654 235,373 22,606 36,888
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 10,140)
5,041 -3,174 4,847 0 8,435 9,888 10,108 252 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 12.0 30.0 34.5 44.4 91.7 86.5 8.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
119 65 122 81 79 257 220
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 505,565
COMMITMENTS
175,906 19,374 150,942 141,066 267,506 467,914 437,821 37,651 67,744
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -3,358)
-2,502 -3,845 -3,242 86 2,950 -5,658 -4,137 2,299 779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 3.8 29.9 27.9 52.9 92.6 86.6 7.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 471)
165 76 160 141 180 396 357
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,176
COMMITMENTS
1,709 1,436 672 1,137 2,012 3,518 4,120 1,658 1,056
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -604)
-950 -11 15 419 -508 -516 -504 -87 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 27.7 13.0 22.0 38.9 68.0 79.6 32.0 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
20 11 11 18 19 43 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 71,905
COMMITMENTS
26,460 6,859 21,340 14,514 18,696 62,315 46,895 9,591 25,011
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -1,874)
-1,575 -1,325 627 -1,609 -887 -2,557 -1,585 683 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 9.5 29.7 20.2 26.0 86.7 65.2 13.3 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
81 56 71 64 97 187 192
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,605
COMMITMENTS
591 4,978 366 4,082 678 5,039 6,022 1,566 583
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 37)
36 -1 -6 7 -18 37 -25 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 75.4 5.5 61.8 10.3 76.3 91.2 23.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 6 9 6 17 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,246
COMMITMENTS
1,867 20,171 6,995 28,908 9,480 37,770 36,646 476 1,600
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 263)
767 -128 -588 211 1,124 390 407 -127 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 52.7 18.3 75.6 24.8 98.8 95.8 1.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
17 17 21 27 23 53 52
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,954
COMMITMENTS
11,976 1,983 0 22,711 33,110 34,687 35,093 1,267 861
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -474)
-672 330 0 388 -715 -284 -385 -190 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 5.5 0.0 63.2 92.1 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 7 0 10 8 24 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 239,103
COMMITMENTS
38,591 136,779 11,110 155,885 47,117 205,586 195,007 33,518 44,097
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 8,453)
-8,527 3,814 1,334 15,547 5,326 8,353 10,473 100 -2,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 57.2 4.6 65.2 19.7 86.0 81.6 14.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
24 54 18 29 33 64 94
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,224
COMMITMENTS
3,998 24,850 1,518 35,777 5,743 41,293 32,111 8,931 18,113
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 510)
-4,482 1,007 392 3,578 93 -511 1,492 1,021 -983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 49.5 3.0 71.2 11.4 82.2 63.9 17.8 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 17 9 12 9 24 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 184,505
COMMITMENTS
92,686 22,566 2,106 81,200 156,769 175,991 181,440 8,514 3,065
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 4,090)
172 -4 1,081 2,180 2,875 3,433 3,952 657 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 12.2 1.1 44.0 85.0 95.4 98.3 4.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
81 32 11 13 28 100 66
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 289,410
COMMITMENTS
45,026 80,726 25,175 186,495 150,508 256,696 256,409 32,713 33,000
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 2,280)
3,456 -9,757 1,395 -1,544 10,195 3,307 1,833 -1,026 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 27.9 8.7 64.4 52.0 88.7 88.6 11.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
31 42 27 33 46 81 98
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 263,260
COMMITMENTS
41,974 101,035 22,440 175,356 93,842 239,770 217,318 23,490 45,942
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 15,284)
-837 23,908 -1,859 19,803 -6,762 17,107 15,287 -1,824 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 38.4 8.5 66.6 35.6 91.1 82.5 8.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
30 43 28 32 39 78 94
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 516,782
COMMITMENTS
162,981 123,690 54,799 226,437 275,278 444,217 453,767 72,566 63,016
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 30,029)
10,500 -3,863 4,842 12,443 25,698 27,784 26,676 2,245 3,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 23.9 10.6 43.8 53.3 86.0 87.8 14.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
86 85 67 65 75 185 193
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 32,925
COMMITMENTS
14,753 4,910 397 5,805 23,212 20,955 28,519 11,970 4,406
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 338)
