MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 19,956
COMMITMENTS
1,860 3,480 440 17,656 16,036 19,956 19,956 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 188)
-800 -80 80 920 188 200 188 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 17.4 2.2 88.5 80.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 8 5 9 9 15 17
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,606
COMMITMENTS
1,302 991 1,889 7,682 8,081 10,873 10,961 732 644
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,042)
104 276 213 783 542 1,100 1,031 -58 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 8.5 16.3 66.2 69.6 93.7 94.4 6.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 12 14 25 24 40 42
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,174
COMMITMENTS
13,987 2,814 16,690 16,647 19,475 47,324 38,979 4,850 13,195
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 5,901)
1,063 135 2,507 1,903 1,774 5,473 4,416 428 1,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 5.4 32.0 31.9 37.3 90.7 74.7 9.3 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
19 22 27 31 32 63 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,700
COMMITMENTS
595 201 2,886 7,531 7,988 11,012 11,075 688 625
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 408)
-122 -200 183 257 403 318 386 90 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.7 24.7 64.4 68.3 94.1 94.7 5.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 6 11 29 23 40 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 273,584
COMMITMENTS
62,982 66,725 79,401 111,562 90,982 253,945 237,107 19,639 36,476
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 4,408)
1,303 3,858 -1,732 4,535 2,141 4,106 4,267 302 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 24.4 29.0 40.8 33.3 92.8 86.7 7.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
91 94 117 75 80 234 231
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 383,474
COMMITMENTS
105,615 74,940 98,917 145,431 163,083 349,962 336,939 33,512 46,535
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 5,115)
-976 -1,921 2,779 2,725 3,920 4,528 4,779 586 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 19.5 25.8 37.9 42.5 91.3 87.9 8.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
128 107 153 129 132 336 324
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,837
COMMITMENTS
2,593 1,594 755 1,960 3,208 5,308 5,557 1,529 1,280
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -458)
-445 179 -175 220 -327 -399 -323 -59 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 23.3 11.0 28.7 46.9 77.6 81.3 22.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 13 13 16 20 46 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,196
COMMITMENTS
13,173 12,173 16,038 18,463 12,625 47,674 40,836 7,522 14,360
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,412)
-314 208 387 1,263 764 1,336 1,359 76 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 22.1 29.1 33.4 22.9 86.4 74.0 13.6 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
55 57 62 62 61 152 153
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,828
COMMITMENTS
0 3,203 191 3,576 893 3,767 4,287 1,061 541
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 246)
0 165 -5 227 37 222 197 24 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 66.3 4.0 74.1 18.5 78.0 88.8 22.0 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 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 39,003
COMMITMENTS
1,994 12,636 6,378 29,694 16,165 38,066 35,179 938 3,824
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 3,508)
273 1,045 944 2,365 995 3,582 2,984 -74 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 32.4 16.4 76.1 41.4 97.6 90.2 2.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
8 20 15 30 38 50 61
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,772
COMMITMENTS
9,085 2,379 12 8,871 15,763 17,968 18,154 1,804 1,618
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,721)
-1,333 1,810 6 2,879 17 1,552 1,833 169 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 12.0 0.1 44.9 79.7 90.9 91.8 9.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 7 2 3 7 14 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 188,119
COMMITMENTS
36,293 69,720 24,373 96,696 55,761 157,362 149,854 30,757 38,265
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -29,603)
-4,537 14,603 -248 1,374 -46,275 -3,411 -31,920 -26,192 2,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 37.1 13.0 51.4 29.6 83.7 79.7 16.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
18 45 17 34 28 63 79
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 94,969
COMMITMENTS
13,242 51,640 1,571 74,309 13,156 89,122 66,367 5,847 28,603
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -990)
-5,595 319 -7 4,270 -907 -1,332 -596 342 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 54.4 1.7 78.2 13.9 93.8 69.9 6.2 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 23 3 13 14 23 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 151,458
COMMITMENTS
61,833 74,487 4,390 81,198 64,832 147,421 143,709 4,037 7,750
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -6,109)
1,497 2,671 -738 -7,243 -8,054 -6,484 -6,122 375 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 49.2 2.9 53.6 42.8 97.3 94.9 2.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
42 80 9 15 25 62 109
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 209,055
COMMITMENTS
37,856 62,397 30,776 114,145 75,689 182,776 168,861 26,278 40,193
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -2,889)
-5,620 -3,190 209 3,808 845 -1,602 -2,136 -1,287 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 29.8 14.7 54.6 36.2 87.4 80.8 12.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
33 33 27 31 40 75 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 182,051
COMMITMENTS
42,053 78,798 22,649 91,224 42,116 155,926 143,563 26,126 38,489
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 200)
-1,391 -2,977 1,140 1,456 -60 1,205 -1,898 -1,005 2,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 43.3 12.4 50.1 23.1 85.6 78.9 14.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
35 42 30 39 35 87 94
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 577,795
COMMITMENTS
185,248 158,853 64,849 254,073 288,976 504,170 512,678 73,624 65,117
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 2,219)
-2,268 -880 1,218 2,895 2,494 1,846 2,832 373 -613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 27.5 11.2 44.0 50.0 87.3 88.7 12.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
105 81 71 86 81 214 210
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,268
COMMITMENTS
11,456 4,195 293 8,996 24,815 20,745 29,303 12,523 3,965
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -171)
-22 472 4 -217 3 -235 479 64 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 12.6 0.9 27.0 74.6 62.4 88.1 37.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 7 3 9 10 20 18
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 49,686
COMMITMENTS
8,793 37,590 187 39,029 9,567 48,009 47,344 1,677 2,342
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 9,055)
3,295 4,068 -312 5,855 5,519 8,838 9,275 217 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 75.7 0.4 78.6 19.3 96.6 95.3 3.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 16 4 6 9 20 27
