BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,370
COMMITMENTS
670 1,885 329 4,600 3,561 5,599 5,775 771 595
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 107)
66 122 -16 25 2 75 108 32 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 29.6 5.2 72.2 55.9 87.9 90.7 12.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 11 6 21 20 30 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,322
COMMITMENTS
19,095 9,602 1,132 10,434 15,243 30,661 25,977 2,661 7,345
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,444)
1,399 319 75 -528 812 946 1,206 498 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 28.8 3.4 31.3 45.7 92.0 78.0 8.0 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 25 22 21 23 57 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,323
COMMITMENTS
481 717 1,686 3,621 3,141 5,788 5,544 535 779
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 149)
-43 77 85 92 -17 134 145 15 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 11.3 26.7 57.3 49.7 91.5 87.7 8.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 10 10 17 17 29 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 225,845
COMMITMENTS
82,112 72,213 47,628 78,790 73,117 208,530 192,958 17,315 32,887
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -4,524)
-1,970 -3,567 -2,817 155 2,272 -4,632 -4,112 108 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 32.0 21.1 34.9 32.4 92.3 85.4 7.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
91 92 105 53 88 202 249
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 282,892
COMMITMENTS
106,898 60,406 44,127 106,914 135,303 257,939 239,836 24,953 43,056
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 9,193)
7,596 -10,314 -1,229 1,901 15,709 8,268 4,166 925 5,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 21.4 15.6 37.8 47.8 91.2 84.8 8.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
113 97 104 102 136 267 297
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,772
COMMITMENTS
1,558 1,363 135 960 1,445 2,653 2,943 1,119 829
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -101)
-25 -211 70 -167 -44 -122 -185 21 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 36.1 3.6 25.5 38.3 70.3 78.0 29.7 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
17 10 6 10 15 32 28
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,410
COMMITMENTS
18,749 15,505 6,237 11,706 8,967 36,692 30,709 6,718 12,701
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 73)
173 -1,383 145 250 514 568 -724 -495 797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 35.7 14.4 27.0 20.7 84.5 70.7 15.5 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
42 57 49 38 50 115 135
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,971
COMMITMENTS
413 3,995 179 3,386 576 3,978 4,750 993 221
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 128)
-4 120 -5 -16 -37 -25 78 153 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 80.4 3.6 68.1 11.6 80.0 95.6 20.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 3 12 4 17 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,880
COMMITMENTS
3,643 15,399 358 19,184 7,267 23,185 23,024 695 856
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 766)
117 452 20 480 301 617 773 149 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 64.5 1.5 80.3 30.4 97.1 96.4 2.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 9 9 22 17 42 34
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,154
COMMITMENTS
21,926 0 2 9,888 32,359 31,816 32,361 1,338 793
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -7,055)
-4,777 -140 2 -2,694 -7,078 -7,469 -7,216 414 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.1 0.0 0.0 29.8 97.6 96.0 97.6 4.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 0 1 9 7 19 8
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 118,667
COMMITMENTS
28,260 45,722 1,668 64,108 34,537 94,036 81,927 24,631 36,740
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -6,865)
-6,033 -7,170 -234 -605 2,358 -6,872 -5,046 7 -1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 38.5 1.4 54.0 29.1 79.2 69.0 20.8 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
21 34 12 20 28 47 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 60,191
COMMITMENTS
9,515 32,415 361 45,018 3,111 54,894 35,887 5,297 24,304
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 5,658)
2,510 3,216 -103 5,450 64 7,857 3,177 -2,199 2,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 53.9 0.6 74.8 5.2 91.2 59.6 8.8 40.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 16 5 14 7 26 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 154,976
COMMITMENTS
19,884 68,198 12,520 116,348 67,460 148,752 148,178 6,224 6,798
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,205)
-2,240 921 -456 4,408 409 1,712 874 -507 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 44.0 8.1 75.1 43.5 96.0 95.6 4.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
31 67 11 20 21 60 93
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 242,916
COMMITMENTS
54,209 128,527 6,428 159,627 70,784 220,264 205,739 22,652 37,177
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -5,187)
-32 -6,027 -262 -5,018 466 -5,312 -5,823 125 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 52.9 2.6 65.7 29.1 90.7 84.7 9.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
36 55 18 24 39 67 105
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 187,684
COMMITMENTS
71,183 60,283 2,345 95,166 86,202 168,694 148,830 18,990 38,854
