BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,215
COMMITMENTS
974 1,918 195 3,194 2,474 4,363 4,587 852 628
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 160)
143 108 -34 4 156 113 230 47 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 36.8 3.7 61.2 47.4 83.7 88.0 16.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 10 7 18 18 28 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,240
COMMITMENTS
22,396 8,391 747 8,655 18,434 31,798 27,572 3,442 7,668
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,393)
751 -179 6 152 943 909 770 484 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.6 23.8 2.1 24.6 52.3 90.2 78.2 9.8 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
29 20 17 19 25 55 55
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,009
COMMITMENTS
530 786 1,498 3,527 3,023 5,555 5,307 454 702
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 175)
58 62 -63 193 147 188 146 -13 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 13.1 24.9 58.7 50.3 92.4 88.3 7.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 12 11 19 18 33 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 192,541
COMMITMENTS
80,592 47,516 25,111 69,828 86,895 175,531 159,522 17,010 33,019
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -11,982)
-4,436 -14,147 -7,441 -3,134 9,552 -15,011 -12,036 3,029 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 24.7 13.0 36.3 45.1 91.2 82.9 8.8 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
82 75 80 48 81 178 207
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 300,306
COMMITMENTS
126,104 45,031 41,683 106,832 165,435 274,619 252,149 25,687 48,157
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 11,676)
7,356 -1,395 3,608 2,677 9,448 13,641 11,661 -1,965 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 15.0 13.9 35.6 55.1 91.4 84.0 8.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
124 84 107 101 142 273 298
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,191
COMMITMENTS
1,439 1,430 364 1,261 1,282 3,064 3,076 1,127 1,115
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 511)
-3 421 96 413 -210 506 307 5 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 34.1 8.7 30.1 30.6 73.1 73.4 26.9 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 12 8 14 17 34 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,627
COMMITMENTS
20,580 14,115 4,827 10,242 8,222 35,649 27,164 7,978 16,463
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -788)
173 -564 -1,063 -39 306 -929 -1,321 141 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 32.4 11.1 23.5 18.8 81.7 62.3 18.3 37.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
45 49 42 40 55 109 134
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,983
COMMITMENTS
498 4,076 135 3,432 496 4,065 4,707 918 276
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 139)
48 104 -11 133 56 170 149 -31 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 81.8 2.7 68.9 10.0 81.6 94.5 18.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 2 12 4 18 10
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,973
COMMITMENTS
4,949 15,272 167 17,266 6,779 22,382 22,218 591 755
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 721)
415 531 -9 264 104 670 626 51 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 66.5 0.7 75.2 29.5 97.4 96.7 2.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 8 7 21 19 41 33
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,000
COMMITMENTS
16,865 2,297 0 8,372 24,084 25,237 26,381 1,763 619
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -13,952)
-4,097 2,163 -3,539 -6,336 -12,492 -13,972 -13,868 20 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.5 8.5 0.0 31.0 89.2 93.5 97.7 6.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 1 0 5 8 16 9
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 106,080
COMMITMENTS
22,246 34,000 4,306 52,784 38,842 79,336 77,148 26,744 28,932
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -8,185)
-1,789 -11,904 1,388 -2,159 4,020 -2,560 -6,496 -5,625 -1,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 32.1 4.1 49.8 36.6 74.8 72.7 25.2 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
22 27 7 22 32 50 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,185
COMMITMENTS
33,476 26,366 333 16,028 4,665 49,837 31,364 5,348 23,821
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -9,448)
27,876 -4,522 -5,064 -31,458 359 -8,646 -9,227 -802 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.7 47.8 0.6 29.0 8.5 90.3 56.8 9.7 43.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 19 5 10 7 25 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 139,166
COMMITMENTS
20,806 87,487 1,223 111,792 43,353 133,821 132,063 5,345 7,103
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -16,552)
1,805 10,827 -10,035 -7,419 -17,423 -15,649 -16,631 -903 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 62.9 0.9 80.3 31.2 96.2 94.9 3.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
33 54 9 17 20 55 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 205,486
COMMITMENTS
44,152 103,502 4,213 137,410 60,917 185,775 168,632 19,711 36,854
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -32,311)
3,637 -9,356 -10,324 -22,834 -15,487 -29,521 -35,167 -2,790 2,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 50.4 2.1 66.9 29.6 90.4 82.1 9.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
26 51 12 18 35 50 92
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 220,435
COMMITMENTS
64,200 139,649 1,491 137,201 37,978 202,892 179,118 17,543 41,317
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -64,839)
1,768 13,788 -7,753 -57,692 -69,486 -63,677 -63,451 -1,162 -1,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 63.4 0.7 62.2 17.2 92.0 81.3 8.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
25 61 6 27 34 56 97
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 399,589
COMMITMENTS
