BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,120
COMMITMENTS
727 1,483 860 4,817 4,074 6,404 6,417 716 703
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,752)
-116 -165 -172 -1,245 -1,238 -1,533 -1,575 -219 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 20.8 12.1 67.7 57.2 89.9 90.1 10.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 9 8 21 21 32 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,899
COMMITMENTS
18,264 7,230 14,715 16,468 19,623 49,447 41,568 4,452 12,331
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -5,979)
-2,209 -383 -1,883 -1,687 -2,605 -5,779 -4,871 -199 -1,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 13.4 27.3 30.6 36.4 91.7 77.1 8.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
27 20 33 35 29 74 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,761
COMMITMENTS
400 537 2,353 4,349 4,076 7,101 6,966 660 794
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -525)
49 -237 -75 -387 -177 -413 -489 -112 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.9 30.3 56.0 52.5 91.5 89.8 8.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 10 11 22 18 34 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,542
COMMITMENTS
395 833 2,075 3,490 1,994 5,959 4,901 583 1,641
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -542)
31 108 -220 -337 -301 -526 -413 -16 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 12.7 31.7 53.3 30.5 91.1 74.9 8.9 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 4 8 8 8 16 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,790
COMMITMENTS
86,894 56,678 105,561 82,083 90,936 274,538 253,175 20,252 41,615
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 2,257)
-3,101 -5,334 6,836 -2,324 -655 1,411 847 846 1,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 19.2 35.8 27.8 30.8 93.1 85.9 6.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
101 114 127 86 92 253 276
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 344,738
COMMITMENTS
99,992 56,094 98,281 116,352 140,910 314,625 295,285 30,113 49,453
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -3,764)
-5,431 -2,720 3,032 -1,522 -4,723 -3,920 -4,411 156 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 16.3 28.5 33.8 40.9 91.3 85.7 8.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
120 110 145 136 136 332 327
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,195
COMMITMENTS
1,606 1,607 216 1,152 1,558 2,973 3,381 1,222 814
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 4)
125 332 -29 89 -102 184 201 -180 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 38.3 5.1 27.5 37.1 70.9 80.6 29.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 15 8 17 18 38 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 52,092
COMMITMENTS
17,369 14,568 13,670 12,612 9,290 43,651 37,527 8,441 14,565
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 74)
-848 31 -29 972 21 95 24 -21 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 28.0 26.2 24.2 17.8 83.8 72.0 16.2 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
52 60 65 52 54 144 148
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,807
COMMITMENTS
325 3,708 212 3,364 539 3,900 4,458 907 349
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -494)
13 -350 3 -418 -71 -402 -417 -91 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 77.1 4.4 70.0 11.2 81.1 92.7 18.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 3 12 4 17 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,845
COMMITMENTS
1,708 16,051 4,205 24,138 9,071 30,051 29,327 793 1,518
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -3,831)
-126 -1,314 -363 -3,403 -1,689 -3,892 -3,365 61 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 52.0 13.6 78.3 29.4 97.4 95.1 2.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 23 19 27 23 50 52
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 43,345
COMMITMENTS
30,416 713 0 11,735 41,880 42,151 42,593 1,194 752
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,060)
-1,449 39 0 350 -1,103 -1,099 -1,064 39 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.2 1.6 0.0 27.1 96.6 97.2 98.3 2.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 4 0 8 10 17 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 137,240
COMMITMENTS
33,321 53,691 5,562 70,797 41,895 109,680 101,148 27,560 36,093
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -5,413)
-1,841 3,088 -3,291 1,677 -3,204 -3,455 -3,408 -1,958 -2,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 39.1 4.1 51.6 30.5 79.9 73.7 20.1 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
27 35 18 20 27 55 72
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,027
COMMITMENTS
6,811 30,301 886 39,526 6,326 47,222 37,513 8,805 18,514
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -5,902)
-5,963 -2,680 188 -3,316 1,369 -9,091 -1,123 3,190 -4,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 54.1 1.6 70.5 11.3 84.3 67.0 15.7 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 17 9 14 10 27 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 152,423
COMMITMENTS
25,486 59,219 14,974 105,883 72,110 146,343 146,303 6,080 6,120
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -8,052)
-5,687 -9,064 -350 -2,066 2,041 -8,103 -7,373 50 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 38.9 9.8 69.5 47.3 96.0 96.0 4.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
48 60 18 20 18 80 87
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 286,943
COMMITMENTS
53,789 140,505 21,952 181,940 83,969 257,681 246,425 29,263 40,518
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -33,544)
-9,056 -411 -12,686 -9,053 -16,207 -30,795 -29,304 -2,749 -4,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 49.0 7.7 63.4 29.3 89.8 85.9 10.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
33 56 25 28 43 75 110
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 201,398
COMMITMENTS
