BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,466
COMMITMENTS
842 1,131 1,780 6,716 6,738 9,338 9,649 1,128 817
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 490)
22 -26 67 357 480 446 521 45 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 10.8 17.0 64.2 64.4 89.2 92.2 10.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 9 12 22 23 34 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,637
COMMITMENTS
13,070 5,510 13,690 13,975 17,159 40,735 36,359 4,902 9,278
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,759)
705 345 548 660 634 1,912 1,528 -153 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 12.1 30.0 30.6 37.6 89.3 79.7 10.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
28 18 27 37 33 78 65
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,004
COMMITMENTS
797 484 3,069 8,437 8,632 12,303 12,185 701 820
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 216)
-85 64 186 144 59 245 309 -28 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 3.7 23.6 64.9 66.4 94.6 93.7 5.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 9 12 28 22 41 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 307,115
COMMITMENTS
61,125 62,293 103,973 117,063 103,824 282,160 270,089 24,955 37,026
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 14,483)
211 7,152 7,993 2,317 -468 10,521 14,676 3,961 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 20.3 33.9 38.1 33.8 91.9 87.9 8.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
96 116 151 85 88 271 287
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 420,442
COMMITMENTS
104,983 81,758 114,734 158,629 172,571 378,347 369,064 42,095 51,378
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 8,547)
-4,832 1,145 9,573 483 -3,542 5,225 7,177 3,322 1,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 19.4 27.3 37.7 41.0 90.0 87.8 10.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437)
132 111 158 151 161 367 361
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,005
COMMITMENTS
3,995 1,269 470 788 3,777 5,253 5,515 1,752 1,489
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -839)
-32 24 -455 -389 -303 -876 -734 37 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.0 18.1 6.7 11.2 53.9 75.0 78.7 25.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
32 12 9 16 22 54 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,748
COMMITMENTS
12,047 14,244 12,486 18,790 12,854 43,323 39,584 10,425 14,164
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -6,648)
-2,949 -1,277 -3,405 -377 -1,475 -6,731 -6,156 82 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 26.5 23.2 35.0 23.9 80.6 73.6 19.4 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
53 59 59 66 63 147 163
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,253
COMMITMENTS
252 2,860 228 2,638 760 3,118 3,848 1,135 405
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 137)
-41 31 24 42 49 24 104 113 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 67.2 5.4 62.0 17.9 73.3 90.5 26.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 7 5 12 5 18 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,316
COMMITMENTS
2,059 11,100 6,379 27,963 16,278 36,401 33,757 915 3,559
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 14)
100 253 -72 88 75 116 255 -102 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 29.7 17.1 74.9 43.6 97.5 90.5 2.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 16 13 28 35 50 55
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,269
COMMITMENTS
12,133 2,653 3 14,436 23,917 26,572 26,573 1,697 1,696
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -789)
-2,353 1,965 3 1,404 -2,920 -946 -952 157 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 9.4 0.0 51.1 84.6 94.0 94.0 6.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 7 1 6 6 15 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 145,225
COMMITMENTS
25,699 51,607 16,341 71,607 44,229 113,647 112,176 31,579 33,049
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,327)
1,463 4,690 -926 1,729 -6,458 2,267 -2,694 -940 4,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 35.5 11.3 49.3 30.5 78.3 77.2 21.7 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
20 26 21 29 30 60 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 85,976
COMMITMENTS
28,797 48,613 613 50,086 9,843 79,495 59,069 6,481 26,907
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 13,664)
-579 8,780 198 14,270 1,487 13,889 10,465 -226 3,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 56.5 0.7 58.3 11.4 92.5 68.7 7.5 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 24 2 15 12 24 38
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 217,814
COMMITMENTS
129,866 43,737 1,314 79,174 169,715 210,354 214,766 7,460 3,049
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -15,249)
-10,919 -8,187 688 -4,341 -7,254 -14,572 -14,753 -678 -497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 20.1 0.6 36.3 77.9 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
79 37 7 14 25 96 66
