BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,263
COMMITMENTS
604 1,763 345 4,575 3,559 5,524 5,667 739 596
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 324)
63 147 -1 163 208 225 354 99 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 28.1 5.5 73.0 56.8 88.2 90.5 11.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 10 6 21 20 30 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,878
COMMITMENTS
17,696 9,283 1,057 10,962 14,431 29,715 24,771 2,163 7,107
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 855)
661 399 37 -46 509 652 945 203 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.5 29.1 3.3 34.4 45.3 93.2 77.7 6.8 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
20 26 22 23 23 57 57
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,174
COMMITMENTS
524 640 1,601 3,529 3,158 5,654 5,399 520 775
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 332)
70 40 38 223 201 331 279 1 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 10.4 25.9 57.2 51.1 91.6 87.4 8.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 9 9 16 17 27 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 230,369
COMMITMENTS
84,082 75,780 50,445 78,635 70,845 213,162 197,070 17,207 33,299
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 5,792)
-3,375 -4,171 7,951 1,473 1,127 6,049 4,907 -257 885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 32.9 21.9 34.1 30.8 92.5 85.5 7.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
88 101 102 54 87 201 253
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 273,699
COMMITMENTS
99,302 70,720 45,356 105,013 119,594 249,671 235,670 24,028 38,029
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 358)
1,197 -4,054 120 -504 2,974 813 -960 -455 1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 25.8 16.6 38.4 43.7 91.2 86.1 8.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
108 101 112 102 127 268 297
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,873
COMMITMENTS
1,583 1,574 65 1,127 1,489 2,775 3,128 1,098 745
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -22)
-11 -39 -7 44 62 26 16 -48 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 40.6 1.7 29.1 38.4 71.6 80.8 28.4 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 11 5 15 17 35 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,337
COMMITMENTS
18,576 16,888 6,092 11,456 8,453 36,124 31,433 7,213 11,904
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,271)
1,228 -585 352 -506 523 1,074 290 197 981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 39.0 14.1 26.4 19.5 83.4 72.5 16.6 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
46 61 43 38 49 110 136
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,843
COMMITMENTS
417 3,875 184 3,402 613 4,003 4,672 840 171
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 227)
84 167 -17 205 108 272 258 -45 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 80.0 3.8 70.2 12.7 82.7 96.5 17.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 3 13 5 18 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,114
COMMITMENTS
3,526 14,947 338 18,704 6,966 22,568 22,251 546 863
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 427)
218 406 -23 207 11 402 394 25 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 64.7 1.5 80.9 30.1 97.6 96.3 2.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 9 9 21 17 41 34
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 40,209
COMMITMENTS
26,703 140 0 12,582 39,437 39,285 39,577 924 632
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -3,136)
-3,713 -573 0 847 -2,443 -2,866 -3,016 -270 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.4 0.3 0.0 31.3 98.1 97.7 98.4 2.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 1 0 9 9 21 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 125,532
COMMITMENTS
34,293 52,892 1,902 64,713 32,179 100,908 86,973 24,624 38,559
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 4,539)
1,443 -1,270 395 4,074 1,618 5,912 743 -1,373 3,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 42.1 1.5 51.6 25.6 80.4 69.3 19.6 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 36 12 17 25 47 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,533
COMMITMENTS
7,005 29,199 464 39,568 3,047 47,037 32,710 7,496 21,823
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 901)
199 -898 46 1,882 -1,736 2,127 -2,588 -1,226 3,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 53.5 0.9 72.6 5.6 86.3 60.0 13.7 40.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 18 5 13 6 22 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 153,771
COMMITMENTS
22,124 67,277 12,976 111,940 67,051 147,040 147,304 6,731 6,467
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 4,905)
-3,174 8,983 -458 7,540 -4,200 3,908 4,325 997 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 43.8 8.4 72.8 43.6 95.6 95.8 4.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
34 67 15 23 22 68 96
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 248,103
COMMITMENTS
54,241 134,554 6,690 164,645 70,318 225,576 211,562 22,527 36,541
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -5,600)
1,030 -8,502 2,027 -4,938 2,477 -1,881 -3,998 -3,719 -1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 54.2 2.7 66.4 28.3 90.9 85.3 9.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
36 52 17 26 39 69 101
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 170,967
COMMITMENTS
67,085 46,409 1,917 81,503 88,408 150,505 136,734 20,462 34,233