69,009 41,076 19,509 90,259 104,167 178,776 164,752 22,621 36,646
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -8,362)
-9,965 2,532 -2,969 5,977 -4,859 -6,957 -5,295 -1,405 -3,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 20.4 9.7 44.8 51.7 88.8 81.8 11.2 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
31 44 23 35 40 79 95
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 477,706
COMMITMENTS
116,202 250,849 34,965 278,601 128,850 429,769 414,663 47,937 63,043
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -38,376)
-4,520 -13,546 -8,179 -24,087 -10,553 -36,786 -32,278 -1,590 -6,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 52.5 7.3 58.3 27.0 90.0 86.8 10.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
68 104 63 61 67 162 202
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,044
COMMITMENTS
22,420 2,968 154 5,681 26,159 28,255 29,281 1,789 763
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -9,057)
-374 -3,170 -2 -7,075 -5,129 -7,451 -8,301 -1,606 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.6 9.9 0.5 18.9 87.1 94.0 97.5 6.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 7 1 3 6 17 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 52,113
COMMITMENTS
36,124 33,619 157 9,833 14,127 46,114 47,903 5,999 4,210
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 5,325)
7,567 4,097 -214 -3,182 679 4,171 4,562 1,154 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.3 64.5 0.3 18.9 27.1 88.5 91.9 11.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
40 19 5 11 13 53 35
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,951,814
COMMITMENTS
589,386 2272906 8511615 10075384 7997746 19176384 18782267 775,430 1169547
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 653,725)
-3,417 66,661 460,705 167,149 164,927 624,436 692,293 29,289 -38,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 11.4 42.7 50.5 40.1 96.1 94.1 3.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
52 104 127 137 146 275 301
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 894,693
COMMITMENTS
103,077 88,568 161,334 512,969 520,928 777,381 770,830 117,312 123,863
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 14,255)
-608 -6,158 15,371 4,126 8,025 18,889 17,239 -4,634 -2,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 9.9 18.0 57.3 58.2 86.9 86.2 13.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 684)
169 178 183 254 258 520 523
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 158,137
COMMITMENTS
12,460 4,358 38,793 71,025 61,487 122,277 104,638 35,860 53,499
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 14,398)
3,915 1,387 6,625 1,863 6,328 12,404 14,340 1,994 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 2.8 24.5 44.9 38.9 77.3 66.2 22.7 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
18 15 27 36 32 69 60
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,682,780
COMMITMENTS
489,862 457,825 575,933 2209724 2297204 3275519 3330961 407,261 351,818
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -717)
-9,410 -24,516 30,524 11,313 8,488 32,427 14,496 -33,144 -15,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 12.4 15.6 60.0 62.4 88.9 90.4 11.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 666)
166 170 172 248 250 501 505
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 77,098
COMMITMENTS
20,606 2,126 210 45,124 71,914 65,940 74,250 11,158 2,848
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -4,650)
-850 -318 -295 -2,858 -3,585 -4,003 -4,198 -647 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 2.8 0.3 58.5 93.3 85.5 96.3 14.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 5 3 45 34 60 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,893
COMMITMENTS
25,478 5,191 3,039 28,792 49,604 57,309 57,834 5,584 5,059
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -2,723)
-6,781 -666 1,146 3,154 -2,480 -2,481 -2,001 -242 -723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 8.3 4.8 45.8 78.9 91.1 92.0 8.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
71 48 26 68 70 152 132
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 314,465
COMMITMENTS
127,389 25,955 15,196 143,960 248,021 286,544 289,172 27,920 25,293
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -13,617)
-33,903 -3,331 5,728 15,770 -12,400 -12,405 -10,003 -1,212 -3,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 8.3 4.8 45.8 78.9 91.1 92.0 8.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
71 48 26 68 70 152 132
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,494
COMMITMENTS
93,851 53,183 10,417 20,439 69,206 124,707 132,806 32,787 24,688
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 10,444)
9,185 7,566 -2,575 1,130 5,487 7,739 10,478 2,705 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 33.8 6.6 13.0 43.9 79.2 84.3 20.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
45 30 20 22 25 79 63
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,948
COMMITMENTS
11,747 2,485 5 14,053 28,346 25,805 30,836 9,143 4,112
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,319)
-1,398 -440 -3 -345 -582 -1,746 -1,025 427 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 7.1 0.0 40.2 81.1 73.8 88.2 26.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 4 1 11 13 29 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,718
COMMITMENTS
11,764 8,756 2,816 36,916 42,308 51,496 53,880 9,222 6,838
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 134)
-488 -3,015 767 -585 5,378 -306 3,130 440 -2,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 14.4 4.6 60.8 69.7 84.8 88.7 15.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 14 8 26 37 57 54
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,629
COMMITMENTS
7,048 6,684 0 6,037 8,719 13,085 15,403 2,544 226
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 42.8 0.0 38.6 55.8 83.7 98.6 16.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 8 0 7 1 11 9
Updated November 11, 2016