BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,942
COMMITMENTS
655 1,600 850 5,515 4,718 7,021 7,169 921 773
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,045)
-101 199 -44 -761 -1,113 -906 -958 -139 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 20.1 10.7 69.4 59.4 88.4 90.3 11.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 10 8 19 20 29 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,949
COMMITMENTS
17,807 2,863 16,478 16,860 21,953 51,145 41,294 3,804 13,655
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -4,954)
-1,427 -391 -1,759 -908 -2,364 -4,094 -4,514 -861 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 5.2 30.0 30.7 40.0 93.1 75.1 6.9 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 24 28 35 33 74 66
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,790
COMMITMENTS
305 578 1,695 4,086 3,805 6,085 6,078 706 713
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -181)
-15 -636 172 -148 458 10 -5 -191 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 8.5 25.0 60.2 56.0 89.6 89.5 10.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 10 11 24 20 36 33
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,656
COMMITMENTS
254 417 2,349 3,424 2,275 6,027 5,041 629 1,615
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -106)
-645 13 339 207 -460 -99 -108 -7 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 6.3 35.3 51.4 34.2 90.6 75.7 9.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 3 9 9 8 18 18
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 323,345
COMMITMENTS
99,607 66,748 119,912 81,500 97,424 301,019 284,085 22,326 39,260
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 10,812)
1,753 5,626 8,309 975 -4,265 11,038 9,670 -226 1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 20.6 37.1 25.2 30.1 93.1 87.9 6.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
112 114 122 84 91 255 274
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 330,057
COMMITMENTS
102,494 68,570 85,483 107,972 128,973 295,949 283,026 34,108 47,031
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -27,646)
962 2,293 -26,204 -3,218 -4,267 -28,459 -28,177 813 531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 20.8 25.9 32.7 39.1 89.7 85.8 10.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
121 104 132 137 128 325 309
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,125
COMMITMENTS
2,705 934 541 553 2,415 3,799 3,889 1,327 1,236
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 802)
584 20 89 33 601 706 711 96 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 18.2 10.5 10.8 47.1 74.1 75.9 25.9 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
27 10 12 17 24 53 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,775
COMMITMENTS
18,138 15,560 16,833 11,811 8,619 46,782 41,013 8,992 14,762
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,165)
56 219 1,116 -826 -841 346 494 818 671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 27.9 30.2 21.2 15.5 83.9 73.5 16.1 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
49 75 62 55 55 146 158
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,770
COMMITMENTS
208 3,652 195 3,134 584 3,536 4,431 1,234 339
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -336)
2 -330 -48 -359 4 -405 -373 69 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 76.6 4.1 65.7 12.3 74.1 92.9 25.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 5 10 4 16 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,762
COMMITMENTS
1,645 15,516 3,767 25,658 10,393 31,070 29,676 692 2,086
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -3,778)
-89 -1,041 -853 -2,802 -1,785 -3,743 -3,678 -35 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 48.8 11.9 80.8 32.7 97.8 93.4 2.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
10 23 17 28 26 49 55
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 45,018
COMMITMENTS
31,537 13,867 0 12,285 30,468 43,822 44,335 1,196 683
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 569)
421 157 0 0 337 421 494 148 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.1 30.8 0.0 27.3 67.7 97.3 98.5 2.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 4 0 6 9 18 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,807
COMMITMENTS
31,210 41,870 6,279 55,287 36,959 92,777 85,109 28,030 35,698
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -5,084)
-1,036 -4,262 -2,950 -2,656 -938 -6,642 -8,150 1,558 3,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 34.7 5.2 45.8 30.6 76.8 70.5 23.2 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 26 10 23 27 50 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,412
COMMITMENTS
20,128 29,672 521 30,204 3,800 50,852 33,992 6,560 23,419
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 9,270)
901 7,443 136 8,373 654 9,410 8,233 -140 1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 51.7 0.9 52.6 6.6 88.6 59.2 11.4 40.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 19 6 10 8 23 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 137,952
COMMITMENTS
37,734 89,852 3,299 92,136 38,368 133,170 131,519 4,782 6,433
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -21,795)
15,552 -18,402 323 -37,448 -2,209 -21,573 -20,288 -222 -1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 65.1 2.4 66.8 27.8 96.5 95.3 3.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
48 70 13 21 15 76 91
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 306,380
COMMITMENTS
51,381 140,756 34,866 186,400 89,639 272,647 265,262 33,734 41,119
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,006)
-1,383 -6,290 3,606 -4,950 3,963 -2,727 1,278 3,734 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 45.9 11.4 60.8 29.3 89.0 86.6 11.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
36 59 31 29 43 84 114
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 187,116
COMMITMENTS
78,137 33,044 18,285 63,423 99,802 159,845 151,131 27,271 35,985
