BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,080
COMMITMENTS
1,450 1,901 837 3,869 3,604 6,156 6,342 924 738
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 632)
354 164 154 95 388 603 706 28 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 26.9 11.8 54.6 50.9 86.9 89.6 13.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 12 9 20 19 32 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 62,405
COMMITMENTS
22,556 7,232 17,294 16,408 25,365 56,258 49,891 6,147 12,514
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 2,100)
945 188 405 242 1,260 1,592 1,853 508 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 11.6 27.7 26.3 40.6 90.2 79.9 9.8 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
28 23 32 33 34 77 73
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,122
COMMITMENTS
528 870 1,957 4,049 3,545 6,534 6,372 588 750
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 175)
37 139 -49 191 45 179 135 -4 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 12.2 27.5 56.9 49.8 91.7 89.5 8.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 11 14 23 21 39 37
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,268
COMMITMENTS
1,169 405 1,631 3,123 2,343 5,924 4,379 345 1,889
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 6.5 26.0 49.8 37.4 94.5 69.9 5.5 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 1 8 8 7 16 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 239,123
COMMITMENTS
80,395 25,561 65,821 73,280 107,405 219,497 198,787 19,627 40,336
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -42,271)
1,103 -8,173 -41,035 -4,659 7,722 -44,591 -41,487 2,320 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 10.7 27.5 30.6 44.9 91.8 83.1 8.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
96 76 100 75 88 225 221
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 365,206
COMMITMENTS
128,394 20,584 94,693 113,311 190,133 336,398 305,410 28,808 59,796
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 14,789)
6,670 -2,900 7,109 3,222 10,511 17,002 14,721 -2,213 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 5.6 25.9 31.0 52.1 92.1 83.6 7.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
140 80 142 132 157 341 321
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,514
COMMITMENTS
1,429 1,408 529 1,369 1,433 3,327 3,370 1,187 1,144
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 567)
-33 415 129 454 -167 551 378 17 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 31.2 11.7 30.3 31.7 73.7 74.7 26.3 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
18 12 13 18 17 41 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,696
COMMITMENTS
20,673 9,578 13,197 10,693 9,747 44,563 32,522 9,133 21,174
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -444)
78 -481 -711 28 -124 -605 -1,315 161 871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 17.8 24.6 19.9 18.2 83.0 60.6 17.0 39.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
50 52 65 53 62 146 148
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,193
COMMITMENTS
487 4,075 155 3,579 554 4,221 4,784 972 409
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 162)
36 104 3 141 71 179 178 -16 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 78.5 3.0 68.9 10.7 81.3 92.1 18.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 5 12 4 19 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,622
COMMITMENTS
1,662 16,174 5,468 23,637 8,747 30,767 30,389 855 1,232
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 622)
39 258 261 261 117 561 636 61 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 51.1 17.3 74.7 27.7 97.3 96.1 2.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 19 17 27 23 49 50
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,000
COMMITMENTS
16,865 2,297 0 8,372 24,084 25,237 26,381 1,763 619
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -13,952)
-4,097 2,163 -3,539 -6,336 -12,492 -13,972 -13,868 20 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.5 8.5 0.0 31.0 89.2 93.5 97.7 6.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 1 0 5 8 16 9
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,125
COMMITMENTS
22,594 34,065 9,411 63,206 49,465 95,212 92,940 27,913 30,185
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -7,390)
-899 -11,255 1,842 -2,744 3,650 -1,801 -5,762 -5,589 -1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 27.7 7.6 51.3 40.2 77.3 75.5 22.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 29 13 27 35 59 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,961
COMMITMENTS
32,938 26,366 1,508 19,066 7,125 53,513 34,999 5,448 23,962
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -8,607)
27,803 -4,551 -4,881 -30,435 1,376 -7,513 -8,056 -1,094 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.9 44.7 2.6 32.3 12.1 90.8 59.4 9.2 40.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 19 6 10 9 25 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 140,361
COMMITMENTS
20,806 87,236 1,771 112,149 44,143 134,726 133,150 5,635 7,212
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -16,477)
1,800 10,721 -9,958 -7,431 -17,354 -15,588 -16,590 -889 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 62.2 1.3 79.9 31.4 96.0 94.9 4.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
34 54 10 19 21 59 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 230,544
COMMITMENTS
43,494 99,440 19,273 146,238 73,274 209,005 191,987 21,539 38,557
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -30,832)
2,391 -12,779 -5,195 -24,804 -13,693 -27,608 -31,666 -3,224 833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 43.1 8.4 63.4 31.8 90.7 83.3 9.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
28 51 19 23 36 60 97
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 276,480
COMMITMENTS
62,674 136,758 28,678 165,222 66,941 256,574 232,377 19,906 44,103
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -54,353)
543 12,045 -1,393 -52,141 -63,657 -52,991 -53,004 -1,362 -1,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 49.5 10.4 59.8 24.2 92.8 84.0 7.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
