BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,920
COMMITMENTS
714 1,270 688 5,530 5,238 6,931 7,197 989 724
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 451)
-4 95 12 487 482 495 589 -44 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 16.0 8.7 69.8 66.1 87.5 90.9 12.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 9 7 19 22 28 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,407
COMMITMENTS
16,001 3,196 14,511 15,882 21,828 46,394 39,535 5,013 11,873
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -384)
-111 -1,064 549 -919 -169 -481 -684 97 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 6.2 28.2 30.9 42.5 90.2 76.9 9.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
24 18 31 32 31 72 64
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,135
COMMITMENTS
281 1,104 1,258 3,798 3,036 5,337 5,398 798 737
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -38)
-62 -7 5 7 -63 -49 -65 11 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 18.0 20.5 61.9 49.5 87.0 88.0 13.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 13 13 22 19 36 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,901
COMMITMENTS
850 313 1,772 2,728 2,335 5,350 4,420 551 1,481
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 123)
-35 11 58 303 14 327 84 -204 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 5.3 30.0 46.2 39.6 90.7 74.9 9.3 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 2 9 9 7 18 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 278,371
COMMITMENTS
83,555 41,762 87,042 84,417 108,571 255,014 237,375 23,357 40,996
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 7,343)
3,904 3,557 2,113 -1,183 816 4,834 6,486 2,509 857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 15.0 31.3 30.3 39.0 91.6 85.3 8.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
97 98 115 84 85 245 240
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 341,759
COMMITMENTS
100,860 73,691 97,801 108,018 123,098 306,678 294,590 35,081 47,169
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -6,643)
514 4,885 -5,723 -1,053 -5,532 -6,262 -6,370 -381 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 21.6 28.6 31.6 36.0 89.7 86.2 10.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
117 105 134 141 132 322 316
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,361
COMMITMENTS
1,743 1,017 276 400 1,122 2,418 2,415 943 946
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -440)
-282 -81 -45 39 -192 -288 -318 -152 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 30.3 8.2 11.9 33.4 71.9 71.9 28.1 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
24 11 10 14 12 43 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,027
COMMITMENTS
16,415 12,970 16,526 12,199 9,309 45,140 38,804 8,887 15,222
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,162)
-169 594 627 -970 -1,626 -512 -406 -650 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 24.0 30.6 22.6 17.2 83.6 71.8 16.4 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
46 70 65 58 57 150 154
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,729
COMMITMENTS
1,120 13,561 4,471 24,318 10,749 29,909 28,781 819 1,947
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -337)
183 -104 -97 -392 -41 -305 -241 -32 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 44.1 14.6 79.1 35.0 97.3 93.7 2.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
14 19 21 26 26 51 55
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 45,266
COMMITMENTS
21,869 11,173 3,179 18,898 30,377 43,946 44,729 1,320 537
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 6,173)
525 78 2,781 2,868 3,310 6,174 6,169 -1 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 24.7 7.0 41.7 67.1 97.1 98.8 2.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 2 2 9 9 18 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 139,807
COMMITMENTS
46,223 28,733 7,255 55,381 74,611 108,859 110,600 30,949 29,207
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -3,784)
4,068 6,170 -4,808 523 -9,016 -217 -7,654 -3,567 3,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 20.6 5.2 39.6 53.4 77.9 79.1 22.1 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 23 17 27 27 60 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,326
COMMITMENTS
20,838 19,512 2,805 15,253 4,608 38,896 26,926 7,430 19,400
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,496)
-1,824 -2,257 1,635 -521 -1,900 -711 -2,522 -786 1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 42.1 6.1 32.9 9.9 84.0 58.1 16.0 41.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 14 9 11 9 23 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 169,458
COMMITMENTS
20,085 85,629 14,430 131,368 62,404 165,883 162,462 3,574 6,995
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 6,324)
3,231 10,338 -515 4,721 -4,854 7,437 4,969 -1,114 1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 50.5 8.5 77.5 36.8 97.9 95.9 2.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
33 68 19 25 23 69 102
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 278,301
COMMITMENTS
37,981 119,953 32,107 186,453 86,172 256,542 238,232 21,759 40,069
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -16,446)
1,525 -4,647 -66 -13,717 -9,323 -12,259 -14,037 -4,188 -2,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 43.1 11.5 67.0 31.0 92.2 85.6 7.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
21 54 31 28 45 73 109
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 196,747
COMMITMENTS
85,574 27,887 25,978 57,528 107,119 169,080 160,984 27,667 35,763
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -9,661)
5,132 852 -3,173 -8,003 -5,258 -6,044 -7,579 -3,617 -2,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 14.2 13.2 29.2 54.4 85.9 81.8 14.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
32 37 26 30 37 74 89
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 428,594
