MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,398
COMMITMENTS
2,320 4,480 360 14,598 12,438 17,278 17,278 120 120
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 900)
-240 240 0 1,140 660 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 25.8 2.1 83.9 71.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 10 1 5 8 7 18
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,552
COMMITMENTS
549 1,447 288 5,758 4,834 6,595 6,569 957 983
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 270)
42 56 -12 158 145 188 189 82 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 19.2 3.8 76.2 64.0 87.3 87.0 12.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 13 9 19 17 30 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,322
COMMITMENTS
11,509 8,568 736 9,014 9,897 21,259 19,201 2,063 4,121
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 805)
714 21 79 -19 659 774 759 31 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.3 36.7 3.2 38.7 42.4 91.2 82.3 8.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
17 21 18 20 22 48 50
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,228
COMMITMENTS
833 1,716 542 6,152 4,879 7,527 7,137 701 1,091
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 230)
31 -45 58 83 77 172 90 58 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 20.9 6.6 74.8 59.3 91.5 86.7 8.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 11 8 20 18 30 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 234,265
COMMITMENTS
66,836 58,481 53,180 94,519 85,778 214,535 197,439 19,730 36,826
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 3,759)
2,738 3,781 3,619 -1,667 -4,001 4,690 3,399 -931 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 25.0 22.7 40.3 36.6 91.6 84.3 8.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
98 101 117 65 83 228 251
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 356,462
COMMITMENTS
123,150 49,868 60,384 143,441 199,166 326,975 309,418 29,487 47,044
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -5,655)
-9,317 5,561 4,010 -36 -12,464 -5,343 -2,893 -312 -2,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 14.0 16.9 40.2 55.9 91.7 86.8 8.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
126 105 140 108 156 313 342
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,418
COMMITMENTS
3,624 1,691 232 1,071 3,213 4,927 5,136 1,491 1,282
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 218)
107 107 41 201 123 349 271 -131 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.5 26.3 3.6 16.7 50.1 76.8 80.0 23.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
28 14 6 12 19 46 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 52,567
COMMITMENTS
18,890 14,815 8,979 14,849 12,136 42,718 35,930 9,849 16,637
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 642)
282 1,935 207 277 -447 766 1,695 -124 -1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 28.2 17.1 28.2 23.1 81.3 68.4 18.7 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
55 62 68 45 66 147 164
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,604
COMMITMENTS
120 2,841 28 2,411 532 2,559 3,401 1,045 203
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 55)
-2 59 -4 55 0 49 55 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 78.8 0.8 66.9 14.8 71.0 94.4 29.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 3 12 4 17 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,687
COMMITMENTS
1,915 14,059 414 23,847 10,850 26,176 25,323 511 1,364
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 525)
25 290 2 450 204 477 496 48 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 52.7 1.6 89.4 40.7 98.1 94.9 1.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 17 9 20 26 37 44
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,873
COMMITMENTS
18,823 256 48 8,079 27,690 26,950 27,994 1,923 879
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -18,524)
-3,470 0 -8 -14,700 -18,256 -18,178 -18,264 -346 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.2 0.9 0.2 28.0 95.9 93.3 97.0 6.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
14 2 1 4 5 18 8
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 180,240
COMMITMENTS
78,744 54,184 6,263 64,019 85,763 149,026 146,210 31,214 34,030
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 25,762)
18,825 13,685 -3,141 13,595 12,187 29,279 22,731 -3,517 3,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 30.1 3.5 35.5 47.6 82.7 81.1 17.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
21 35 17 28 28 60 69
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,305
COMMITMENTS
17,431 25,677 145 15,432 4,555 33,008 30,377 11,297 13,928
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -18,916)
241 1,915 -2,673 -13,797 -17,453 -16,229 -18,211 -2,687 -705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 58.0 0.3 34.8 10.3 74.5 68.6 25.5 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 14 2 11 8 25 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 182,537
COMMITMENTS
105,870 39,025 1,389 68,369 138,135 175,628 178,549 6,909 3,988
