MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 25,870
COMMITMENTS
640 4,812 2,880 21,990 17,818 25,510 25,510 360 360
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 40)
0 -120 0 40 160 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 18.6 11.1 85.0 68.9 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 9 6 8 7 15 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,058
COMMITMENTS
740 1,371 1,009 4,266 4,338 6,014 6,718 1,044 340
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,354)
-124 -273 -128 -985 -921 -1,237 -1,322 -117 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 19.4 14.3 60.4 61.5 85.2 95.2 14.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 7 12 23 21 38 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,617
COMMITMENTS
13,385 5,995 12,008 15,209 17,996 40,602 35,999 5,015 9,618
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -8,540)
-3,360 -1,388 -3,207 -1,670 -3,385 -8,236 -7,979 -304 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 13.1 26.3 33.3 39.5 89.0 78.9 11.0 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 22 28 35 38 72 74
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,706
COMMITMENTS
481 470 1,657 5,666 6,073 7,803 8,200 903 506
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,048)
-79 -90 -197 -709 -716 -985 -1,003 -63 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.4 19.0 65.1 69.8 89.6 94.2 10.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 8 9 27 18 39 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,695
COMMITMENTS
267 117 1,441 2,629 1,657 4,337 3,214 358 1,480
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -596)
115 0 -193 -531 -292 -609 -484 12 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.5 30.7 56.0 35.3 92.4 68.5 7.6 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 8 9 8 17 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 322,416
COMMITMENTS
106,929 31,111 91,333 100,434 153,057 298,696 275,501 23,720 46,915
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -414)
1,853 1,861 1,716 -3,176 -2,822 393 755 -807 -1,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 9.6 28.3 31.2 47.5 92.6 85.4 7.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
129 99 131 91 96 308 252
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 374,954
COMMITMENTS
142,475 19,399 69,512 133,319 230,297 345,305 319,208 29,649 55,746
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -45,231)
-3,839 4,444 -32,700 -5,982 -14,545 -42,520 -42,801 -2,711 -2,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 5.2 18.5 35.6 61.4 92.1 85.1 7.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
153 63 137 130 166 345 325
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,023
COMMITMENTS
2,062 1,111 606 946 2,318 3,614 4,034 1,409 989
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -184)
-141 14 -48 45 -24 -144 -58 -39 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 22.1 12.1 18.8 46.1 71.9 80.3 28.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 10 13 17 20 46 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 75,771
COMMITMENTS
25,534 7,175 23,402 17,044 20,245 65,980 50,823 9,790 24,948
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 2,039)
-494 -19 1,332 723 469 1,562 1,782 477 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 9.5 30.9 22.5 26.7 87.1 67.1 12.9 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
67 49 71 74 96 183 188
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,704
COMMITMENTS
843 11,824 4,527 20,466 9,281 25,837 25,633 867 1,071
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -5,277)
-725 -2,448 -1,051 -3,426 -1,527 -5,202 -5,026 -75 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 44.3 17.0 76.6 34.8 96.8 96.0 3.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
9 18 15 27 21 46 44
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,470
COMMITMENTS
3,177 8,975 42 30,771 25,230 33,990 34,247 1,480 1,223
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 533)
-481 546 42 646 42 207 630 326 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 25.3 0.1 86.8 71.1 95.8 96.6 4.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 6 1 10 6 21 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 237,966
COMMITMENTS
98,087 32,348 17,386 75,743 163,394 191,217 213,128 46,750 24,838
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 4,307)
19,145 -2,942 -9,908 -6,334 18,156 2,903 5,306 1,404 -999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 13.6 7.3 31.8 68.7 80.4 89.6 19.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
53 17 25 32 30 93 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,671
COMMITMENTS
15,268 16,900 1,729 15,064 11,522 32,060 30,150 12,611 14,521
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 3,401)
1,724 4,895 -52 3,271 -1,880 4,942 2,964 -1,542 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 37.8 3.9 33.7 25.8 71.8 67.5 28.2 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 18 7 8 11 25 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 219,139
COMMITMENTS
130,668 24,158 2,905 76,163 189,212 209,736 216,276 9,402 2,863
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 4,458)
482 7,675 -2,003 6,056 -1,240 4,535 4,432 -77 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 11.0 1.3 34.8 86.3 95.7 98.7 4.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
85 31 7 21 25 111 58
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 244,443
COMMITMENTS
59,077 82,342 26,780 124,088 105,451 209,944 214,572 34,498 29,871
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -22,598)
1,365 -5,609 -11,367 -11,776 -4,624 -21,778 -21,600 -820 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 33.7 11.0 50.8 43.1 85.9 87.8 14.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
40 25 27 31 43 81 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 266,611
COMMITMENTS
36,483 136,105 23,338 184,541 70,310 244,363 229,754 22,249 36,858
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -18,190)
5,334 -12,838 -6,336 -17,812 -1,239 -18,815 -20,413 624 2,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 51.1 8.8 69.2 26.4 91.7 86.2 8.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
31 42 21 32 31 74 83
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 552,858
COMMITMENTS
198,728 104,746 66,554 201,456 321,126 466,738 492,426 86,120 60,432
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -18,926)
16,247 3,703 -18,575 -15,170 981 -17,498 -13,891 -1,428 -5,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 18.9 12.0 36.4 58.1 84.4 89.1 15.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
102 70 74 66 75 205 183
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,360
COMMITMENTS
12,669 4,051 801 3,039 16,891 16,509 21,743 7,851 2,617
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -444)
