MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 20,658
COMMITMENTS
3,280 4,140 200 16,938 16,018 20,418 20,358 240 300
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -402)
0 -100 -600 198 238 -402 -462 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 20.0 1.0 82.0 77.5 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 11 2 8 6 13 19
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,580
COMMITMENTS
511 1,331 1,593 4,467 3,730 6,571 6,654 1,009 926
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 222)
57 -103 90 18 144 165 130 57 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 17.6 21.0 58.9 49.2 86.7 87.8 13.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 9 12 20 19 33 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,197
COMMITMENTS
14,755 3,348 14,986 16,533 20,665 46,274 38,999 4,924 12,198
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 711)
79 -61 -1,192 1,880 1,749 767 496 -56 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 6.5 29.3 32.3 40.4 90.4 76.2 9.6 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
23 20 30 34 32 70 69
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,729
COMMITMENTS
1,238 329 2,921 7,581 8,675 11,740 11,924 988 804
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 1,101)
37 6 312 693 721 1,042 1,039 59 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.6 22.9 59.6 68.2 92.2 93.7 7.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 5 11 24 22 39 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 297,388
COMMITMENTS
96,632 33,150 80,352 101,198 138,818 278,182 252,320 19,207 45,068
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -8,950)
-4,116 2,996 -659 -3,104 -8,332 -7,879 -5,996 -1,070 -2,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 11.1 27.0 34.0 46.7 93.5 84.8 6.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
111 87 115 84 98 257 247
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 386,112
COMMITMENTS
138,762 13,860 74,788 141,983 241,041 355,533 329,690 30,578 56,422
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -19,284)
-18,907 -3,987 -1,337 48 -10,160 -20,196 -15,483 913 -3,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 3.6 19.4 36.8 62.4 92.1 85.4 7.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
149 61 126 128 168 335 314
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,069
COMMITMENTS
3,428 1,464 997 936 3,476 5,360 5,937 1,709 1,132
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -83)
31 86 -20 -81 -178 -70 -112 -13 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 20.7 14.1 13.2 49.2 75.8 84.0 24.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
29 15 11 17 27 55 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 63,823
COMMITMENTS
24,924 10,611 16,867 13,087 15,947 54,878 43,425 8,945 20,398
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -2,818)
-3,276 -621 831 -663 -1,553 -3,108 -1,342 290 -1,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 16.6 26.4 20.5 25.0 86.0 68.0 14.0 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
68 50 74 61 85 176 181
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,909
COMMITMENTS
377 2,704 413 2,795 1,256 3,586 4,373 1,324 536
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 446)
107 50 60 81 213 248 323 198 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 55.1 8.4 56.9 25.6 73.0 89.1 27.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 4 12 8 18 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 41,045
COMMITMENTS
1,160 12,191 7,332 31,521 17,103 40,013 36,627 1,032 4,418
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 1,599)
-7 309 193 1,339 753 1,526 1,255 74 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 29.7 17.9 76.8 41.7 97.5 89.2 2.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 25 18 28 32 51 59
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 64,805
COMMITMENTS
23,991 6,659 8 38,956 56,899 62,955 63,566 1,850 1,239
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 13,425)
50 -300 -68 12,964 13,708 12,946 13,340 479 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 10.3 0.0 60.1 87.8 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 4 1 9 8 22 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 165,499
COMMITMENTS
61,421 21,466 11,987 54,646 106,202 128,054 139,655 37,445 25,844
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -6,362)
-3,335 -594 -5,617 4,078 -489 -4,875 -6,699 -1,487 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 13.0 7.2 33.0 64.2 77.4 84.4 22.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
36 20 23 22 25 67 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 95,428
COMMITMENTS
19,349 48,114 3,608 66,474 19,396 89,431 71,118 5,997 24,310
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 11,872)
1,458 727 462 10,300 9,085 12,219 10,273 -347 1,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 50.4 3.8 69.7 20.3 93.7 74.5 6.3 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 19 5 14 13 28 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 212,241
COMMITMENTS
