BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,981
COMMITMENTS
938 1,675 931 5,278 4,700 7,147 7,305 834 676
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 148)
66 91 46 11 5 122 142 26 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 21.0 11.7 66.1 58.9 89.6 91.5 10.4 8.5
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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 57,247
COMMITMENTS
20,162 8,325 15,506 16,295 21,134 51,963 44,966 5,284 12,282
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,702)
1,368 541 779 -208 1,015 1,939 2,336 763 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 14.5 27.1 28.5 36.9 90.8 78.5 9.2 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 21 35 34 29 78 72
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,038
COMMITMENTS
427 608 2,443 4,512 4,146 7,381 7,197 657 841
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 144)
-46 58 110 79 -18 142 150 1 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 7.6 30.4 56.1 51.6 91.8 89.5 8.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 10 12 23 18 37 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,513
COMMITMENTS
607 736 2,000 3,440 2,113 6,047 4,848 466 1,665
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 67)
78 -101 51 -42 29 87 -21 -20 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 11.3 30.7 52.8 32.4 92.8 74.4 7.2 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 9 8 8 17 18
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 296,226
COMMITMENTS
79,403 48,852 112,922 83,481 92,596 275,806 254,370 20,420 41,856
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -6,798)
-3,120 -3,019 -3,172 -567 434 -6,860 -5,757 62 -1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 16.5 38.1 28.2 31.3 93.1 85.9 6.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
92 105 134 79 96 253 271
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 359,393
COMMITMENTS
110,097 37,929 103,080 116,519 162,898 329,696 303,908 29,697 55,485
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 13,897)
8,861 -12,337 3,102 1,161 17,953 13,124 8,718 772 5,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 10.6 28.7 32.4 45.3 91.7 84.6 8.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
130 97 144 138 151 339 330
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,048
COMMITMENTS
1,583 1,347 275 998 1,561 2,855 3,182 1,193 866
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -121)
-13 -212 71 -191 -60 -133 -201 12 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 33.3 6.8 24.6 38.6 70.5 78.6 29.5 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
18 11 10 13 17 36 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,689
COMMITMENTS
18,976 11,746 12,863 11,944 10,571 43,783 35,180 7,906 16,508
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -2,177)
267 -1,444 -1,801 -73 258 -1,607 -2,986 -570 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 22.7 24.9 23.1 20.5 84.7 68.1 15.3 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
52 54 68 48 56 144 148
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,189
COMMITMENTS
409 3,995 187 3,558 623 4,154 4,805 1,035 385
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 138)
-2 120 -7 -14 -39 -22 75 160 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 77.0 3.6 68.6 12.0 80.1 92.6 19.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 4 12 4 17 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,085
COMMITMENTS
1,814 16,691 4,530 24,750 9,286 31,094 30,507 991 1,578
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,041)
46 495 270 548 251 864 1,016 178 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 52.0 14.1 77.1 28.9 96.9 95.1 3.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 20 17 27 22 49 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,154
COMMITMENTS
21,926 0 2 9,888 32,359 31,816 32,361 1,338 793
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -7,055)
-4,777 -140 2 -2,694 -7,078 -7,469 -7,216 414 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.1 0.0 0.0 29.8 97.6 96.0 97.6 4.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 0 1 9 7 19 8
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 137,823
COMMITMENTS
28,912 45,874 6,232 76,335 47,210 111,478 99,316 26,344 38,507
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -5,784)
-5,952 -6,746 -186 362 2,584 -5,776 -4,348 -8 -1,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 33.3 4.5 55.4 34.3 80.9 72.1 19.1 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 33 16 24 32 54 75
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 64,195
COMMITMENTS
8,657 32,804 1,535 48,542 5,240 58,734 39,579 5,462 24,616
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 6,087)
2,120 3,114 299 5,860 237 8,279 3,650 -2,193 2,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 51.1 2.4 75.6 8.2 91.5 61.7 8.5 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 16 7 14 9 27 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 158,059
COMMITMENTS
20,008 68,526 14,037 117,530 68,521 151,575 151,084 6,484 6,974
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 521)
-2,584 39 -566 4,159 709 1,009 182 -488 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 43.4 8.9 74.4 43.4 95.9 95.6 4.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
34 65 16 21 24 65 98
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 277,032
COMMITMENTS
54,431 124,782 25,014 171,997 87,593 251,441 237,388 25,591 39,644
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -5,929)
-508 -7,160 -383 -5,330 944 -6,222 -6,599 293 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 45.0 9.0 62.1 31.6 90.8 85.7 9.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
38 55 28 26 41 78 110