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 248,759
COMMITMENTS
83,712 55,168 37,984 90,477 126,199 212,173 219,351 36,585 29,407
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 23,741)
-8,534 4,363 10,299 23,458 5,472 25,224 20,134 -1,482 3,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 22.2 15.3 36.4 50.7 85.3 88.2 14.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
49 34 32 29 39 93 90
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 206,594
COMMITMENTS
55,321 52,811 32,533 87,323 85,960 175,177 171,303 31,417 35,291
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 11,922)
-3,730 -2,754 6,350 7,424 3,252 10,043 6,847 1,879 5,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 25.6 15.7 42.3 41.6 84.8 82.9 15.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
36 31 25 36 36 82 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 608,298
COMMITMENTS
213,334 99,219 69,182 244,454 381,580 526,970 549,981 81,328 58,317
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 45,743)
2,237 12,576 19,990 25,187 12,233 47,413 44,798 -1,670 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 16.3 11.4 40.2 62.7 86.6 90.4 13.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
100 72 71 80 66 207 185
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,748
COMMITMENTS
13,386 5,174 479 8,859 27,107 22,724 32,760 14,024 3,988
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 425)
924 1,000 0 -171 1 753 1,001 -328 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 14.1 1.3 24.1 73.8 61.8 89.1 38.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 8 4 9 9 22 18
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 45,508
COMMITMENTS
10,101 32,243 3 33,490 10,870 43,594 43,116 1,914 2,392
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 9,345)
6 677 0 8,941 8,187 8,947 8,864 398 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 70.9 0.0 73.6 23.9 95.8 94.7 4.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 15 1 8 10 19 26
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,605
COMMITMENTS
29,899 13,326 341 12,885 28,871 43,125 42,538 4,480 5,067
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -7,780)
-10,034 -2,173 -5 2,751 -6,564 -7,288 -8,742 -492 962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.8 28.0 0.7 27.1 60.6 90.6 89.4 9.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
34 32 5 11 10 47 45
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,002
COMMITMENTS
8,014 1,569 546 1,026 7,792 9,586 9,907 1,416 1,095
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 239)
-42 176 -39 326 -169 245 -32 -6 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.8 14.3 5.0 9.3 70.8 87.1 90.0 12.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 6 1 1 4 12 10
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 31,992,483
COMMITMENTS
927,019 3944667 15223370 15148447 11338595 31298835 30506632 693,647 1485851
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 114,407)
-17,249 116,896 40,760 92,691 2,408 116,202 160,064 -1,795 -45,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 12.3 47.6 47.4 35.4 97.8 95.4 2.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
64 128 151 125 137 287 327
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 1,991
COMMITMENTS
1,375 1,631 27 0 0 1,402 1,658 589 333
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -389)
-122 -387 -27 0 0 -149 -414 -240 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 81.9 1.4 0.0 0.0 70.4 83.3 29.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 12 1 0 0 11 13
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 849,124
COMMITMENTS
110,698 67,998 137,083 472,074 532,375 719,855 737,456 129,269 111,668
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -7,075)
-798 -1,306 8,637 -13,509 -13,994 -5,670 -6,663 -1,405 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 8.0 16.1 55.6 62.7 84.8 86.8 15.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
157 128 142 252 246 472 454
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 103,889
COMMITMENTS
8,925 7,674 10,960 61,763 26,198 81,648 44,831 22,241 59,058
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -1,252)
-1,180 1,436 -2,489 3,793 -373 124 -1,426 -1,376 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 7.4 10.5 59.5 25.2 78.6 43.2 21.4 56.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
12 14 20 28 24 53 46
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| 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: 26,810
COMMITMENTS
0 2,528 0 25,845 23,562 25,845 26,090 965 720
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 168)
0 182 0 178 -9 178 173 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 0.0 96.4 87.9 96.4 97.3 3.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 10 13 10 16
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| 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: 20,157
COMMITMENTS
3,521 538 0 14,214 19,139 17,735 19,677 2,422 480
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 2,933)