112,423 26,269 27,053 65,731 155,391 205,207 208,713 7,033 3,527
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 32,104)
-8,476 1,853 24,754 16,417 5,583 32,695 32,191 -591 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 12.4 12.7 31.0 73.2 96.7 98.3 3.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
54 43 20 17 23 79 82
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 246,338
COMMITMENTS
80,117 69,653 31,947 96,975 113,953 209,039 215,552 37,299 30,786
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -17,837)
-4,202 -5,483 -23,036 9,774 8,157 -17,464 -20,362 -373 2,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 28.3 13.0 39.4 46.3 84.9 87.5 15.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
48 27 33 30 45 95 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 277,235
COMMITMENTS
29,114 144,200 30,572 198,782 59,143 258,468 233,915 18,767 43,321
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -3,055)
-1,370 -4,540 -3,275 3,193 -363 -1,452 -8,178 -1,604 5,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 52.0 11.0 71.7 21.3 93.2 84.4 6.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
19 52 26 37 38 73 100
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 580,674
COMMITMENTS
195,879 91,125 76,622 223,665 348,468 496,166 516,215 84,508 64,459
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -20,217)
4,177 -13,787 -9,536 -13,781 -5,961 -19,141 -29,283 -1,076 9,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 15.7 13.2 38.5 60.0 85.4 88.9 14.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
101 55 68 71 69 191 174
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 45,818
COMMITMENTS
15,515 5,627 1,622 15,324 34,567 32,461 41,816 13,357 4,002
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 5,579)
642 -483 537 4,573 5,365 5,752 5,419 -173 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 12.3 3.5 33.4 75.4 70.8 91.3 29.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 7 8 11 7 28 17
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,765
COMMITMENTS
6,583 8,408 265 10,288 9,319 17,136 17,992 1,629 773
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 1,485)
1,119 1,151 -26 168 298 1,261 1,423 224 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 44.8 1.4 54.8 49.7 91.3 95.9 8.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 12 2 6 5 23 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 74,192
COMMITMENTS
23,811 37,239 3,437 41,601 25,169 68,849 65,845 5,343 8,347
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 12,806)
-417 118 1,641 9,559 8,112 10,783 9,871 2,023 2,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 50.2 4.6 56.1 33.9 92.8 88.7 7.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 36 18 17 12 49 63
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 24,372
COMMITMENTS
13,584 3,783 1,282 8,385 18,401 23,251 23,466 1,121 906
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 1,748)
-63 63 183 1,516 1,542 1,636 1,788 112 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.7 15.5 5.3 34.4 75.5 95.4 96.3 4.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 6 3 5 6 15 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 27,255,494
COMMITMENTS
1020163 3387116 12717792 12975400 9792217 26713355 25897125 542,139 1358369
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 382,958)
-12,270 3,168 155,534 247,230 225,062 390,494 383,764 -7,536 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 12.4 46.7 47.6 35.9 98.0 95.0 2.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
59 131 155 130 141 291 334
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,146,709
COMMITMENTS
112,411 91,374 200,102 712,315 733,178 1024828 1024654 121,881 122,055
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 115,347)
-15,779 -874 29,277 92,715 72,712 106,212 101,115 9,135 14,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 8.0 17.5 62.1 63.9 89.4 89.4 10.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 705)
191 167 229 257 282 551 575
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 204,815
COMMITMENTS
16,267 11,850 41,366 111,449 106,987 169,082 160,203 35,733 44,612
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 39,095)
4,344 544 10,151 23,794 20,736 38,289 31,431 807 7,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.8 20.2 54.4 52.2 82.6 78.2 17.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
16 15 27 30 35 60 63
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| 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: 32,081
COMMITMENTS
0 268 0 30,216 31,053 30,216 31,321 1,865 760
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 9,646)
0 0 0 9,567 9,537 9,567 9,537 79 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 94.2 96.8 94.2 97.6 5.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 13 14 14
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 15,183
COMMITMENTS
1,688 0 0 11,948 14,536 13,636 14,536 1,547 647
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 2,468)