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -13,686)
-8,107 11,988 -3,091 -1,633 -22,496 -12,831 -13,599 -855 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.0 21.4 0.8 37.5 75.7 96.2 97.8 3.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
79 34 7 12 24 93 63
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 159,183
COMMITMENTS
71,425 47,618 2,024 50,409 88,059 123,858 137,701 35,325 21,482
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -46,968)
4,235 -11,545 -4,261 -45,546 -29,429 -45,572 -45,235 -1,396 -1,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 29.9 1.3 31.7 55.3 77.8 86.5 22.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
49 21 13 27 40 81 69
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 160,250
COMMITMENTS
47,902 69,901 4,218 75,371 57,968 127,491 132,087 32,759 28,163
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -119,421)
3,606 -53,934 -824 -118,250 -64,907 -115,468 -119,665 -3,953 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 43.6 2.6 47.0 36.2 79.6 82.4 20.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
39 29 16 37 31 82 70
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 496,964
COMMITMENTS
219,434 86,695 11,439 183,424 351,964 414,297 450,098 82,667 46,866
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -87,795)
-20,019 -6,378 -13,491 -37,305 -46,828 -70,815 -66,697 -16,980 -21,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 17.4 2.3 36.9 70.8 83.4 90.6 16.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
115 49 45 74 62 201 146
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,511
COMMITMENTS
10,589 5,649 26 9,019 25,594 19,634 31,269 14,877 3,242
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -5,184)
-1,707 -2,972 -713 -429 119 -2,849 -3,566 -2,335 -1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 16.4 0.1 26.1 74.2 56.9 90.6 43.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 5 3 9 9 19 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,821
COMMITMENTS
4,635 17,130 233 15,675 4,440 20,543 21,803 2,278 1,018
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 171)
790 -33 233 -837 -174 186 26 -15 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 75.1 1.0 68.7 19.5 90.0 95.5 10.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 6 1 5 4 17 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,482
COMMITMENTS
31,078 11,452 429 7,641 28,418 39,148 40,299 5,334 4,183
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -22,390)
-3,611 -26,053 140 -18,389 3,614 -21,860 -22,299 -530 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.9 25.7 1.0 17.2 63.9 88.0 90.6 12.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
42 22 6 9 10 53 36
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,272
COMMITMENTS
9,331 1,983 482 0 8,032 9,813 10,497 1,459 775
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -400)
-108 158 -10 -203 -468 -321 -320 -79 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.8 17.6 4.3 0.0 71.3 87.1 93.1 12.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 8 1 0 4 9 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,484,962
COMMITMENTS
878,130 4823015 3396401 11626698 6941021 15901229 15160437 583,733 1324525
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -1,236,992)
-288,615 -320,150 -220,919 -668,153 -635,030 -1177687 -1176099 -59,305 -60,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 29.3 20.6 70.5 42.1 96.5 92.0 3.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
37 125 143 117 134 267 314
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 584,448
COMMITMENTS
95,478 76,949 17,128 397,729 428,359 510,335 522,437 74,113 62,011
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -256,945)
-15,766 -20,378 -24,497 -201,857 -189,074 -242,121 -233,949 -14,824 -22,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 13.2 2.9 68.1 73.3 87.3 89.4 12.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 567)
132 110 69 220 235 382 384
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 32,950
COMMITMENTS
4,317 2,447 0 13,475 14,386 17,792 16,833 15,158 16,117
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -55,749)
-1,576 -13,950 -1,501 -47,913 -35,028 -50,990 -50,479 -4,759 -5,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 7.4 0.0 40.9 43.7 54.0 51.1 46.0 48.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 10 0 11 16 15 26
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| 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: 25,085
COMMITMENTS
0 1,624 0 23,804 22,962 23,804 24,586 1,281 499
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -7,987)
0 0 0 -7,916 -7,951 -7,916 -7,951 -71 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 0.0 94.9 91.5 94.9 98.0 5.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 11 9 13
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| 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: 11,184
COMMITMENTS
1,822 0 0 7,560 10,685 9,382 10,685 1,802 499
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -4,448)
