BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,372
COMMITMENTS
997 1,540 732 3,826 3,346 5,556 5,619 816 753
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,789)
-85 -74 -230 -1,459 -1,568 -1,773 -1,871 -15 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 24.2 11.5 60.0 52.5 87.2 88.2 12.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 9 8 21 19 32 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,975
COMMITMENTS
20,531 6,685 14,738 14,634 21,130 49,903 42,552 5,072 12,423
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -3,220)
-605 -1,422 -869 -1,635 -589 -3,109 -2,879 -111 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 12.2 26.8 26.6 38.4 90.8 77.4 9.2 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
32 17 32 32 30 75 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,754
COMMITMENTS
471 759 1,998 3,649 3,302 6,117 6,059 637 695
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,275)
6 101 -437 -809 -799 -1,240 -1,135 -34 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 11.2 29.6 54.0 48.9 90.6 89.7 9.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 11 12 25 20 39 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 281,122
COMMITMENTS
77,130 47,469 107,307 77,128 88,270 261,565 243,045 19,557 38,077
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -5,793)
-4,840 -1,182 1,738 -3,347 -3,724 -6,449 -3,168 657 -2,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 16.9 38.2 27.4 31.4 93.0 86.5 7.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
110 101 127 81 95 261 264
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 338,121
COMMITMENTS
115,800 25,273 83,397 107,003 170,587 306,200 279,256 31,922 58,865
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -26,835)
2,231 -4,290 -21,350 -7,778 -948 -26,897 -26,588 61 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 7.5 24.7 31.6 50.5 90.6 82.6 9.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
126 84 131 137 151 329 313
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,090
COMMITMENTS
1,594 825 420 882 1,846 2,896 3,091 1,194 998
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 35)
-25 -128 47 67 103 89 21 -54 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 20.2 10.3 21.6 45.1 70.8 75.6 29.2 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 10 10 14 20 38 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,360
COMMITMENTS
19,270 10,801 14,158 13,489 11,611 46,917 36,571 8,443 18,790
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 1,954)
-36 -826 1,289 673 590 1,925 1,053 29 901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 19.5 25.6 24.4 21.0 84.7 66.1 15.3 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
47 56 68 52 63 145 149
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,901
COMMITMENTS
445 3,833 178 3,301 480 3,924 4,491 977 410
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -337)
-29 -246 -6 -277 -100 -312 -352 -25 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 78.2 3.6 67.4 9.8 80.1 91.6 19.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 4 12 4 18 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,950
COMMITMENTS
1,669 15,546 4,748 22,814 8,474 29,231 28,767 719 1,183
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -2,677)
-196 -1,635 79 -2,432 -895 -2,549 -2,451 -129 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 51.9 15.9 76.2 28.3 97.6 96.1 2.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 22 16 28 24 51 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,499
COMMITMENTS
21,413 0 1,821 10,027 32,007 33,261 33,828 1,238 671
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 1,348)
-583 0 1,802 141 -526 1,360 1,276 -12 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.1 0.0 5.3 29.1 92.8 96.4 98.1 3.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 0 2 9 9 20 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,355
COMMITMENTS
20,854 39,678 8,148 70,144 46,269 99,146 94,095 29,208 34,260
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -6,488)
-4,514 -4,171 1,273 -4,770 -1,202 -8,011 -4,100 1,523 -2,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 30.9 6.3 54.6 36.0 77.2 73.3 22.8 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
19 34 15 26 30 55 69
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,595
COMMITMENTS
8,829 35,341 2,037 51,142 5,874 62,008 43,251 7,588 26,344
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,410)
-3,300 -2,080 350 74 202 -2,875 -1,527 1,465 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 50.8 2.9 73.5 8.4 89.1 62.1 10.9 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 20 8 16 10 27 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 154,189
COMMITMENTS
18,650 72,774 12,801 115,978 61,067 147,430 146,642 6,759 7,547
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -3,890)
-841 -1,186 -176 -3,045 -2,478 -4,061 -3,840 171 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 47.2 8.3 75.2 39.6 95.6 95.1 4.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
34 64 17 23 23 69 95
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 280,293
COMMITMENTS
43,702 118,785 29,679 181,951 93,938 255,333 242,402 24,960 37,891
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 2,868)
-8,136 -7,100 5,680 6,271 5,311 3,816 3,891 -947 -1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 42.4 10.6 64.9 33.5 91.1 86.5 8.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
32 56 32 28 46 78 116
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 309,755
COMMITMENTS
65,299 102,248 43,481 177,620 117,626 286,399 263,355 23,356 46,400
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 38,747)
1,024 34,970 3,075 35,151 2,092 39,249 40,136 -502 -1,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 33.0 14.0 57.3 38.0 92.5 85.0 7.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
