MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,144
COMMITMENTS
2,580 4,792 1,200 19,124 16,912 22,904 22,904 240 240
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 2,536)
520 1,100 -80 2,096 1,516 2,536 2,536 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 20.7 5.2 82.6 73.1 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 9 3 6 7 13 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,440
COMMITMENTS
262 1,182 1,221 5,270 4,583 6,753 6,986 688 455
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,320)
-204 -82 -209 -624 -1,007 -1,037 -1,298 -283 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 15.9 16.4 70.8 61.6 90.8 93.9 9.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 11 11 22 20 34 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,556
COMMITMENTS
12,405 5,118 11,671 14,160 15,617 38,235 32,406 3,321 9,150
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -7,738)
-2,789 -1,310 -2,222 -2,445 -3,234 -7,456 -6,767 -281 -971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 12.3 28.1 34.1 37.6 92.0 78.0 8.0 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
21 18 28 34 32 66 67
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,942
COMMITMENTS
827 282 2,353 5,742 6,759 8,922 9,394 1,020 548
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,262)
-111 -109 -246 -833 -1,006 -1,191 -1,361 -71 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 2.8 23.7 57.8 68.0 89.7 94.5 10.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 6 8 26 19 36 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 317,440
COMMITMENTS
90,275 31,599 100,635 104,841 137,853 295,751 270,087 21,688 47,353
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,839)
1,562 -2,220 -3,000 -5,824 -2,046 -7,263 -7,266 423 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 10.0 31.7 33.0 43.4 93.2 85.1 6.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
103 110 150 84 94 285 274
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 372,752
COMMITMENTS
147,009 19,098 65,454 131,508 227,825 343,972 312,377 28,781 60,375
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -20,330)
4,864 2,210 -21,480 -3,873 -2,725 -20,488 -21,994 159 1,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 5.1 17.6 35.3 61.1 92.3 83.8 7.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
141 75 137 131 176 345 328
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,593
COMMITMENTS
3,272 1,436 592 912 3,518 4,776 5,545 1,817 1,048
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 488)
105 79 34 229 353 368 465 120 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 21.8 9.0 13.8 53.4 72.4 84.1 27.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
30 15 11 17 24 57 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 69,006
COMMITMENTS
30,578 10,501 17,545 12,838 18,807 60,961 46,854 8,046 22,153
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 362)
1,938 611 -356 -1,657 -985 -75 -730 437 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 15.2 25.4 18.6 27.3 88.3 67.9 11.7 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
86 50 73 58 86 183 179
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,194
COMMITMENTS
854 9,231 4,232 20,492 10,927 25,577 24,390 617 1,804
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,548)
-218 -2,227 -715 -2,550 -890 -3,483 -3,833 -64 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 35.2 16.2 78.2 41.7 97.6 93.1 2.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 13 14 29 23 47 43
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 47,460
COMMITMENTS
22,005 8,111 0 23,343 38,040 45,348 46,151 2,112 1,309
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,381)
802 625 0 554 1,056 1,356 1,681 25 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 17.1 0.0 49.2 80.2 95.5 97.2 4.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
17 6 0 5 8 22 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 198,583
COMMITMENTS
96,856 19,015 14,424 42,731 142,031 154,011 175,471 44,572 23,112
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -8,973)
-1,470 -1,310 -2,548 -5,760 -7,051 -9,778 -10,910 805 1,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.8 9.6 7.3 21.5 71.5 77.6 88.4 22.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
47 15 23 24 28 82 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,146
COMMITMENTS
18,246 22,239 1,792 21,212 6,163 41,250 30,194 8,896 19,952
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 4,214)
593 1,669 -369 3,610 -221 3,835 1,079 380 3,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 44.3 3.6 42.3 12.3 82.3 60.2 17.7 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 11 3 5 7 18 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 188,945
COMMITMENTS
102,856 20,145 2,251 76,578 162,761 181,685 185,158 7,260 3,787
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -15,581)
-14,596 -8,119 -665 804 -7,962 -14,458 -16,746 -1,123 1,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 10.7 1.2 40.5 86.1 96.2 98.0 3.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
71 40 9 18 20 94 64
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 233,117
COMMITMENTS
74,719 61,871 41,634 81,985 99,363 198,338 202,868 34,780 30,250
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 37)
-2,238 2,704 -3,800 10,945 -1,422 4,906 -2,518 -4,870 2,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 26.5 17.9 35.2 42.6 85.1 87.0 14.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
40 27 30 32 42 88 83
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 293,364
COMMITMENTS
48,249 153,086 32,692 192,072 64,921 273,013 250,699 20,350 42,665
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -11,381)
503 16,369 -18,133 5,786 -11,500 -11,844 -13,264 463 1,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 52.2 11.1 65.5 22.1 93.1 85.5 6.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
27 40 26 34 36 72 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 524,781
COMMITMENTS
193,254 95,008 64,536 189,650 304,660 447,440 464,205 77,341 60,576
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,803)
6,831 3,892 -7,297 -3,227 -1,684 -3,693 -5,089 -3,110 -1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 18.1 12.3 36.1 58.1 85.3 88.5 14.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
99 68 74 65 65 197 175
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,161
COMMITMENTS
11,776 2,654 792 10,105 27,608 22,673 31,054 12,488 4,107
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,260)
871 -43 -212 943 869 1,602 614 -342 646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 7.5 2.3 28.7 78.5 64.5 88.3 35.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 4 3 11 6 20 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 33,676
COMMITMENTS