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 249,214
COMMITMENTS
63,354 56,255 36,944 125,717 113,009 226,014 206,208 23,200 43,006
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 26,996)
2,350 12,498 7,365 19,352 2,691 29,066 22,553 -2,070 4,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 22.6 14.8 50.4 45.3 90.7 82.7 9.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
31 47 30 38 40 86 101
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 523,899
COMMITMENTS
123,273 242,615 52,537 286,644 155,220 462,454 450,372 61,445 73,527
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 32,078)
6,104 4,506 8,953 13,024 13,713 28,081 27,171 3,997 4,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 46.3 10.0 54.7 29.6 88.3 86.0 11.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
71 104 61 64 66 165 202
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,699
COMMITMENTS
17,653 3,956 2 6,398 21,007 24,053 24,965 1,646 734
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -1,170)
-1,710 135 -259 802 -1,008 -1,167 -1,132 -3 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 15.4 0.0 24.9 81.7 93.6 97.1 6.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
15 9 2 4 6 19 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,007
COMMITMENTS
31,779 32,312 543 13,359 13,882 45,681 46,737 4,326 3,270
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,444)
-1,768 808 49 3,514 300 1,795 1,157 -351 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.5 64.6 1.1 26.7 27.8 91.3 93.5 8.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
29 22 7 12 12 43 39
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,098,438
COMMITMENTS
734,167 2534518 11039215 10660988 8231355 22434370 21805087 664,068 1293350
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,008,067)
166,530 113,474 674,044 248,427 158,754 1089001 946,272 -80,934 61,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 11.0 47.8 46.2 35.6 97.1 94.4 2.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
41 112 112 128 140 252 283
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 946,095
COMMITMENTS
96,870 109,035 171,581 559,350 535,807 827,802 816,422 118,293 129,672
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 33,760)
482 15,105 671 28,045 10,187 29,198 25,963 4,562 7,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 11.5 18.1 59.1 56.6 87.5 86.3 12.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673)
156 180 173 256 256 510 512
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 197,006
COMMITMENTS
12,209 14,004 53,656 93,651 73,184 159,516 140,843 37,491 56,163
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 17,977)
707 3,152 4,403 10,524 2,700 15,634 10,255 2,343 7,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.1 27.2 47.5 37.1 81.0 71.5 19.0 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 13 23 37 31 70 55
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,745,441
COMMITMENTS
462,228 514,078 550,705 2328496 2313111 3341429 3377894 404,013 367,547
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 78,914)
5,938 66,828 -25,724 87,606 37,438 67,819 78,542 11,095 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 13.7 14.7 62.2 61.8 89.2 90.2 10.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 651)
151 171 164 249 246 489 492
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 83,102
COMMITMENTS
25,413 5,101 126 46,535 74,136 72,074 79,363 11,028 3,739
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 7,954)
4,355 2,215 1 3,862 5,764 8,218 7,980 -264 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 6.1 0.2 56.0 89.2 86.7 95.5 13.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 9 3 41 36 61 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,733
COMMITMENTS
23,642 6,745 2,064 21,112 38,590 46,818 47,400 5,915 5,333
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -996)
1,775 -747 -445 -2,629 -220 -1,298 -1,411 303 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 12.8 3.9 40.0 73.2 88.8 89.9 11.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
74 52 26 73 76 156 145
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 263,664
COMMITMENTS
118,208 33,725 10,322 105,559 192,952 234,090 236,999 29,574 26,665
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -4,979)
8,877 -3,735 -2,223 -13,147 -1,100 -6,492 -7,057 1,514 2,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 12.8 3.9 40.0 73.2 88.8 89.9 11.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
74 52 26 73 76 156 145
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 126,949
COMMITMENTS
61,756 34,638 13,101 26,352 50,108 101,209 97,846 25,739 29,102
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -6,577)
-15,417 -3,402 1,623 7,271 -12,697 -6,524 -14,476 -54 7,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 27.3 10.3 20.8 39.5 79.7 77.1 20.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
36 28 16 22 23 68 57
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,836
COMMITMENTS
12,178 2,752 3 15,056 28,702 27,237 31,457 8,599 4,379
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 347)
1,228 -199 -2 -803 241 423 40 -76 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 7.7 0.0 42.0 80.1 76.0 87.8 24.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 5 1 15 14 34 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NIKKEI INDEX X JPY 500) OPEN INTEREST: 69,201
COMMITMENTS
9,738 16,494 2,606 45,369 43,478 57,713 62,578 11,488 6,623
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,663)
-3,157 6,371 441 3,331 638 615 7,450 2,048 -4,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 23.8 3.8 65.6 62.8 83.4 90.4 16.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 16 8 30 36 57 57
Updated November 25, 2016