MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,044
COMMITMENTS
1,440 4,420 1,700 19,640 16,660 22,780 22,780 264 264
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,172)
680 -700 -820 -912 468 -1,052 -1,052 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 19.2 7.4 85.2 72.3 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 10 7 8 7 17 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,346
COMMITMENTS
460 1,194 1,415 5,523 5,290 7,398 7,899 948 447
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 352)
-1 54 143 240 169 381 365 -30 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 14.3 16.9 66.2 63.4 88.6 94.6 11.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 6 11 25 21 38 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,300
COMMITMENTS
14,843 6,285 13,794 16,130 18,524 44,767 38,603 3,533 9,697
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,868)
1,473 2,609 -2,004 -1,071 -1,141 -1,603 -536 -265 -1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 13.0 28.6 33.4 38.4 92.7 79.9 7.3 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
21 23 28 35 33 70 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,802
COMMITMENTS
843 328 2,498 6,349 7,574 9,691 10,401 1,111 402
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 458)
-61 -49 269 210 250 417 470 41 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 3.0 23.1 58.8 70.1 89.7 96.3 10.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 5 9 26 19 37 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,945
COMMITMENTS
218 300 1,665 2,581 1,423 4,464 3,388 482 1,558
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 93)
-8 39 52 25 -17 69 74 24 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.1 33.7 52.2 28.8 90.3 68.5 9.7 31.5
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 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 337,444
COMMITMENTS
89,025 42,950 110,384 116,257 137,418 315,666 290,752 21,778 46,692
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 4,951)
-1,983 -1,210 4,771 2,690 2,405 5,478 5,966 -527 -1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 12.7 32.7 34.5 40.7 93.5 86.2 6.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
106 111 154 82 89 287 280
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 397,627
COMMITMENTS
140,073 23,313 91,111 136,879 222,706 368,063 337,130 29,563 60,497
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 14,101)
5,537 -711 4,098 3,916 10,497 13,551 13,884 550 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 5.9 22.9 34.4 56.0 92.6 84.8 7.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
137 68 140 133 165 331 325
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,161
COMMITMENTS
2,879 1,325 775 877 3,181 4,531 5,281 1,629 880
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 300)
238 -4 65 82 267 385 328 -85 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 21.5 12.6 14.2 51.6 73.6 85.7 26.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
32 8 13 19 24 57 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 70,977
COMMITMENTS
28,838 10,213 21,124 13,349 18,002 63,311 49,340 7,666 21,638
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 6,229)
1,868 1,203 3,791 874 791 6,532 5,784 -304 444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 14.4 29.8 18.8 25.4 89.2 69.5 10.8 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
81 55 79 54 81 181 184
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,633
COMMITMENTS
1,220 11,559 4,819 22,831 11,703 28,870 28,082 763 1,551
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -546)
279 -864 -197 -518 622 -436 -440 -110 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 39.0 16.3 77.0 39.5 97.4 94.8 2.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
13 12 13 30 25 48 45
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,496
COMMITMENTS
16,680 5,280 0 22,573 34,859 39,253 40,139 2,243 1,357
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,591)
723 -132 0 733 1,850 1,456 1,718 135 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 12.7 0.0 54.4 84.0 94.6 96.7 5.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
15 6 0 5 8 20 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 212,970
COMMITMENTS
101,550 25,389 18,797 47,382 146,341 167,728 190,527 45,241 22,443
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -116,873)
1,668 -13,693 412 -116,858 -100,006 -114,778 -113,287 -2,095 -3,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 11.9 8.8 22.2 68.7 78.8 89.5 21.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
56 17 24 26 30 90 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,012
COMMITMENTS
15,208 16,633 1,867 13,898 6,553 30,974 25,053 10,039 15,960
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 4,554)
1,714 1,910 332 3,569 778 5,616 3,020 -1,061 1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 40.6 4.6 33.9 16.0 75.5 61.1 24.5 38.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 14 5 6 7 20 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 220,123
COMMITMENTS
134,621 50,779 1,826 75,245 164,444 211,692 217,049 8,431 3,074
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,535)
-1,717 -8,470 287 3,542 9,489 2,112 1,306 -577 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.2 23.1 0.8 34.2 74.7 96.2 98.6 3.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
76 41 11 20 22 103 67
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 256,688
COMMITMENTS
78,465 76,247 49,241 91,727 103,070 219,433 228,558 37,255 28,130
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -11,872)
2,975 -10,483 -1,244 -16,646 3,022 -14,916 -8,706 3,044 -3,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 29.7 19.2 35.7 40.2 85.5 89.0 14.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
43 34 30 35 45 98 90
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 259,784
COMMITMENTS
35,608 108,450 42,226 161,891 70,753 239,725 221,430 20,059 38,355
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 27,210)
-1,459 18,527 6,577 22,001 -864 27,119 24,240 92 2,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 41.7 16.3 62.3 27.2 92.3 85.2 7.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
24 44 26 34 34 71 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 517,813
COMMITMENTS
182,680 88,775 66,675 186,261 299,950 435,616 455,399 82,197 62,414
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,042)
-6,025 -33,375 6,853 1,775 27,859 2,603 1,337 439 1,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 17.1 12.9 36.0 57.9 84.1 87.9 15.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
100 64 72 64 67 197 171
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,235
COMMITMENTS
10,263 2,849 832 9,229 26,710 20,324 30,391 13,911 3,844
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,130)
-806 1,196 -3 -94 34 -903 1,227 2,033 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 8.3 2.4 27.0 78.0 59.4 88.8 40.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 3 9 5 18 10
