BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,257
COMMITMENTS
712 1,175 752 5,832 5,521 7,296 7,449 961 808
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 337)
-2 -95 64 302 283 365 252 -28 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 14.2 9.1 70.6 66.9 88.4 90.2 11.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 9 8 19 20 28 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,502
COMMITMENTS
16,047 2,970 15,079 16,607 22,202 47,733 40,251 4,769 12,251
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,095)
46 -226 569 725 374 1,339 717 -244 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 5.7 28.7 31.6 42.3 90.9 76.7 9.1 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
30 14 33 32 31 74 66
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,452
COMMITMENTS
264 1,177 1,428 3,925 3,010 5,617 5,615 835 837
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 317)
-17 73 170 127 -26 280 216 36 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 18.2 22.1 60.8 46.7 87.1 87.0 12.9 13.0
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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,134
COMMITMENTS
1,033 385 1,784 2,759 2,401 5,576 4,570 558 1,564
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 233)
183 73 12 30 65 226 150 7 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 6.3 29.1 45.0 39.1 90.9 74.5 9.1 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 2 9 9 8 18 18
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 295,023
COMMITMENTS
87,338 49,311 96,674 87,140 107,610 271,152 253,596 23,872 41,428
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 16,653)
3,782 7,549 9,632 2,724 -961 16,138 16,221 515 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 16.7 32.8 29.5 36.5 91.9 86.0 8.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
103 97 118 86 87 257 246
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 339,975
COMMITMENTS
102,526 71,191 98,075 105,767 123,840 306,368 293,106 33,607 46,869
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -1,784)
1,667 -2,500 274 -2,250 742 -310 -1,484 -1,474 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 20.9 28.8 31.1 36.4 90.1 86.2 9.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
122 103 132 135 130 321 314
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,811
COMMITMENTS
1,804 1,339 261 745 1,222 2,809 2,822 1,002 989
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 450)
61 322 -14 345 100 392 407 59 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.3 35.1 6.9 19.5 32.1 73.7 74.1 26.3 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
23 16 8 17 12 45 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,859
COMMITMENTS
17,378 13,740 17,479 12,277 9,596 47,133 40,816 8,726 15,043
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,833)
963 771 953 78 287 1,994 2,011 -161 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 24.6 31.3 22.0 17.2 84.4 73.1 15.6 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
51 61 59 61 55 148 146
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,984
COMMITMENTS
1,220 13,612 4,165 24,783 11,198 30,167 28,975 817 2,010
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 256)
99 51 -306 465 449 258 194 -2 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 43.9 13.4 80.0 36.1 97.4 93.5 2.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
9 23 20 29 27 52 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,091
COMMITMENTS
22,550 14,811 0 11,538 19,628 34,088 34,439 1,003 652
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -10,175)
681 3,638 -3,179 -7,360 -10,749 -9,858 -10,290 -317 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.3 42.2 0.0 32.9 55.9 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 3 0 6 7 14 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 154,839
COMMITMENTS
57,229 40,518 8,196 62,106 76,580 127,531 125,293 27,308 29,545
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 15,031)
11,007 11,785 941 6,724 1,968 18,672 14,693 -3,640 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 26.2 5.3 40.1 49.5 82.4 80.9 17.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 27 14 24 30 58 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,435
COMMITMENTS
27,260 18,871 507 8,892 4,210 36,659 23,589 5,776 18,846
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -3,891)
6,423 -641 -2,298 -6,362 -398 -2,237 -3,337 -1,654 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 44.5 1.2 21.0 9.9 86.4 55.6 13.6 44.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 13 6 7 8 20 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 154,720
COMMITMENTS
20,606 110,130 1,634 127,949 35,008 150,189 146,771 4,532 7,949
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -14,737)
521 24,501 -12,796 -3,419 -27,396 -15,694 -15,691 957 954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 71.2 1.1 82.7 22.6 97.1 94.9 2.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
36 84 11 21 16 64 104
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 268,439
COMMITMENTS
66,303 123,767 23,667 158,404 81,255 248,374 228,690 20,064 39,749
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -9,862)
28,322 3,814 -8,440 -28,049 -4,916 -8,168 -9,543 -1,695 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 46.1 8.8 59.0 30.3 92.5 85.2 7.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
32 49 25 26 42 72 102
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 170,106
COMMITMENTS
84,773 25,049 15,164 44,157 97,260 144,094 137,472 26,012 32,633
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -26,641)
-802 -2,838 -10,814 -13,371 -9,859 -24,986 -23,512 -1,655 -3,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 14.7 8.9 26.0 57.2 84.7 80.8 15.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
