BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,987
COMMITMENTS
756 1,401 895 6,275 5,832 7,926 8,127 1,060 859
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 400)
38 3 144 266 281 449 429 -49 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 15.6 10.0 69.8 64.9 88.2 90.4 11.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 10 7 21 23 30 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 59,903
COMMITMENTS
19,234 3,254 18,237 17,767 24,316 55,239 45,808 4,664 14,095
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,941)
1,282 884 478 251 735 2,012 2,097 -70 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 5.4 30.4 29.7 40.6 92.2 76.5 7.8 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
25 21 32 35 34 77 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,972
COMMITMENTS
319 1,214 1,522 4,233 3,347 6,075 6,083 897 888
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 270)
30 -63 38 138 240 206 214 63 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 17.4 21.8 60.7 48.0 87.1 87.3 12.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 11 12 24 20 38 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,761
COMMITMENTS
899 404 2,010 3,217 2,735 6,126 5,149 635 1,612
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 355)
-197 0 218 262 94 284 312 71 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 6.0 29.7 47.6 40.5 90.6 76.2 9.4 23.8
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 312,533
COMMITMENTS
97,853 61,122 111,603 80,525 101,689 289,981 274,414 22,552 38,118
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 5,843)
5,265 4,194 6,377 -5,013 -2,335 6,630 8,236 -787 -2,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 19.6 35.7 25.8 32.5 92.8 87.8 7.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
116 112 121 87 95 261 276
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 357,703
COMMITMENTS
101,532 66,277 111,687 111,190 133,240 324,409 311,204 33,294 46,499
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 5,064)
-3,042 -2,200 6,497 565 2,987 4,020 7,285 1,043 -2,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 18.5 31.2 31.1 37.2 90.7 87.0 9.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
126 105 134 135 132 323 316
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,324
COMMITMENTS
2,121 914 451 521 1,813 3,093 3,178 1,231 1,145
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 363)
238 -130 43 -81 319 200 232 163 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 21.1 10.4 12.0 41.9 71.5 73.5 28.5 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
26 9 11 14 20 47 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,610
COMMITMENTS
18,082 15,342 15,717 12,637 9,460 46,436 40,519 8,174 14,091
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -3,581)
466 131 -2,862 -38 68 -2,434 -2,663 -1,147 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 28.1 28.8 23.1 17.3 85.0 74.2 15.0 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
50 69 60 55 51 143 149
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,106
COMMITMENTS
206 3,982 242 3,493 580 3,941 4,804 1,165 302
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 78.0 4.7 68.4 11.4 77.2 94.1 22.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 7 5 10 4 16 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,540
COMMITMENTS
1,733 16,556 4,620 28,460 12,178 34,813 33,354 727 2,186
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,705)
172 1,094 281 1,220 324 1,674 1,699 31 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 46.6 13.0 80.1 34.3 98.0 93.8 2.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 23 20 31 28 55 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 44,449
COMMITMENTS
31,116 13,710 0 12,285 30,131 43,401 43,841 1,048 608
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 7,521)
6,978 1,601 0 509 5,885 7,487 7,486 34 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.0 30.8 0.0 27.6 67.8 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 4 0 6 9 16 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 125,891
COMMITMENTS
32,246 46,132 9,230 57,943 37,897 99,419 93,259 26,472 32,632
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -181)
-2,224 748 59 2,362 442 197 1,249 -378 -1,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 36.6 7.3 46.0 30.1 79.0 74.1 21.0 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 31 17 23 28 57 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,142
COMMITMENTS
19,227 22,229 384 21,831 3,146 41,442 25,759 6,700 22,383
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 7,595)
6,464 3,470 -288 1,914 -933 8,089 2,249 -494 5,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 46.2 0.8 45.3 6.5 86.1 53.5 13.9 46.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 15 4 10 7 22 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 159,746
COMMITMENTS
22,182 108,254 2,976 129,585 40,577 154,742 151,807 5,004 7,940
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -2,165)
-2,682 -2,491 80 853 420 -1,749 -1,991 -416 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 67.8 1.9 81.1 25.4 96.9 95.0 3.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
39 82 10 21 17 66 103
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 305,374
COMMITMENTS
52,764 147,047 31,260 191,350 85,677 275,374 263,983 30,000 41,391
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 34,772)
7,542 15,078 8,269 12,261 8,173 28,072 31,519 6,701 3,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 48.2 10.2 62.7 28.1 90.2 86.4 9.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
34 52 27 31 45 79 110
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 197,086
COMMITMENTS
100,380 31,169 21,354 50,817 107,451 172,551 159,973 24,536 37,113
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 8,165)
3,632 2,972 4,388 4,301 536 12,321 7,896 -4,156 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 15.8 10.8 25.8 54.5 87.6 81.2 12.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
