MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 27,174
COMMITMENTS
1,840 5,800 2,660 22,314 18,354 26,814 26,814 360 360
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 292)
280 -520 200 -188 612 292 292 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 21.3 9.8 82.1 67.5 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 9 5 9 7 17 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,907
COMMITMENTS
769 1,401 996 4,973 5,106 6,737 7,503 1,169 404
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 341)
32 36 30 259 310 321 376 20 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 17.7 12.6 62.9 64.6 85.2 94.9 14.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 9 9 19 23 30 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,185
COMMITMENTS
17,610 6,007 12,964 14,229 20,765 44,803 39,736 4,383 9,449
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 134)
172 -556 57 31 542 260 43 -126 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 12.2 26.4 28.9 42.2 91.1 80.8 8.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 20 32 30 35 68 73
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,413
COMMITMENTS
595 810 1,747 6,335 6,145 8,677 8,701 736 711
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 356)
6 99 80 386 224 473 404 -117 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 8.6 18.6 67.3 65.3 92.2 92.4 7.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 9 13 26 19 42 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 321,182
COMMITMENTS
97,333 23,700 103,125 94,915 151,622 295,373 278,448 25,809 42,734
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 8,229)
1,653 -1,330 5,673 -471 1,371 6,855 5,713 1,374 2,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 7.4 32.1 29.6 47.2 92.0 86.7 8.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
135 56 121 76 85 262 221
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 476,033
COMMITMENTS
183,242 19,125 122,129 135,251 266,433 440,622 407,686 35,411 68,346
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 3,303)
1,698 -1,101 3,779 -1,509 -1,167 3,968 1,511 -665 1,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 4.0 25.7 28.4 56.0 92.6 85.6 7.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
159 75 149 139 185 388 351
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,612
COMMITMENTS
1,202 1,055 818 1,201 1,713 3,222 3,586 1,390 1,025
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -617)
9 -272 -306 -268 -87 -564 -664 -53 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 22.9 17.7 26.1 37.1 69.9 77.8 30.1 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
15 13 14 22 21 45 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 69,758
COMMITMENTS
26,868 7,678 18,895 15,188 18,812 60,951 45,385 8,807 24,373
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 307)
-125 -152 519 -56 -21 338 345 -31 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 11.0 27.1 21.8 27.0 87.4 65.1 12.6 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
74 51 67 66 97 179 186
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,658
COMMITMENTS
495 4,217 238 3,781 810 4,514 5,265 1,144 393
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -32)
-46 -12 8 32 -21 -6 -24 -26 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 74.5 4.2 66.8 14.3 79.8 93.0 20.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 4 12 8 18 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,769
COMMITMENTS
1,130 16,601 5,676 25,317 9,149 32,123 31,426 646 1,343
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 906)
47 182 124 678 548 848 854 58 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 50.7 17.3 77.3 27.9 98.0 95.9 2.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 19 20 27 23 49 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,874
COMMITMENTS
8,954 2,601 25 31,403 38,313 40,382 40,939 1,492 935
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 4,248)
-852 417 25 5,058 3,977 4,231 4,419 17 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 6.2 0.1 75.0 91.5 96.4 97.8 3.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 10 2 12 8 27 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 225,978
COMMITMENTS
25,750 114,260 26,923 145,254 46,357 197,928 187,540 28,050 38,438
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -2,876)
564 -7,009 6,447 -10,175 -1,591 -3,164 -2,153 288 -723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 50.6 11.9 64.3 20.5 87.6 83.0 12.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
26 40 25 32 32 72 84
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,930
COMMITMENTS
8,663 22,656 1,549 31,281 16,955 41,493 41,161 14,437 14,769
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 2,331)
1,645 -232 18 719 1,860 2,381 1,646 -51 685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 40.5 2.8 55.9 30.3 74.2 73.6 25.8 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 13 7 14 11 30 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 234,016
COMMITMENTS
123,468 27,537 16,606 84,097 186,901 224,170 231,044 9,845 2,971
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 26,024)
7,953 -2,891 8,745 8,718 20,002 25,415 25,856 609 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 11.8 7.1 35.9 79.9 95.8 98.7 4.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
81 35 15 20 29 112 70
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 305,564
COMMITMENTS
42,475 76,751 49,173 185,597 146,554 277,245 272,478 28,318 33,085
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 11,048)
4,064 2,608 15,289 -5,825 -6,299 13,528 11,598 -2,480 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 25.1 16.1 60.7 48.0 90.7 89.2 9.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
30 42 33 35 45 85 102
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 240,510
COMMITMENTS
32,209 84,331 23,440 160,304 96,801 215,953 204,572 24,557 35,938
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -33,565)
-3,991 -11,667 -14,965 -9,930 -5,118 -28,886 -31,750 -4,679 -1,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 35.1 9.7 66.7 40.2 89.8 85.1 10.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
29 42 28 31 38 75 93
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 529,531
COMMITMENTS
165,350 85,428 49,479 237,037 326,539 451,867 461,446 77,665 68,086
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -21,545)
5,849 -2,738 -22,492 -5,017 -103 -21,659 -25,332 114 3,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 16.1 9.3 44.8 61.7 85.3 87.1 14.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
88 66 67 66 65 189 166
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,236
COMMITMENTS
