MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 25,008
COMMITMENTS
1,160 5,020 2,840 20,636 16,776 24,636 24,636 372 372
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -2,180)
-40 -484 -40 -2,100 -1,656 -2,180 -2,180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 20.1 11.4 82.5 67.1 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 10 6 8 7 16 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,450
COMMITMENTS
475 1,054 1,085 4,846 4,929 6,406 7,068 1,045 382
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -988)
-133 -218 -182 -514 -658 -830 -1,058 -158 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 14.2 14.6 65.0 66.2 86.0 94.9 14.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 9 9 24 20 37 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,557
COMMITMENTS
12,446 4,009 12,180 14,354 17,656 38,980 33,845 4,577 9,711
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -5,048)
-1,911 -780 -1,493 -1,454 -2,376 -4,858 -4,649 -190 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 9.2 28.0 33.0 40.5 89.5 77.7 10.5 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 19 27 32 34 67 69
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,925
COMMITMENTS
869 369 1,771 5,366 6,403 8,005 8,542 920 383
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -1,310)
-30 -138 -318 -817 -824 -1,165 -1,280 -144 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 4.1 19.8 60.1 71.7 89.7 95.7 10.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 7 10 26 17 39 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 303,998
COMMITMENTS
92,565 33,457 89,356 100,077 137,907 281,998 260,721 22,000 43,277
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -8,949)
-5,618 -427 -1,163 -1,609 -4,393 -8,389 -5,983 -560 -2,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 11.0 29.4 32.9 45.4 92.8 85.8 7.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
94 107 139 84 87 276 252
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 372,828
COMMITMENTS
130,473 30,032 77,133 137,952 209,829 345,558 316,994 27,270 55,834
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -4,342)
-2,789 -117 -314 -439 -4,366 -3,542 -4,797 -800 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 8.1 20.7 37.0 56.3 92.7 85.0 7.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
130 62 142 133 157 324 318
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,032
COMMITMENTS
2,199 1,346 530 731 2,417 3,460 4,292 1,571 739
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 490)
397 256 -31 -137 300 229 524 261 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 26.8 10.5 14.5 48.0 68.8 85.3 31.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
23 11 11 14 21 44 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,632
COMMITMENTS
22,967 7,161 16,017 13,811 16,841 52,795 40,019 7,837 20,613
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -9,398)
-204 452 -8,166 -364 -225 -8,734 -7,939 -664 -1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 11.8 26.4 22.8 27.8 87.1 66.0 12.9 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
64 42 66 54 76 152 156
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,762
COMMITMENTS
209 2,672 187 2,389 671 2,784 3,530 978 233
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -531)
-126 -413 -26 -241 -59 -393 -498 -137 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 71.0 5.0 63.5 17.8 74.0 93.8 26.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 4 10 8 15 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,199
COMMITMENTS
782 11,171 4,150 20,375 9,686 25,307 25,007 892 1,192
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -2,537)
59 -1,369 -439 -2,162 -758 -2,543 -2,566 5 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 42.6 15.8 77.8 37.0 96.6 95.4 3.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 13 13 27 23 46 41
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 40,072
COMMITMENTS
5,839 5,353 143 32,357 33,294 38,339 38,790 1,733 1,282
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 6,902)
1,978 1,449 30 4,745 5,556 6,753 7,035 149 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 13.4 0.4 80.7 83.1 95.7 96.8 4.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 8 1 10 8 24 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 242,858
COMMITMENTS
91,121 36,284 24,578 82,957 154,248 198,655 215,110 44,203 27,749
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 16,949)
5,889 5,728 4,308 5,292 7,554 15,489 17,590 1,460 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 14.9 10.1 34.2 63.5 81.8 88.6 18.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
51 19 26 31 28 92 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,414
COMMITMENTS
11,892 13,705 2,155 16,957 11,556 31,004 27,416 12,410 15,998
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -40)
-1,317 -961 -222 2,371 397 832 -786 -873 745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 31.6 5.0 39.1 26.6 71.4 63.1 28.6 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 11 7 7 11 23 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 240,917
COMMITMENTS
141,051 27,343 11,052 79,898 199,319 232,002 237,714 8,916 3,203
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -5,823)
5,502 -11,107 3,901 -15,543 1,802 -6,140 -5,404 317 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 11.3 4.6 33.2 82.7 96.3 98.7 3.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
82 40 16 21 25 115 73
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 264,133
COMMITMENTS
54,008 108,473 37,795 142,417 87,942 234,220 234,210 29,913 29,923
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -1,569)
-4,182 -543 2,331 -926 -1,572 -2,777 217 1,208 -1,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 41.1 14.3 53.9 33.3 88.7 88.7 11.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
34 38 31 29 41 79 94
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 257,898
COMMITMENTS
45,966 122,311 30,767 153,614 71,460 230,347 224,538 27,551 33,360
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 8,441)
5,256 9,304 742 -55 -3,164 5,943 6,881 2,498 1,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 47.4 11.9 59.6 27.7 89.3 87.1 10.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
35 36 19 33 34 79 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 572,607
COMMITMENTS
191,532 91,095 80,331 214,413 335,495 486,276 506,921 86,331 65,686
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -10,293)
584 -9,074 -2,715 -4,219 3,321 -6,350 -8,469 -3,943 -1,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 15.9 14.0 37.4 58.6 84.9 88.5 15.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
100 68 71 65 71 198 178
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 21,905
COMMITMENTS
10,807 2,105 46 3,832 17,543 14,685 19,694 7,220 2,211
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 9.6 0.2 17.5 80.1 67.0 89.9 33.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 2 1 7 8 15 11
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,247
COMMITMENTS
19,869 8,120 110 6,388 19,576 26,367 27,806 1,880 441