36 45 25 32 41 83 96
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 408,599
COMMITMENTS
98,701 187,580 37,073 223,147 118,610 358,921 343,263 49,677 65,336
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 26,190)
3,497 9,854 4,487 16,273 6,377 24,257 20,718 1,933 5,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 45.9 9.1 54.6 29.0 87.8 84.0 12.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
68 80 55 60 60 152 173
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,348
COMMITMENTS
13,476 2,057 422 7,783 24,991 21,681 27,470 9,667 3,878
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,718)
728 -383 85 631 1,761 1,444 1,463 274 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 6.6 1.3 24.8 79.7 69.2 87.6 30.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 4 6 7 15 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,894
COMMITMENTS
20,723 5,955 375 6,264 21,745 27,362 28,075 1,532 819
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 700)
2,099 -2,496 -186 -1,060 3,521 853 839 -153 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.7 20.6 1.3 21.7 75.3 94.7 97.2 5.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 10 2 3 4 19 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 49,242
COMMITMENTS
32,224 40,054 78 10,859 5,712 43,161 45,844 6,081 3,398
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -174)
-1,935 -898 3 1,210 717 -722 -178 548 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.4 81.3 0.2 22.1 11.6 87.7 93.1 12.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
46 23 7 10 15 60 41
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,945,704
COMMITMENTS
951,414 2055771 7895738 9355956 7800148 18203108 17751658 742,596 1194046
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 631,221)
62,269 156,224 317,019 281,843 135,800 661,132 609,044 -29,911 22,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 10.9 41.7 49.4 41.2 96.1 93.7 3.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
50 114 133 134 142 278 303
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 839,745
COMMITMENTS
109,365 93,977 130,906 495,191 500,991 735,461 725,873 104,284 113,872
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 18,671)
-3,701 3,912 1,032 12,799 2,246 10,130 7,190 8,540 11,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 11.2 15.6 59.0 59.7 87.6 86.4 12.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 665)
165 164 171 251 256 500 507
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 126,524
COMMITMENTS
9,921 7,647 27,945 55,584 51,194 93,450 86,787 33,074 39,738
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 8,484)
-257 3,985 -899 9,750 -3,731 8,593 -646 -109 9,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 6.0 22.1 43.9 40.5 73.9 68.6 26.1 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 13 26 34 31 69 59
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,566,103
COMMITMENTS
531,047 465,474 480,974 2198033 2248984 3210054 3195431 356,049 370,673
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 50,935)
830 17,683 -8,391 15,248 29,885 7,687 39,176 43,248 11,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 13.1 13.5 61.6 63.1 90.0 89.6 10.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 641)
149 163 158 244 246 475 485
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 83,072
COMMITMENTS
22,481 1,989 120 49,118 77,863 71,719 79,972 11,353 3,100
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 91)
-437 -6 -235 1,870 -24 1,198 -265 -1,107 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 2.4 0.1 59.1 93.7 86.3 96.3 13.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
15 4 2 49 34 64 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,515
COMMITMENTS
33,444 5,625 1,909 20,144 48,334 55,497 55,868 6,017 5,647
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -306)
-61 -145 -215 159 -13 -117 -372 -189 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 9.1 3.1 32.7 78.6 90.2 90.8 9.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
91 52 23 65 69 164 136
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 307,574
COMMITMENTS
167,220 28,123 9,545 100,722 241,672 277,487 279,341 30,087 28,233
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,529)
-307 -723 -1,073 797 -65 -583 -1,861 -947 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 9.1 3.1 32.7 78.6 90.2 90.8 9.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
91 52 23 65 69 164 136
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 132,594
COMMITMENTS
73,251 48,883 15,174 16,853 45,118 105,277 109,174 27,317 23,419
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 13,740)
9,155 871 1,456 1,570 11,067 12,181 13,394 1,559 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.2 36.9 11.4 12.7 34.0 79.4 82.3 20.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
39 33 24 23 25 78 66
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,644
COMMITMENTS
11,857 2,589 15 14,336 25,456 26,208 28,060 6,436 4,584
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,574)
544 -241 6 -728 -224 -178 -459 -1,396 -1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 7.9 0.0 43.9 78.0 80.3 86.0 19.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 3 3 12 12 27 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,712
COMMITMENTS
9,647 6,318 1,519 29,207 29,015 40,373 36,852 9,339 12,860
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -2,150)
-1,459 -2,718 302 -1,402 5,717 -2,559 3,301 409 -5,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 12.7 3.1 58.8 58.4 81.2 74.1 18.8 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
17 17 6 25 24 46 43
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,946
COMMITMENTS
8,748 7,460 29 5,078 7,278 13,855 14,767 1,091 179
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 49.9 0.2 34.0 48.7 92.7 98.8 7.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 7 1 5 1 12 9
Updated October 7, 2016