BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,543
COMMITMENTS
768 1,794 395 4,609 3,771 5,772 5,960 771 583
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 173)
98 -91 66 9 210 173 185 0 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 27.4 6.0 70.4 57.6 88.2 91.1 11.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 10 6 20 20 29 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,325
COMMITMENTS
20,236 9,595 1,068 10,376 15,752 31,680 26,415 2,645 7,910
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,003)
1,141 -7 -64 -58 509 1,019 438 -16 565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.0 28.0 3.1 30.2 45.9 92.3 77.0 7.7 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
28 22 20 21 24 58 57
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,386
COMMITMENTS
511 738 1,710 3,614 3,168 5,835 5,616 551 770
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 63)
30 21 24 -7 27 47 72 16 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 11.6 26.8 56.6 49.6 91.4 87.9 8.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 11 10 18 17 30 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 218,089
COMMITMENTS
85,483 71,559 41,270 75,535 73,047 202,288 185,876 15,801 32,213
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -7,756)
3,371 -654 -6,358 -3,255 -70 -6,242 -7,082 -1,514 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 32.8 18.9 34.6 33.5 92.8 85.2 7.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
106 91 99 51 83 209 233
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 288,547
COMMITMENTS
111,137 53,789 43,984 105,954 144,366 261,075 242,139 27,472 46,408
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 5,655)
4,239 -6,617 -143 -960 9,063 3,136 2,303 2,519 3,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 18.6 15.2 36.7 50.0 90.5 83.9 9.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
121 87 109 105 138 279 297
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,786
COMMITMENTS
1,575 1,010 218 789 1,615 2,582 2,843 1,204 943
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 14)
17 -353 83 -171 170 -71 -100 85 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 26.7 5.8 20.8 42.7 68.2 75.1 31.8 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 12 7 9 18 30 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,967
COMMITMENTS
19,060 15,612 6,011 12,523 9,380 37,594 31,003 7,373 13,964
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,557)
311 107 -226 817 413 902 294 655 1,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 34.7 13.4 27.8 20.9 83.6 68.9 16.4 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
43 56 49 39 52 115 135
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,019
COMMITMENTS
475 4,080 177 3,408 535 4,060 4,792 959 227
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 48)
62 85 -2 22 -41 82 42 -34 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 81.3 3.5 67.9 10.7 80.9 95.5 19.1 4.5
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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,382
COMMITMENTS
3,918 15,852 323 19,548 7,382 23,789 23,557 593 825
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 502)
275 453 -35 364 115 604 533 -102 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 65.0 1.3 80.2 30.3 97.6 96.6 2.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
20 10 10 23 19 45 37
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,151
COMMITMENTS
21,996 0 19 9,886 32,533 31,901 32,552 1,250 599
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -3)
70 0 17 -2 174 85 191 -88 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.4 0.0 0.1 29.8 98.1 96.2 98.2 3.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 0 1 11 9 22 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 114,416
COMMITMENTS
25,010 43,586 1,845 61,735 34,553 88,590 79,984 25,826 34,432
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -4,251)
-3,250 -2,136 177 -2,373 16 -5,446 -1,943 1,195 -2,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 38.1 1.6 54.0 30.2 77.4 69.9 22.6 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
20 34 12 18 27 44 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 67,062
COMMITMENTS
13,027 37,361 360 47,715 3,384 61,102 41,105 5,960 25,957
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 6,871)
3,512 4,946 -1 2,697 273 6,208 5,218 663 1,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 55.7 0.5 71.2 5.0 91.1 61.3 8.9 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 17 5 15 8 28 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 155,401
COMMITMENTS
19,314 73,814 11,898 117,839 62,354 149,051 148,066 6,350 7,335
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 425)
-570 5,616 -622 1,491 -5,106 299 -112 126 537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 47.5 7.7 75.8 40.1 95.9 95.3 4.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
32 69 14 21 22 63 98
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 244,257
COMMITMENTS
50,806 128,941 7,243 162,924 71,541 220,973 207,725 23,284 36,532
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,341)
-3,403 414 815 3,297 757 709 1,986 632 -645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 52.8 3.0 66.7 29.3 90.5 85.0 9.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
32 58 20 24 39 67 106
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 202,171
COMMITMENTS
72,124 72,393 2,691 108,163 83,995 182,978 159,079 19,193 43,092
