MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 26,958
COMMITMENTS
1,320 4,756 2,800 22,478 19,022 26,598 26,578 360 380
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 640)
0 120 60 580 460 640 640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 17.6 10.4 83.4 70.6 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 10 4 9 7 15 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,246
COMMITMENTS
662 1,314 954 4,595 4,642 6,211 6,909 1,035 337
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 72)
-89 45 -14 170 82 67 113 5 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 18.1 13.2 63.4 64.1 85.7 95.4 14.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 8 11 20 18 33 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,839
COMMITMENTS
15,180 4,639 14,559 14,270 19,429 44,008 38,627 4,830 10,211
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 471)
-242 625 332 259 -343 349 614 122 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 9.5 29.8 29.2 39.8 90.1 79.1 9.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 23 31 30 34 69 73
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,335
COMMITMENTS
423 438 1,853 6,134 6,313 8,410 8,604 924 731
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 159)
42 -156 149 -8 171 182 164 -24 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.7 19.8 65.7 67.6 90.1 92.2 9.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 6 9 28 20 39 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,063
COMMITMENTS
121 133 1,615 2,979 1,812 4,715 3,559 348 1,504
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.6 31.9 58.8 35.8 93.1 70.3 6.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 5 8 9 8 17 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 345,721
COMMITMENTS
113,591 26,867 96,411 107,874 172,005 317,876 295,282 27,845 50,439
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 12,021)
7,118 3,767 6,166 -671 310 12,613 10,243 -592 1,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 7.8 27.9 31.2 49.8 91.9 85.4 8.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
140 71 121 91 100 293 239
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 436,579
COMMITMENTS
160,094 16,044 106,684 138,075 252,249 404,853 374,977 31,727 61,602
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -12,377)
-4,737 91 -8,653 911 -985 -12,478 -9,547 102 -2,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 3.7 24.4 31.6 57.8 92.7 85.9 7.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
147 73 142 138 176 357 338
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,948
COMMITMENTS
1,087 959 491 1,146 1,696 2,724 3,147 1,224 801
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -77)
155 -25 -203 20 182 -28 -47 -49 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 24.3 12.4 29.0 43.0 69.0 79.7 31.0 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
17 8 9 16 19 37 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 73,518
COMMITMENTS
26,813 7,641 22,473 15,297 19,361 64,582 49,475 8,935 24,042
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 1,409)
-684 -119 2,309 -153 -932 1,472 1,258 -63 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 10.4 30.6 20.8 26.3 87.8 67.3 12.2 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
70 46 70 70 88 183 175
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,298
COMMITMENTS
1,145 14,014 5,799 23,425 9,912 30,369 29,726 929 1,572
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 803)
364 -122 192 295 776 851 846 -48 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 44.8 18.5 74.8 31.7 97.0 95.0 3.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 13 16 23 20 43 42
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,944
COMMITMENTS
3,617 9,543 90 30,849 25,262 34,556 34,895 1,388 1,049
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 1,410)
-384 1,748 0 1,748 -388 1,364 1,360 46 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 26.5 0.3 85.8 70.3 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 9 1 9 6 17 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 190,396
COMMITMENTS
44,654 50,390 18,441 86,075 95,172 149,170 164,002 41,226 26,394
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 14,706)
13,674 -18,977 -2,005 -1,875 39,180 9,793 18,198 4,912 -3,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 26.5 9.7 45.2 50.0 78.3 86.1 21.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 24 21 30 31 73 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,126
COMMITMENTS
10,516 10,126 1,448 11,468 12,063 23,432 23,637 15,694 15,489
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -442)
-543 -798 415 1,993 -185 1,865 -568 -2,307 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 25.9 3.7 29.3 30.8 59.9 60.4 40.1 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 8 5 9 10 22 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 213,579
COMMITMENTS
125,280 27,339 2,780 76,507 179,815 204,568 209,934 9,011 3,645
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 2,149)
5,879 -7,070 551 -745 8,469 5,685 1,950 -3,536 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 12.8 1.3 35.8 84.2 95.8 98.3 4.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
84 29 8 22 28 110 61
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 226,558
COMMITMENTS
47,030 69,276 24,448 124,114 102,828 195,592 196,552 30,966 30,006
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -16,930)
-5,315 -10,334 -5,528 -5,219 -665 -16,061 -16,526 -868 -404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 30.6 10.8 54.8 45.4 86.3 86.8 13.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
32 31 31 31 44 79 90
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 277,101
COMMITMENTS
37,925 151,999 22,431 196,038 61,764 256,394 236,194 20,707 40,907
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 24,808)
-2,746 38,615 -5,836 32,795 -6,523 24,214 26,256 593 -1,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 54.9 8.1 70.7 22.3 92.5 85.2 7.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
26 54 26 34 35 75 100
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 507,632
COMMITMENTS
188,827 103,494 51,161 182,822 289,534 422,810 444,189 84,822 63,443
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 7,900)
4,889 -2,577 -708 949 9,255 5,130 5,971 2,769 1,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 20.4 10.1 36.0 57.0 83.3 87.5 16.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
92 65 63 72 72 196 169
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 14,666
COMMITMENTS
