MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 24,216
COMMITMENTS
760 5,120 2,520 20,552 16,192 23,832 23,832 384 384
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,020)
-240 220 480 780 320 1,020 1,020 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 21.1 10.4 84.9 66.9 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 10 8 8 7 17 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,994
COMMITMENTS
461 1,141 1,272 5,283 5,122 7,016 7,534 978 460
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 271)
15 69 125 250 82 390 275 -119 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 14.3 15.9 66.1 64.1 87.8 94.2 12.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 6 10 25 21 37 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,168
COMMITMENTS
13,370 3,676 15,798 17,202 19,665 46,370 39,139 3,798 11,029
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 3,010)
246 -119 1,610 1,077 1,033 2,932 2,524 78 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 7.3 31.5 34.3 39.2 92.4 78.0 7.6 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
21 21 28 36 34 70 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,344
COMMITMENTS
905 377 2,230 6,139 7,323 9,274 9,930 1,071 414
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 333)
48 -58 50 200 357 298 350 34 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.6 21.6 59.3 70.8 89.6 96.0 10.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 6 9 26 19 37 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,852
COMMITMENTS
226 261 1,613 2,556 1,440 4,394 3,314 458 1,538
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.4 33.2 52.7 29.7 90.6 68.3 9.4 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 4 8 8 7 16 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 332,493
COMMITMENTS
91,008 44,161 105,612 113,567 135,013 310,188 284,786 22,305 47,707
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 16,898)
-539 2,020 9,461 8,871 6,141 17,793 17,623 -896 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 13.3 31.8 34.2 40.6 93.3 85.7 6.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
103 115 159 86 93 292 283
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 383,525
COMMITMENTS
134,536 24,023 87,013 132,963 212,209 354,512 323,245 29,013 60,280
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 7,378)
1,534 -4,482 5,030 -88 6,049 6,476 6,597 902 781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 6.3 22.7 34.7 55.3 92.4 84.3 7.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
132 69 148 127 162 326 325
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,860
COMMITMENTS
2,641 1,328 710 795 2,915 4,146 4,953 1,715 908
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 168)
32 -33 82 15 -55 129 -6 39 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 22.7 12.1 13.6 49.7 70.7 84.5 29.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
26 10 12 18 23 53 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 64,749
COMMITMENTS
26,970 9,011 17,333 12,476 17,211 56,779 43,555 7,970 21,193
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 3,017)
3,022 1,925 577 -283 318 3,315 2,820 -298 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 13.9 26.8 19.3 26.6 87.7 67.3 12.3 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
72 53 72 54 79 168 173
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,180
COMMITMENTS
940 12,424 5,017 23,349 11,082 29,306 28,522 873 1,657
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 2,878)
-88 456 917 2,152 1,332 2,981 2,704 -103 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 41.2 16.6 77.4 36.7 97.1 94.5 2.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 16 13 30 25 47 44
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,905
COMMITMENTS
15,957 5,412 0 21,840 33,009 37,797 38,421 2,108 1,484
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -8,803)
3,038 -2,275 0 -11,629 -6,193 -8,591 -8,468 -212 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 13.6 0.0 54.7 82.7 94.7 96.3 5.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
15 5 0 5 8 20 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 329,843
COMMITMENTS
99,881 39,083 18,384 164,241 246,347 282,506 303,814 47,337 26,029
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 70,267)
9,325 206 -7,474 69,379 76,599 71,231 69,332 -964 934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 11.8 5.6 49.8 74.7 85.6 92.1 14.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
54 16 23 31 30 93 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 36,458
COMMITMENTS
13,494 14,723 1,535 10,329 5,775 25,358 22,033 11,100 14,425
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -8,554)
-79 197 -1,276 -6,669 -6,273 -8,024 -7,352 -530 -1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 40.4 4.2 28.3 15.8 69.6 60.4 30.4 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 12 5 3 6 19 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 218,588
COMMITMENTS
136,338 59,250 1,538 71,704 154,955 209,580 215,743 9,008 2,845
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -39,705)
-6,850 33,193 -30,002 -2,770 -42,745 -39,622 -39,554 -83 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.4 27.1 0.7 32.8 70.9 95.9 98.7 4.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
79 39 11 18 23 105 65
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 268,560
COMMITMENTS
75,490 86,730 50,485 108,374 100,048 234,349 237,264 34,211 31,296
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -50,999)
4,602 -32,140 3,497 -59,547 -20,162 -51,447 -48,805 448 -2,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 32.3 18.8 40.4 37.3 87.3 88.3 12.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
40 36 30 35 42 95 88
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 232,574
COMMITMENTS
37,067 89,924 35,650 139,890 71,617 212,607 197,190 19,968 35,384
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -7,336)
116 -5,896 1,313 -3,081 -2,346 -1,652 -6,929 -5,684 -407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 38.7 15.3 60.1 30.8 91.4 84.8 8.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
27 38 26 34 35 74 86
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 514,771
COMMITMENTS
188,705 122,149 59,821 184,486 272,091 433,013 454,062 81,758 60,709
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -52,034)
-2,947 22,217 -13,704 -23,048 -54,170 -39,699 -45,656 -12,335 -6,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 23.7 11.6 35.8 52.9 84.1 88.2 15.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
97 69 65 66 69 193 173
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,105
COMMITMENTS
11,069 1,653 835 9,323 26,676 21,227 29,164 11,878 3,941
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -3,415)
-2,600 -78 -166 1,026 -2,607 -1,740 -2,851 -1,675 -564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 5.0 2.5 28.2 80.6 64.1 88.1 35.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 3 9 5 19 9
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,918