-60 0 0 2,436 2,270 2,376 2,270 92 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 0.0 78.7 95.7 89.8 95.7 10.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 12 13 16 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,709,472
COMMITMENTS
574,727 491,623 699,677 3004331 3130958 4278735 4322258 430,738 387,214
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 381,259)
-74,406 19,123 69,418 344,606 259,881 339,617 348,422 41,642 32,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 10.4 14.9 63.8 66.5 90.9 91.8 9.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 690)
184 164 222 252 277 536 563
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| 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: 45,198
COMMITMENTS
14,851 303 0 27,148 44,530 41,999 44,833 3,199 365
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 12,820)
236 32 0 13,018 12,855 13,254 12,887 -434 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 0.7 0.0 60.1 98.5 92.9 99.2 7.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 1 0 12 12 22 13
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 14,514
COMMITMENTS
3,575 1,236 0 9,795 12,866 13,370 14,102 1,144 412
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 8.5 0.0 67.5 88.6 92.1 97.2 7.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 9 13 12 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| 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: 38,286
COMMITMENTS
508 590 0 35,935 36,560 36,443 37,150 1,843 1,136
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 16,809)
-173 0 0 17,012 16,609 16,839 16,609 -30 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.5 0.0 93.9 95.5 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
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 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,402
COMMITMENTS
26,800 2,514 452 63,946 97,669 91,198 100,635 14,204 4,767
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 12,361)
-2,057 -133 -123 14,369 10,762 12,189 10,506 172 1,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 2.4 0.4 60.7 92.7 86.5 95.5 13.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
19 5 6 45 44 65 54
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,875
COMMITMENTS
18,369 16,716 4,845 44,097 45,781 67,311 67,342 8,564 8,533
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 10,467)
-2,454 -2,682 1,123 12,038 11,471 10,706 9,911 -239 555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 22.0 6.4 58.1 60.3 88.7 88.8 11.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
81 76 45 81 100 189 196
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 379,376
COMMITMENTS
91,845 83,582 24,226 220,483 228,903 336,555 336,711 42,821 42,665
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 52,333)
-12,272 -13,412 5,614 60,188 57,355 53,530 49,556 -1,197 2,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 22.0 6.4 58.1 60.3 88.7 88.8 11.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
81 76 45 81 100 189 196
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 170,811
COMMITMENTS
91,884 52,064 13,811 43,249 70,991 148,943 136,866 21,868 33,945
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 8,634)
10,306 8,100 -3,076 5,156 489 12,386 5,513 -3,752 3,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 30.5 8.1 25.3 41.6 87.2 80.1 12.8 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
34 28 25 23 29 64 77
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 684,853
COMMITMENTS
179,260 135,604 19,255 449,892 500,952 648,407 655,812 36,445 29,041
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 87,033)
-1,422 -2,928 4,025 71,368 70,641 73,972 71,739 13,062 15,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 19.8 2.8 65.7 73.1 94.7 95.8 5.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
78 41 42 130 122 228 186
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,181
COMMITMENTS
16,807 10,514 0 13,698 23,685 30,505 34,199 7,676 3,982
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -18,452)
-540 -665 -7,191 -4,072 -6,435 -11,803 -14,291 -6,649 -4,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 27.5 0.0 35.9 62.0 79.9 89.6 20.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 4 0 14 10 32 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,573
COMMITMENTS
15,262 9,189 661 24,323 19,852 40,246 29,702 9,327 19,871
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -32,586)
1,117 -13,307 -3,124 -12,170 -8,676 -14,177 -25,107 -18,409 -7,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 18.5 1.3 49.1 40.0 81.2 59.9 18.8 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
19 14 3 21 24 42 39
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| 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: 103,009
COMMITMENTS
11,080 3,420 29,021 62,864 70,566 102,965 103,007 44 2
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 3,225)
1,040 -2,307 1,877 1,308 3,655 4,225 3,225 -1,000 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 3.3 28.2 61.0 68.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 2 14 16 22 18
Updated December 15, 2017