MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 27,914
COMMITMENTS
1,720 5,936 2,460 23,174 18,938 27,354 27,334 560 580
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 740)
-120 136 -200 860 584 540 520 200 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 21.3 8.8 83.0 67.8 98.0 97.9 2.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 10 4 9 7 16 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,144
COMMITMENTS
840 1,528 1,071 5,086 5,246 6,996 7,845 1,147 299
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 237)
71 128 75 113 140 259 342 -22 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 18.8 13.1 62.4 64.4 85.9 96.3 14.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 10 11 18 22 31 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,381
COMMITMENTS
17,889 5,554 14,611 15,202 21,659 47,701 41,825 4,679 10,556
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 3,195)
279 -453 1,647 972 894 2,899 2,089 297 1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 10.6 27.9 29.0 41.4 91.1 79.8 8.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 24 32 30 35 68 72
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,580
COMMITMENTS
510 857 1,723 6,525 6,213 8,759 8,793 821 787
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 167)
-85 48 -23 190 68 82 92 85 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 8.9 18.0 68.1 64.9 91.4 91.8 8.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 9 10 26 19 39 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 297,422
COMMITMENTS
95,833 23,329 83,387 93,052 146,121 272,273 252,837 25,149 44,585
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -23,760)
-1,500 -372 -19,738 -1,863 -5,501 -23,100 -25,611 -660 1,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 7.8 28.0 31.3 49.1 91.5 85.0 8.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
130 61 113 80 88 264 218
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 468,371
COMMITMENTS
179,068 18,198 121,834 133,909 261,716 434,811 401,748 33,560 66,623
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -7,662)
-4,174 -928 -295 -1,342 -4,717 -5,811 -5,939 -1,851 -1,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 3.9 26.0 28.6 55.9 92.8 85.8 7.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452)
144 88 147 140 183 374 348
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,534
COMMITMENTS
1,256 937 863 1,107 1,796 3,225 3,596 1,309 938
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -77)
54 -118 45 -95 84 3 10 -81 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 20.7 19.0 24.4 39.6 71.1 79.3 28.9 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 12 16 20 22 46 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 69,222
COMMITMENTS
26,346 6,884 19,440 14,565 18,788 60,351 45,111 8,872 24,111
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -536)
-522 -795 545 -623 -24 -600 -274 65 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 9.9 28.1 21.0 27.1 87.2 65.2 12.8 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
71 51 66 66 93 176 179
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,683
COMMITMENTS
537 4,267 242 3,763 767 4,542 5,276 1,140 407
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 25)
43 50 4 -18 -42 28 11 -4 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 75.1 4.3 66.2 13.5 79.9 92.8 20.1 7.2
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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,570
COMMITMENTS
949 17,148 6,410 26,453 9,526 33,812 33,084 758 1,486
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 1,801)
-181 547 734 1,136 378 1,690 1,659 112 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 49.6 18.5 76.5 27.6 97.8 95.7 2.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 20 20 26 23 49 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,819
COMMITMENTS
4,128 2,696 307 24,701 26,253 29,136 29,256 1,683 1,563
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -11,055)
-4,826 95 282 -6,702 -12,060 -11,246 -11,683 191 628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 8.7 1.0 80.1 85.2 94.5 94.9 5.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 10 2 8 6 21 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 239,228
COMMITMENTS
28,261 109,924 15,333 165,858 81,136 209,452 206,394 29,776 32,834
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 13,250)
2,511 -4,335 -11,590 20,603 34,779 11,524 18,854 1,725 -5,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 45.9 6.4 69.3 33.9 87.6 86.3 12.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
31 32 22 32 33 70 81
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 35,828
COMMITMENTS
11,425 13,938 1,579 9,622 7,556 22,626 23,072 13,203 12,756
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -20,102)
2,762 -8,718 29 -21,658 -9,400 -18,867 -18,088 -1,235 -2,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 38.9 4.4 26.9 21.1 63.1 64.4 36.9 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 9 6 6 8 21 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 218,151
COMMITMENTS
125,659 76,509 5,316 77,381 133,343 208,356 215,168 9,794 2,983
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -15,865)
2,191 48,971 -11,289 -6,716 -53,559 -15,814 -15,877 -51 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.6 35.1 2.4 35.5 61.1 95.5 98.6 4.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
84 34 7 17 24 107 59
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 236,256
COMMITMENTS
51,308 81,462 31,009 127,127 92,361 209,444 204,832 26,812 31,424
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -69,307)
8,833 4,712 -18,164 -58,470 -54,193 -67,801 -67,646 -1,506 -1,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 34.5 13.1 53.8 39.1 88.7 86.7 11.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
32 31 27 31 44 73 92
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 205,786
COMMITMENTS
37,486 87,562 21,206 129,267 61,200 187,959 169,968 17,827 35,818
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -34,724)
5,278 3,231 -2,234 -31,037 -35,601 -27,993 -34,604 -6,731 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 42.6 10.3 62.8 29.7 91.3 82.6 8.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
26 43 23 32 33 71 86
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 440,683
COMMITMENTS
