BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,466
COMMITMENTS
496 1,842 250 5,001 3,751 5,747 5,843 719 623
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -905)
-119 183 11 -628 -952 -736 -758 -169 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 28.5 3.9 77.3 58.0 88.9 90.4 11.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 9 6 19 18 27 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,310
COMMITMENTS
17,449 8,212 642 11,371 15,412 29,462 24,266 1,848 7,044
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -3,593)
-1,347 -242 -742 -753 -2,228 -2,842 -3,212 -751 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.7 26.2 2.1 36.3 49.2 94.1 77.5 5.9 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 24 14 21 26 47 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,288
COMMITMENTS
284 552 1,116 3,328 2,997 4,728 4,665 560 623
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -192)
-115 -580 217 -102 315 0 -48 -192 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 10.4 21.1 62.9 56.7 89.4 88.2 10.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 10 8 20 17 31 27
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,371
COMMITMENTS
249 960 1,012 2,912 1,879 4,173 3,851 198 520
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 12)
-564 67 311 239 -388 -14 -10 26 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 22.0 23.2 66.6 43.0 95.5 88.1 4.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 7 7 3 16 11
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 230,138
COMMITMENTS
101,592 93,772 37,377 72,994 69,753 211,963 200,902 18,175 29,236
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 9,548)
1,645 3,936 6,556 703 -2,273 8,904 8,219 644 1,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 40.7 16.2 31.7 30.3 92.1 87.3 7.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
96 116 94 60 80 210 245
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,180
COMMITMENTS
101,266 84,926 37,606 97,274 106,250 236,146 228,782 27,034 34,398
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,482)
-4,819 -3,601 1,595 -265 -1,342 -3,489 -3,348 2,007 1,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 32.3 14.3 37.0 40.4 89.7 86.9 10.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
98 111 99 99 114 256 283
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,856
COMMITMENTS
2,642 926 416 483 2,323 3,541 3,665 1,315 1,191
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 783)
553 18 99 33 586 685 703 98 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 19.1 8.6 9.9 47.8 72.9 75.5 27.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
25 9 9 15 24 49 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,511
COMMITMENTS
18,481 18,523 6,519 10,600 6,990 35,600 32,032 6,911 10,479
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -712)
150 517 -159 -1,104 -1,205 -1,113 -847 401 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 43.6 15.3 24.9 16.4 83.7 75.3 16.3 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
46 69 47 39 45 116 138
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,565
COMMITMENTS
225 3,633 175 2,974 550 3,374 4,358 1,191 207
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -338)
7 -298 -20 -357 4 -370 -314 32 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 79.6 3.8 65.1 12.0 73.9 95.5 26.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 4 10 4 16 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,353
COMMITMENTS
1,878 14,174 782 20,190 7,286 22,850 22,242 503 1,111
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -2,772)
-177 -1,172 -35 -2,530 -1,370 -2,742 -2,577 -30 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 60.7 3.3 86.5 31.2 97.8 95.2 2.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 11 11 23 20 39 40
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 45,018
COMMITMENTS
31,537 13,867 0 12,285 30,468 43,822 44,335 1,196 683
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 569)
421 157 0 0 337 421 494 148 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.1 30.8 0.0 27.3 67.7 97.3 98.5 2.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 4 0 6 9 18 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 104,002
COMMITMENTS
30,809 42,513 926 46,146 26,621 77,881 70,060 26,121 33,942
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -217)
-1,776 -4,149 -164 453 1,292 -1,487 -3,021 1,270 2,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 40.9 0.9 44.4 25.6 74.9 67.4 25.1 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 28 5 19 23 43 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,747
COMMITMENTS
20,146 29,554 250 28,955 2,857 49,351 32,661 6,396 23,086
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 9,417)
853 7,325 -8 8,516 812 9,361 8,129 56 1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 53.0 0.4 51.9 5.1 88.5 58.6 11.5 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 19 4 10 7 21 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 135,977
COMMITMENTS
38,060 89,852 2,209 91,189 37,672 131,458 129,733 4,519 6,244
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -21,533)
15,702 -18,398 499 -37,421 -2,087 -21,220 -19,986 -313 -1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 66.1 1.6 67.1 27.7 96.7 95.4 3.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
45 70 11 21 14 73 88
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 255,590
COMMITMENTS
50,393 145,863 7,431 168,023 63,307 225,847 216,601 29,743 38,989
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -6,888)
-6,367 -8,469 2,756 -5,784 -701 -9,395 -6,414 2,507 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 57.1 2.9 65.7 24.8 88.4 84.7 11.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
36 56 19 26 37 73 101
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 150,394
COMMITMENTS
79,279 33,370 1,975 43,806 81,544 125,060 116,889 25,334 33,505
