MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,312
COMMITMENTS
2,340 3,220 360 14,612 13,732 17,312 17,312 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 18.6 2.1 84.4 79.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 8 4 8 9 15 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,441
COMMITMENTS
945 762 1,519 6,135 6,491 8,600 8,772 842 669
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 79)
-22 53 -4 119 32 93 81 -14 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 8.1 16.1 65.0 68.8 91.1 92.9 8.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 11 13 24 23 37 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,339
COMMITMENTS
13,269 3,854 12,618 13,745 17,117 39,633 33,588 4,707 10,751
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 2,253)
740 334 803 705 660 2,248 1,797 5 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 8.7 28.5 31.0 38.6 89.4 75.8 10.6 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
24 18 26 30 30 68 60
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,181
COMMITMENTS
711 423 2,724 7,177 7,465 10,612 10,612 569 569
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 399)
25 0 65 256 312 346 378 53 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.8 24.4 64.2 66.8 94.9 94.9 5.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 10 11 29 22 42 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 287,048
COMMITMENTS
61,239 64,569 96,608 107,569 88,550 265,416 249,727 21,632 37,320
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -811)
2,121 -4,420 460 -1,711 2,363 869 -1,598 -1,680 787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 22.5 33.7 37.5 30.8 92.5 87.0 7.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
95 104 132 79 81 253 250
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 383,228
COMMITMENTS
109,755 81,931 94,561 145,515 160,204 349,831 336,696 33,397 46,532
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,239)
3,194 -3,406 2,283 -3,045 -555 2,431 -1,679 -3,670 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 21.4 24.7 38.0 41.8 91.3 87.9 8.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
134 104 160 138 139 356 337
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,478
COMMITMENTS
3,339 1,320 859 1,452 3,578 5,649 5,757 1,829 1,722
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 50)
2 -40 14 79 10 95 -17 -45 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 17.6 11.5 19.4 47.8 75.5 77.0 24.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
28 11 13 15 18 51 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 52,652
COMMITMENTS
12,875 12,381 15,095 17,162 11,107 45,131 38,582 7,521 14,070
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,601)
-188 -470 1,762 438 -311 2,012 982 -411 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 23.5 28.7 32.6 21.1 85.7 73.3 14.3 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
52 58 57 68 59 153 149
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,398
COMMITMENTS
0 2,856 154 3,187 893 3,341 3,904 1,057 494
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 402)
0 220 -1 403 134 402 354 -1 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 65.0 3.5 72.5 20.3 76.0 88.8 24.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 8 4 14 5 18 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,029
COMMITMENTS
1,529 10,770 4,508 24,764 13,624 30,801 28,902 1,227 3,126
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 494)
-70 248 -25 568 181 472 404 22 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 33.6 14.1 77.3 42.5 96.2 90.2 3.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 12 12 26 36 42 53
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,791
COMMITMENTS
12,875 775 536 15,420 27,604 28,831 28,915 2,960 2,876
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 4,311)
431 -23 311 3,635 3,820 4,377 4,108 -66 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 2.4 1.7 48.5 86.8 90.7 91.0 9.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 2 6 8 14 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 175,427
COMMITMENTS
26,385 44,150 22,094 98,038 75,346 146,518 141,591 28,909 33,836
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -8,446)
-5,577 -4,828 615 -2,969 -4,504 -7,931 -8,717 -515 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 25.2 12.6 55.9 43.0 83.5 80.7 16.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
21 32 20 32 29 65 69
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 102,973
COMMITMENTS
12,946 50,366 6,621 77,721 16,054 97,288 73,041 5,685 29,932
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -241)
-3,315 -5,496 5,408 -1,337 -123 757 -211 -998 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 48.9 6.4 75.5 15.6 94.5 70.9 5.5 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 26 9 15 15 27 47
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 215,172
COMMITMENTS
64,944 86,847 11,568 134,513 109,280 211,025 207,695 4,147 7,477
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 11,789)
-5,042 5,820 3,453 13,654 2,412 12,064 11,685 -276 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 40.4 5.4 62.5 50.8 98.1 96.5 1.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
45 82 21 19 22 79 114