28 56 24 36 44 78 110
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 533,439
COMMITMENTS
118,937 235,544 57,331 298,073 169,635 474,341 462,510 59,098 70,928
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -10,158)
-11,262 -16,711 1,346 3,435 6,528 -6,480 -8,836 -3,677 -1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 44.2 10.7 55.9 31.8 88.9 86.7 11.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
71 110 64 61 70 164 214
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 19,925
COMMITMENTS
11,460 4,208 599 6,528 14,440 18,587 19,247 1,338 678
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -12,389)
-6,195 553 -242 -5,746 -12,568 -12,183 -12,257 -206 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.5 21.1 3.0 32.8 72.5 93.3 96.6 6.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 11 1 3 5 17 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,740
COMMITMENTS
27,641 31,593 275 16,585 14,267 44,501 46,135 4,239 2,605
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,145)
-2,590 -510 -70 1,031 288 -1,629 -292 484 -853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.7 64.8 0.6 34.0 29.3 91.3 94.7 8.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
30 20 4 12 11 44 33
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 5,739
COMMITMENTS
1,556 3,154 1,085 2,381 886 5,022 5,125 717 614
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 55.0 18.9 41.5 15.4 87.5 89.3 12.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 3 2 8 3 17 8
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 24,584,789
COMMITMENTS
682,827 2556850 11681714 11631144 9152966 23995685 23391531 589,103 1193258
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 1,319,136)
-63,722 -12,226 588,389 815,329 806,939 1339996 1383102 -20,860 -63,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 10.4 47.5 47.3 37.2 97.6 95.1 2.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
43 117 123 137 147 270 301
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 941,120
COMMITMENTS
89,358 114,071 161,761 570,447 541,704 821,566 817,535 119,554 123,585
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -19,577)
-6,893 -4,925 -11,625 -7,068 -5,079 -25,587 -21,629 6,010 2,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 12.1 17.2 60.6 57.6 87.3 86.9 12.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661)
149 174 172 261 261 508 510
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 198,561
COMMITMENTS
11,171 11,718 54,669 94,883 81,252 160,723 147,638 37,839 50,924
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -4,090)
-3,269 -1,310 -2,205 -581 1,019 -6,054 -2,496 1,964 -1,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.9 27.5 47.8 40.9 80.9 74.4 19.1 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 14 24 37 33 69 58
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,712,794
COMMITMENTS
422,969 543,797 503,428 2377818 2302261 3304215 3349486 408,579 363,307
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -77,434)
-33,969 -33,922 -31,257 -32,435 -30,488 -97,661 -95,667 20,227 18,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 14.6 13.6 64.0 62.0 89.0 90.2 11.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
147 163 162 252 250 485 489
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,102
COMMITMENTS
27,130 3,748 114 48,552 80,237 75,796 84,099 12,306 4,003
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -378)
-110 -647 3 -288 584 -395 -60 17 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 4.3 0.1 55.1 91.1 86.0 95.5 14.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
16 7 1 45 38 61 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,750
COMMITMENTS
20,139 9,590 2,439 23,668 33,948 46,246 45,978 6,504 6,773
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -738)
-4,880 2,453 618 3,331 -5,204 -931 -2,134 194 1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 18.2 4.6 44.9 64.4 87.7 87.2 12.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
65 51 22 70 73 142 139
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 263,751
COMMITMENTS
100,695 47,950 12,196 118,340 169,741 231,231 229,888 32,520 33,863
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -3,688)
-24,400 12,263 3,088 16,656 -26,020 -4,656 -10,669 968 6,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 18.2 4.6 44.9 64.4 87.7 87.2 12.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
65 51 22 70 73 142 139
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 108,180
COMMITMENTS
46,358 29,040 11,924 25,848 42,082 84,130 83,047 24,050 25,133
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -8,833)
-6,360 -6,406 -1,044 -1,872 932 -9,276 -6,518 443 -2,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 26.8 11.0 23.9 38.9 77.8 76.8 22.2 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
32 30 16 20 21 63 56
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 50,456
COMMITMENTS
11,354 2,923 1,465 25,231 38,863 38,050 43,251 12,406 7,205
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 14,442)
-604 126 1,329 9,835 10,452 10,560 11,907 3,882 2,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 5.8 2.9 50.0 77.0 75.4 85.7 24.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 5 6 15 12 36 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 88,361
COMMITMENTS
10,724 22,295 6,089 48,494 39,022 65,307 67,406 23,054 20,955
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 15,007)
1,271 4,545 2,430 244 1,162 3,945 8,137 11,062 6,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 25.2 6.9 54.9 44.2 73.9 76.3 26.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
22 19 12 38 35 67 59
Updated December 9, 2016