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -7,180)
-22,707 79 -389 13,179 -6,276 -9,917 -6,586 2,737 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.7 22.2 1.3 29.1 54.2 83.2 77.7 16.8 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
32 37 10 26 36 65 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 378,774
COMMITMENTS
114,284 207,756 8,917 209,879 99,131 333,080 315,804 45,694 62,970
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 31,131)
8,650 20,063 150 23,052 9,648 31,852 29,861 -721 1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 54.8 2.4 55.4 26.2 87.9 83.4 12.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
69 79 34 54 58 135 162
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,187
COMMITMENTS
13,347 1,164 364 7,151 24,960 20,862 26,488 9,325 3,699
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,161)
-129 -893 -58 -632 -31 -819 -982 -342 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 3.9 1.2 23.7 82.7 69.1 87.7 30.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 2 3 5 7 15 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,829
COMMITMENTS
20,140 5,298 533 6,429 22,075 27,102 27,906 1,727 923
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -65)
-583 -657 158 165 330 -260 -169 195 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.9 18.4 1.8 22.3 76.6 94.0 96.8 6.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 9 3 3 4 19 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,124
COMMITMENTS
30,962 38,698 199 10,585 4,586 41,746 43,483 5,378 3,641
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -2,118)
-1,262 -1,356 121 -274 -1,126 -1,415 -2,361 -703 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.7 82.1 0.4 22.5 9.7 88.6 92.3 11.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
42 21 6 12 11 56 36
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,268,561
COMMITMENTS
637,079 2220463 2433357 7545499 5487184 10615935 10141004 652,626 1127557
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 45,917)
-161,125 167,172 31,811 218,795 -149,356 89,481 49,627 -43,564 -3,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 19.7 21.6 67.0 48.7 94.2 90.0 5.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
40 89 102 120 130 235 256
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 667,013
COMMITMENTS
104,197 106,414 18,252 438,361 438,139 560,810 562,805 106,203 104,208
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 7,604)
-3,880 9,072 -2,941 149 -2,674 -6,671 3,458 14,275 4,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 16.0 2.7 65.7 65.7 84.1 84.4 15.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599)
115 161 73 221 228 376 422
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 78,057
COMMITMENTS
7,883 3,333 25 39,912 34,119 47,820 37,477 30,237 40,580
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 3,683)
-995 -3,837 0 1,411 788 416 -3,049 3,267 6,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 4.3 0.0 51.1 43.7 61.3 48.0 38.7 52.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 8 1 24 19 37 28
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,944,782
COMMITMENTS
501,312 535,145 71,395 1992244 2020100 2564951 2626640 379,831 318,142
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 19,604)
-32,181 46,787 3,055 -6,308 -17,309 -35,434 32,533 55,038 -12,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 18.2 2.4 67.7 68.6 87.1 89.2 12.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
112 160 70 214 220 366 410
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 82,858
COMMITMENTS
22,550 2,486 605 49,046 76,097 72,201 79,188 10,657 3,670
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -214)
69 497 485 -72 -1,766 482 -784 -696 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 3.0 0.7 59.2 91.8 87.1 95.6 12.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 6 5 47 33 65 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,494
COMMITMENTS
31,725 5,865 904 18,645 47,033 51,275 53,802 8,219 5,691
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 320)
-1,451 167 319 -936 -430 -2,068 56 2,388 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 9.9 1.5 31.3 79.1 86.2 90.4 13.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
80 56 19 59 67 147 134
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 297,468
COMMITMENTS
158,626 29,327 4,520 93,227 235,164 256,373 269,011 41,095 28,457
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,598)
-7,255 835 1,595 -4,680 -2,148 -10,340 282 11,938 1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 9.9 1.5 31.3 79.1 86.2 90.4 13.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
80 56 19 59 67 147 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 112,028
COMMITMENTS
73,395 47,291 2,104 9,760 42,144 85,259 91,539 26,769 20,489
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 2,000)
-150 -2,316 -32 1,675 5,938 1,493 3,590 507 -1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.5 42.2 1.9 8.7 37.6 76.1 81.7 23.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
38 24 12 14 20 58 50
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,862
COMMITMENTS
9,627 2,559 8 14,489 25,580 24,124 28,147 8,738 4,715
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 218)
-2,230 -30 -7 153 124 -2,084 87 2,302 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 7.8 0.0 44.1 77.8 73.4 85.7 26.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 3 1 13 12 26 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,716
COMMITMENTS
10,947 6,043 2,016 29,909 28,846 42,872 36,905 7,844 13,811
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,004)
1,300 -275 497 702 -169 2,499 53 -1,495 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 11.9 4.0 59.0 56.9 84.5 72.8 15.5 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
17 16 5 24 25 45 42
Updated October 14, 2016