27 65 22 30 41 71 114
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 483,844
COMMITMENTS
119,763 191,505 46,839 260,129 177,432 426,731 415,777 57,113 68,067
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -32,984)
-4,439 -19,082 7,691 -35,338 -18,926 -32,086 -30,318 -898 -2,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 39.6 9.7 53.8 36.7 88.2 85.9 11.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
70 93 50 58 64 151 185
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,059
COMMITMENTS
18,059 5,152 907 6,515 20,417 25,481 26,476 1,578 583
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 6,994)
6,600 711 311 -37 5,964 6,874 6,986 120 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.7 19.0 3.4 24.1 75.5 94.2 97.8 5.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 9 3 3 5 18 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,806
COMMITMENTS
28,313 35,266 249 9,684 3,149 38,246 38,664 3,560 3,142
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -12,420)
-1,089 2,162 -1,785 -8,380 -12,793 -11,254 -12,416 -1,166 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.7 84.4 0.6 23.2 7.5 91.5 92.5 8.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
30 24 4 12 6 44 32
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,738
COMMITMENTS
4,003 3,673 0 2,800 3,459 6,803 7,132 935 606
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -532)
2,279 404 -2,637 -194 1,870 -552 -363 20 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 47.5 0.0 36.2 44.7 87.9 92.2 12.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 5 0 5 3 13 8
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,224,055
COMMITMENTS
553,935 2262924 10207347 9882305 7541959 20643587 20012230 580,469 1211826
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -4,149,834)
-4,690 -275,692 -2159202 -1961534 -1679473 -4125426 -4114368 -24,408 -35,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 10.7 48.1 46.6 35.5 97.3 94.3 2.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
40 100 111 115 130 231 271
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 890,552
COMMITMENTS
86,195 102,212 173,614 540,648 521,040 800,457 796,866 90,095 93,686
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -292,764)
-8,234 -18,900 -93,395 -143,700 -130,269 -245,330 -242,564 -47,434 -50,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 11.5 19.5 60.7 58.5 89.9 89.5 10.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 642)
154 165 172 237 233 480 482
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 211,980
COMMITMENTS
12,737 22,871 75,697 86,959 86,829 175,393 185,397 36,587 26,583
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -95,247)
-14,883 -6,263 -24,497 -49,232 -36,960 -88,612 -67,720 -6,635 -27,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 10.8 35.7 41.0 41.0 82.7 87.5 17.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 14 22 30 28 59 50
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,392,861
COMMITMENTS
398,083 427,499 458,789 2268447 2171058 3125318 3057345 267,542 335,516
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -987,587)
-44,834 -141,261 -266,414 -472,341 -466,546 -783,589 -874,221 -203,998 -113,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 12.6 13.5 66.9 64.0 92.1 90.1 7.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 624)
148 157 162 232 229 461 468
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 97,328
COMMITMENTS
28,233 3,188 116 56,086 90,070 84,435 93,374 12,893 3,954
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -11,515)
2,047 -1,050 -28 -11,939 -10,291 -9,920 -11,369 -1,595 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 3.3 0.1 57.6 92.5 86.8 95.9 13.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
18 5 1 46 32 64 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,511
COMMITMENTS
22,988 7,914 1,501 15,963 32,618 40,453 42,034 6,058 4,477
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -16,875)
87 610 -1,642 -14,584 -15,796 -16,139 -16,828 -736 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 17.0 3.2 34.3 70.1 87.0 90.4 13.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
67 53 20 59 62 134 127
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 232,556
COMMITMENTS
114,942 39,570 7,507 79,816 163,092 202,265 210,169 30,291 22,387
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -84,374)
437 3,050 -8,209 -72,921 -78,980 -80,693 -84,139 -3,680 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 17.0 3.2 34.3 70.1 87.0 90.4 13.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
67 53 20 59 62 134 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 98,351
COMMITMENTS
36,796 34,419 11,079 28,243 24,326 76,118 69,824 22,233 28,527
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -5,020)
-2,624 7,194 1,121 -790 -19,098 -2,293 -10,783 -2,727 5,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 35.0 11.3 28.7 24.7 77.4 71.0 22.6 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
28 31 14 17 15 55 50
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,999
COMMITMENTS
6,421 5,777 0 15,076 16,360 21,497 22,137 7,502 6,862
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,334)
-1,162 -591 0 -283 -1,234 -1,445 -1,825 111 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 19.9 0.0 52.0 56.4 74.1 76.3 25.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 5 0 15 8 28 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,965
COMMITMENTS
9,878 20,525 1,457 34,131 18,371 45,466 40,353 9,499 14,612
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,472)
203 1,868 -29 -326 4,002 -152 5,841 1,624 -4,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 37.3 2.7 62.1 33.4 82.7 73.4 17.3 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 18 4 32 24 55 44
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,483
COMMITMENTS
7,853 4,853 0 5,953 9,436 13,806 14,289 677 194
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.2 33.5 0.0 41.1 65.2 95.3 98.7 4.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 0 9 2 15 7
Updated December 23, 2016