BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,469
COMMITMENTS
718 1,175 676 5,042 4,757 6,436 6,608 1,033 862
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -920)
-166 -299 -132 -522 -334 -820 -765 -99 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 15.7 9.0 67.5 63.7 86.2 88.5 13.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 9 7 18 19 27 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,791
COMMITMENTS
16,112 4,259 13,962 16,801 21,997 46,875 40,219 4,916 11,572
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -4,579)
-1,065 -328 -1,634 -1,486 -1,507 -4,185 -3,469 -395 -1,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 8.2 27.0 32.4 42.5 90.5 77.7 9.5 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
30 14 31 31 31 72 65
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,173
COMMITMENTS
343 1,111 1,252 3,790 3,099 5,385 5,463 788 710
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,102)
-2 -382 -53 -928 -588 -983 -1,023 -118 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 18.0 20.3 61.4 50.2 87.2 88.5 12.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 9 13 22 19 36 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,778
COMMITMENTS
885 301 1,714 2,425 2,321 5,023 4,336 755 1,442
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -101)
88 160 51 -260 -330 -121 -120 20 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 5.2 29.7 42.0 40.2 86.9 75.0 13.1 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 9 8 7 17 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 271,027
COMMITMENTS
79,651 38,205 84,929 85,599 107,755 250,180 230,889 20,848 40,139
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 8,985)
-2,390 -981 6,427 2,376 2,262 6,414 7,708 2,572 1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 14.1 31.3 31.6 39.8 92.3 85.2 7.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
92 90 108 85 85 238 230
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 348,402
COMMITMENTS
100,345 68,806 103,524 109,071 128,630 312,940 300,960 35,462 47,442
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 18,115)
1,081 7,893 5,275 8,210 3,544 14,566 16,712 3,549 1,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 19.7 29.7 31.3 36.9 89.8 86.4 10.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
118 108 138 143 139 327 328
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,801
COMMITMENTS
2,025 1,098 321 360 1,314 2,706 2,733 1,095 1,068
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -803)
-789 95 -106 14 -736 -881 -747 78 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 28.9 8.4 9.5 34.6 71.2 71.9 28.8 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
26 13 10 11 15 42 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,189
COMMITMENTS
16,584 12,376 15,899 13,169 10,935 45,652 39,210 9,536 15,979
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 4,971)
-89 1,651 2,467 458 -72 2,836 4,046 2,135 925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 22.4 28.8 23.9 19.8 82.7 71.0 17.3 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
46 64 58 57 57 143 147
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,065
COMMITMENTS
937 13,664 4,568 24,710 10,790 30,214 29,022 851 2,044
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -5,526)
-352 -2,552 -1,217 -3,980 -1,604 -5,548 -5,372 21 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 44.0 14.7 79.5 34.7 97.3 93.4 2.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 26 20 26 26 49 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,093
COMMITMENTS
21,344 11,095 398 16,030 27,067 37,772 38,560 1,321 533
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 18)
-98 351 398 -376 -706 -76 43 94 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.6 28.4 1.0 41.0 69.2 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 2 2 7 9 15 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,591
COMMITMENTS
42,154 22,564 12,063 54,858 83,627 109,076 118,254 34,516 25,338
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -130)
-5,099 -2,040 4,466 2,331 -3,084 1,697 -658 -1,828 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 15.7 8.4 38.2 58.2 76.0 82.4 24.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
27 23 19 25 28 65 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,822
COMMITMENTS
22,662 21,769 1,170 15,774 6,508 39,607 29,448 8,216 18,375
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 3,334)
-1,693 5,178 254 3,936 -145 2,498 5,287 836 -1,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 45.5 2.4 33.0 13.6 82.8 61.6 17.2 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 16 9 12 12 25 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 163,134
COMMITMENTS
16,854 75,291 14,945 126,648 67,258 158,446 157,494 4,688 5,640
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 48,358)
-3,035 22,045 3,659 47,733 22,976 48,358 48,680 0 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 46.2 9.2 77.6 41.2 97.1 96.5 2.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
34 57 20 21 27 72 91
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 294,748
COMMITMENTS
36,456 124,600 32,174 200,171 95,495 268,801 252,269 25,947 42,479
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 14,456)
-2,422 -4,214 10,150 865 8,650 8,593 14,586 5,863 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 42.3 10.9 67.9 32.4 91.2 85.6 8.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
28 54 25 29 52 73 116
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 206,408
COMMITMENTS
80,442 27,035 29,151 65,531 112,377 175,124 168,564 31,284 37,844