372 0 0 -4,373 -4,388 -4,001 -4,388 -447 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 0.0 0.0 67.6 95.5 83.9 95.5 16.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 10 10 13 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,757,489
COMMITMENTS
464,335 381,042 77,111 1921269 2069866 2462715 2528019 294,774 229,470
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -1,005,980)
-118,084 -79,271 -67,849 -769,720 -770,228 -955,653 -917,348 -50,327 -88,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 13.8 2.8 69.7 75.1 89.3 91.7 10.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
132 109 64 216 231 375 377
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| 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: 28,224
COMMITMENTS
14,270 0 0 11,161 27,763 25,431 27,763 2,793 461
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -5,755)
849 0 0 -6,202 -5,411 -5,353 -5,411 -402 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.6 0.0 0.0 39.5 98.4 90.1 98.4 9.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 0 0 7 11 17 11
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| 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: 10,650
COMMITMENTS
2,494 1,108 0 6,757 9,127 9,251 10,235 1,399 415
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -7,893)
-18 0 0 -7,706 -7,020 -7,724 -7,020 -169 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 10.4 0.0 63.4 85.7 86.9 96.1 13.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 8 11 11 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| 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: 21,193
COMMITMENTS
0 1,785 0 20,239 18,629 20,239 20,414 954 779
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -10,892)
0 0 0 -6,667 -10,680 -6,667 -10,680 -4,225 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.4 0.0 95.5 87.9 95.5 96.3 4.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 10 10 10 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 79,891
COMMITMENTS
16,389 3,108 928 51,609 71,565 68,926 75,601 10,965 4,290
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -9,925)
216 -619 54 -9,521 -9,089 -9,251 -9,654 -674 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 3.9 1.2 64.6 89.6 86.3 94.6 13.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 7 3 43 33 57 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,328
COMMITMENTS
14,080 11,648 1,232 23,851 26,843 39,163 39,723 7,165 6,604
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -12,492)
163 1,558 -431 -11,748 -13,143 -12,017 -12,016 -476 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 25.1 2.7 51.5 57.9 84.5 85.7 15.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
68 56 22 73 80 147 152
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 231,638
COMMITMENTS
70,401 58,242 6,159 119,254 134,216 195,814 198,617 35,824 33,021
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -62,462)
813 7,790 -2,154 -58,742 -65,716 -60,083 -60,080 -2,379 -2,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 25.1 2.7 51.5 57.9 84.5 85.7 15.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
68 56 22 73 80 147 152
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 97,255
COMMITMENTS
53,750 35,825 3,754 18,312 32,262 75,816 71,841 21,439 25,414
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -9,218)
15,384 -3,320 -2,824 -15,758 -4,959 -3,198 -11,103 -6,020 1,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.3 36.8 3.9 18.8 33.2 78.0 73.9 22.0 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
30 27 12 23 16 58 50
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 480,634
COMMITMENTS
126,311 102,245 8,601 326,241 355,625 461,153 466,471 19,481 14,163
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -117,135)
6,232 -14,175 -12,302 -97,962 -76,230 -104,032 -102,707 -13,103 -14,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 21.3 1.8 67.9 74.0 95.9 97.1 4.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
66 49 21 107 102 181 164
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,789
COMMITMENTS
17,776 7,803 12 22,416 35,582 40,204 43,397 6,585 3,392
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -1,889)
-1,718 -3,189 -410 461 2,407 -1,667 -1,192 -222 -697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 16.7 0.0 47.9 76.0 85.9 92.8 14.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
16 7 1 18 12 34 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,396
COMMITMENTS
16,847 5,296 1,155 41,623 31,617 59,625 38,068 8,771 30,328
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 3,344)
81 -1,645 93 3,426 3,883 3,600 2,331 -256 1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 7.7 1.7 60.9 46.2 87.2 55.7 12.8 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 10 4 28 17 51 28
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| 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: 107,871
COMMITMENTS
26,202 2,940 24,593 57,033 80,245 107,828 107,778 43 93
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 833)
375 0 78 378 731 831 809 2 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 2.7 22.8 52.9 74.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 1 2 14 16 26 19
Updated March 23, 2018