MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 24,540
COMMITMENTS
2,760 4,792 1,280 20,260 18,228 24,300 24,300 240 240
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 804)
640 -120 -120 284 1,044 804 804 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 19.5 5.2 82.6 74.3 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 9 3 7 7 13 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,116
COMMITMENTS
280 1,344 1,318 5,812 4,912 7,410 7,574 705 542
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 565)
-2 136 71 476 320 545 526 20 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 16.6 16.2 71.6 60.5 91.3 93.3 8.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 9 11 23 20 35 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,936
COMMITMENTS
12,496 4,357 14,066 15,208 17,102 41,769 35,525 4,167 10,410
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 3,806)
-66 -1,112 2,044 1,293 1,275 3,270 2,208 536 1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 9.5 30.6 33.1 37.2 90.9 77.3 9.1 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
20 19 28 34 32 66 67
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,610
COMMITMENTS
1,006 376 2,788 6,573 7,825 10,367 10,988 1,243 621
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 860)
206 -27 130 361 669 697 772 163 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.2 24.0 56.6 67.4 89.3 94.6 10.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 7 8 26 20 36 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,132
COMMITMENTS
238 551 1,873 2,383 1,104 4,494 3,528 638 1,604
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 417)
21 75 243 98 50 361 368 56 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 10.7 36.5 46.4 21.5 87.6 68.7 12.4 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 9 8 8 17 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 300,079
COMMITMENTS
100,737 38,314 77,151 101,418 137,048 279,305 252,513 20,774 47,567
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 5,956)
6,405 3,856 -38 297 2,258 6,664 6,076 -708 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 12.8 25.7 33.8 45.7 93.1 84.1 6.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
99 117 141 82 90 282 258
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 383,241
COMMITMENTS
153,751 15,262 72,177 131,057 235,680 356,985 323,119 26,255 60,122
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 9,253)
6,021 -2,599 4,915 -1,363 6,432 9,573 8,747 -320 506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 4.0 18.8 34.2 61.5 93.1 84.3 6.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
151 69 139 122 175 336 330
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,564
COMMITMENTS
3,493 1,531 938 1,271 3,851 5,702 6,320 1,861 1,244
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 248)
-19 -41 113 75 41 169 113 79 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 20.2 12.4 16.8 50.9 75.4 83.6 24.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
38 13 14 14 22 60 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 73,144
COMMITMENTS
31,601 10,790 20,593 13,237 19,576 65,432 50,959 7,713 22,185
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,739)
282 -492 2,417 -51 926 2,649 2,851 90 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 14.8 28.2 18.1 26.8 89.5 69.7 10.5 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
86 60 82 60 90 195 197
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,399
COMMITMENTS
871 9,972 5,321 24,553 12,763 30,745 28,056 654 3,343
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,942)
-34 197 893 2,104 1,080 2,963 2,169 -21 772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 31.8 16.9 78.2 40.6 97.9 89.4 2.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 19 17 29 25 49 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,417
COMMITMENTS
25,421 10,696 0 23,654 39,326 49,075 50,022 2,342 1,395
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 681)
598 162 0 143 562 741 724 -60 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 20.8 0.0 46.0 76.5 95.4 97.3 4.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 6 0 5 8 23 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 200,538
COMMITMENTS
95,846 21,828 18,666 44,199 136,601 158,710 177,094 41,828 23,445
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,170)
1,074 4,424 2,065 -908 -7,005 2,231 -516 -1,061 1,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 10.9 9.3 22.0 68.1 79.1 88.3 20.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
49 17 25 25 29 80 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 67,902
COMMITMENTS
23,505 35,905 3,069 33,267 7,151 59,841 46,125 8,061 21,777
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 10,316)
492 7,685 1,350 8,259 -296 10,101 8,739 214 1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 52.9 4.5 49.0 10.5 88.1 67.9 11.9 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 18 3 9 10 21 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 183,219
COMMITMENTS
88,015 32,384 3,337 85,191 143,306 176,544 179,027 6,675 4,192
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -7,006)
-11,794 3,556 1,433 3,120 -12,336 -7,242 -7,348 236 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 17.7 1.8 46.5 78.2 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
58 45 9 21 25 82 76
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 239,609
COMMITMENTS
58,942 63,014 45,068 102,182 103,017 206,192 211,100 33,417 28,509
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -288)
-7,638 -1,015 1,508 6,532 1,140 402 1,632 -690 -1,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 26.3 18.8 42.6 43.0 86.1 88.1 13.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
38 31 33 32 43 86 91
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 324,160
COMMITMENTS
54,826 173,853 35,430 214,384 65,427 304,640 274,711 19,520 49,450
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 29,345)
4,079 17,636 2,795 20,981 -511 27,855 19,920 1,489 9,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 53.6 10.9 66.1 20.2 94.0 84.7 6.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
22 55 28 33 38 74 102
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 524,248
COMMITMENTS
182,396 96,843 65,742 197,060 303,587 445,197 466,171 79,051 58,077
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,500)
-907 3,870 1,939 391 -4,186 1,422 1,622 77 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 18.5 12.5 37.6 57.9 84.9 88.9 15.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
94 70 73 67 65 196 174
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,824
COMMITMENTS
12,698 4,380 837 9,537 26,978 23,072 32,195 12,752 3,629
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 241)
413 159 25 -628 55 -190 239 431 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 12.2 2.3 26.6 75.3 64.4 89.9 35.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 6 4 10 6 21 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,035
COMMITMENTS
21,052 2,690 291 6,761 26,328 28,104 29,309 1,931 726
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -3,959)