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -9,970)
-22,243 1,875 -3,069 12,607 -7,649 -12,705 -8,842 2,735 -1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 17.7 9.8 33.9 53.3 85.4 80.8 14.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
35 39 20 33 40 80 87
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 438,754
COMMITMENTS
109,916 206,959 37,366 241,757 127,877 389,039 372,201 49,715 66,553
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 30,156)
11,215 19,378 293 18,610 9,267 30,118 28,938 38 1,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 47.2 8.5 55.1 29.1 88.7 84.8 11.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
67 86 57 59 64 152 184
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,187
COMMITMENTS
13,347 1,164 364 7,151 24,960 20,862 26,488 9,325 3,699
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,161)
-129 -893 -58 -632 -31 -819 -982 -342 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 3.9 1.2 23.7 82.7 69.1 87.7 30.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 2 3 5 7 15 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,829
COMMITMENTS
20,140 5,298 533 6,429 22,075 27,102 27,906 1,727 923
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -65)
-583 -657 158 165 330 -260 -169 195 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.9 18.4 1.8 22.3 76.6 94.0 96.8 6.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 9 3 3 4 19 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,124
COMMITMENTS
30,962 38,698 199 10,585 4,586 41,746 43,483 5,378 3,641
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -2,118)
-1,262 -1,356 121 -274 -1,126 -1,415 -2,361 -703 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.7 82.1 0.4 22.5 9.7 88.6 92.3 11.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
42 21 6 12 11 56 36
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,286,640
COMMITMENTS
753,763 2244584 8192254 9638771 7657757 18584788 18094596 701,852 1192044
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 340,936)
-197,651 188,813 296,516 282,815 -142,390 381,680 342,938 -40,744 -2,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 11.6 42.5 50.0 39.7 96.4 93.8 3.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
50 113 129 133 141 275 297
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 854,487
COMMITMENTS
104,847 101,823 133,178 496,991 500,683 735,016 735,684 119,471 118,803
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 14,742)
-4,517 7,847 2,272 1,800 -308 -445 9,811 15,187 4,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 11.9 15.6 58.2 58.6 86.0 86.1 14.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 665)
167 169 177 244 252 494 515
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 130,286
COMMITMENTS
8,476 3,754 28,246 57,098 51,833 93,820 83,833 36,466 46,453
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 3,762)
-1,445 -3,893 301 1,514 639 370 -2,953 3,392 6,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.9 21.7 43.8 39.8 72.0 64.3 28.0 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
23 13 26 33 31 67 59
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,621,004
COMMITMENTS
502,366 510,855 504,148 2199465 2244248 3205979 3259251 415,025 361,753
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 54,900)
-28,682 45,381 23,175 1,432 -4,736 -4,075 63,820 58,975 -8,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 14.1 13.9 60.7 62.0 88.5 90.0 11.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 643)
153 167 163 238 244 471 494
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 82,858
COMMITMENTS
22,550 2,486 605 49,046 76,097 72,201 79,188 10,657 3,670
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -214)
69 497 485 -72 -1,766 482 -784 -696 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 3.0 0.7 59.2 91.8 87.1 95.6 12.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 6 5 47 33 65 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,681
COMMITMENTS
31,995 5,808 2,050 19,183 47,920 53,228 55,777 8,453 5,904
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 166)
-1,449 183 141 -961 -415 -2,269 -91 2,435 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 9.4 3.3 31.1 77.7 86.3 90.4 13.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
83 58 28 62 69 157 143
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 308,405
COMMITMENTS
159,976 29,038 10,248 95,917 239,599 266,141 278,885 42,264 29,520
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 831)
-7,244 914 703 -4,804 -2,073 -11,346 -456 12,177 1,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 9.4 3.3 31.1 77.7 86.3 90.4 13.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
83 58 28 62 69 157 143
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 131,061
COMMITMENTS
72,050 47,924 12,638 18,201 48,598 102,889 109,160 28,172 21,901
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,533)
-1,201 -959 -2,535 1,348 3,480 -2,388 -15 855 -1,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.0 36.6 9.6 13.9 37.1 78.5 83.3 21.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
38 28 21 20 23 71 59
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,862
COMMITMENTS
9,627 2,559 8 14,489 25,580 24,124 28,147 8,738 4,715
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 218)
-2,230 -30 -7 153 124 -2,084 87 2,302 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 7.8 0.0 44.1 77.8 73.4 85.7 26.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 3 1 13 12 26 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| 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
10,947 6,043 2,016 29,909 28,846 42,872 36,905 7,844 13,811
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,004)
1,300 -275 497 702 -169 2,499 53 -1,495 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 11.9 4.0 59.0 56.9 84.5 72.8 15.5 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
17 16 5 24 25 45 42
Updated October 14, 2016