24,787 3,913 286 6,637 28,948 31,710 33,147 1,966 529
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,380)
-51 -3,233 0 -3,397 -56 -3,448 -3,289 68 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.6 11.6 0.8 19.7 86.0 94.2 98.4 5.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 11 1 5 7 20 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,460
COMMITMENTS
21,529 15,800 580 9,752 16,302 31,861 32,682 4,599 3,778
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 2,285)
601 2,990 308 2,177 -944 3,086 2,354 -801 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 43.3 1.6 26.7 44.7 87.4 89.6 12.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
32 25 7 11 8 45 38
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,451
COMMITMENTS
13,024 4,499 0 4,948 14,433 17,972 18,932 1,479 519
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -78)
-650 34 0 141 -47 -509 -13 431 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 23.1 0.0 25.4 74.2 92.4 97.3 7.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 7 0 5 5 19 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,923,219
COMMITMENTS
982,739 2907207 10044099 11286314 8748466 22313153 21699773 610,066 1223446
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 910,328)
-39,519 230,418 588,923 370,513 56,986 919,917 876,328 -9,589 34,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 12.7 43.8 49.2 38.2 97.3 94.7 2.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
53 135 148 125 144 279 331
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 885,409
COMMITMENTS
117,381 90,303 149,968 522,379 539,675 789,728 779,947 95,681 105,462
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 48,806)
1,677 -7,192 22,958 25,561 35,614 50,196 51,379 -1,390 -2,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 10.2 16.9 59.0 61.0 89.2 88.1 10.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 712)
187 176 212 248 271 535 560
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 131,346
COMMITMENTS
8,186 7,347 36,070 58,654 60,096 102,910 103,513 28,436 27,834
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 18,520)
423 -1,396 6,772 10,776 12,499 17,971 17,876 549 644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.6 27.5 44.7 45.8 78.4 78.8 21.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 16 28 31 32 64 61
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,770,313
COMMITMENTS
569,659 438,465 545,809 2318623 2397897 3434091 3382171 336,222 388,142
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 151,431)
6,174 -29,080 81,024 73,927 115,572 161,124 167,516 -9,693 -16,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 11.6 14.5 61.5 63.6 91.1 89.7 8.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 692)
180 171 201 242 264 515 543
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| 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: 27,742
COMMITMENTS
11,968 0 0 12,442 27,064 24,410 27,064 3,332 678
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -227)
-604 0 0 437 -284 -167 -284 -60 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 0.0 0.0 44.8 97.6 88.0 97.6 12.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 0 0 8 9 16 9
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 22,605
COMMITMENTS
0 1,188 0 21,208 20,361 21,208 21,549 1,397 1,056
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -911)
0 0 0 -725 -924 -725 -924 -186 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 93.8 90.1 93.8 95.3 6.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 14 10 14 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,489
COMMITMENTS
26,033 3,417 643 52,735 85,024 79,411 89,084 13,078 3,405
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 2,510)
721 118 -35 1,406 2,830 2,092 2,913 418 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 3.7 0.7 57.0 91.9 85.9 96.3 14.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 7 5 42 39 57 51
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,426
COMMITMENTS
21,996 15,735 2,400 27,945 32,892 52,341 51,027 7,085 8,399
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 3,145)
1,985 1,808 203 719 599 2,907 2,610 237 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 26.5 4.0 47.0 55.3 88.1 85.9 11.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
76 91 43 68 85 169 194
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 297,129
COMMITMENTS
109,980 78,673 12,000 139,723 164,460 261,703 255,133 35,426 41,996
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 15,723)
9,926 9,040 1,015 3,595 2,993 14,536 13,048 1,187 2,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 26.5 4.0 47.0 55.3 88.1 85.9 11.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
76 91 43 68 85 169 194
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 161,027
COMMITMENTS
90,917 24,134 14,379 21,179 99,198 126,476 137,712 34,552 23,315
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -8,748)
-6,944 -461 -866 -1,453 -7,516 -9,263 -8,843 515 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.5 15.0 8.9 13.2 61.6 78.5 85.5 21.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
43 17 19 20 21 69 52
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 552,048
COMMITMENTS
172,853 157,832 11,289 349,290 369,229 533,432 538,351 18,617 13,698
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 8,924)
8,676 -10,410 -202 -1,297 18,596 7,178 7,984 1,747 941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 28.6 2.0 63.3 66.9 96.6 97.5 3.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
71 43 20 100 118 181 171
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,772
COMMITMENTS
16,889 11,940 33 15,154 21,700 32,076 33,673 6,696 5,099
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 792)
1,633 -259 -213 85 13 1,505 -459 -713 1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 30.8 0.1 39.1 56.0 82.7 86.8 17.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 9 1 16 11 33 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,493
COMMITMENTS
17,252 10,336 1,151 21,127 23,457 39,530 34,944 9,963 14,549
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,642)
-609 3,148 -75 -1,579 -3,709 -2,263 -636 621 -1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 20.9 2.3 42.7 47.4 79.9 70.6 20.1 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
23 16 6 26 23 51 43
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| 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: 111,307
COMMITMENTS
9,162 12,113 30,809 71,312 68,383 111,283 111,305 24 2
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 200)
47 1,620 -1,460 1,633 40 220 200 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 10.9 27.7 64.1 61.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 2 13 14 19 16
Updated October 13, 2017