MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 27,598
COMMITMENTS
920 4,836 3,000 23,318 19,382 27,238 27,218 360 380
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 640)
-400 80 200 840 360 640 640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 17.5 10.9 84.5 70.2 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 10 6 9 7 16 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,831
COMMITMENTS
731 1,463 994 4,917 4,998 6,643 7,454 1,188 377
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 585)
69 149 40 323 356 432 545 153 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 18.7 12.7 62.8 63.8 84.8 95.2 15.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 7 10 19 19 31 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,987
COMMITMENTS
15,323 5,477 14,591 15,099 19,925 45,013 39,993 4,974 9,994
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,149)
144 838 31 830 496 1,005 1,366 144 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 11.0 29.2 30.2 39.9 90.0 80.0 10.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 22 32 33 36 74 76
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,435
COMMITMENTS
446 495 1,840 6,185 6,445 8,471 8,781 964 655
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 101)
23 57 -12 50 132 61 177 39 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.3 19.5 65.6 68.3 89.8 93.1 10.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 8 9 28 20 39 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,086
COMMITMENTS
147 93 1,586 3,020 1,886 4,753 3,565 333 1,521
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 23)
26 -39 -29 41 74 38 5 -16 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.8 31.2 59.4 37.1 93.5 70.1 6.5 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 4 8 9 8 17 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 344,735
COMMITMENTS
114,169 29,919 101,340 101,911 163,253 317,420 294,512 27,316 50,223
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -986)
578 3,053 4,929 -5,963 -8,752 -457 -770 -529 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 8.7 29.4 29.6 47.4 92.1 85.4 7.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
141 72 123 93 99 292 244
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 442,265
COMMITMENTS
157,979 17,143 109,116 143,441 253,852 410,536 380,111 31,729 62,154
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 5,686)
-2,115 1,099 2,432 5,366 1,603 5,684 5,134 2 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 3.9 24.7 32.4 57.4 92.8 85.9 7.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444)
154 69 144 137 179 364 343
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,460
COMMITMENTS
1,489 934 633 941 2,168 3,063 3,735 1,396 724
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 512)
402 -26 143 -205 472 339 589 173 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 20.9 14.2 21.1 48.6 68.7 83.8 31.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 8 12 15 18 40 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 75,332
COMMITMENTS
27,937 6,811 23,167 15,037 20,741 66,141 50,718 9,190 24,613
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,814)
1,124 -830 694 -259 1,380 1,559 1,243 255 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 9.0 30.8 20.0 27.5 87.8 67.3 12.2 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
70 45 68 70 90 178 177
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,192
COMMITMENTS
1,156 13,822 5,721 23,380 10,171 30,257 29,714 935 1,478
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -106)
12 -192 -79 -45 258 -112 -12 6 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 44.3 18.3 75.0 32.6 97.0 95.3 3.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
13 13 16 23 21 43 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,754
COMMITMENTS
6,554 12,760 12 31,924 25,897 38,490 38,669 1,264 1,085
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 3,810)
2,937 3,217 -78 1,075 635 3,934 3,774 -124 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 32.1 0.0 80.3 65.1 96.8 97.3 3.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 8 1 9 7 19 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 206,910
COMMITMENTS
57,138 47,290 22,157 85,958 108,996 165,253 178,443 41,657 28,467
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 16,514)
12,485 -3,100 3,716 -118 13,824 16,083 14,441 430 2,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 22.9 10.7 41.5 52.7 79.9 86.2 20.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
36 23 25 31 30 79 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,490
COMMITMENTS
13,840 17,431 1,361 12,928 11,787 28,129 30,579 16,362 13,911
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 5,365)
3,324 7,306 -87 1,460 -277 4,697 6,942 668 -1,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 39.2 3.1 29.1 26.5 63.2 68.7 36.8 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 13 6 11 10 27 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 210,083
COMMITMENTS
130,155 17,431 5,014 66,000 184,325 201,170 206,770 8,914 3,313
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -3,495)
4,875 -9,908 2,234 -10,507 4,510 -3,398 -3,164 -97 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.0 8.3 2.4 31.4 87.7 95.8 98.4 4.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
84 25 7 20 29 109 56
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 238,494
COMMITMENTS
50,668 68,290 26,753 127,116 111,333 204,537 206,377 33,957 32,117
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 11,935)
3,638 -986 2,305 3,002 8,505 8,945 9,825 2,991 2,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 28.6 11.2 53.3 46.7 85.8 86.5 14.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
37 28 30 32 43 81 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 285,036
COMMITMENTS
33,801 165,171 20,955 210,142 57,695 264,898 243,821 20,138 41,215
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 7,935)
-4,123 13,172 -1,476 14,104 -4,069 8,504 7,626 -569 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 57.9 7.4 73.7 20.2 92.9 85.5 7.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
27 47 24 34 33 73 92
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 529,449
COMMITMENTS
196,286 102,487 59,768 186,815 304,799 442,869 467,055 86,581 62,395
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 21,817)
7,459 -1,007 8,607 3,992 15,265 20,058 22,865 1,758 -1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 19.4 11.3 35.3 57.6 83.6 88.2 16.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
96 67 64 68 71 196 171
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,342
COMMITMENTS
11,676 6,740 184 6,718 12,933 18,578 19,857 1,764 485