169,384 120,935 41,042 159,758 222,978 370,185 384,956 70,498 55,727
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -88,849)
4,034 35,507 -8,437 -77,279 -103,560 -81,682 -76,490 -7,167 -12,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 27.4 9.3 36.3 50.6 84.0 87.4 16.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
97 65 66 61 64 188 165
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,647
COMMITMENTS
14,354 5,652 1,314 7,232 23,705 22,900 30,671 11,747 3,976
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 411)
-389 -34 806 1,003 558 1,420 1,330 -1,009 -919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 16.3 3.8 20.9 68.4 66.1 88.5 33.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 5 5 8 5 19 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,137
COMMITMENTS
9,117 5,147 0 7,562 12,426 16,679 17,573 1,458 564
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 211)
262 198 0 -98 -99 164 99 47 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 28.4 0.0 41.7 68.5 92.0 96.9 8.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 15 0 6 6 18 21
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,095
COMMITMENTS
38,388 16,933 457 5,794 28,533 44,639 45,923 5,456 4,172
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -3,481)
11,127 -8,733 -948 -13,598 6,798 -3,419 -2,883 -62 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.6 33.8 0.9 11.6 57.0 89.1 91.7 10.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
38 24 4 4 18 43 45
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 29,766
COMMITMENTS
24,022 4,693 1,410 3,455 22,735 28,887 28,838 879 928
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -1,250)
3,000 871 -1,106 -2,927 -1,104 -1,033 -1,339 -217 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.7 15.8 4.7 11.6 76.4 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 8 2 4 6 16 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,829,087
COMMITMENTS
723,436 2142447 8772673 10639030 8726192 20135139 19641312 693,948 1187775
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -3,644,977)
-255,878 -249,003 -2242678 -1178169 -1158922 -3676725 -3650603 31,748 5,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 10.3 42.1 51.1 41.9 96.7 94.3 3.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
53 129 148 127 148 285 332
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 744,883
COMMITMENTS
97,555 96,938 97,167 461,754 457,305 656,477 651,409 88,406 93,474
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -231,821)
-13,557 -10,864 -49,595 -154,599 -153,780 -217,750 -214,238 -14,071 -17,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 13.0 13.0 62.0 61.4 88.1 87.5 11.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 656)
165 159 181 240 248 490 503
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 82,503
COMMITMENTS
4,504 5,865 17,073 31,381 37,368 52,957 60,306 29,546 22,197
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -72,398)
-1,470 -10,547 -10,637 -55,580 -44,287 -67,688 -65,471 -4,711 -6,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.1 20.7 38.0 45.3 64.2 73.1 35.8 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
17 12 23 25 26 53 50
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,311,900
COMMITMENTS
469,605 459,709 396,123 2151869 2099685 3017597 2955518 294,303 356,382
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -797,114)
-118,971 -60,120 -136,250 -495,091 -547,465 -750,312 -743,834 -46,802 -53,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 13.9 12.0 65.0 63.4 91.1 89.2 8.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
158 152 170 235 244 471 488
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,385
COMMITMENTS
22,416 3,450 1,544 55,338 82,658 79,298 87,652 12,087 3,733
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -6,270)
-1,806 581 -64 -3,741 -7,148 -5,611 -6,631 -659 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 3.8 1.7 60.6 90.5 86.8 95.9 13.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 5 5 43 35 56 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,008
COMMITMENTS
25,127 10,588 2,472 23,555 39,682 51,154 52,742 7,854 6,266
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -34,825)
-5,086 876 -1,334 -28,094 -33,084 -34,514 -33,543 -312 -1,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 17.9 4.2 39.9 67.2 86.7 89.4 13.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
80 74 36 66 83 167 172
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 295,040
COMMITMENTS
125,633 52,941 12,362 117,774 198,408 255,769 263,711 39,271 31,329
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -174,127)
-25,429 4,378 -6,671 -140,469 -165,419 -172,570 -167,713 -1,558 -6,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 17.9 4.2 39.9 67.2 86.7 89.4 13.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
80 74 36 66 83 167 172
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 98,807
COMMITMENTS
41,367 26,917 10,689 20,925 34,242 72,981 71,848 25,827 26,959
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -49,279)
8,394 -8,261 -7,574 -51,770 -31,003 -50,949 -46,838 1,670 -2,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 27.2 10.8 21.2 34.7 73.9 72.7 26.1 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
32 25 16 20 25 58 60
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,896
COMMITMENTS
13,846 7,833 0 15,942 27,354 29,788 35,187 8,108 2,709
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 1,224)
-918 591 0 2,044 14 1,126 605 98 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 20.7 0.0 42.1 72.2 78.6 92.9 21.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 6 0 17 11 31 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,500
COMMITMENTS
16,772 7,687 1,376 41,678 17,654 59,826 26,717 8,674 41,783
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 4,616)
2,636 1,159 503 3,445 4,626 6,584 6,288 -1,968 -1,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 11.2 2.0 60.8 25.8 87.3 39.0 12.7 61.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
25 8 5 29 17 55 29
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,938
COMMITMENTS
8,087 5,729 0 6,282 8,726 14,369 14,455 569 483
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.1 38.4 0.0 42.1 58.4 96.2 96.8 3.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 6 0 8 2 13 8
Updated June 23, 2017