MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 26,768
COMMITMENTS
800 5,172 2,760 22,596 18,224 26,156 26,156 612 612
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 498)
-160 360 -120 526 6 246 246 252 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 19.3 10.3 84.4 68.1 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 10 6 8 7 15 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,058
COMMITMENTS
678 1,265 1,174 5,070 5,311 6,923 7,751 1,135 307
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 605)
-103 -45 99 534 566 529 619 75 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 15.7 14.6 62.9 65.9 85.9 96.2 14.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 9 12 26 22 41 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,071
COMMITMENTS
13,578 5,934 11,864 15,609 19,083 41,050 36,880 5,021 9,191
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 585)
-150 -373 255 459 748 564 629 21 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 12.9 25.8 33.9 41.4 89.1 80.1 10.9 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 20 31 37 39 74 75
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,706
COMMITMENTS
747 475 1,900 6,004 6,909 8,650 9,283 1,056 423
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 410)
98 14 144 118 261 360 419 50 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 4.9 19.6 61.9 71.2 89.1 95.6 10.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 7 10 27 18 40 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 309,010
COMMITMENTS
106,673 31,982 78,610 100,626 152,364 285,909 262,955 23,101 46,055
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -30,289)
-9,204 -2,060 -17,936 -1,224 -7,871 -28,363 -27,866 -1,926 -2,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 10.3 25.4 32.6 49.3 92.5 85.1 7.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
115 97 133 87 91 284 254
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 371,127
COMMITMENTS
132,046 22,494 74,577 136,593 220,340 343,217 317,410 27,910 53,716
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 9,097)
-813 -416 5,947 4,990 2,879 10,123 8,410 -1,026 687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 6.1 20.1 36.8 59.4 92.5 85.5 7.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
138 71 142 131 159 331 324
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,480
COMMITMENTS
1,768 1,127 443 902 2,030 3,114 3,600 1,366 880
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -160)
-46 -15 -59 16 -98 -89 -172 -71 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 25.2 9.9 20.1 45.3 69.5 80.4 30.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
17 9 14 16 20 39 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 71,054
COMMITMENTS
22,462 7,161 24,844 14,858 17,061 62,164 49,066 8,889 21,987
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -1,087)
-1,085 563 564 -41 -923 -562 204 -525 -1,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 10.1 35.0 20.9 24.0 87.5 69.1 12.5 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
61 51 71 71 86 176 175
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,258
COMMITMENTS
320 3,005 213 2,633 745 3,165 3,962 1,093 296
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 70.6 5.0 61.8 17.5 74.3 93.1 25.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 5 4 11 8 17 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,712
COMMITMENTS
843 11,846 4,141 20,850 9,761 25,835 25,748 877 964
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 324)
-230 -52 -137 677 558 309 368 15 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 44.3 15.5 78.1 36.5 96.7 96.4 3.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
11 16 14 27 23 47 44
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,843
COMMITMENTS
3,211 6,730 122 29,973 26,835 33,306 33,687 1,537 1,156
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -2,321)
-1,631 -4,916 122 -925 2,545 -2,434 -2,249 113 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 19.3 0.4 86.0 77.0 95.6 96.7 4.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 8 1 10 6 24 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 219,925
COMMITMENTS
79,945 27,322 18,473 78,670 145,835 177,088 191,630 42,837 28,295
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -5,598)
-6,806 -6,615 -815 1,598 -1,676 -6,022 -9,106 424 3,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 12.4 8.4 35.8 66.3 80.5 87.1 19.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
44 14 27 30 27 86 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,885
COMMITMENTS
12,168 14,159 2,298 15,518 10,817 29,984 27,273 11,901 14,612
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 916)
-388 233 468 976 708 1,056 1,409 -140 -493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 33.8 5.5 37.0 25.8 71.6 65.1 28.4 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 11 8 6 10 24 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 244,105
COMMITMENTS
137,856 40,146 3,399 93,799 197,710 235,054 241,255 9,051 2,850
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 6,278)
6,956 4,175 37 -1,191 2,111 5,802 6,324 475 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.5 16.4 1.4 38.4 81.0 96.3 98.8 3.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
86 34 8 19 26 112 62
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 257,691
COMMITMENTS
57,564 101,528 36,087 132,321 89,263 225,971 226,878 31,720 30,813
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 4,625)
-4,952 8,794 4,201 5,946 -5,841 5,195 7,155 -570 -2,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 39.4 14.0 51.3 34.6 87.7 88.0 12.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
38 33 29 28 41 75 94
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 255,510
COMMITMENTS
40,837 119,489 32,110 158,641 70,943 231,588 222,542 23,923 32,969
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,244)
1,068 -1,379 531 -1,362 3,577 236 2,728 1,008 -1,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 46.8 12.6 62.1 27.8 90.6 87.1 9.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
33 39 26 33 34 80 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 555,963
COMMITMENTS
195,634 103,786 71,169 205,292 320,821 472,094 495,775 83,868 60,188
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,247)
4,734 -1,770 -1,873 -2,438 4,850 424 1,208 823 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 18.7 12.8 36.9 57.7 84.9 89.2 15.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
104 69 73 67 70 206 178
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,733
COMMITMENTS
13,442 3,333 1,340 7,163 25,914 21,945 30,587 12,788 4,146
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 9.6 3.9 20.6 74.6 63.2 88.1 36.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 4 3 8 4 19 9
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,455
COMMITMENTS
11,450 5,088 758 3,025 13,815 15,233 19,661 7,222 2,794
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -901)