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -4,962)
-8,601 213 3,710 -2,876 -10,119 -7,767 -6,196 2,804 1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 13.1 14.1 31.7 54.4 84.8 81.7 15.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
28 40 22 31 39 72 88
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 443,910
COMMITMENTS
90,950 193,235 43,044 260,639 136,939 394,633 373,218 49,278 70,693
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 4,906)
-7,524 1,659 488 12,663 903 5,628 3,050 -722 1,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 43.5 9.7 58.7 30.8 88.9 84.1 11.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
58 87 53 62 63 146 179
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,330
COMMITMENTS
18,392 7,800 0 7,097 18,716 25,489 26,516 1,841 814
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -6,159)
2,308 -7,484 -265 -8,240 1,901 -6,197 -5,848 38 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 28.5 0.0 26.0 68.5 93.3 97.0 6.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 11 0 4 6 22 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 51,939
COMMITMENTS
37,243 31,115 77 8,475 16,386 45,795 47,578 6,144 4,361
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 5,443)
5,496 1,261 -256 -276 4,101 4,964 5,106 479 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.7 59.9 0.1 16.3 31.5 88.2 91.6 11.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
52 19 6 11 16 67 37
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,380,553
COMMITMENTS
1004316 1681624 8104882 9495160 8402772 18604358 18189278 776,195 1191274
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -88,543)
-51,006 78,368 -59,916 63,122 -76,845 -47,800 -58,394 -40,742 -30,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.7 41.8 49.0 43.4 96.0 93.9 4.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
53 117 141 140 146 296 309
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 975,590
COMMITMENTS
131,664 89,397 162,713 582,274 615,870 876,651 867,979 98,939 107,611
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 26,479)
-3,869 5,736 953 27,736 17,365 24,820 24,054 1,659 2,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 9.2 16.7 59.7 63.1 89.9 89.0 10.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 670)
157 172 165 263 264 505 517
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 207,076
COMMITMENTS
17,268 12,754 48,479 100,372 122,936 166,119 184,169 40,957 22,906
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 9,342)
-3,291 213 2,686 9,476 5,405 8,871 8,304 470 1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 6.2 23.4 48.5 59.4 80.2 88.9 19.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 15 27 39 36 73 66
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,842,572
COMMITMENTS
657,580 468,813 485,569 2409510 2464666 3552660 3419048 289,913 423,524
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 85,684)
-12,257 18,249 701 91,298 59,800 79,742 78,750 5,942 6,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 12.2 12.6 62.7 64.1 92.5 89.0 7.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 648)
148 167 151 253 256 479 496
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,792
COMMITMENTS
25,724 2,202 158 46,019 78,816 71,901 81,176 12,891 3,616
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,154)
-649 -191 -21 -1,282 -904 -1,952 -1,116 798 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 2.6 0.2 54.3 93.0 84.8 95.7 15.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
16 4 2 48 41 65 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 66,424
COMMITMENTS
35,809 7,095 2,864 21,731 50,548 60,403 60,507 6,021 5,917
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 897)
-333 437 110 1,202 -61 978 486 -81 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 10.7 4.3 32.7 76.1 90.9 91.1 9.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
87 62 25 81 78 179 154
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 332,121
COMMITMENTS
179,044 35,477 14,318 108,655 252,741 302,017 302,536 30,104 29,585
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 4,486)
-1,667 2,183 548 6,008 -303 4,889 2,428 -403 2,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 10.7 4.3 32.7 76.1 90.9 91.1 9.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
87 62 25 81 78 179 154
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 128,669
COMMITMENTS
66,578 26,504 14,847 15,985 60,357 97,410 101,708 31,259 26,960
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -2,581)
-3,657 102 -1,584 387 -4,043 -4,855 -5,524 2,273 2,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 20.6 11.5 12.4 46.9 75.7 79.0 24.3 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
34 26 19 20 20 70 49
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 49,765
COMMITMENTS
10,644 3,000 208 28,989 39,526 39,841 42,734 9,924 7,031
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 12,969)
-228 356 190 11,011 11,017 10,973 11,563 1,996 1,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 6.0 0.4 58.3 79.4 80.1 85.9 19.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 5 2 18 13 32 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 78,225
COMMITMENTS
17,911 7,285 3,182 43,227 32,481 64,320 42,948 13,905 35,277
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 11,637)
-1,877 525 2,424 5,982 4,650 6,529 7,599 5,108 4,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 9.3 4.1 55.3 41.5 82.2 54.9 17.8 45.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 15 12 39 31 73 54
Updated September 9, 2016