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 304,032
COMMITMENTS
65,354 59,321 45,081 164,876 160,556 275,311 264,958 28,721 39,074
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 11,335)
-7,374 -5,933 1,257 17,655 15,346 11,539 10,671 -203 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 19.5 14.8 54.2 52.8 90.6 87.1 9.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
35 38 32 30 42 82 98
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 190,631
COMMITMENTS
60,897 56,418 17,602 86,514 74,374 165,012 148,393 25,618 42,237
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 8,459)
16,187 2,659 -14,404 9,315 12,077 11,098 332 -2,639 8,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 29.6 9.2 45.4 39.0 86.6 77.8 13.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
36 32 29 38 36 85 86
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 680,977
COMMITMENTS
227,088 149,951 67,142 306,386 393,111 600,617 610,205 80,359 70,772
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -19,400)
6,591 1,164 -26,449 -1,453 6,662 -21,310 -18,623 1,910 -777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 22.0 9.9 45.0 57.7 88.2 89.6 11.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
97 83 72 83 74 209 201
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 39,308
COMMITMENTS
14,741 4,226 886 10,030 30,031 25,657 35,143 13,651 4,165
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 2,280)
730 -115 548 926 2,363 2,204 2,796 76 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 10.8 2.3 25.5 76.4 65.3 89.4 34.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 6 5 10 10 24 19
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 43,440
COMMITMENTS
8,503 37,029 17 33,296 3,781 41,816 40,827 1,624 2,613
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 983)
1,439 -297 -98 -82 623 1,259 228 -276 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 85.2 0.0 76.6 8.7 96.3 94.0 3.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 16 3 5 8 19 26
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 64,699
COMMITMENTS
34,836 27,830 461 26,548 30,169 61,845 58,460 2,854 6,239
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 2,634)
1,529 -1,094 -678 1,515 4,461 2,366 2,689 268 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 43.0 0.7 41.0 46.6 95.6 90.4 4.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 42 9 15 13 40 57
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,282
COMMITMENTS
10,442 2,657 583 0 7,415 11,025 10,655 1,257 1,627
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 139)
713 -31 -95 -578 115 40 -11 99 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.0 21.6 4.7 0.0 60.4 89.8 86.8 10.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 7 4 0 4 12 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 30,532,307
COMMITMENTS
849,746 3372341 14347991 14668179 11415790 29865916 29136123 666,391 1396184
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 857,494)
28,227 -3,934 474,856 370,682 425,668 873,766 896,590 -16,272 -39,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 11.0 47.0 48.0 37.4 97.8 95.4 2.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
71 107 137 123 133 276 307
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,643
COMMITMENTS
1,805 2,182 19 0 0 1,824 2,201 819 442
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 87)
92 3 -8 0 0 84 -5 3 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 82.6 0.7 0.0 0.0 69.0 83.3 31.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 20 2 0 0 13 21
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 985,141
COMMITMENTS
106,664 65,357 146,913 566,724 622,135 820,301 834,406 164,840 150,735
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 62,841)
3,887 1,883 18,709 32,789 37,483 55,385 58,076 7,456 4,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 6.6 14.9 57.5 63.2 83.3 84.7 16.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626)
184 119 173 262 250 513 477
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 154,022
COMMITMENTS
15,219 4,879 13,662 101,704 43,741 130,585 62,282 23,437 91,740
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 14,628)
1,387 362 2,435 10,357 9,308 14,179 12,105 449 2,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 3.2 8.9 66.0 28.4 84.8 40.4 15.2 59.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
15 13 23 35 29 63 53
E-MINI S&P CONSUMER DISC INDEX - CHICAGO MERCANTILE EXCHANGE Code-138747
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Discr OPEN INTEREST: 8,645
COMMITMENTS
640 1,461 0 6,809 6,583 7,449 8,044 1,196 601
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 16.9 0.0 78.8 76.1 86.2 93.0 13.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 12 9 13 11
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| 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: 26,364
COMMITMENTS
0 2,508 0 24,681 22,977 24,681 25,485 1,683 879
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 888)
0 -37 0 15 859 15 822 873 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 0.0 93.6 87.2 93.6 96.7 6.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 12 17 12 20
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| 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: 32,174
COMMITMENTS