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 5,676)
5,742 2,243 58 -470 3,546 5,330 5,847 346 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.4 33.1 0.9 33.0 63.6 91.3 97.6 8.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 11 1 4 7 16 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 57,496
COMMITMENTS
44,257 8,276 320 6,678 44,798 51,255 53,394 6,241 4,102
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -1,003)
-1,178 -5,254 -144 264 5,029 -1,058 -369 55 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.0 14.4 0.6 11.6 77.9 89.1 92.9 10.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
52 19 4 9 15 63 36
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,639
COMMITMENTS
10,171 1,839 578 7,909 16,278 18,658 18,695 981 944
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -525)
-1,606 207 -392 1,453 -252 -545 -437 20 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 9.4 2.9 40.3 82.9 95.0 95.2 5.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
15 7 2 8 4 23 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,696,862
COMMITMENTS
869,507 2144178 8456256 10657431 8797155 19983194 19397589 713,668 1299274
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -834,336)
192,723 44,473 -747,067 -353,009 -172,730 -907,353 -875,324 73,017 40,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 10.4 40.9 51.5 42.5 96.6 93.7 3.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
47 135 144 122 142 276 324
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 788,641
COMMITMENTS
105,451 89,905 112,489 478,116 486,678 696,056 689,073 92,585 99,569
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 39,996)
2,641 2,115 12,130 23,835 16,281 38,605 30,526 1,391 9,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 11.4 14.3 60.6 61.7 88.3 87.4 11.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 680)
173 173 191 243 258 511 527
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 101,158
COMMITMENTS
3,737 6,681 22,162 40,486 52,499 66,385 81,342 34,774 19,816
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 16,106)
-198 2,130 5,585 8,701 7,288 14,087 15,003 2,019 1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.6 21.9 40.0 51.9 65.6 80.4 34.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 18 25 29 31 59 57
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,437,416
COMMITMENTS
515,999 423,551 444,207 2188151 2170892 3148358 3038650 289,058 398,765
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 119,450)
18,030 3,760 28,889 75,670 44,962 122,590 77,612 -3,140 41,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 12.3 12.9 63.7 63.2 91.6 88.4 8.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661)
168 165 181 237 252 492 511
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| 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: 23,406
COMMITMENTS
6,619 0 0 13,629 22,652 20,248 22,652 3,158 754
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,353)
2,171 -396 0 72 2,701 2,243 2,305 110 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 0.0 0.0 58.2 96.8 86.5 96.8 13.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 0 7 7 14 7
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| 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: 15,167
COMMITMENTS
8,481 663 0 4,601 13,910 13,082 14,573 2,085 594
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -337)
-477 0 0 0 -310 -477 -310 140 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.9 4.4 0.0 30.3 91.7 86.3 96.1 13.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 0 7 9 13 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,877
COMMITMENTS
23,863 2,943 965 54,848 84,277 79,676 88,185 12,201 3,692
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -1,013)
334 -42 466 -2,082 -1,428 -1,282 -1,004 269 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 3.2 1.1 59.7 91.7 86.7 96.0 13.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 6 5 41 39 57 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,501
COMMITMENTS
20,677 12,702 2,145 29,918 36,334 52,739 51,181 6,761 8,320
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,096)
2,287 693 7 -1,136 203 1,159 904 -62 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 21.3 3.6 50.3 61.1 88.6 86.0 11.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
63 82 29 71 86 151 180
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 297,503
COMMITMENTS
103,383 63,511 10,725 149,590 181,668 263,697 255,905 33,806 41,598
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 5,482)
11,436 3,467 36 -5,679 1,015 5,793 4,519 -312 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 21.3 3.6 50.3 61.1 88.6 86.0 11.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
63 82 29 71 86 151 180
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 144,092
COMMITMENTS
66,882 17,848 14,173 25,637 84,627 106,692 116,648 37,400 27,444
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 29,059)
11,966 -874 3,590 4,646 22,447 20,202 25,163 8,857 3,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 12.4 9.8 17.8 58.7 74.0 81.0 26.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
42 22 16 25 30 74 61
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,265
COMMITMENTS
13,985 5,692 2 14,252 27,189 28,239 32,883 8,026 3,382
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -286)
324 -531 -26 -498 -9 -200 -566 -86 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 15.7 0.0 39.3 75.0 77.9 90.7 22.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 4 1 15 11 32 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,755
COMMITMENTS
15,094 5,287 2,569 31,504 13,853 49,167 21,709 9,588 37,046
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -10,837)
-279 -1,395 1,043 -11,054 -6,708 -10,290 -7,060 -547 -3,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 9.0 4.4 53.6 23.6 83.7 36.9 16.3 63.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
23 14 6 32 20 58 37
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,687
COMMITMENTS
8,250 6,021 637 6,290 8,726 15,177 15,384 510 303
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 293)
4 177 285 -6 0 283 462 10 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 38.4 4.1 40.1 55.6 96.7 98.1 3.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 5 2 8 2 16 7
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| 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: 87,225
COMMITMENTS
6,158 16,947 21,891 59,154 48,387 87,203 87,225 22 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,143)
0 -150 525 620 768 1,145 1,143 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 19.4 25.1 67.8 55.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 2 11 13 16 16
Updated July 21, 2017