MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 16,498
COMMITMENTS
2,560 4,240 360 13,458 11,778 16,378 16,378 120 120
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 288)
240 -120 0 48 408 288 288 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 25.7 2.2 81.6 71.4 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 9 1 5 8 8 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,967
COMMITMENTS
716 1,414 1,678 6,600 5,794 8,994 8,886 973 1,081
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 133)
52 189 -19 247 37 280 208 -147 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 14.2 16.8 66.2 58.1 90.2 89.2 9.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 11 12 22 19 34 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,314
COMMITMENTS
11,827 5,017 13,095 14,236 14,700 39,157 32,812 4,157 10,502
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 488)
125 -216 210 99 290 435 285 53 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 11.6 30.2 32.9 33.9 90.4 75.8 9.6 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 18 25 33 29 66 60
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,894
COMMITMENTS
937 553 2,931 8,232 8,303 12,101 11,788 794 1,107
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 273)
36 100 56 175 166 267 322 5 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 4.3 22.7 63.8 64.4 93.8 91.4 6.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 10 11 25 20 38 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 282,047
COMMITMENTS
62,959 48,958 85,315 108,267 106,329 256,542 240,602 25,505 41,445
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 11,231)
-2,711 5,210 6,035 7,574 -1,694 10,898 9,551 332 1,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 17.4 30.2 38.4 37.7 91.0 85.3 9.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
111 83 132 88 92 262 260
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 419,038
COMMITMENTS
132,841 27,917 101,726 150,824 228,012 385,392 357,655 33,646 61,383
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -8,644)
-10,001 -1,603 1,622 -2,081 -10,366 -10,460 -10,347 1,817 1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 6.7 24.3 36.0 54.4 92.0 85.4 8.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458)
149 93 165 143 178 377 371
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,886
COMMITMENTS
3,532 1,202 723 945 3,527 5,199 5,452 1,687 1,434
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -167)
-61 -62 91 -101 -157 -71 -128 -96 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 17.5 10.5 13.7 51.2 75.5 79.2 24.5 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
31 8 9 13 19 48 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 64,739
COMMITMENTS
18,372 10,840 18,109 16,862 14,509 53,343 43,458 11,396 21,282
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -2,858)
-2,423 395 -586 -1,363 -2,752 -4,372 -2,944 1,515 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 16.7 28.0 26.0 22.4 82.4 67.1 17.6 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
60 60 76 70 79 177 179
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,134
COMMITMENTS
270 2,806 271 2,490 726 3,031 3,804 1,103 330
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -42)
37 60 -38 -70 -2 -71 19 29 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 67.9 6.6 60.2 17.6 73.3 92.0 26.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 7 5 13 6 21 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 41,214
COMMITMENTS
1,981 11,412 7,579 30,617 17,541 40,177 36,532 1,037 4,682
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,693)
154 577 347 1,116 594 1,617 1,518 76 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 27.7 18.4 74.3 42.6 97.5 88.6 2.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
13 19 16 29 35 53 59
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 47,397
COMMITMENTS
22,293 256 56 22,779 45,946 45,128 46,258 2,269 1,139
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 7,592)
2,717 -1,407 56 4,709 8,866 7,482 7,515 110 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 0.5 0.1 48.1 96.9 95.2 97.6 4.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
18 2 1 6 6 24 9
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 174,745
COMMITMENTS
59,963 37,651 20,815 56,973 83,727 137,750 142,193 36,995 32,552
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 9,091)
6,138 7,287 -2,142 3,150 2,250 7,146 7,396 1,945 1,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 21.5 11.9 32.6 47.9 78.8 81.4 21.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 31 21 30 29 64 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 63,620
COMMITMENTS
17,190 23,762 2,818 29,229 22,008 49,237 48,588 14,383 15,032
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 680)
-755 -2,660 1,565 342 317 1,152 -778 -472 1,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 37.3 4.4 45.9 34.6 77.4 76.4 22.6 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 13 4 10 13 25 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 197,029
COMMITMENTS
113,977 27,064 4,654 70,612 161,160 189,243 192,878 7,786 4,151