COMMITMENTS
86,810 175,198 47,373 246,110 134,783 380,294 357,354 48,300 71,239
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -15,317)
-4,140 -18,037 4,330 -14,529 -2,156 -14,339 -15,864 -978 547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 40.9 11.1 57.4 31.4 88.7 83.4 11.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
50 80 52 65 65 142 174
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,737
COMMITMENTS
11,532 3,855 1,859 7,866 22,382 21,257 28,096 10,480 3,641
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 12.1 5.9 24.8 70.5 67.0 88.5 33.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 5 7 9 16 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,578
COMMITMENTS
17,591 7,630 0 7,055 18,103 24,646 25,733 1,932 845
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -752)
-801 -170 0 -42 -613 -843 -783 91 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.2 28.7 0.0 26.5 68.1 92.7 96.8 7.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 11 0 4 5 19 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 61,941
COMMITMENTS
34,900 29,771 10,545 10,563 18,029 56,008 58,345 5,933 3,596
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 10,002)
-2,343 -1,344 10,468 2,088 1,643 10,213 10,767 -211 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 48.1 17.0 17.1 29.1 90.4 94.2 9.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
50 17 10 14 16 70 37
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 5,305
COMMITMENTS
1,493 2,792 693 2,281 950 4,467 4,435 838 870
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 52.6 13.1 43.0 17.9 84.2 83.6 15.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 6 4 6 4 13 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,842,406
COMMITMENTS
909,593 1600181 8530953 9600003 8481775 19040549 18612909 801,857 1229497
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 461,853)
-94,723 -81,443 426,070 104,844 79,004 436,191 423,631 25,663 38,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.1 43.0 48.4 42.7 96.0 93.8 4.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
52 118 134 137 146 287 308
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,067,085
COMMITMENTS
117,679 94,067 175,130 653,178 674,795 945,987 943,992 121,098 123,093
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 91,495)
-13,986 4,670 12,417 70,904 58,925 69,336 76,013 22,159 15,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 8.8 16.4 61.2 63.2 88.7 88.5 11.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 672)
165 162 184 268 272 520 533
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 196,965
COMMITMENTS
16,174 15,043 36,129 103,148 106,790 155,452 157,963 41,513 39,002
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -10,111)
-1,094 2,289 -12,350 2,777 -16,146 -10,667 -26,206 556 16,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 7.6 18.3 52.4 54.2 78.9 80.2 21.1 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 16 31 37 35 74 69
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,350,603
COMMITMENTS
612,728 500,325 589,799 2750148 2840022 3952675 3930146 397,928 420,457
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 508,030)
-44,852 31,512 104,230 340,637 375,356 400,015 511,098 108,015 -3,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 11.5 13.6 63.2 65.3 90.9 90.3 9.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 653)
158 157 171 261 265 498 514
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,747
COMMITMENTS
20,587 1,851 2,039 50,961 78,361 73,587 82,251 12,160 3,496
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 955)
-5,137 -351 1,881 4,942 -455 1,686 1,075 -731 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 2.2 2.4 59.4 91.4 85.8 95.9 14.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 4 6 51 36 67 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,504
COMMITMENTS
26,634 7,601 3,623 33,166 53,067 63,423 64,291 6,081 5,213
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 3,079)
-9,175 506 759 11,435 2,519 3,019 3,784 60 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 10.9 5.2 47.7 76.4 91.3 92.5 8.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
79 66 30 81 90 170 176
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 347,518
COMMITMENTS
133,170 38,005 18,114 165,830 265,336 317,114 321,455 30,404 26,063
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 15,397)
-45,874 2,528 3,796 57,175 12,594 15,097 18,918 300 -3,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 10.9 5.2 47.7 76.4 91.3 92.5 8.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
79 66 30 81 90 170 176
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 131,947
COMMITMENTS
62,088 26,898 19,038 24,434 61,467 105,560 107,403 26,387 24,544
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 3,278)
-4,490 394 4,192 8,449 1,109 8,150 5,695 -4,872 -2,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 20.4 14.4 18.5 46.6 80.0 81.4 20.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
38 28 26 23 22 76 61
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,801
COMMITMENTS
10,697 3,351 18 14,997 24,001 25,712 27,370 7,089 5,431
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -16,964)
53 351 -190 -13,992 -15,525 -14,129 -15,364 -2,835 -1,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 10.2 0.1 45.7 73.2 78.4 83.4 21.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 4 1 13 10 25 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,716
COMMITMENTS
11,847 5,188 630 29,489 17,921 41,966 23,739 8,750 26,977
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -27,509)
-6,064 -2,097 -2,552 -13,738 -14,560 -22,354 -19,209 -5,155 -8,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 10.2 1.2 58.1 35.3 82.7 46.8 17.3 53.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
21 8 5 27 22 50 33
Updated September 16, 2016