COMMITMENTS
22,219 11,304 693 6,867 19,418 29,779 31,415 2,139 503
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,382)
960 1,408 5 305 -156 1,270 1,257 112 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.6 35.4 2.2 21.5 60.8 93.3 98.4 6.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 11 2 6 7 19 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,073
COMMITMENTS
23,248 16,578 151 8,494 17,167 31,893 33,896 5,180 3,177
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -12,183)
-1,902 3,778 -1,206 -8,660 -14,531 -11,768 -11,959 -415 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.7 44.7 0.4 22.9 46.3 86.0 91.4 14.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
42 19 4 10 8 52 31
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,843
COMMITMENTS
17,509 4,640 57 1,392 14,476 18,958 19,173 885 670
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -19,548)
-5,053 -5,576 -4,027 -10,263 -9,801 -19,343 -19,404 -205 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.2 23.4 0.3 7.0 73.0 95.5 96.6 4.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
16 7 1 3 5 19 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,892,878
COMMITMENTS
1099423 2387163 8611954 10495382 8752174 20206760 19751291 686,118 1141587
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -2,408,126)
-89,336 89,452 -1298290 -989,654 -1238603 -2377280 -2447441 -30,847 39,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 11.4 41.2 50.2 41.9 96.7 94.5 3.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
61 130 144 127 145 282 332
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 822,197
COMMITMENTS
114,320 94,636 114,161 507,293 515,046 735,774 723,844 86,423 98,354
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -179,308)
-6,914 4,380 -31,711 -128,748 -137,448 -167,373 -164,780 -11,934 -14,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 11.5 13.9 61.7 62.6 89.5 88.0 10.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 692)
159 182 188 254 268 517 534
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 93,715
COMMITMENTS
5,653 5,646 22,277 38,161 40,792 66,090 68,715 27,625 25,000
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -35,863)
862 -4,289 -2,970 -29,976 -27,936 -32,084 -35,196 -3,778 -667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 6.0 23.8 40.7 43.5 70.5 73.3 29.5 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 16 25 26 26 56 52
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,642,408
COMMITMENTS
555,356 456,970 447,402 2345663 2371270 3348421 3275643 293,988 366,766
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -717,226)
-55,221 27,006 -127,368 -493,858 -547,558 -676,446 -647,921 -40,779 -69,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 12.5 12.3 64.4 65.1 91.9 89.9 8.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673)
154 175 178 248 262 498 519
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| 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: 25,916
COMMITMENTS
11,291 0 0 11,655 25,256 22,946 25,256 2,970 660
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -7,296)
1,480 0 0 -8,315 -7,244 -6,835 -7,244 -461 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 0.0 0.0 45.0 97.5 88.5 97.5 11.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 0 0 6 9 13 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| 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: 23,373
COMMITMENTS
678 774 0 20,385 21,705 21,063 22,479 2,310 894
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -16,756)
385 494 0 -12,790 -13,527 -12,405 -13,033 -4,351 -3,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.3 0.0 87.2 92.9 90.1 96.2 9.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 13 8 14 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,415
COMMITMENTS
23,261 2,670 495 49,194 78,079 72,950 81,244 12,465 4,171
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -5,294)
856 919 -826 -4,708 -3,884 -4,678 -3,791 -616 -1,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 3.1 0.6 57.6 91.4 85.4 95.1 14.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 6 5 37 38 52 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,703
COMMITMENTS
20,925 12,983 1,920 25,341 32,322 48,185 47,225 6,518 7,478
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -19,682)
-1,081 633 -1,468 -16,469 -16,990 -19,018 -17,825 -664 -1,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 23.7 3.5 46.3 59.1 88.1 86.3 11.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
76 77 37 72 90 166 186
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 273,513
COMMITMENTS
104,624 64,917 9,598 126,703 161,608 240,925 236,123 32,589 37,391
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -98,410)
-5,407 3,165 -7,341 -82,343 -84,951 -95,091 -89,127 -3,318 -9,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 23.7 3.5 46.3 59.1 88.1 86.3 11.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
76 77 37 72 90 166 186
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 178,354
COMMITMENTS
102,302 29,701 13,176 27,067 114,010 142,545 156,886 35,808 21,468
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -27,838)
1,803 -7,065 -11,525 -12,908 -9,664 -22,630 -28,254 -5,208 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.4 16.7 7.4 15.2 63.9 79.9 88.0 20.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
39 21 18 24 29 74 57
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 528,167
COMMITMENTS
136,963 176,660 9,197 364,132 330,634 510,293 516,491 17,874 11,676
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -284,669)
67,682 143,702 -164,266 -181,367 -256,478 -277,950 -277,042 -6,719 -7,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 33.4 1.7 68.9 62.6 96.6 97.8 3.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
59 46 22 91 99 161 156
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,752
COMMITMENTS
15,338 9,204 233 13,507 23,514 29,078 32,951 7,674 3,801
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,820)
670 751 233 -863 395 40 1,379 1,780 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 25.0 0.6 36.8 64.0 79.1 89.7 20.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 3 1 13 9 32 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,756
COMMITMENTS
18,584 8,686 1,179 21,856 22,072 41,619 31,937 9,137 18,819
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 3,443)
736 3,882 80 3,398 1,153 4,214 5,115 -771 -1,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 17.1 2.3 43.1 43.5 82.0 62.9 18.0 37.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
24 17 2 25 19 49 38
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| 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: 109,110
COMMITMENTS
6,288 10,533 32,072 70,736 66,503 109,096 109,108 14 2
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 2,200)
0 -560 1,200 1,008 1,560 2,208 2,200 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 9.7 29.4 64.8 61.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 12 14 17 16
Updated September 22, 2017