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 4,134)
-166 -3,766 3,708 -368 3,703 3,174 3,645 959 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.8 13.7 2.4 35.8 81.8 96.0 97.9 4.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
86 32 14 18 24 109 67
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 245,678
COMMITMENTS
67,900 59,172 26,942 112,469 134,104 207,311 220,217 38,367 25,461
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -7,150)
4,531 4,815 -7,707 -4,723 -5,414 -7,898 -8,306 749 1,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 24.1 11.0 45.8 54.6 84.4 89.6 15.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
48 21 23 34 42 92 76
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 309,861
COMMITMENTS
46,253 125,751 21,566 203,549 132,720 271,368 280,037 38,494 29,825
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -12,686)
-3,878 -11,569 -10,834 3,066 9,803 -11,646 -12,600 -1,039 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 40.6 7.0 65.7 42.8 87.6 90.4 12.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
42 33 34 41 37 99 88
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 654,157
COMMITMENTS
230,553 92,266 62,125 257,194 425,340 549,871 579,730 104,286 74,427
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -196)
10,859 -863 -10 -21,691 -18,397 -10,842 -19,270 10,646 19,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 14.1 9.5 39.3 65.0 84.1 88.6 15.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
117 65 71 79 67 217 183
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 39,695
COMMITMENTS
12,296 8,621 739 9,448 25,475 22,483 34,835 17,212 4,860
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 3,610)
-103 804 693 993 1,003 1,583 2,500 2,027 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 21.7 1.9 23.8 64.2 56.6 87.8 43.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 6 5 9 11 21 20
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,650
COMMITMENTS
3,845 17,163 0 16,512 4,614 20,357 21,777 2,293 873
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 422)
348 1,292 -221 -89 -235 38 836 384 -414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 75.8 0.0 72.9 20.4 89.9 96.1 10.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 9 0 6 4 15 13
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 66,872
COMMITMENTS
34,689 37,505 289 26,030 24,804 61,008 62,598 5,864 4,274
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 7,518)
1,598 4,444 -265 5,665 3,265 6,998 7,444 520 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 56.1 0.4 38.9 37.1 91.2 93.6 8.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
50 18 2 11 15 62 34
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,672
COMMITMENTS
9,439 1,825 492 203 8,500 10,134 10,817 1,538 855
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -2,368)
-106 76 -2,253 0 -193 -2,359 -2,370 -9 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.9 15.6 4.2 1.7 72.8 86.8 92.7 13.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 7 2 1 5 10 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 35,814,710
COMMITMENTS
789,988 3603078 18685750 15673075 12063608 35148813 34352436 665,896 1462274
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,619,706)
46,900 4,331 993,530 558,398 631,596 1598828 1629457 20,878 -9,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 10.1 52.2 43.8 33.7 98.1 95.9 1.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
60 129 158 120 135 289 330
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,057,977
COMMITMENTS
113,311 101,639 163,711 677,066 691,576 954,088 956,926 103,889 101,051
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 106,934)
9,097 7,024 10,567 78,346 73,936 98,010 91,527 8,924 15,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 9.6 15.5 64.0 65.4 90.2 90.4 9.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 644)
175 131 181 264 268 516 504
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 124,171
COMMITMENTS
5,885 16,446 18,987 73,451 61,099 98,323 96,532 25,847 27,639
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 9,046)
1,398 -2,295 679 4,225 10,978 6,301 9,363 2,745 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 13.2 15.3 59.2 49.2 79.2 77.7 20.8 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 19 25 33 35 62 62
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| 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: 33,072
COMMITMENTS
0 1,624 0 31,720 30,913 31,720 32,537 1,352 535
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 9,120)
0 0 0 9,238 9,111 9,238 9,111 -118 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 95.9 93.5 95.9 98.4 4.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 13 16 13 18
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| 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: 15,632
COMMITMENTS
1,450 0 0 11,933 15,073 13,383 15,073 2,249 559
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,673)
-250 0 0 1,974 1,678 1,724 1,678 -51 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.0 0.0 76.3 96.4 85.6 96.4 14.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 14 12 17 12