117,460 195,505 10,551 219,648 130,749 347,659 336,805 51,930 62,784
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -48,090)
-6,137 -15,605 -245 -39,889 -29,487 -46,271 -45,337 -1,819 -2,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 48.9 2.6 55.0 32.7 87.0 84.3 13.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
65 90 32 54 59 132 169
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,059
COMMITMENTS
18,059 5,152 907 6,515 20,417 25,481 26,476 1,578 583
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 6,994)
6,600 711 311 -37 5,964 6,874 6,986 120 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.7 19.0 3.4 24.1 75.5 94.2 97.8 5.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 9 3 3 5 18 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,806
COMMITMENTS
28,313 35,266 249 9,684 3,149 38,246 38,664 3,560 3,142
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -12,420)
-1,089 2,162 -1,785 -8,380 -12,793 -11,254 -12,416 -1,166 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.7 84.4 0.6 23.2 7.5 91.5 92.5 8.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
30 24 4 12 6 44 32
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,738
COMMITMENTS
4,003 3,673 0 2,800 3,459 6,803 7,132 935 606
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -532)
2,279 404 -2,637 -194 1,870 -552 -363 20 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 47.5 0.0 36.2 44.7 87.9 92.2 12.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 5 0 5 3 13 8
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,093,509
COMMITMENTS
419,914 2427778 2151475 7989141 5372573 10560530 9951826 532,979 1141683
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,820,602)
-33,478 -384,098 -550,489 -1231694 -867,483 -1815661 -1802070 -4,941 -18,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 21.9 19.4 72.0 48.4 95.2 89.7 4.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
30 91 98 110 121 214 245
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 607,961
COMMITMENTS
84,787 85,802 14,950 432,515 431,769 532,252 532,521 75,709 75,440
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -171,964)
-11,895 -19,591 -17,630 -96,807 -86,737 -126,332 -123,958 -45,632 -48,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 14.1 2.5 71.1 71.0 87.5 87.6 12.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
119 140 70 218 214 373 388
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 56,450
COMMITMENTS
6,861 895 312 20,265 36,409 27,438 37,616 29,012 18,834
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -45,579)
-9,649 -584 -537 -29,676 -18,096 -39,862 -19,217 -5,717 -26,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 1.6 0.6 35.9 64.5 48.6 66.6 51.4 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 5 3 16 21 27 27
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,757,555
COMMITMENTS
399,972 434,877 62,848 2061251 1976801 2524071 2474526 233,484 283,029
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -631,925)
-52,200 -136,004 -44,494 -335,657 -343,205 -432,351 -523,703 -199,574 -108,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 15.8 2.3 74.7 71.7 91.5 89.7 8.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
118 139 68 214 210 366 383
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 97,328
COMMITMENTS
28,233 3,188 116 56,086 90,070 84,435 93,374 12,893 3,954
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -11,515)
2,047 -1,050 -28 -11,939 -10,291 -9,920 -11,369 -1,595 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 3.3 0.1 57.6 92.5 86.8 95.9 13.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
18 5 1 46 32 64 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,391
COMMITMENTS
22,870 7,882 523 15,102 31,728 38,495 40,133 5,896 4,258
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -15,409)
83 520 -541 -14,258 -15,500 -14,715 -15,521 -694 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.5 17.8 1.2 34.0 71.5 86.7 90.4 13.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
65 53 13 55 60 126 120
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 221,956
COMMITMENTS
114,350 39,411 2,617 75,508 158,638 192,475 200,666 29,481 21,290
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -77,044)
417 2,598 -2,703 -71,288 -77,502 -73,574 -77,607 -3,470 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.5 17.8 1.2 34.0 71.5 86.7 90.4 13.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
65 53 13 55 60 126 120
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 76,916
COMMITMENTS
38,321 34,380 1,789 16,673 13,912 56,783 50,081 20,133 26,835
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -10,854)
-1,969 7,563 -2,055 -2,997 -21,583 -7,021 -16,075 -3,833 5,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.8 44.7 2.3 21.7 18.1 73.8 65.1 26.2 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
29 28 4 12 10 44 39
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,999
COMMITMENTS
6,421 5,777 0 15,076 16,360 21,497 22,137 7,502 6,862
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,334)
-1,162 -591 0 -283 -1,234 -1,445 -1,825 111 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 19.9 0.0 52.0 56.4 74.1 76.3 25.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 5 0 15 8 28 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,965
COMMITMENTS
9,878 20,525 1,457 34,131 18,371 45,466 40,353 9,499 14,612
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,472)
203 1,868 -29 -326 4,002 -152 5,841 1,624 -4,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 37.3 2.7 62.1 33.4 82.7 73.4 17.3 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 18 4 32 24 55 44
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,483
COMMITMENTS
7,853 4,853 0 5,953 9,436 13,806 14,289 677 194
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.2 33.5 0.0 41.1 65.2 95.3 98.7 4.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 0 9 2 15 7
Updated December 23, 2016