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 14,487)
941 12,110 346 12,997 -2,207 14,284 10,249 203 4,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 35.8 1.3 53.5 41.5 90.5 78.7 9.5 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
23 48 11 29 35 59 88
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 447,190
COMMITMENTS
136,108 255,348 11,046 245,355 116,561 392,509 382,955 54,681 64,235
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 12,422)
8,986 8,878 904 1,559 4,835 11,449 14,617 973 -2,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 57.1 2.5 54.9 26.1 87.8 85.6 12.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
71 98 42 56 58 143 183
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,314
COMMITMENTS
17,655 3,655 841 12,274 27,008 30,770 31,504 1,544 810
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 6,615)
2 -301 839 5,876 6,001 6,717 6,539 -102 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 11.3 2.6 38.0 83.6 95.2 97.5 4.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 9 2 4 6 20 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 49,885
COMMITMENTS
30,231 32,103 345 15,554 13,979 46,130 46,427 3,755 3,458
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -122)
-1,548 -209 -198 2,195 97 449 -310 -571 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.6 64.4 0.7 31.2 28.0 92.5 93.1 7.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
32 20 5 11 12 45 35
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,500,249
COMMITMENTS
586,567 2727027 2894302 8476576 5703915 11957445 11325244 542,804 1175005
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 23,001)
5,919 43,242 -86,471 152,791 101,171 72,239 57,942 -49,238 -34,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 21.8 23.2 67.8 45.6 95.7 90.6 4.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
35 101 103 114 134 226 267
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 707,887
COMMITMENTS
96,958 115,816 21,671 488,817 465,908 607,447 603,395 100,440 104,492
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 10,126)
-178 10,127 -1,122 15,401 8,279 14,102 17,284 -3,976 -7,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 16.4 3.1 69.1 65.8 85.8 85.2 14.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
123 150 78 238 238 400 428
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 91,633
COMMITMENTS
11,555 2,558 89 50,822 44,297 62,466 46,944 29,167 44,689
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,200)
2,390 -1,070 14 -118 5,100 2,286 4,044 -1,086 -2,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 2.8 0.1 55.5 48.3 68.2 51.2 31.8 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 7 1 27 22 41 29
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,081,271
COMMITMENTS
459,497 598,768 75,432 2189975 2108057 2724904 2782257 356,367 299,014
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 44,630)
-4,222 64,601 -14,297 77,597 15,894 59,078 66,198 -14,448 -21,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 19.4 2.4 71.1 68.4 88.4 90.3 11.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601)
122 149 71 229 229 384 417
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,480
COMMITMENTS
27,240 4,395 111 48,840 79,653 76,191 84,159 12,289 4,321
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 5,378)
1,827 -706 -15 2,305 5,517 4,117 4,796 1,261 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 5.0 0.1 55.2 90.0 86.1 95.1 13.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 8 1 40 36 56 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,057
COMMITMENTS
24,991 7,137 395 19,550 38,405 44,937 45,937 6,120 5,119
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 940)
1,302 300 -53 -670 662 579 910 360 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 14.0 0.8 38.3 75.2 88.0 90.0 12.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
77 54 17 67 73 151 137
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 255,284
COMMITMENTS
124,957 35,685 1,976 97,751 192,026 224,684 229,687 30,600 25,597
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,698)
6,509 1,500 -263 -3,349 3,311 2,897 4,548 1,801 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 14.0 0.8 38.3 75.2 88.0 90.0 12.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
77 54 17 67 73 151 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 92,699
COMMITMENTS
54,791 33,834 2,470 13,591 30,888 70,852 67,192 21,847 25,507
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -8,290)
-8,697 1,051 524 1,460 -8,512 -6,713 -6,937 -1,577 -1,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.1 36.5 2.7 14.7 33.3 76.4 72.5 23.6 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
36 29 9 17 19 57 53
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,014
COMMITMENTS
11,958 2,797 136 15,396 28,411 27,490 31,344 8,524 4,670
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 178)
-220 45 133 340 -291 253 -113 -75 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 7.8 0.4 42.8 78.9 76.3 87.0 23.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 5 1 16 13 35 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 73,354
COMMITMENTS
9,453 17,750 3,659 48,250 37,860 61,362 59,269 11,992 14,085
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,153)
-285 1,256 1,053 2,881 -5,618 3,649 -3,309 504 7,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 24.2 5.0 65.8 51.6 83.7 80.8 16.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
20 16 8 29 33 54 52
Updated December 2, 2016