1,153 0 0 1,464 3,399 2,617 3,399 316 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 2.7 0.0 70.5 94.9 88.0 97.6 12.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 0 13 12 18 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,726,174
COMMITMENTS
558,711 351,466 580,770 2051551 2530888 3191033 3463124 535,141 263,050
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -29,115)
10,304 -5,317 47,238 -86,512 -68,107 -28,970 -26,186 -146 -2,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 9.4 15.6 55.1 67.9 85.6 92.9 14.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 598)
153 125 137 248 242 459 446
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| 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: 31,424
COMMITMENTS
3,847 0 0 25,243 30,924 29,090 30,924 2,334 500
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -1,039)
-586 0 0 -429 -789 -1,015 -789 -24 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 0.0 80.3 98.4 92.6 98.4 7.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 0 0 11 12 18 12
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| 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: 11,549
COMMITMENTS
2,229 1,517 0 7,750 9,261 9,979 10,778 1,570 771
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -654)
-26 -22 0 -668 -1,031 -694 -1,053 40 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 13.1 0.0 67.1 80.2 86.4 93.3 13.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 7 11 10 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| 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: 29,009
COMMITMENTS
200 1,351 0 27,817 26,867 28,017 28,218 992 791
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 138)
200 0 0 -189 97 11 97 127 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.7 0.0 95.9 92.6 96.6 97.3 3.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 8 14 9
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 75,898
COMMITMENTS
13,271 3,358 823 51,293 67,659 65,387 71,840 10,511 4,058
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -1,054)
295 -499 43 -1,903 389 -1,565 -67 511 -987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 4.4 1.1 67.6 89.1 86.2 94.7 13.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 7 3 42 31 54 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,202
COMMITMENTS
12,960 15,605 2,835 28,874 25,621 44,668 44,061 6,534 7,141
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -1,083)
1,530 -754 193 -2,069 -940 -345 -1,500 -738 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 30.5 5.5 56.4 50.0 87.2 86.1 12.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
57 76 21 78 100 148 184
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 256,011
COMMITMENTS
64,798 78,025 14,174 144,370 128,106 223,342 220,305 32,669 35,707
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -5,417)
7,651 -3,769 967 -10,344 -4,698 -1,726 -7,500 -3,691 2,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 30.5 5.5 56.4 50.0 87.2 86.1 12.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
57 76 21 78 100 148 184
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 175,406
COMMITMENTS
63,558 64,963 22,796 64,915 49,084 151,268 136,843 24,138 38,563
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 25,975)
12,879 15,698 4,754 7,715 1,549 25,347 22,001 628 3,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 37.0 13.0 37.0 28.0 86.2 78.0 13.8 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
32 30 25 21 25 58 75
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 512,707
COMMITMENTS
120,537 96,178 17,643 355,454 383,168 493,634 496,990 19,073 15,717
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 4,126)
6,956 2,837 312 -3,789 1,823 3,478 4,972 648 -846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 18.8 3.4 69.3 74.7 96.3 96.9 3.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
61 52 31 111 110 185 180
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,213
COMMITMENTS
16,999 5,306 825 20,325 35,077 38,149 41,208 6,064 3,005
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 352)
905 106 246 -715 -88 436 264 -84 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 12.0 1.9 46.0 79.3 86.3 93.2 13.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 6 1 17 10 34 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,328
COMMITMENTS
15,799 18,629 1,086 40,438 28,215 57,323 47,930 9,005 18,398
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,999)
3,287 5,573 -30 -775 -5,954 2,482 -411 -483 2,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 28.1 1.6 61.0 42.5 86.4 72.3 13.6 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
18 18 4 26 16 46 36
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| 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: 107,728
COMMITMENTS
29,892 2,940 23,884 53,903 80,811 107,679 107,635 49 93
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 484)
613 0 174 -254 440 533 614 -49 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 2.7 22.2 50.0 75.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 1 2 13 16 24 19
Updated May 4, 2018