28 34 19 32 39 69 83
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 375,526
COMMITMENTS
89,249 181,715 30,388 208,533 100,540 328,171 312,643 47,354 62,882
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -53,068)
2,440 6,517 -16,985 -37,577 -34,243 -52,122 -44,711 -945 -8,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 48.4 8.1 55.5 26.8 87.4 83.3 12.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
59 86 46 61 62 143 173
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,687
COMMITMENTS
11,461 5,729 222 7,585 19,582 19,268 25,533 9,419 3,154
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -3,050)
-71 1,874 -1,637 -281 -2,800 -1,989 -2,563 -1,061 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 20.0 0.8 26.4 68.3 67.2 89.0 32.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 2 7 8 13 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,424
COMMITMENTS
16,161 6,804 0 7,528 17,689 23,689 24,493 1,735 931
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -1,154)
-1,430 -826 0 473 -414 -957 -1,240 -197 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.6 26.8 0.0 29.6 69.6 93.2 96.3 6.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 11 0 5 5 19 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 49,526
COMMITMENTS
34,778 42,694 73 9,079 3,156 43,930 45,923 5,596 3,603
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -12,415)
-122 12,923 -10,472 -1,484 -14,873 -12,078 -12,422 -337 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.2 86.2 0.1 18.3 6.4 88.7 92.7 11.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
47 21 6 8 13 58 37
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,222,529
COMMITMENTS
912,957 1872125 7595454 8922191 7591987 17430602 17059566 791,927 1162963
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -1,619,877)
3,364 271,944 -935,499 -677,812 -889,788 -1609947 -1553343 -9,930 -66,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 10.3 41.7 49.0 41.7 95.7 93.6 4.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
45 114 133 130 136 274 292
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 823,679
COMMITMENTS
113,644 86,566 135,002 479,194 501,531 727,840 723,099 95,839 100,580
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -243,406)
-4,035 -7,501 -40,128 -173,984 -173,264 -218,147 -220,893 -25,259 -22,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 10.5 16.4 58.2 60.9 88.4 87.8 11.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 649)
160 154 159 247 254 481 493
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 113,030
COMMITMENTS
9,418 6,651 27,876 42,920 48,255 80,214 82,781 32,816 30,248
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -83,935)
-6,756 -8,392 -8,254 -60,229 -58,536 -75,238 -75,181 -8,697 -8,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 5.9 24.7 38.0 42.7 71.0 73.2 29.0 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 17 26 34 30 68 59
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,553,247
COMMITMENTS
543,395 421,843 513,365 2181372 2266382 3238132 3201590 315,115 351,657
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -797,356)
-69,333 -78,482 -76,435 -568,776 -573,640 -714,543 -728,556 -82,813 -68,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 11.9 14.4 61.4 63.8 91.1 90.1 8.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 630)
149 150 146 242 248 460 475
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 81,076
COMMITMENTS
21,534 2,417 205 46,978 75,898 68,717 78,520 12,359 2,556
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -4,671)
947 566 -1,834 -3,983 -2,463 -4,870 -3,731 199 -940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 3.0 0.3 57.9 93.6 84.8 96.8 15.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 6 2 47 35 60 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,212
COMMITMENTS
29,898 5,939 1,526 20,074 44,387 51,498 51,852 5,714 5,361
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -12,291)
3,264 -1,662 -2,097 -13,092 -8,681 -11,924 -12,439 -367 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 10.4 2.7 35.1 77.6 90.0 90.6 10.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
83 54 20 64 72 156 138
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 286,062
COMMITMENTS
149,491 29,695 7,630 100,370 221,933 257,492 259,258 28,571 26,804
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -61,456)
16,321 -8,310 -10,484 -65,460 -43,403 -59,622 -62,196 -1,833 740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 10.4 2.7 35.1 77.6 90.0 90.6 10.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
83 54 20 64 72 156 138
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 106,432
COMMITMENTS
47,893 41,459 14,130 20,564 29,274 82,587 84,863 23,845 21,569
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -25,515)
-14,195 14,561 -4,908 -3,870 -32,192 -22,973 -22,540 -2,542 -2,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 39.0 13.3 19.3 27.5 77.6 79.7 22.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 35 21 20 22 66 60
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,242
COMMITMENTS
10,392 3,297 18 16,170 24,991 26,580 28,306 6,662 4,936
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 441)
-305 -54 0 1,173 990 868 936 -427 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 9.9 0.1 48.6 75.2 80.0 85.2 20.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 5 1 15 11 25 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,054
COMMITMENTS
6,815 5,800 695 28,707 18,310 36,217 24,805 8,837 20,249
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -5,662)
-5,032 612 65 -782 389 -5,749 1,066 87 -6,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 12.9 1.5 63.7 40.6 80.4 55.1 19.6 44.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
15 10 5 29 19 48 30
Updated September 23, 2016