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 6,639)
-5,534 5,746 73 11,665 269 6,204 6,088 435 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 27.1 1.1 47.7 51.7 88.0 80.0 12.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
32 41 10 32 35 69 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 415,752
COMMITMENTS
121,575 240,757 8,128 235,596 104,624 365,299 353,509 50,453 62,243
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -2,255)
2,678 -7,454 -1,757 -10,020 3,589 -9,099 -5,622 6,844 3,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 57.9 2.0 56.7 25.2 87.9 85.0 12.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
72 93 40 58 58 142 180
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,869
COMMITMENTS
19,363 3,821 261 5,596 22,015 25,220 26,097 1,649 772
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -3,175)
-3,057 853 107 -85 -4,144 -3,035 -3,184 -140 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.1 14.2 1.0 20.8 81.9 93.9 97.1 6.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 8 3 3 6 20 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,563
COMMITMENTS
33,547 31,504 494 9,845 13,582 43,886 45,580 4,677 2,983
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -3,550)
-2,577 -2,115 337 12 -545 -2,228 -2,323 -1,322 -1,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.1 64.9 1.0 20.3 28.0 90.4 93.9 9.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
35 19 7 11 13 48 37
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,105,219
COMMITMENTS
400,999 2505301 2858610 8195663 5606022 11455272 10969933 649,947 1135286
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 441,284)
-47,093 233,575 318,140 249,284 -130,014 520,331 421,701 -79,047 19,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 20.7 23.6 67.7 46.3 94.6 90.6 5.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
26 93 93 120 139 224 254
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 667,044
COMMITMENTS
97,544 93,626 21,255 447,113 446,002 565,912 560,883 101,131 106,161
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -5,940)
-4,326 1,429 -5,873 6,391 -303 -3,809 -4,747 -2,131 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 14.0 3.2 67.0 66.9 84.8 84.1 15.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
128 138 81 234 238 406 415
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 84,290
COMMITMENTS
9,245 2,542 25 46,146 39,778 55,416 42,345 28,874 41,945
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -2,502)
-2,924 716 -722 1,415 2,403 -2,231 2,397 -271 -4,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 3.0 0.0 54.7 47.2 65.7 50.2 34.3 49.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 4 1 28 21 45 26
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,913,769
COMMITMENTS
461,133 475,057 86,513 2004836 2031118 2552482 2592688 361,287 321,081
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -17,190)
-23,350 -12,773 -9,417 24,879 -13,528 -7,888 -35,718 -9,302 18,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 16.3 3.0 68.8 69.7 87.6 89.0 12.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593)
125 138 76 225 231 392 405
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 75,148
COMMITMENTS
21,058 2,886 125 42,673 68,372 63,856 71,383 11,292 3,765
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -1,950)
452 760 -85 -2,451 -3,542 -2,084 -2,867 134 917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 3.8 0.2 56.8 91.0 85.0 95.0 15.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 4 2 44 33 59 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,101
COMMITMENTS
21,851 7,569 975 22,894 37,881 45,720 46,425 5,381 4,676
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -8,721)
-3,738 2,299 -180 -4,805 -10,731 -8,723 -8,611 2 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 14.8 1.9 44.8 74.1 89.5 90.9 10.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
63 48 17 68 73 139 130
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 255,504
COMMITMENTS
109,255 37,843 4,876 114,468 189,407 228,599 232,126 26,905 23,378
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -43,607)
-18,692 11,497 -898 -24,025 -53,654 -43,615 -43,055 8 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 14.8 1.9 44.8 74.1 89.5 90.9 10.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
63 48 17 68 73 139 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,124
COMMITMENTS
77,814 36,296 2,856 8,814 54,377 89,484 93,529 23,640 19,595
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -24,436)
-14,689 -15,099 233 -2,462 -6,649 -16,918 -21,515 -7,518 -2,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.8 32.1 2.5 7.8 48.1 79.1 82.7 20.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
44 23 14 12 23 63 53
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,489
COMMITMENTS
10,950 2,951 5 15,859 28,461 26,814 31,417 8,675 4,072
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 541)
-797 466 0 1,806 115 1,009 581 -468 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 8.3 0.0 44.7 80.2 75.6 88.5 24.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 5 1 17 14 35 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,538
COMMITMENTS
12,895 10,123 2,165 42,038 42,840 57,098 55,128 9,440 11,410
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 5,820)
1,131 1,367 -651 5,122 532 5,602 1,248 218 4,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 15.2 3.3 63.2 64.4 85.8 82.9 14.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 17 8 33 36 66 57
Updated November 18, 2016