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,026
COMMITMENTS
14,898 32,460 288 27,617 5,563 42,803 38,311 2,223 6,715
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,718)
242 1,864 -118 1,560 -163 1,684 1,583 34 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 72.1 0.6 61.3 12.4 95.1 85.1 4.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 45 8 14 10 38 58
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 25,201,357
COMMITMENTS
839,603 3218453 10735613 12994111 9905976 24569327 23860042 632,029 1341314
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 185,777)
11,380 -59,019 134,422 32,688 120,382 178,490 195,784 7,287 -10,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 12.8 42.6 51.6 39.3 97.5 94.7 2.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
55 117 134 119 127 266 296
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,687
COMMITMENTS
1,708 2,131 140 0 0 1,848 2,271 839 416
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 54)
-10 68 29 0 0 19 97 35 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.6 79.3 5.2 0.0 0.0 68.8 84.5 31.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 22 6 0 0 18 23
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 751,322
COMMITMENTS
115,631 75,133 119,291 426,095 472,315 661,017 666,739 90,305 84,583
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 30,580)
6,753 6,696 16,488 2,260 4,713 25,500 27,897 5,080 2,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 10.0 15.9 56.7 62.9 88.0 88.7 12.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645)
186 128 162 249 256 492 490
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 77,141
COMMITMENTS
5,838 3,614 10,893 41,313 34,619 58,044 49,126 19,096 28,014
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 9,448)
1,233 1,309 1,506 6,994 3,318 9,732 6,134 -284 3,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 4.7 14.1 53.6 44.9 75.2 63.7 24.8 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
18 10 21 23 26 50 49
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| 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: 21,725
COMMITMENTS
7,010 0 0 12,316 21,202 19,326 21,202 2,399 523
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,970)
598 0 0 1,349 1,982 1,947 1,982 23 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 0.0 0.0 56.7 97.6 89.0 97.6 11.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 0 0 8 10 13 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,370,906
COMMITMENTS
559,138 367,768 531,816 1923910 2188478 3014863 3088062 356,043 282,844
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 105,661)
34,595 33,930 67,913 -23,669 6,973 78,840 108,817 26,821 -3,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 10.9 15.8 57.1 64.9 89.4 91.6 10.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 630)
177 127 155 244 252 476 479
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 28,855
COMMITMENTS
2,307 0 0 24,161 27,891 26,468 27,891 2,387 964
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 829)
-525 0 0 1,342 567 817 567 12 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.0 83.7 96.7 91.7 96.7 8.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 0 12 10 17 10
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| 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: 11,694
COMMITMENTS
2,922 1,417 0 6,791 9,558 9,713 10,975 1,981 719
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 422)
145 0 0 56 258 201 258 221 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 12.1 0.0 58.1 81.7 83.1 93.9 16.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 0 8 11 12 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| 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: 25,401
COMMITMENTS
0 1,351 0 24,332 23,025 24,332 24,376 1,069 1,025
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,149)
0 0 0 1,002 1,029 1,002 1,029 147 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 95.8 90.6 95.8 96.0 4.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 14 10 14 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 86,711
COMMITMENTS
20,648 3,571 993 52,336 78,364 73,977 82,928 12,734 3,783
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 542)
1,294 -938 373 -2,318 676 -651 111 1,193 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 4.1 1.1 60.4 90.4 85.3 95.6 14.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 6 5 45 35 61 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,391
COMMITMENTS
15,768 13,033 2,365 24,335 26,807 42,468 42,205 7,923 8,186
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 2,492)
425 2,280 177 1,018 -187 1,620 2,270 872 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 25.9 4.7 48.3 53.2 84.3 83.8 15.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
61 58 32 73 94 146 172
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 251,955
COMMITMENTS
78,840 65,163 11,826 121,677 134,037 212,342 211,025 39,613 40,930
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 12,458)
2,123 11,402 884 5,091 -936 8,098 11,350 4,359 1,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 25.9 4.7 48.3 53.2 84.3 83.8 15.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
61 58 32 73 94 146 172
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 160,490
COMMITMENTS
32,574 72,658 16,782 90,109 29,628 139,465 119,068 21,026 41,422
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 4,275)
1,617 -1,664 1,447 2,831 1,816 5,895 1,599 -1,620 2,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 45.3 10.5 56.1 18.5 86.9 74.2 13.1 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
25 36 21 26 24 59 73
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 557,028
COMMITMENTS
163,087 101,314 17,142 350,327 420,733 530,557 539,190 26,471 17,838
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -7,141)
210 5,743 1,530 -10,716 -13,898 -8,976 -6,625 1,835 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 18.2 3.1 62.9 75.5 95.2 96.8 4.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
82 45 26 130 112 219 176
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,667
COMMITMENTS
5,986 11,839 214 17,615 13,616 23,815 25,669 5,852 3,998
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -1,473)
50 285 41 -1,072 -2,618 -981 -2,292 -492 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 39.9 0.7 59.4 45.9 80.3 86.5 19.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 10 4 13 10 28 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,153
COMMITMENTS
17,771 3,686 980 26,077 21,817 44,828 26,483 8,325 26,670
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -763)
840 -558 11 -909 3,732 -58 3,185 -705 -3,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 6.9 1.8 49.1 41.0 84.3 49.8 15.7 50.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 11 4 20 26 40 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| 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: 112,964
COMMITMENTS
12,917 2,740 250 99,765 109,881 112,932 112,871 32 93
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -520)
600 -200 0 -1,120 -320 -520 -520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 2.4 0.2 88.3 97.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 1 1 16 18 25 20
Updated June 29, 2018