73 66 -66 -4 -741 3 -741 -447 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 16.6 3.3 12.5 69.3 67.8 89.3 32.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 2 6 7 15 10
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,118
COMMITMENTS
19,379 7,740 0 5,751 18,858 25,130 26,598 1,988 520
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -4,706)
2,200 -3,594 -349 -6,387 -172 -4,536 -4,115 -170 -591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.5 28.5 0.0 21.2 69.5 92.7 98.1 7.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 13 0 4 7 16 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,151
COMMITMENTS
40,241 6,756 706 5,948 41,840 46,895 49,302 6,256 3,849
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,817)
-1,290 163 291 -647 -2,322 -1,646 -1,868 -171 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.7 12.7 1.3 11.2 78.7 88.2 92.8 11.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
52 16 4 12 12 66 31
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,587
COMMITMENTS
11,334 3,428 1,311 7,973 16,066 20,618 20,805 969 782
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 179)
-491 147 65 459 15 33 227 146 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 15.9 6.1 36.9 74.4 95.5 96.4 4.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 9 2 7 5 21 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,739,977
COMMITMENTS
1048241 2349611 8938138 11098357 9260883 21084736 20548632 655,241 1191345
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 522,165)
31,044 108,287 297,281 177,335 88,955 505,660 494,523 16,505 27,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 10.8 41.1 51.1 42.6 97.0 94.5 3.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
57 133 150 132 152 289 344
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 842,541
COMMITMENTS
110,246 97,310 123,021 513,966 515,926 747,233 736,256 95,307 106,284
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 25,550)
2,172 1,868 9,860 17,001 13,642 29,033 25,370 -3,482 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 11.5 14.6 61.0 61.2 88.7 87.4 11.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 715)
193 175 198 254 265 537 548
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 109,859
COMMITMENTS
3,887 7,453 22,831 44,465 58,142 71,183 88,426 38,676 21,433
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 6,474)
-11 -346 2,122 6,072 4,955 8,182 6,731 -1,708 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 6.8 20.8 40.5 52.9 64.8 80.5 35.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
17 15 27 31 32 62 60
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,663,407
COMMITMENTS
542,742 460,229 490,005 2347504 2288919 3380251 3239153 283,157 424,255
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 95,381)
8,260 8,414 41,347 54,645 43,436 104,252 93,197 -8,871 2,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 12.6 13.4 64.1 62.5 92.3 88.4 7.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 695)
184 171 188 247 258 517 531
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| 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: 30,198
COMMITMENTS
12,172 533 0 14,433 28,894 26,605 29,427 3,593 771
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 1,569)
1,232 240 0 76 1,331 1,308 1,571 261 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 1.8 0.0 47.8 95.7 88.1 97.4 11.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 2 0 8 7 16 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| 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: 22,728
COMMITMENTS
636 2,019 0 20,145 19,762 20,781 21,781 1,947 947
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 299)
219 0 0 219 289 438 289 -139 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 8.9 0.0 88.6 87.0 91.4 95.8 8.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 13 8 15 9
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,550
COMMITMENTS
23,717 2,640 1,143 54,453 84,783 79,313 88,566 13,237 3,984
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 437)
531 199 217 -562 -135 186 281 251 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 2.9 1.2 58.8 91.6 85.7 95.7 14.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
15 7 4 39 41 54 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,931
COMMITMENTS
21,334 12,544 3,331 31,594 38,530 56,259 54,405 6,672 8,526
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 1,633)
-1,675 940 938 2,917 -285 2,180 1,593 -548 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 19.9 5.3 50.2 61.2 89.4 86.5 10.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
78 81 35 71 92 165 192
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 314,655
COMMITMENTS
106,671 62,719 16,655 157,969 192,652 281,294 272,026 33,361 42,629
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 8,163)
-8,374 4,699 4,689 14,587 -1,423 10,902 7,965 -2,739 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 19.9 5.3 50.2 61.2 89.4 86.5 10.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
78 81 35 71 92 165 192
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 173,723
COMMITMENTS
90,233 32,187 14,407 29,268 104,933 133,908 151,526 39,815 22,197
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 5,115)
9,071 9,203 -3,498 -80 -884 5,493 4,821 -378 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 18.5 8.3 16.8 60.4 77.1 87.2 22.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
48 22 20 29 27 85 61
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,241
COMMITMENTS
12,982 5,664 0 14,215 26,687 27,197 32,351 8,044 2,890
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -393)
754 -328 -2 125 -304 877 -634 -1,270 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 16.1 0.0 40.3 75.7 77.2 91.8 22.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 5 0 15 11 34 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,767
COMMITMENTS
21,514 8,534 1,856 20,136 13,927 43,506 24,317 12,261 31,450
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1)
1,288 1,985 79 -1,016 -757 351 1,307 -352 -1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 15.3 3.3 36.1 25.0 78.0 43.6 22.0 56.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
26 18 3 23 20 49 41
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,266
COMMITMENTS
8,471 6,677 0 6,231 8,376 14,702 15,053 564 213
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 157)
-96 -42 0 196 201 100 159 57 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 43.7 0.0 40.8 54.9 96.3 98.6 3.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 5 0 8 1 14 6
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| 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: 97,588
COMMITMENTS
6,158 14,293 27,012 64,396 56,283 97,566 97,588 22 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 4,682)
0 -2,300 2,772 1,910 4,210 4,682 4,682 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 14.6 27.7 66.0 57.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 2 11 14 16 16
Updated August 11, 2017