BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,288
COMMITMENTS
668 1,414 419 4,400 3,718 5,487 5,551 801 737
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 133)
59 38 6 95 115 160 159 -27 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 22.5 6.7 70.0 59.1 87.3 88.3 12.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 8 7 17 17 27 26
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,095
COMMITMENTS
16,805 12,203 1,170 11,673 10,465 29,648 23,838 3,447 9,257
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 470)
-495 26 130 582 200 217 356 253 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.8 36.9 3.5 35.3 31.6 89.6 72.0 10.4 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
14 39 28 26 19 61 69
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,199
COMMITMENTS
642 1,042 531 4,473 3,805 5,646 5,378 553 821
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 58)
146 -89 8 -102 131 52 50 6 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 16.8 8.6 72.2 61.4 91.1 86.8 8.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 13 13 17 20 32 39
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 243,829
COMMITMENTS
93,850 43,370 36,404 90,060 127,186 220,314 206,960 23,515 36,869
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 13,605)
6,740 353 2,905 2,114 10,942 11,759 14,200 1,846 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 17.8 14.9 36.9 52.2 90.4 84.9 9.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
102 69 95 74 88 240 208
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,314
COMMITMENTS
98,969 65,205 37,170 103,013 124,662 239,152 227,037 29,162 41,277
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -5,828)
7,856 -11,173 -5,033 -6,654 8,156 -3,831 -8,050 -1,997 2,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 24.3 13.9 38.4 46.5 89.1 84.6 10.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
99 107 114 99 125 268 296
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,496
COMMITMENTS
3,126 1,161 321 540 3,020 3,987 4,502 1,509 994
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 673)
441 179 107 125 331 673 617 0 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 21.1 5.8 9.8 54.9 72.5 81.9 27.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
41 12 7 10 26 58 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,396
COMMITMENTS
15,482 14,661 5,881 12,802 8,771 34,165 29,313 6,231 11,083
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -1,659)
-365 -565 -411 -261 32 -1,037 -944 -622 -715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 36.3 14.6 31.7 21.7 84.6 72.6 15.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
54 61 42 48 54 127 140
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,811
COMMITMENTS
2,911 18,696 927 28,297 10,785 32,135 30,408 676 2,403
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 930)
23 147 26 874 841 923 1,014 7 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 57.0 2.8 86.2 32.9 97.9 92.7 2.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
9 38 12 22 23 41 63
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,480
COMMITMENTS
6,849 2,747 0 19,755 24,210 26,604 26,957 876 523
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 231)
222 262 0 0 -34 222 228 9 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 10.0 0.0 71.9 88.1 96.8 98.1 3.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 0 7 11 13 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 124,370
COMMITMENTS
37,009 14,303 2,371 50,005 83,532 89,385 100,206 34,985 24,164
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -395)
-5,031 -1,863 1,056 1,712 1,349 -2,263 542 1,868 -937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 11.5 1.9 40.2 67.2 71.9 80.6 28.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
25 17 9 17 20 46 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,754
COMMITMENTS
22,463 18,316 656 13,948 9,508 37,067 28,480 7,687 16,274
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 2,053)
-211 2,559 0 3,204 -2,214 2,993 345 -940 1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.2 40.9 1.5 31.2 21.2 82.8 63.6 17.2 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 14 5 10 8 26 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 134,805
COMMITMENTS
25,219 70,910 9,463 96,000 47,068 130,682 127,441 4,123 7,364
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 5,894)
9,070 9,541 850 -3,619 -4,648 6,301 5,743 -407 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 52.6 7.0 71.2 34.9 96.9 94.5 3.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
34 64 12 18 16 61 86
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 239,158
COMMITMENTS
37,533 75,955 5,059 181,722 120,787 224,314 201,801 14,844 37,357
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 639)
-95 3,392 122 682 -5,231 709 -1,717 -70 2,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 31.8 2.1 76.0 50.5 93.8 84.4 6.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
25 42 13 26 37 57 86
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 158,909
COMMITMENTS
86,165 27,246 3,479 41,969 104,408 131,613 135,133 27,296 23,776
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -6,640)
-2,732 -2,604 418 -1,340 -2,195 -3,654 -4,381 -2,986 -2,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.2 17.1 2.2 26.4 65.7 82.8 85.0 17.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
42 31 14 31 34 79 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 349,559
COMMITMENTS
101,723 124,310 11,343 186,065 151,949 299,131 287,602 50,428 61,957
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 4,581)