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 43,304
COMMITMENTS
23,759 12,380 379 16,949 29,863 41,087 42,622 2,217 682
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 11,386)
1,540 1,076 -314 10,082 10,445 11,308 11,207 78 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.9 28.6 0.9 39.1 69.0 94.9 98.4 5.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 10 2 7 6 21 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,914
COMMITMENTS
22,369 14,316 286 7,499 17,287 30,154 31,889 5,760 4,025
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,159)
-879 -2,262 135 -995 120 -1,739 -2,007 580 848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.3 39.9 0.8 20.9 48.1 84.0 88.8 16.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
36 20 3 8 11 45 33
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,661
COMMITMENTS
16,013 4,657 0 2,847 14,458 18,860 19,115 801 546
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -182)
-1,496 17 -57 1,455 -18 -98 -58 -84 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.4 23.7 0.0 14.5 73.5 95.9 97.2 4.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
16 7 0 4 5 20 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,150,543
COMMITMENTS
1025442 2554993 8877851 10568558 8560399 20471852 19993243 678,692 1157300
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 257,665)
-73,981 167,830 265,897 73,176 -191,775 265,092 241,952 -7,427 15,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 12.1 42.0 50.0 40.5 96.8 94.5 3.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
59 134 148 127 146 284 337
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 810,608
COMMITMENTS
117,549 93,613 110,587 494,284 508,948 722,420 713,148 88,188 97,460
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -11,589)
3,229 -1,024 -3,574 -13,010 -6,098 -13,354 -10,695 1,765 -894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 11.5 13.6 61.0 62.8 89.1 88.0 10.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 701)
174 180 192 250 270 526 540
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 89,176
COMMITMENTS
5,363 4,737 19,411 38,366 41,064 63,139 65,212 26,037 23,964
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -4,539)
-290 -908 -2,866 205 271 -2,951 -3,503 -1,588 -1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 5.3 21.8 43.0 46.0 70.8 73.1 29.2 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
15 18 26 29 28 61 55
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,607,159
COMMITMENTS
569,372 452,816 447,443 2279590 2339423 3296406 3239682 310,754 367,478
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -35,249)
14,017 -4,155 41 -66,073 -31,847 -52,015 -35,961 16,766 712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 12.6 12.4 63.2 64.9 91.4 89.8 8.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 680)
168 172 181 243 263 504 523
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| 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: 27,179
COMMITMENTS
12,209 0 0 12,180 26,523 24,389 26,523 2,790 656
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,263)
918 0 0 525 1,267 1,443 1,267 -180 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 0.0 0.0 44.8 97.6 89.7 97.6 10.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 0 0 7 9 16 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| 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: 23,595
COMMITMENTS
333 1,188 0 21,527 21,176 21,860 22,364 1,735 1,231
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 222)
-345 414 0 1,142 -529 797 -115 -575 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 5.0 0.0 91.2 89.7 92.6 94.8 7.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 14 9 15 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,200
COMMITMENTS
24,811 2,655 683 49,474 81,390 74,968 84,728 13,232 3,472
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,785)
1,550 -15 188 280 3,311 2,018 3,484 767 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 3.0 0.8 56.1 92.3 85.0 96.1 15.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
15 7 5 39 38 54 50
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,259
COMMITMENTS
20,262 14,281 2,297 26,657 31,898 49,217 48,477 7,042 7,783
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,557)
-662 1,298 378 1,317 -423 1,032 1,252 525 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 25.4 4.1 47.4 56.7 87.5 86.2 12.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
70 80 33 72 94 158 191
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 281,297
COMMITMENTS
101,312 71,407 11,487 133,286 159,490 246,085 242,384 35,212 38,913
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 7,784)
-3,312 6,490 1,889 6,583 -2,117 5,160 6,262 2,624 1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 25.4 4.1 47.4 56.7 87.5 86.2 12.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
70 80 33 72 94 158 191
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 176,111
COMMITMENTS
102,890 24,921 15,187 22,857 113,438 140,934 153,546 35,177 22,565
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -2,243)
587 -4,779 2,012 -4,210 -572 -1,612 -3,340 -631 1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 14.2 8.6 13.0 64.4 80.0 87.2 20.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
51 13 20 23 25 78 54
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 551,503
COMMITMENTS
151,659 174,540 12,165 367,206 352,917 531,031 539,622 20,472 11,881
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 23,336)
14,696 -2,120 2,968 3,074 22,283 20,738 23,131 2,598 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 31.6 2.2 66.6 64.0 96.3 97.8 3.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
62 41 21 97 104 168 157
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,802
COMMITMENTS
15,611 10,618 161 14,277 22,323 30,049 33,102 6,753 3,700
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 50)
273 1,414 -72 770 -1,191 971 151 -921 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 28.9 0.4 38.8 60.7 81.7 89.9 18.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 4 1 15 9 34 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,628
COMMITMENTS
17,375 8,712 1,099 25,255 26,527 43,729 36,338 9,899 17,290
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,872)
-1,209 26 -80 3,399 4,455 2,110 4,401 762 -1,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 16.2 2.0 47.1 49.5 81.5 67.8 18.5 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 20 4 28 24 53 47
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| 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: 110,327
COMMITMENTS
6,288 10,123 32,719 71,306 67,483 110,313 110,325 14 2
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,217)
0 -410 647 570 980 1,217 1,217 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 9.2 29.7 64.6 61.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 12 14 17 16
Updated September 29, 2017