MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 24,888
COMMITMENTS
3,000 4,580 1,280 20,368 18,788 24,648 24,648 240 240
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 348)
240 -212 0 108 560 348 348 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 18.4 5.1 81.8 75.5 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 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,599
COMMITMENTS
302 1,356 1,362 6,195 5,266 7,859 7,985 739 614
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 483)
22 13 44 383 355 449 411 34 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 15.8 15.8 72.0 61.2 91.4 92.9 8.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 8 11 24 20 36 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,620
COMMITMENTS
12,777 5,440 14,363 15,073 17,004 42,214 36,808 4,407 9,812
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 685)
281 1,083 298 -134 -98 445 1,283 240 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 11.7 30.8 32.3 36.5 90.5 79.0 9.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
22 19 29 34 32 69 67
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,786
COMMITMENTS
1,111 407 3,035 7,456 8,664 11,602 12,106 1,183 679
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,176)
105 31 248 883 839 1,236 1,118 -60 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.2 23.7 58.3 67.8 90.7 94.7 9.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 5 9 24 20 35 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,281
COMMITMENTS
233 577 1,925 2,465 1,153 4,622 3,654 658 1,627
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 148)
-5 26 51 82 49 128 126 20 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 10.9 36.4 46.7 21.8 87.5 69.2 12.5 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 8 8 8 16 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 315,550
COMMITMENTS
109,679 39,885 79,245 103,536 147,088 292,460 266,218 23,090 49,332
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 15,470)
8,942 1,571 2,094 2,118 10,041 13,155 13,705 2,316 1,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 12.6 25.1 32.8 46.6 92.7 84.4 7.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
114 102 140 81 93 283 266
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 411,359
COMMITMENTS
166,177 17,937 86,567 132,521 245,055 385,265 349,558 26,094 61,801
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 28,118)
12,426 2,675 14,390 1,464 9,375 28,280 26,440 -162 1,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 4.4 21.0 32.2 59.6 93.7 85.0 6.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
152 77 140 121 178 342 336
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,172
COMMITMENTS
3,591 1,492 712 909 3,628 5,212 5,832 1,960 1,339
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -392)
98 -39 -226 -363 -223 -491 -488 99 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 20.8 9.9 12.7 50.6 72.7 81.3 27.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
35 14 12 15 25 59 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 72,026
COMMITMENTS
32,807 13,554 17,365 13,403 18,672 63,576 49,591 8,451 22,435
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -1,118)
1,206 2,764 -3,229 166 -903 -1,856 -1,368 738 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 18.8 24.1 18.6 25.9 88.3 68.9 11.7 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
84 60 77 60 84 193 188
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,673
COMMITMENTS
859 10,105 5,593 25,523 13,619 31,975 29,317 698 3,355
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,274)
-13 133 272 970 856 1,230 1,261 44 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 30.9 17.1 78.1 41.7 97.9 89.7 2.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
9 21 19 30 27 52 54
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 53,190
COMMITMENTS
27,114 11,217 44 23,870 40,522 51,028 51,783 2,162 1,407
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,773)
1,693 521 44 216 1,196 1,953 1,761 -180 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 21.1 0.1 44.9 76.2 95.9 97.4 4.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 6 1 5 8 23 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 189,020
COMMITMENTS
83,853 24,177 21,613 43,996 118,704 149,462 164,494 39,558 24,526
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -11,518)
-11,994 2,349 2,948 -203 -17,897 -9,249 -12,600 -2,270 1,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 12.8 11.4 23.3 62.8 79.1 87.0 20.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
47 20 27 23 27 80 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 80,475
COMMITMENTS
21,740 43,848 4,406 46,794 7,375 72,940 55,629 7,535 24,845
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 12,573)
-1,765 7,943 1,337 13,527 224 13,099 9,504 -526 3,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 54.5 5.5 58.1 9.2 90.6 69.1 9.4 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 22 4 8 10 21 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 179,814
COMMITMENTS
87,426 32,016 3,705 81,917 139,394 173,048 175,115 6,766 4,699
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -3,405)
-589 -368 368 -3,274 -3,912 -3,496 -3,912 90 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 17.8 2.1 45.6 77.5 96.2 97.4 3.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
51 44 9 20 23 74 73
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 240,499
COMMITMENTS
60,070 62,375 44,280 103,237 104,680 207,588 211,334 32,912 29,165
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 890)
1,128 -640 -788 1,056 1,662 1,396 234 -506 656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 25.9 18.4 42.9 43.5 86.3 87.9 13.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
39 27 35 32 46 89 92
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 320,229
COMMITMENTS
50,784 171,209 34,892 215,981 66,193 301,657 272,294 18,572 47,935
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -3,932)
-4,042 -2,645 -538 1,597 766 -2,983 -2,417 -948 -1,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 53.5 10.9 67.4 20.7 94.2 85.0 5.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
22 53 31 35 37 76 103
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 531,966
COMMITMENTS
169,941 99,585 72,171 212,965 293,078 455,076 464,833 76,889 67,132
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 7,717)
-12,455 2,742 6,429 15,905 -10,509 9,879 -1,338 -2,162 9,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 18.7 13.6 40.0 55.1 85.5 87.4 14.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
96 66 67 68 67 192 174
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,969
COMMITMENTS
11,699 4,944 861 10,322 26,064 22,882 31,869 12,087 3,100
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -855)
-999 564 24 785 -914 -190 -326 -665 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 14.1 2.5 29.5 74.5 65.4 91.1 34.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 7 5 10 6 22 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,776
COMMITMENTS
19,860 3,434 993 11,860 29,917 32,713 34,344 2,063 432
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 4,741)