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,669,029
COMMITMENTS
596,705 485,540 664,042 3018075 3152387 4278822 4301968 390,207 367,060
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 489,441)
27,121 35,218 60,816 370,606 314,789 458,544 410,823 30,897 78,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 10.4 14.2 64.6 67.5 91.6 92.1 8.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 628)
169 125 173 259 266 499 493
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| 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: 33,979
COMMITMENTS
13,421 0 0 17,363 33,174 30,784 33,174 3,195 805
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 4,099)
-267 0 0 3,773 3,554 3,506 3,554 593 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 0.0 0.0 51.1 97.6 90.6 97.6 9.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 0 0 12 12 22 12
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 9,165
COMMITMENTS
805 446 0 6,296 8,303 7,101 8,749 2,064 416
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.9 0.0 68.7 90.6 77.5 95.5 22.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 9 14 11 15
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| 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: 18,543
COMMITMENTS
2,512 1,108 0 14,463 16,147 16,975 17,255 1,568 1,288
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 2,880)
18 0 0 2,736 2,107 2,754 2,107 126 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 6.0 0.0 78.0 87.1 91.5 93.1 8.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 0 13 14 16 15
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| 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: 32,085
COMMITMENTS
0 1,785 0 26,906 29,309 26,906 31,094 5,179 991
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 83.9 91.3 83.9 96.9 16.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 12 11 12 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,816
COMMITMENTS
16,173 3,727 874 61,130 80,654 78,177 85,255 11,639 4,561
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 14,871)
904 907 442 12,685 13,429 14,031 14,778 840 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 4.1 1.0 68.1 89.8 87.0 94.9 13.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 9 6 44 37 60 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,723
COMMITMENTS
13,831 9,997 4,495 37,332 41,507 55,659 55,999 8,065 7,724
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 11,219)
1,696 -899 1,177 7,409 10,627 10,282 10,905 937 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 15.7 7.1 58.6 65.1 87.3 87.9 12.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
75 57 38 97 97 190 176
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 318,616
COMMITMENTS
69,154 49,983 22,476 186,662 207,535 278,293 279,995 40,323 38,621
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 56,097)
8,482 -4,496 5,887 37,043 53,136 51,412 54,526 4,686 1,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 15.7 7.1 58.6 65.1 87.3 87.9 12.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
75 57 38 97 97 190 176
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 126,773
COMMITMENTS
37,684 38,697 18,861 41,556 44,183 98,100 101,741 28,673 25,033
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -9,058)
-10,741 -4,381 -1,872 2,414 -1,899 -10,200 -8,152 1,142 -906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 30.5 14.9 32.8 34.9 77.4 80.3 22.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
29 23 29 26 26 69 64
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 609,507
COMMITMENTS
119,901 115,832 30,093 426,671 434,321 576,665 580,246 32,842 29,260
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 83,054)
14,091 4,846 15,795 38,152 48,168 68,038 68,809 15,016 14,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 19.0 4.9 70.0 71.3 94.6 95.2 5.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
60 57 42 127 121 208 200
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,678
COMMITMENTS
19,494 10,992 422 21,955 33,175 41,871 44,589 6,807 4,089
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -17,025)
-5,611 -5,807 -3,628 -5,948 -6,870 -15,187 -16,305 -1,838 -720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 22.6 0.9 45.1 68.2 86.0 91.6 14.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 10 2 16 12 35 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,052
COMMITMENTS
16,766 6,941 1,062 38,197 27,734 56,025 35,737 9,027 29,315
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -25,021)
-7,632 -7,477 -4,986 -6,806 -15,975 -19,424 -28,438 -5,597 3,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 10.7 1.6 58.7 42.6 86.1 54.9 13.9 45.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
21 11 3 26 16 49 28
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| 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: 107,038
COMMITMENTS
25,827 2,940 24,515 56,655 79,514 106,997 106,969 41 69
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -771)
447 0 -239 -980 -580 -772 -819 1 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 2.7 22.9 52.9 74.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 1 2 15 16 27 19
Updated March 16, 2018