BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,587
COMMITMENTS
718 1,398 750 6,009 5,550 7,477 7,699 1,110 888
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 329)
6 223 -2 177 29 181 250 149 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 16.3 8.7 70.0 64.6 87.1 89.7 12.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 8 7 19 20 28 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 57,962
COMMITMENTS
17,952 2,371 17,759 17,516 23,582 53,227 43,711 4,735 14,251
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 5,460)
1,905 -599 2,680 910 1,380 5,494 3,460 -35 1,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 4.1 30.6 30.2 40.7 91.8 75.4 8.2 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
22 22 32 34 31 75 66
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,702
COMMITMENTS
289 1,277 1,484 4,095 3,108 5,868 5,869 834 833
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 250)
25 100 56 170 98 251 254 -1 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 19.1 22.1 61.1 46.4 87.6 87.6 12.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 13 13 23 20 37 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,406
COMMITMENTS
1,096 404 1,792 2,954 2,641 5,842 4,837 564 1,569
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 272)
62 19 8 196 240 266 267 6 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 6.3 28.0 46.1 41.2 91.2 75.5 8.8 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 1 9 9 9 18 19
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 306,690
COMMITMENTS
92,588 56,928 105,226 85,538 104,024 283,352 266,178 23,338 40,511
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 11,666)
5,250 7,617 8,552 -1,603 -3,586 12,200 12,583 -533 -916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 18.6 34.3 27.9 33.9 92.4 86.8 7.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
110 108 124 85 91 263 263
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 352,640
COMMITMENTS
104,574 68,478 105,189 110,625 130,252 320,389 303,919 32,251 48,720
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 12,664)
2,048 -2,714 7,115 4,858 6,412 14,020 10,813 -1,356 1,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 19.4 29.8 31.4 36.9 90.9 86.2 9.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
124 108 135 134 137 325 323
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,961
COMMITMENTS
1,883 1,044 408 602 1,494 2,893 2,946 1,068 1,015
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 150)
80 -295 147 -143 272 84 124 66 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 26.4 10.3 15.2 37.7 73.0 74.4 27.0 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
24 11 11 16 18 46 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 58,191
COMMITMENTS
17,616 15,211 18,579 12,675 9,392 48,870 43,182 9,321 15,009
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,332)
238 1,471 1,100 398 -204 1,737 2,367 596 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 26.1 31.9 21.8 16.1 84.0 74.2 16.0 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
49 69 62 59 54 147 154
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,835
COMMITMENTS
1,561 15,463 4,338 27,240 11,854 33,139 31,655 696 2,180
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,851)
342 1,851 173 2,457 656 2,972 2,680 -121 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 45.7 12.8 80.5 35.0 97.9 93.6 2.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
10 24 20 29 27 53 57
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 36,928
COMMITMENTS
24,138 12,109 0 11,776 24,246 35,914 36,355 1,014 573
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,837)
1,588 -2,702 0 238 4,618 1,826 1,916 11 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.4 32.8 0.0 31.9 65.7 97.3 98.4 2.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 3 0 6 9 15 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 126,072
COMMITMENTS
34,470 45,383 9,171 55,581 37,455 99,222 92,009 26,850 34,062
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -28,767)
-22,759 4,865 975 -6,525 -39,124 -28,309 -33,284 -458 4,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 36.0 7.3 44.1 29.7 78.7 73.0 21.3 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
27 27 16 23 28 61 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,547
COMMITMENTS
12,763 18,759 673 19,917 4,079 33,353 23,510 7,194 17,037
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -1,888)
-14,497 -112 165 11,025 -132 -3,306 -78 1,418 -1,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 46.3 1.7 49.1 10.1 82.3 58.0 17.7 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 11 7 9 8 21 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 161,912
COMMITMENTS
24,864 110,745 2,896 128,732 40,157 156,492 153,798 5,420 8,114
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 7,191)
4,259 615 1,262 782 5,149 6,303 7,027 888 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 68.4 1.8 79.5 24.8 96.7 95.0 3.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
44 83 12 23 16 73 105
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 270,602
COMMITMENTS
45,222 131,968 22,991 179,089 77,504 247,303 232,464 23,299 38,138
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,163)
-21,081 8,201 -676 20,685 -3,751 -1,072 3,774 3,235 -1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 48.8 8.5 66.2 28.6 91.4 85.9 8.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
31 52 23 27 43 73 103
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 188,921
COMMITMENTS
96,748 28,196 16,966 46,516 106,915 160,230 152,077 28,692 36,844
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 18,816)