-1,192 744 702 5,099 3,589 4,609 5,035 132 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 9.9 2.9 34.1 86.0 94.1 98.8 5.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 10 3 6 6 23 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 49,610
COMMITMENTS
21,763 27,470 786 23,224 15,764 45,773 44,020 3,837 5,590
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 8,425)
1,214 7,532 186 7,937 -44 9,337 7,674 -912 751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 55.4 1.6 46.8 31.8 92.3 88.7 7.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
29 37 6 14 11 44 53
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,229
COMMITMENTS
12,790 4,414 10 7,478 15,732 20,278 20,156 951 1,073
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -4)
-244 -22 9 462 -291 227 -304 -231 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 20.8 0.0 35.2 74.1 95.5 94.9 4.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 7 1 5 5 19 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,217,000
COMMITMENTS
986,653 2987992 10406823 11309612 8609796 22703088 22004612 513,912 1212389
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -300,204)
-69,074 3,553 -88,008 -114,932 -210,402 -272,014 -294,857 -28,191 -5,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 12.9 44.8 48.7 37.1 97.8 94.8 2.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
45 138 146 128 145 279 329
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 920,992
COMMITMENTS
117,436 85,973 159,435 551,797 579,258 828,667 824,666 92,325 96,326
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -11,532)
1,031 -5,987 -12,928 4,826 15,039 -7,071 -3,876 -4,461 -7,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 9.3 17.3 59.9 62.9 90.0 89.5 10.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 704)
198 165 217 247 264 538 554
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 147,524
COMMITMENTS
10,197 10,014 40,147 71,804 72,626 122,148 122,787 25,376 24,737
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -10,181)
56 -46 -10,334 3,672 4,240 -6,606 -6,140 -3,575 -4,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.8 27.2 48.7 49.2 82.8 83.2 17.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
13 16 24 29 31 57 57
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| 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: 18,989
COMMITMENTS
207 268 0 17,216 17,839 17,423 18,107 1,566 882
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -90)
-210 0 0 352 -46 142 -46 -232 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.4 0.0 90.7 93.9 91.8 95.4 8.2 4.6
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 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,867,339
COMMITMENTS
585,149 428,753 547,481 2399966 2533160 3532595 3509394 334,744 357,945
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -6,754)
7,084 -27,495 -15,180 5,769 53,996 -2,327 11,320 -4,427 -18,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 11.1 14.2 62.1 65.5 91.3 90.7 8.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686)
193 160 205 239 258 518 537
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| 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: 30,073
COMMITMENTS
12,534 0 0 14,151 29,451 26,685 29,451 3,388 622
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 51)
-49 0 0 139 178 90 178 -39 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 0.0 0.0 47.1 97.9 88.7 97.9 11.3 2.1
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 10/31/17 |
--------------------------------------------------------------| 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: 22,489
COMMITMENTS
530 1,413 0 20,439 20,126 20,969 21,539 1,520 950
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 193)
306 225 0 29 205 335 430 -142 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.3 0.0 90.9 89.5 93.2 95.8 6.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 14 11 15 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,962
COMMITMENTS
26,317 3,529 820 52,168 84,809 79,305 89,158 12,657 2,804
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -81)
-153 964 -162 251 -111 -64 691 -17 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 3.8 0.9 56.7 92.2 86.2 97.0 13.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
18 8 6 42 40 60 54
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,402
COMMITMENTS
21,380 12,692 3,643 25,697 33,601 50,720 49,936 7,682 8,466
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -439)
-613 -1,885 878 -718 366 -452 -642 14 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 21.7 6.2 44.0 57.5 86.8 85.5 13.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
81 81 35 69 88 167 187
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 292,011
COMMITMENTS
106,898 63,461 18,215 128,486 168,004 253,599 249,681 38,412 42,330
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -2,194)
-3,063 -9,427 4,389 -3,588 1,830 -2,262 -3,208 68 1,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 21.7 6.2 44.0 57.5 86.8 85.5 13.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
81 81 35 69 88 167 187
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 160,109
COMMITMENTS
81,863 33,331 19,174 29,624 80,987 130,661 133,492 29,448 26,617
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 3,376)
-398 6,011 3,714 6,830 -9,273 10,146 452 -6,770 2,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 20.8 12.0 18.5 50.6 81.6 83.4 18.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
40 22 21 21 25 68 61
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 548,777
COMMITMENTS
159,015 148,410 10,990 359,015 374,166 529,020 533,566 19,757 15,212
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 472)
-3,190 2,810 -1,485 5,346 -3,607 671 -2,282 -199 2,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 27.0 2.0 65.4 68.2 96.4 97.2 3.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
79 43 24 103 111 191 169
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,522
COMMITMENTS
18,407 13,367 545 16,526 25,469 35,478 39,381 8,044 4,141
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 914)
50 709 -97 319 554 272 1,166 642 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 30.7 1.3 38.0 58.5 81.5 90.5 18.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
19 10 3 17 14 37 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 76,209
COMMITMENTS
30,517 17,433 1,677 35,178 33,690 67,372 52,800 8,837 23,409
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 16,159)
8,653 1,230 378 8,526 8,041 17,557 9,649 -1,398 6,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 22.9 2.2 46.2 44.2 88.4 69.3 11.6 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
27 21 5 33 27 63 50
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| 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: 108,166
COMMITMENTS
10,370 6,952 30,289 67,483 70,923 108,142 108,164 24 2
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -1,760)
200 -840 -670 -1,290 -250 -1,760 -1,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 6.4 28.0 62.4 65.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 2 2 13 15 21 17
Updated November 3, 2017