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 16,717)
4,098 13,874 428 13,663 -2,206 18,189 12,096 -1,472 4,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 32.1 1.2 50.7 45.9 89.9 79.3 10.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
28 46 11 31 34 66 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 434,768
COMMITMENTS
127,122 246,470 10,142 243,796 111,726 381,060 368,338 53,708 66,430
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 19,016)
5,547 5,713 2,014 8,200 7,102 15,761 14,829 3,255 4,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 56.7 2.3 56.1 25.7 87.6 84.7 12.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
69 97 40 60 59 143 183
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,699
COMMITMENTS
17,653 3,956 2 6,398 21,007 24,053 24,965 1,646 734
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -1,170)
-1,710 135 -259 802 -1,008 -1,167 -1,132 -3 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.7 15.4 0.0 24.9 81.7 93.6 97.1 6.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
15 9 2 4 6 19 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,007
COMMITMENTS
31,779 32,312 543 13,359 13,882 45,681 46,737 4,326 3,270
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,444)
-1,768 808 49 3,514 300 1,795 1,157 -351 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.5 64.6 1.1 26.7 27.8 91.3 93.5 8.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
29 22 7 12 12 43 39
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,477,248
COMMITMENTS
580,648 2683785 2980773 8323785 5602744 11885206 11267302 592,042 1209946
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 372,029)
179,649 178,484 122,163 128,122 -3,278 429,934 297,369 -57,905 74,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 21.5 23.9 66.7 44.9 95.3 90.3 4.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
25 101 93 111 130 216 250
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 697,761
COMMITMENTS
97,136 105,689 22,793 473,416 457,630 593,345 586,112 104,416 111,649
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 30,717)
-408 12,063 1,538 26,302 11,628 27,433 25,229 3,285 5,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 15.1 3.3 67.8 65.6 85.0 84.0 15.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
123 155 79 235 235 405 423
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 90,433
COMMITMENTS
9,165 3,628 75 50,940 39,197 60,180 42,900 30,253 47,533
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 6,143)
-80 1,086 50 4,794 -581 4,764 555 1,379 5,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 4.0 0.1 56.3 43.3 66.5 47.4 33.5 52.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 7 1 28 20 40 27
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,036,641
COMMITMENTS
463,719 534,167 89,729 2112378 2092163 2665826 2716059 370,815 320,582
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 122,872)
2,586 59,110 3,216 107,542 61,045 113,344 123,371 9,528 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 17.6 3.0 69.6 68.9 87.8 89.4 12.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
124 152 74 226 226 391 412
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 83,102
COMMITMENTS
25,413 5,101 126 46,535 74,136 72,074 79,363 11,028 3,739
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 7,954)
4,355 2,215 1 3,862 5,764 8,218 7,980 -264 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 6.1 0.2 56.0 89.2 86.7 95.5 13.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 9 3 41 36 61 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,117
COMMITMENTS
23,690 6,837 448 20,220 37,743 44,357 45,028 5,760 5,089
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -984)
1,839 -732 -527 -2,674 -138 -1,362 -1,397 379 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 13.6 0.9 40.3 75.3 88.5 89.8 11.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
70 52 14 70 74 145 135
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 250,586
COMMITMENTS
118,448 34,185 2,239 101,100 188,715 221,787 225,139 28,799 25,447
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -4,918)
9,193 -3,658 -2,637 -13,368 -692 -6,812 -6,987 1,894 2,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 13.6 0.9 40.3 75.3 88.5 89.8 11.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
70 52 14 70 74 145 135
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 100,989
COMMITMENTS
63,488 32,783 1,946 12,131 39,400 77,565 74,129 23,424 26,860
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -12,135)
-14,326 -3,513 -910 3,317 -14,977 -11,919 -19,400 -216 7,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.9 32.5 1.9 12.0 39.0 76.8 73.4 23.2 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
35 26 7 17 20 56 49
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,836
COMMITMENTS
12,178 2,752 3 15,056 28,702 27,237 31,457 8,599 4,379
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 347)
1,228 -199 -2 -803 241 423 40 -76 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 7.7 0.0 42.0 80.1 76.0 87.8 24.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 5 1 15 14 34 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 69,201
COMMITMENTS
9,738 16,494 2,606 45,369 43,478 57,713 62,578 11,488 6,623
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,663)
-3,157 6,371 441 3,331 638 615 7,450 2,048 -4,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 23.8 3.8 65.6 62.8 83.4 90.4 16.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 16 8 30 36 57 57
Updated November 25, 2016