-261 -666 -540 -1 -17 -802 -1,223 -99 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 22.7 3.4 13.5 61.5 67.8 87.6 32.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 3 6 7 15 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,746
COMMITMENTS
17,107 6,921 25 5,793 17,343 22,925 24,289 1,821 457
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -902)
-964 -336 25 0 -606 -939 -917 37 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 28.0 0.1 23.4 70.1 92.6 98.2 7.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 14 1 4 7 17 21
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,090
COMMITMENTS
29,590 7,708 1,065 7,153 31,773 37,808 40,546 6,282 3,544
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -4,323)
-3,919 -962 393 -822 -3,787 -4,348 -4,356 25 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 17.5 2.4 16.2 72.1 85.8 92.0 14.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
50 14 7 11 12 63 31
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 23,334
COMMITMENTS
15,054 3,851 1,364 5,927 17,327 22,345 22,542 989 792
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 3,515)
3,708 1,977 82 -236 1,456 3,554 3,515 -39 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 16.5 5.8 25.4 74.3 95.8 96.6 4.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
17 7 2 5 6 22 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,526,976
COMMITMENTS
1045293 2253803 8870795 10897018 9237666 20813106 20362263 713,870 1164712
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 115,486)
-19,796 -161,616 193,774 -77,995 111,186 95,982 143,344 19,504 -27,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 10.5 41.2 50.6 42.9 96.7 94.6 3.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
54 135 148 133 156 290 345
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 870,726
COMMITMENTS
117,073 92,092 130,849 528,981 545,989 776,903 768,930 93,823 101,796
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 7,186)
2,416 2,350 -1,338 11,289 12,769 12,367 13,781 -5,182 -6,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 10.6 15.0 60.8 62.7 89.2 88.3 10.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707)
170 187 199 255 268 533 546
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 107,226
COMMITMENTS
4,698 8,504 17,543 48,802 58,847 71,043 84,894 36,183 22,331
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -2,204)
853 98 -2,416 6,143 -352 4,580 -2,670 -6,783 466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 7.9 16.4 45.5 54.9 66.3 79.2 33.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
14 15 25 29 29 57 55
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,817,503
COMMITMENTS
587,210 443,272 541,197 2400895 2435712 3529301 3420181 288,202 397,322
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 46,947)
16,214 19,652 -3,003 25,727 65,605 38,938 82,254 8,010 -35,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 11.6 14.2 62.9 63.8 92.5 89.6 7.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 692)
165 183 189 249 263 517 532
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| 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: 29,396
COMMITMENTS
11,441 0 0 14,619 28,501 26,060 28,501 3,336 895
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -341)
-484 -370 0 198 70 -286 -300 -55 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 0.0 0.0 49.7 97.0 88.7 97.0 11.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 0 0 8 7 15 7
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| 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: 23,032
COMMITMENTS
243 2,299 0 20,888 19,683 21,131 21,982 1,901 1,050
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 708)
-20 280 0 689 444 669 724 39 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 10.0 0.0 90.7 85.5 91.7 95.4 8.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 14 6 15 8
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,723
COMMITMENTS
23,072 1,844 1,037 53,118 81,458 77,227 84,339 11,496 4,384
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -1,973)
-898 -279 262 -638 -2,111 -1,274 -2,128 -699 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 2.1 1.2 59.9 91.8 87.0 95.1 13.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 4 6 40 39 57 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,335
COMMITMENTS
20,843 12,877 2,649 30,667 37,187 54,159 52,713 7,175 8,622
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -2,539)
-980 505 -544 -1,351 -1,728 -2,876 -1,768 336 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 21.0 4.3 50.0 60.6 88.3 85.9 11.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
73 86 36 70 91 161 195
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 306,673
COMMITMENTS
104,217 64,384 13,244 153,337 185,936 270,797 263,564 35,876 43,109
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -12,696)
-4,902 2,523 -2,722 -6,754 -8,640 -14,378 -8,839 1,681 -3,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 21.0 4.3 50.0 60.6 88.3 85.9 11.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
73 86 36 70 91 161 195
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 172,439
COMMITMENTS
89,974 29,253 15,734 29,611 105,748 135,319 150,734 37,120 21,705
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -2,688)
-2,338 -1,090 -1,402 2,480 -1,772 -1,261 -4,264 -1,427 1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 17.0 9.1 17.2 61.3 78.5 87.4 21.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
43 24 20 29 27 84 59
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 18,159
COMMITMENTS
1,871 3,582 341 13,936 11,823 16,148 15,746 2,011 2,413
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 2,954)
-325 -2,020 -60 2,864 4,766 2,479 2,686 475 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 19.7 1.9 76.7 65.1 88.9 86.7 11.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 6 2 11 10 17 16
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,424
COMMITMENTS
12,966 5,939 103 14,878 26,093 27,947 32,135 6,477 2,289
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 136)
397 222 90 182 -268 669 44 -533 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 17.3 0.3 43.2 75.8 81.2 93.4 18.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 7 2 18 12 36 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,444
COMMITMENTS
20,419 6,719 2,193 24,926 22,629 47,538 31,541 9,906 25,903
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 3,600)
2,130 29 87 1,505 1,481 3,722 1,597 -122 2,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 11.7 3.8 43.4 39.4 82.8 54.9 17.2 45.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
26 15 4 30 20 57 38
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| 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: 99,088
COMMITMENTS
6,288 12,573 28,112 64,666 58,403 99,066 99,088 22 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 2,350)
130 -650 1,040 1,180 1,960 2,350 2,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 12.7 28.4 65.3 58.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 12 14 17 16
Updated August 25, 2017