6,691 0 0 22,551 31,197 29,242 31,197 2,932 977
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 7,361)
-1,210 0 -1 8,038 6,977 6,827 6,976 534 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 0.0 0.0 70.1 97.0 90.9 97.0 9.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 0 13 13 18 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,155,594
COMMITMENTS
510,641 355,809 612,839 2325099 2891971 3448580 3860620 707,014 294,974
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 241,066)
12,377 7,483 81,493 112,158 140,879 206,028 229,854 35,038 11,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 8.6 14.7 56.0 69.6 83.0 92.9 17.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
178 116 167 255 247 496 468
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| 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: 46,045
COMMITMENTS
3,081 0 16 40,564 45,362 43,661 45,378 2,384 667
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 12,497)
-21 0 -392 12,390 12,957 11,977 12,565 520 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 88.1 98.5 94.8 98.6 5.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 0 1 15 15 22 16
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| 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: 12,633
COMMITMENTS
3,239 1,417 0 7,655 10,357 10,894 11,774 1,739 859
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 2,601)
625 0 0 2,979 2,442 3,604 2,442 -1,003 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 11.2 0.0 60.6 82.0 86.2 93.2 13.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 11 15 15 16
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| 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: 33,235
COMMITMENTS
0 1,978 0 32,148 30,266 32,148 32,244 1,087 991
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 4,318)
0 627 0 4,387 3,425 4,387 4,052 -69 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 96.7 91.1 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 17 10 17 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 98,698
COMMITMENTS
18,496 4,195 518 67,011 89,580 86,025 94,293 12,673 4,405
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 14,593)
-80 324 191 13,182 13,497 13,293 14,012 1,300 581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 4.3 0.5 67.9 90.8 87.2 95.5 12.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 7 5 46 37 61 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,501
COMMITMENTS
13,298 11,696 3,161 38,277 39,290 54,736 54,147 7,765 8,354
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 6,756)
-956 -386 108 7,059 6,493 6,212 6,215 544 541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 18.7 5.1 61.2 62.9 87.6 86.6 12.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
62 63 35 89 97 168 178
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 312,503
COMMITMENTS
66,489 58,479 15,803 191,386 196,452 273,678 270,734 38,825 41,769
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 33,779)
-4,779 -1,930 540 35,297 32,467 31,058 31,076 2,722 2,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 18.7 5.1 61.2 62.9 87.6 86.6 12.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
62 63 35 89 97 168 178
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 150,931
COMMITMENTS
45,123 60,715 13,537 70,019 40,871 128,678 115,122 22,253 35,810
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -16,920)
-6,430 -10,595 -3,712 -8,798 -1,461 -18,940 -15,768 2,019 -1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 40.2 9.0 46.4 27.1 85.3 76.3 14.7 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
20 34 26 24 23 60 67
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 643,345
COMMITMENTS
165,895 97,475 19,414 421,411 496,331 606,720 613,220 36,625 30,125
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 72,794)
908 1,855 3,469 56,058 54,575 60,435 59,900 12,359 12,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 15.2 3.0 65.5 77.1 94.3 95.3 5.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
78 51 36 137 117 232 188
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,221
COMMITMENTS
6,747 8,898 186 18,160 17,769 25,093 26,853 6,128 4,368
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -17,795)
-11,261 2,876 -3,258 -2,124 -17,848 -16,643 -18,230 -1,152 435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 28.5 0.6 58.2 56.9 80.4 86.0 19.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 5 2 14 9 30 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,027
COMMITMENTS
14,139 4,834 957 25,570 17,062 40,666 22,853 8,361 26,174
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -29,295)
3,399 -17,825 -3,717 -15,275 -11,184 -15,593 -32,726 -13,702 3,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 9.9 2.0 52.2 34.8 82.9 46.6 17.1 53.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 9 2 19 18 34 28
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| 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: 111,404
COMMITMENTS
11,517 2,940 250 99,605 108,121 111,372 111,311 32 93
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 774)
-22,468 0 -23,056 46,322 23,930 798 874 -24 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.6 0.2 89.4 97.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 1 1 16 18 26 20
Updated June 15, 2018