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -5,804)
2,735 301 72 -8,621 -5,747 -5,814 -5,374 10 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.3 28.7 0.4 22.6 69.3 93.3 98.4 6.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 12 1 5 7 18 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,094
COMMITMENTS
26,773 12,050 1,601 12,532 29,056 40,906 42,707 5,188 3,387
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 2,362)
-2,229 1,852 854 4,169 -611 2,794 2,095 -432 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.1 26.1 3.5 27.2 63.0 88.7 92.7 11.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
46 15 9 12 10 61 32
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 28,327
COMMITMENTS
18,413 6,855 346 8,495 20,330 27,254 27,531 1,073 796
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 2,402)
1,686 1,752 319 318 359 2,323 2,430 79 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.0 24.2 1.2 30.0 71.8 96.2 97.2 3.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 8 3 6 7 21 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,773,403
COMMITMENTS
1203693 2394512 9530585 11293765 9709698 22028043 21634796 745,360 1138607
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 769,082)
123,374 132,925 411,396 202,055 232,419 736,825 776,741 32,256 -7,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 10.5 41.8 49.6 42.6 96.7 95.0 3.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
57 147 155 137 157 306 357
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 895,883
COMMITMENTS
113,097 86,227 126,859 567,108 584,382 807,063 797,468 88,820 98,415
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 6,967)
-10,424 -580 -2,416 24,449 16,944 11,608 13,948 -4,641 -6,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 9.6 14.2 63.3 65.2 90.1 89.0 9.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 699)
167 180 194 259 275 528 547
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 111,433
COMMITMENTS
4,698 8,218 16,771 59,214 61,782 80,682 86,771 30,751 24,662
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 1,862)
705 316 1,436 6,991 -1,757 9,132 -4 -7,270 1,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 7.4 15.1 53.1 55.4 72.4 77.9 27.6 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
12 19 23 31 33 60 58
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,922,247
COMMITMENTS
561,801 409,850 530,634 2539468 2613000 3631903 3553483 290,344 368,764
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 25,528)
-55,048 -3,883 -19,861 87,292 93,502 12,383 69,758 13,145 -44,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 10.4 13.5 64.7 66.6 92.6 90.6 7.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 680)
161 175 187 251 267 510 531
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| 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: 29,039
COMMITMENTS
10,493 0 0 14,978 28,338 25,471 28,338 3,568 701
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -512)
-746 0 0 366 -358 -380 -358 -132 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 0.0 0.0 51.6 97.6 87.7 97.6 12.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 0 0 8 8 14 8
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| 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: 23,478
COMMITMENTS
239 280 0 21,049 22,250 21,288 22,530 2,190 948
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 463)
0 -2,019 0 639 2,626 639 607 -176 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.2 0.0 89.7 94.8 90.7 96.0 9.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 12 7 13 8
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,603
COMMITMENTS
22,246 1,340 1,048 50,974 78,672 74,268 81,060 11,335 4,543
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -1,758)
-598 -688 -110 -439 -1,126 -1,147 -1,924 -611 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 1.6 1.2 59.5 91.9 86.8 94.7 13.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 3 4 36 39 48 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,309
COMMITMENTS
21,613 12,536 2,379 28,473 35,484 52,464 50,399 6,845 8,910
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -1,423)
187 -382 305 -1,773 -1,452 -1,282 -1,529 -142 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 21.1 4.0 48.0 59.8 88.5 85.0 11.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
74 78 39 74 97 167 195
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 296,545
COMMITMENTS
108,065 62,681 11,893 142,364 177,420 262,322 251,995 34,223 44,550
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -7,117)
934 -1,911 1,524 -8,867 -7,258 -6,409 -7,645 -709 528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 21.1 4.0 48.0 59.8 88.5 85.0 11.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
74 78 39 74 97 167 195
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 191,849
COMMITMENTS
101,258 37,188 15,729 34,049 115,623 151,036 168,540 40,812 23,309
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 9,471)
2,112 4,213 549 3,337 4,226 5,998 8,988 3,472 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 19.4 8.2 17.7 60.3 78.7 87.9 21.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
45 20 23 27 27 82 60
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 39,917
COMMITMENTS
2,128 4,943 1,347 32,506 29,822 35,981 36,112 3,936 3,805
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 18,979)
-18 1,941 578 17,407 15,135 17,967 17,655 1,012 1,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 12.4 3.4 81.4 74.7 90.1 90.5 9.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 6 4 15 15 23 21
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,218
COMMITMENTS
13,510 5,734 4,410 19,314 29,856 37,234 40,000 6,984 4,218
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 9,677)
1,116 53 4,298 5,340 3,848 10,754 8,199 -1,077 1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 13.0 10.0 43.7 67.5 84.2 90.5 15.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 5 4 18 10 37 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,043
COMMITMENTS
20,851 5,496 4,192 27,259 28,394 52,302 38,082 12,741 26,961
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 8,882)
1,661 -508 1,751 4,350 1,637 7,762 2,880 1,120 6,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 8.4 6.4 41.9 43.7 80.4 58.5 19.6 41.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
24 16 9 24 20 52 41
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,753
COMMITMENTS
1,191 6,301 0 12,978 8,261 14,169 14,562 584 191
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 42.7 0.0 88.0 56.0 96.0 98.7 4.0 1.3
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 09/05/17 |
--------------------------------------------------------------| 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: 103,008
COMMITMENTS
6,288 12,713 29,112 67,586 61,183 102,986 103,008 22 0
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 1,070)
0 -780 780 290 1,070 1,070 1,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 12.3 28.3 65.6 59.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 12 14 17 16
Updated September 8, 2017