995 328 50 -147 119 898 497 -560 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 14.9 1.2 17.6 70.5 63.6 86.6 36.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 5 2 6 6 16 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,033
COMMITMENTS
11,542 3,970 34 9,475 18,345 21,051 22,349 1,982 684
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -449)
546 -1,051 32 -832 321 -254 -698 -195 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 17.2 0.1 41.1 79.6 91.4 97.0 8.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 13 1 5 6 18 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,187
COMMITMENTS
11,918 23,872 336 29,921 15,501 42,175 39,709 3,012 5,478
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 1,130)
-152 1,016 120 1,155 -157 1,123 979 7 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 52.8 0.7 66.2 34.3 93.3 87.9 6.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
22 31 8 15 14 41 49
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,685
COMMITMENTS
4,484 2,858 2,648 9,480 11,336 16,612 16,842 1,073 843
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -690)
241 -187 -648 -210 74 -617 -761 -73 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 16.2 15.0 53.6 64.1 93.9 95.2 6.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 5 1 9 6 16 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,543,883
COMMITMENTS
679,523 3035098 10093658 11153504 8236978 21926686 21365734 617,197 1178149
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -1,030,639)
57,798 -307,045 -628,166 -502,686 -84,315 -1073054 -1019526 42,415 -11,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 13.5 44.8 49.5 36.5 97.3 94.8 2.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
39 142 148 120 145 274 331
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 863,396
COMMITMENTS
102,263 104,128 127,369 536,280 529,541 765,912 761,038 97,484 102,358
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 6,305)
-926 8,505 -2,501 9,334 -1,856 5,908 4,149 397 2,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 12.1 14.8 62.1 61.3 88.7 88.1 11.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686)
172 166 195 254 262 518 532
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 137,349
COMMITMENTS
4,795 14,995 29,591 72,766 62,368 107,152 106,954 30,197 30,395
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -214)
267 -1,219 -345 -820 1,119 -898 -445 685 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 10.9 21.5 53.0 45.4 78.0 77.9 22.0 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
13 16 25 35 35 64 62
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,630,236
COMMITMENTS
552,284 510,607 423,948 2317570 2335868 3293802 3270423 336,434 359,814
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 32,593)
-17,587 36,995 844 50,771 -14,873 34,029 22,966 -1,436 9,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 14.1 11.7 63.8 64.3 90.7 90.1 9.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 669)
167 160 186 247 255 499 516
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 96,060
COMMITMENTS
21,720 3,512 1,418 60,522 87,879 83,660 92,809 12,400 3,251
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -127)
-1,163 150 40 1,203 31 80 221 -207 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 3.7 1.5 63.0 91.5 87.1 96.6 12.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 8 5 47 31 61 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,869
COMMITMENTS
25,277 9,880 2,483 22,388 36,898 50,147 49,261 6,722 7,608
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 375)
-1,921 1,408 374 1,737 -1,731 191 51 184 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 17.4 4.4 39.4 64.9 88.2 86.6 11.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
79 66 37 77 73 177 155
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 284,345
COMMITMENTS
126,383 49,400 12,415 111,939 184,489 250,737 246,305 33,608 38,041
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 1,875)
-9,603 7,039 1,871 8,685 -8,654 953 256 922 1,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 17.4 4.4 39.4 64.9 88.2 86.6 11.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
79 66 37 77 73 177 155
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,056
COMMITMENTS
50,252 46,931 9,824 73,510 61,176 133,586 117,930 21,471 37,126
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 14,113)
-3,427 14,125 -591 22,109 -1,723 18,091 11,810 -3,977 2,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 30.3 6.3 47.4 39.5 86.2 76.1 13.8 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 31 18 22 28 57 68
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,054
COMMITMENTS
17,392 12,949 23 12,637 24,618 30,052 37,590 11,002 3,464
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 455)
-991 414 23 -373 300 -1,341 737 1,796 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 31.5 0.1 30.8 60.0 73.2 91.6 26.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 8 2 15 12 35 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 79,086
COMMITMENTS
29,671 16,234 927 39,084 37,931 69,682 55,092 9,404 23,994
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -5,790)
-1,249 292 97 -5,159 882 -6,311 1,271 521 -7,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 20.5 1.2 49.4 48.0 88.1 69.7 11.9 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
28 19 5 31 26 61 48
Updated May 19, 2017