5,934 4,497 126 7,188 9,387 13,248 14,010 1,418 656
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -5,585)
-4,455 -1,868 126 -1,455 -3,228 -5,784 -4,970 199 -615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 30.7 0.9 49.0 64.0 90.3 95.5 9.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 11 2 5 5 17 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 58,499
COMMITMENTS
45,435 13,530 464 6,414 39,769 52,313 53,763 6,186 4,736
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 939)
951 -1,821 322 169 2,225 1,442 726 -503 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.7 23.1 0.8 11.0 68.0 89.4 91.9 10.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
44 24 3 6 17 50 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 20,164
COMMITMENTS
11,777 1,632 970 6,456 16,530 19,203 19,132 961 1,032
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -6,591)
-8,988 -9 -467 3,000 -6,127 -6,455 -6,603 -136 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 8.1 4.8 32.0 82.0 95.2 94.9 4.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
14 5 2 8 4 22 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,531,198
COMMITMENTS
676,784 2099705 9203323 11010440 8969885 20890546 20272913 640,652 1258285
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -341,555)
-97,392 34,651 -171,438 -28,660 -202,153 -297,490 -338,941 -44,065 -2,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 9.8 42.7 51.1 41.7 97.0 94.2 3.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
47 133 145 122 141 273 325
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 748,645
COMMITMENTS
102,810 87,790 100,359 454,281 470,397 657,451 658,547 91,194 90,098
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -683)
2,818 410 -1,344 -3,841 165 -2,367 -769 1,684 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 11.7 13.4 60.7 62.8 87.8 88.0 12.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673)
175 167 191 240 254 503 524
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 85,052
COMMITMENTS
3,935 4,551 16,577 31,785 45,211 52,297 66,339 32,755 18,713
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 674)
-421 -336 -1,027 -409 2,435 -1,857 1,072 2,531 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.4 19.5 37.4 53.2 61.5 78.0 38.5 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 14 24 27 31 54 56
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,317,966
COMMITMENTS
497,969 419,791 415,318 2112481 2125930 3025768 2961039 292,198 356,927
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -6,785)
17,172 4,710 -2,562 -17,159 -11,352 -2,549 -9,205 -4,236 2,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 12.7 12.5 63.7 64.1 91.2 89.2 8.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 654)
171 160 181 235 246 487 506
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| 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: 21,053
COMMITMENTS
4,448 396 0 13,557 19,951 18,005 20,347 3,048 706
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 1.9 0.0 64.4 94.8 85.5 96.6 14.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 0 7 7 13 8
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| 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: 15,504
COMMITMENTS
8,958 663 0 4,601 14,220 13,559 14,883 1,945 621
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 21)
-1,042 -151 0 970 273 -72 122 93 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.8 4.3 0.0 29.7 91.7 87.5 96.0 12.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 2 0 7 8 13 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,890
COMMITMENTS
23,529 2,985 499 56,930 85,705 80,958 89,189 11,932 3,701
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,551)
-169 710 -431 -208 -1,992 -808 -1,713 -743 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 3.2 0.5 61.3 92.3 87.2 96.0 12.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 5 3 42 36 57 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,404
COMMITMENTS
18,389 12,009 2,138 31,054 36,131 51,581 50,277 6,823 8,127
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -3,314)
-2,938 -1,170 -323 1,013 -2,610 -2,248 -4,104 -1,066 789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 20.6 3.7 53.2 61.9 88.3 86.1 11.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
64 80 33 65 78 149 171
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 292,021
COMMITMENTS
91,946 60,044 10,689 155,269 180,653 257,904 251,386 34,117 40,635
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -16,571)
-14,690 -5,851 -1,616 5,064 -13,050 -11,242 -20,518 -5,328 3,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 20.6 3.7 53.2 61.9 88.3 86.1 11.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
64 80 33 65 78 149 171
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 115,032
COMMITMENTS
54,916 18,722 10,583 20,990 62,180 86,490 91,485 28,543 23,547
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -10,803)
-736 -5,560 -4,173 -5,196 -1,221 -10,105 -10,954 -698 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 16.3 9.2 18.2 54.1 75.2 79.5 24.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
35 25 17 23 30 66 64
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,551
COMMITMENTS
13,661 6,223 28 14,750 27,198 28,439 33,449 8,112 3,102
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 108)
489 -382 28 -290 252 227 -102 -119 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 17.0 0.1 40.4 74.4 77.8 91.5 22.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 6 1 16 11 32 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 69,592
COMMITMENTS
15,373 6,682 1,526 42,558 20,561 59,457 28,769 10,135 40,823
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 2,155)
-1,551 -2,322 400 4,562 743 3,411 -1,179 -1,256 3,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 9.6 2.2 61.2 29.5 85.4 41.3 14.6 58.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 13 4 28 18 53 34
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,394
COMMITMENTS
8,246 5,844 352 6,296 8,726 14,894 14,922 500 472
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.6 38.0 2.3 40.9 56.7 96.8 96.9 3.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 5 1 8 2 15 7
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 86,082
COMMITMENTS
6,158 17,097 21,366 58,534 47,619 86,058 86,082 24 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 3,671)
0 535 532 3,141 2,604 3,673 3,671 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 19.9 24.8 68.0 55.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 2 11 13 16 16
Updated July 14, 2017