446 1,161 2,342 4,202 -430 6,990 3,073 -2,409 1,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 35.6 3.2 53.2 43.5 85.6 82.3 14.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
63 81 41 59 50 138 158
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,378
COMMITMENTS
10,444 2,028 195 7,491 21,816 18,130 24,039 10,248 4,339
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -1,335)
-748 -20 -2 -304 -1,226 -1,054 -1,248 -281 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 7.1 0.7 26.4 76.9 63.9 84.7 36.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 2 9 8 15 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,453
COMMITMENTS
20,304 19,981 52 6,019 6,479 26,375 26,512 1,078 941
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -90)
-219 -350 0 50 193 -169 -157 79 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 72.8 0.2 21.9 23.6 96.1 96.6 3.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 10 1 4 4 12 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,986
COMMITMENTS
32,545 25,857 303 7,388 14,213 40,236 40,373 3,750 3,613
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -1,433)
-1,028 1,636 23 -563 -3,427 -1,568 -1,768 135 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 58.8 0.7 16.8 32.3 91.5 91.8 8.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
30 23 5 9 12 42 37
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 4,480
COMMITMENTS
1,917 3,027 23 2,085 392 4,025 3,442 455 1,038
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 67.6 0.5 46.5 8.8 89.8 76.8 10.2 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 8 1 5 3 11 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,705,229
COMMITMENTS
1172522 1490096 2230356 6483503 5810888 9886381 9531340 818,848 1173889
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -44,985)
-108,381 -75,011 135,437 -17,159 -62,345 9,897 -1,919 -54,882 -43,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 13.9 20.8 60.6 54.3 92.4 89.0 7.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
37 94 105 130 149 246 282
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 644,341
COMMITMENTS
93,574 87,088 24,758 448,512 448,578 566,844 560,424 77,497 83,917
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -4,507)
-4,296 1,042 -367 7,494 -2,179 2,831 -1,504 -7,338 -3,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 13.5 3.8 69.6 69.6 88.0 87.0 12.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599)
113 143 65 222 252 368 427
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 74,289
COMMITMENTS
12,650 4,393 176 32,067 52,224 44,893 56,793 29,396 17,496
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -1,492)
403 35 70 3,698 -3,213 4,171 -3,108 -5,663 1,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 5.9 0.2 43.2 70.3 60.4 76.4 39.6 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
15 6 4 28 28 43 38
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,850,259
COMMITMENTS
426,661 435,514 100,870 2082224 1981771 2609755 2518155 240,504 332,104
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -15,075)
-20,104 8,425 -5,575 18,979 5,169 -6,700 8,019 -8,375 -23,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 15.3 3.5 73.1 69.5 91.6 88.3 8.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590)
109 143 61 214 243 355 415
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 79,836
COMMITMENTS
8,303 5,056 677 61,359 70,712 70,339 76,445 9,497 3,391
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -83)
286 550 -46 916 -1,278 1,156 -774 -1,239 691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 6.3 0.8 76.9 88.6 88.1 95.8 11.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
12 9 3 50 37 64 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,755
COMMITMENTS
9,160 10,680 993 30,601 27,839 40,754 39,512 4,001 5,243
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -1,856)
-1,875 -2,219 -96 644 -19 -1,327 -2,335 -529 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 23.9 2.2 68.4 62.2 91.1 88.3 8.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
47 59 16 72 65 129 131
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 223,775
COMMITMENTS
45,800 53,400 4,964 153,006 139,196 203,770 197,560 20,005 26,215
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -9,282)
-9,374 -11,096 -481 3,220 -96 -6,635 -11,673 -2,647 2,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 23.9 2.2 68.4 62.2 91.1 88.3 8.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
47 59 16 72 65 129 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,119
COMMITMENTS
71,793 46,900 2,814 15,864 41,952 90,471 91,666 23,648 22,453
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -12,649)
-10,981 2,284 542 -652 -17,282 -11,091 -14,456 -1,558 1,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.9 41.1 2.5 13.9 36.8 79.3 80.3 20.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
34 30 12 13 14 53 50
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,156
COMMITMENTS
11,198 2,095 0 15,601 24,021 26,799 26,116 5,357 6,040
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -1,937)
-948 -828 0 -56 -490 -1,004 -1,318 -933 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 6.5 0.0 48.5 74.7 83.3 81.2 16.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 6 0 14 15 27 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 87,200
COMMITMENTS
17,718 6,690 481 60,782 21,171 78,981 28,342 8,219 58,858
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -5,958)
-2,133 -1,241 197 -4,000 967 -5,936 -77 -22 -5,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 7.7 0.6 69.7 24.3 90.6 32.5 9.4 67.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 14 3 36 20 60 35
Updated May 20, 2016