14,743 5,686 508 6,229 23,147 21,480 29,341 12,756 4,895
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 397)
-1,459 -823 56 323 453 -1,080 -314 1,477 711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 16.6 1.5 18.2 67.6 62.7 85.7 37.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 6 5 9 6 20 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,926
COMMITMENTS
8,855 4,949 0 7,660 12,525 16,515 17,474 1,411 452
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 644)
301 544 0 409 136 710 680 -66 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 27.6 0.0 42.7 69.9 92.1 97.5 7.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 15 0 6 6 17 21
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,576
COMMITMENTS
27,261 25,666 1,405 19,392 21,735 48,058 48,806 5,518 4,770
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 9,762)
7,913 4,533 852 -89 4,235 8,676 9,620 1,086 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 47.9 2.6 36.2 40.6 89.7 91.1 10.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
34 21 9 13 14 51 42
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 31,016
COMMITMENTS
21,022 3,822 2,516 6,382 23,839 29,920 30,177 1,096 839
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 9,234)
8,760 1,673 1,352 -973 6,044 9,139 9,069 95 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 12.3 8.1 20.6 76.9 96.5 97.3 3.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 6 4 8 6 22 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 24,474,064
COMMITMENTS
979,314 2391449 11015351 11817199 9885115 23811864 23291915 662,200 1182149
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 342,049)
102,471 -331,615 295,877 -45,889 351,832 352,459 316,094 -10,410 25,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 9.8 45.0 48.3 40.4 97.3 95.2 2.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
65 132 159 130 152 302 347
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 976,704
COMMITMENTS
111,112 107,801 146,762 616,353 611,085 874,227 865,648 102,477 111,057
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 80,404)
1,935 83 8,617 64,546 70,766 75,098 79,466 5,306 938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 11.0 15.0 63.1 62.6 89.5 88.6 10.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686)
163 181 202 261 261 526 546
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 154,901
COMMITMENTS
5,974 16,413 27,710 86,961 81,655 120,645 125,777 34,256 29,124
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 13,545)
223 -1,409 368 9,230 21,142 9,822 20,102 3,723 -6,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 10.6 17.9 56.1 52.7 77.9 81.2 22.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 15 27 33 33 64 61
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,109,014
COMMITMENTS
588,576 519,829 532,373 2646960 2647149 3767909 3699352 341,105 409,663
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 334,295)
4,460 3,362 45,344 276,576 248,117 326,380 296,823 7,915 37,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 12.7 13.0 64.4 64.4 91.7 90.0 8.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 666)
158 173 190 253 256 503 529
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| 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: 23,719
COMMITMENTS
3,852 546 0 17,422 22,163 21,274 22,709 2,445 1,010
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 2.3 0.0 73.5 93.4 89.7 95.7 10.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 2 0 10 11 16 13
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 18,260
COMMITMENTS
6,135 0 0 9,838 17,697 15,973 17,697 2,287 563
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 0.0 0.0 53.9 96.9 87.5 96.9 12.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 0 0 11 13 16 13
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| 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: 28,092
COMMITMENTS
203 2,494 0 24,025 24,777 24,228 27,271 3,864 821
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 8.9 0.0 85.5 88.2 86.2 97.1 13.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 13 10 14 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 97,655
COMMITMENTS
24,222 2,869 1,608 59,079 89,806 84,909 94,283 12,746 3,372
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 7,389)
1,052 48 936 5,525 6,086 7,513 7,070 -124 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 2.9 1.6 60.5 92.0 86.9 96.5 13.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 5 6 49 36 65 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NASDAQ 100 INDEX X $100) OPEN INTEREST: 93,833
COMMITMENTS
30,212 9,713 3,807 51,649 72,765 85,668 86,285 8,166 7,549
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 27,295)
809 -1,204 1,077 24,841 27,186 26,727 27,059 568 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 10.4 4.1 55.0 77.5 91.3 92.0 8.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
78 67 44 88 91 196 173
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 469,167
COMMITMENTS
151,062 48,563 19,034 258,243 363,827 428,338 431,423 40,829 37,743
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 136,476)
4,046 -6,018 5,384 124,207 135,928 133,637 135,293 2,839 1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 10.4 4.1 55.0 77.5 91.3 92.0 8.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
78 67 44 88 91 196 173
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF AUD 100,000) OPEN INTEREST: 148,086
COMMITMENTS
32,972 35,178 18,262 72,695 65,245 123,930 118,685 24,157 29,401
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -3,563)
-4,198 -5,034 4,737 -6,627 -2,286 -6,089 -2,583 2,526 -980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 23.8 12.3 49.1 44.1 83.7 80.1 16.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 29 21 20 29 61 67
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,672
COMMITMENTS
14,764 7,242 0 13,898 27,340 28,662 34,582 8,010 2,090
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -19,706)
-1,500 -4,425 -5,601 -8,547 -5,148 -15,648 -15,174 -4,058 -4,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 19.7 0.0 37.9 74.6 78.2 94.3 21.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 5 0 15 11 29 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NIKKEI INDEX X JPY 500) OPEN INTEREST: 63,884
COMMITMENTS
14,136 6,528 873 38,233 13,028 53,242 20,429 10,642 43,455
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -38,977)
-11,443 -11,162 -7,002 -11,238 -32,213 -29,683 -50,377 -9,294 11,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 10.2 1.4 59.8 20.4 83.3 32.0 16.7 68.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
21 7 2 28 14 49 23
Updated June 16, 2017