11,975 3,147 1,802 2,359 9,655 16,136 14,605 2,679 4,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 14.9 9.0 24.6 56.6 84.8 80.5 15.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
36 38 24 29 40 75 92
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 382,409
COMMITMENTS
95,205 177,726 32,586 206,874 112,233 334,665 322,545 47,744 59,864
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 6,883)
5,955 -3,989 2,197 -1,659 11,693 6,493 9,901 390 -3,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 46.5 8.5 54.1 29.3 87.5 84.3 12.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
64 81 52 60 64 151 172
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 29,630
COMMITMENTS
12,748 2,440 337 7,152 23,230 20,237 26,007 9,393 3,623
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 943)
1,287 -3,289 115 -433 3,648 969 474 -26 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 8.2 1.1 24.1 78.4 68.3 87.8 31.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 3 6 7 14 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,194
COMMITMENTS
18,624 8,451 561 7,324 18,224 26,509 27,236 1,685 958
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,770)
2,463 1,647 561 -204 535 2,820 2,743 -50 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.1 30.0 2.0 26.0 64.6 94.0 96.6 6.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 12 4 4 4 20 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 49,416
COMMITMENTS
34,159 40,952 75 9,649 4,995 43,883 46,022 5,533 3,394
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -110)
-619 -1,742 2 570 1,839 -47 99 -63 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 82.9 0.2 19.5 10.1 88.8 93.1 11.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
47 22 6 9 13 60 37
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,314,483
COMMITMENTS
889,145 1899547 7578719 9074112 7664348 17541977 17142614 772,506 1171870
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 91,954)
-23,812 27,422 -16,735 151,921 72,361 111,375 83,048 -19,421 8,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 10.4 41.4 49.5 41.8 95.8 93.6 4.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
51 106 132 132 141 274 296
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 821,074
COMMITMENTS
113,066 90,065 129,874 482,392 498,745 725,331 718,683 95,743 102,391
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -2,605)
-578 3,499 -5,128 3,197 -2,787 -2,509 -4,416 -96 1,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 11.0 15.8 58.8 60.7 88.3 87.5 11.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661)
152 174 171 248 254 494 505
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 118,040
COMMITMENTS
10,178 3,663 28,845 45,835 54,925 84,857 87,432 33,183 30,608
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 5,011)
760 -2,988 969 2,915 6,670 4,644 4,651 367 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.1 24.4 38.8 46.5 71.9 74.1 28.1 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 14 29 35 34 72 64
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,515,169
COMMITMENTS
530,217 447,790 489,365 2182785 2219099 3202367 3156254 312,802 358,915
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -38,078)
-13,178 25,947 -24,000 1,413 -47,283 -35,765 -45,335 -2,313 7,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 12.7 13.9 62.1 63.1 91.1 89.8 8.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
138 171 157 239 245 467 483
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 82,981
COMMITMENTS
22,918 1,995 355 47,248 77,887 70,521 80,237 12,460 2,744
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,905)
1,384 -422 150 270 1,989 1,804 1,717 101 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 2.4 0.4 56.9 93.9 85.0 96.7 15.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 4 3 46 34 62 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,821
COMMITMENTS
33,505 5,769 2,124 19,985 48,347 55,614 56,240 6,207 5,580
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 4,608)
3,607 -170 598 -89 3,961 4,116 4,389 493 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.2 9.3 3.4 32.3 78.2 90.0 91.0 10.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
85 56 21 66 72 162 139
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 309,103
COMMITMENTS
167,527 28,847 10,618 99,925 241,737 278,070 281,202 31,033 27,901
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 23,041)
18,036 -849 2,988 -446 19,805 20,579 21,944 2,463 1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.2 9.3 3.4 32.3 78.2 90.0 91.0 10.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
85 56 21 66 72 162 139
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 118,854
COMMITMENTS
64,096 48,012 13,717 15,283 34,050 93,096 95,780 25,758 23,074
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 12,422)
16,203 6,553 -413 -5,281 4,776 10,509 10,917 1,912 1,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 40.4 11.5 12.9 28.6 78.3 80.6 21.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
38 30 21 25 24 77 61
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,218
COMMITMENTS
11,313 2,830 9 15,064 25,680 26,386 28,519 7,832 5,699
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 976)
921 -467 -9 -1,106 689 -194 213 1,170 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 8.3 0.0 44.0 75.0 77.1 83.3 22.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 3 2 13 11 25 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,862
COMMITMENTS
11,106 9,036 1,217 30,609 23,298 42,932 33,551 8,930 18,311
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 6,808)
4,291 3,236 522 1,902 4,988 6,715 8,746 93 -1,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 17.4 2.3 59.0 44.9 82.8 64.7 17.2 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 16 5 28 22 44 40
Updated September 30, 2016