-3,814 -1,290 -10 401 -2,889 -3,423 -4,189 -536 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.1 9.0 1.0 22.5 87.7 93.6 97.6 6.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 8 2 6 6 24 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,185
COMMITMENTS
20,549 19,938 600 15,287 15,808 36,436 36,346 4,749 4,839
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 7,428)
126 6,492 -117 7,140 105 7,149 6,480 279 948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 48.4 1.5 37.1 38.4 88.5 88.3 11.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
29 33 7 13 7 45 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,233
COMMITMENTS
13,034 4,436 1 7,016 16,023 20,051 20,460 1,182 773
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,999)
36 490 1 2,026 1,511 2,063 2,002 -64 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.4 20.9 0.0 33.0 75.5 94.4 96.4 5.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
16 6 1 5 5 21 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,517,205
COMMITMENTS
1055727 2984440 10494831 11424543 8820198 22975102 22299468 542,103 1217736
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 166,582)
-14,522 -35,081 138,104 58,202 2,160 181,783 105,183 -15,201 61,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 12.7 44.6 48.6 37.5 97.7 94.8 2.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
48 138 146 126 147 279 334
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 932,524
COMMITMENTS
116,405 91,960 172,362 546,971 564,219 835,739 828,542 96,786 103,983
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 20,051)
-582 3,960 8,307 12,727 11,923 20,453 24,190 -401 -4,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 9.9 18.5 58.7 60.5 89.6 88.8 10.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 710)
204 161 211 245 269 535 555
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 157,706
COMMITMENTS
10,142 10,060 50,480 68,132 68,386 128,754 128,927 28,952 28,779
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 7,557)
1,450 2,523 2,685 3,713 1,764 7,848 6,972 -291 585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 6.4 32.0 43.2 43.4 81.6 81.8 18.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
14 17 25 28 30 58 56
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 19,079
COMMITMENTS
417 268 0 16,864 17,885 17,281 18,153 1,798 926
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -2,694)
-616 0 0 -2,278 -2,908 -2,894 -2,908 200 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.4 0.0 88.4 93.7 90.6 95.1 9.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 10 11 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,874,093
COMMITMENTS
578,065 456,249 562,661 2394197 2479165 3534922 3498074 339,170 376,019
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 62,470)
10,193 27,535 7,757 45,074 50,796 63,024 86,088 -553 -23,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 11.8 14.5 61.8 64.0 91.2 90.3 8.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 694)
199 156 202 238 264 516 543
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| 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: 30,022
COMMITMENTS
12,583 0 0 14,012 29,273 26,595 29,273 3,427 749
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,349)
466 0 0 1,695 2,142 2,161 2,142 188 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 0.0 0.0 46.7 97.5 88.6 97.5 11.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 0 0 8 10 17 10
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| 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: 22,296
COMMITMENTS
224 1,188 0 20,410 19,921 20,634 21,109 1,662 1,187
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -227)
224 0 0 -449 -378 -225 -378 -2 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.3 0.0 91.5 89.3 92.5 94.7 7.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 14 11 15 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,043
COMMITMENTS
26,470 2,565 982 51,917 84,920 79,369 88,467 12,674 3,576
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -376)
-51 335 346 -238 -1,391 57 -710 -433 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 2.8 1.1 56.4 92.3 86.2 96.1 13.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
18 5 5 41 38 59 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,841
COMMITMENTS
21,992 14,578 2,765 26,415 33,235 51,172 50,578 7,669 8,263
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -55)
310 -919 170 -1,136 1,307 -657 558 602 -613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 24.8 4.7 44.9 56.5 87.0 86.0 13.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
82 85 42 69 84 172 190
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 294,206
COMMITMENTS
109,961 72,888 13,826 132,074 166,174 255,862 252,889 38,344 41,317
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -277)
1,549 -4,594 848 -5,682 6,535 -3,285 2,789 3,008 -3,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 24.8 4.7 44.9 56.5 87.0 86.0 13.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
82 85 42 69 84 172 190
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,733
COMMITMENTS
82,261 27,320 15,460 22,794 90,261 120,516 133,040 36,217 23,693
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,081)
-515 4,491 407 1,768 -3,611 1,660 1,287 421 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 17.4 9.9 14.5 57.6 76.9 84.9 23.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
43 18 19 19 23 69 53
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 548,305
COMMITMENTS
162,205 145,600 12,475 353,669 377,772 528,349 535,848 19,956 12,457
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -15,776)
-11,305 -2,570 -411 -3,151 -11,236 -14,867 -14,218 -909 -1,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 26.6 2.3 64.5 68.9 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
80 36 22 101 111 188 162
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,608
COMMITMENTS
18,357 12,658 642 16,207 24,915 35,206 38,215 7,402 4,393
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,206)
2,486 1,359 -221 419 2,092 2,684 3,230 -478 -1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 29.7 1.5 38.0 58.5 82.6 89.7 17.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
17 10 4 17 15 35 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,050
COMMITMENTS
21,864 16,203 1,299 26,652 25,649 49,815 43,151 10,235 16,899
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 4,152)
699 2,185 163 2,062 3,963 2,924 6,311 1,228 -2,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 27.0 2.2 44.4 42.7 83.0 71.9 17.0 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 18 7 26 24 53 47
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| 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: 109,926
COMMITMENTS
10,170 7,792 30,959 68,773 71,173 109,902 109,924 24 2
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -1,220)
1,000 -2,060 -340 -1,880 1,180 -1,220 -1,220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 7.1 28.2 62.6 64.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 2 13 15 19 17
Updated October 27, 2017