BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,462
COMMITMENTS
1,622 1,917 903 4,032 3,879 6,558 6,699 905 764
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 382)
172 15 66 163 275 401 356 -19 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 25.7 12.1 54.0 52.0 87.9 89.8 12.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 11 9 20 20 32 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 62,660
COMMITMENTS
22,440 6,948 17,525 16,815 25,594 56,779 50,067 5,881 12,593
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 255)
-117 -283 231 406 228 521 176 -266 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 11.1 28.0 26.8 40.8 90.6 79.9 9.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
32 20 34 33 34 78 75
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,456
COMMITMENTS
537 941 1,909 4,421 3,857 6,867 6,707 589 749
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 334)
9 70 -47 372 312 334 335 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 12.6 25.6 59.3 51.7 92.1 90.0 7.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 13 14 23 22 39 38
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,582
COMMITMENTS
1,378 407 1,636 3,194 2,478 6,208 4,521 374 2,061
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 314)
209 2 5 72 135 285 142 30 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 6.2 24.9 48.5 37.7 94.3 68.7 5.7 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 8 8 7 16 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 243,276
COMMITMENTS
79,661 23,072 68,397 74,957 109,587 223,015 201,057 20,261 42,219
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 4,153)
-735 -2,489 2,577 1,677 2,182 3,519 2,270 634 1,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 9.5 28.1 30.8 45.0 91.7 82.6 8.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
102 68 108 76 88 233 223
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 373,656
COMMITMENTS
132,391 18,904 97,745 114,812 195,580 344,948 312,229 28,708 61,427
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 8,450)
3,997 -1,680 3,052 1,501 5,447 8,549 6,819 -100 1,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 5.1 26.2 30.7 52.3 92.3 83.6 7.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
148 78 152 133 159 349 332
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,749
COMMITMENTS
1,318 1,673 498 1,656 1,415 3,472 3,586 1,277 1,163
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 235)
-111 265 -31 287 -18 145 216 90 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 35.2 10.5 34.9 29.8 73.1 75.5 26.9 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 13 12 21 16 43 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,061
COMMITMENTS
20,896 9,070 14,068 10,952 10,278 45,915 33,415 9,146 21,646
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,366)
223 -509 871 259 531 1,352 894 13 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 16.5 25.5 19.9 18.7 83.4 60.7 16.6 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
49 56 70 53 65 152 158
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,342
COMMITMENTS
452 4,275 123 3,615 473 4,190 4,871 1,152 470
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 149)
-34 200 -32 36 -81 -31 87 180 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 80.0 2.3 67.7 8.9 78.4 91.2 21.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 5 4 11 3 17 10
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,190
COMMITMENTS
1,623 17,054 5,791 24,788 9,130 32,202 31,974 989 1,216
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,569)
-40 880 323 1,152 382 1,435 1,585 134 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 51.4 17.4 74.7 27.5 97.0 96.3 3.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
11 20 17 27 24 48 51
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 26,908
COMMITMENTS
16,429 2,050 0 8,372 24,213 24,801 26,263 2,107 645
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -92)
-436 -247 0 0 129 -436 -118 344 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.1 7.6 0.0 31.1 90.0 92.2 97.6 7.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 2 0 5 8 15 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 112,602
COMMITMENTS
37,184 38,357 7,515 40,916 32,802 85,615 78,674 26,986 33,928
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -10,524)
14,590 4,292 -1,896 -22,290 -16,663 -9,597 -14,266 -927 3,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 34.1 6.7 36.3 29.1 76.0 69.9 24.0 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
29 28 13 20 26 56 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,168
COMMITMENTS
13,750 24,394 1,470 37,205 7,347 52,425 33,211 5,743 24,957
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -793)
-19,189 -1,972 -38 18,139 221 -1,088 -1,789 295 996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 41.9 2.5 64.0 12.6 90.1 57.1 9.9 42.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 15 6 12 10 25 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 144,465
COMMITMENTS
21,505 82,839 1,953 115,092 52,626 138,550 137,418 5,915 7,047
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 4,104)
699 -4,396 182 2,943 8,482 3,824 4,268 279 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 57.3 1.4 79.7 36.4 95.9 95.1 4.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
34 61 10 18 20 59 84
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 240,927
COMMITMENTS
48,784 101,805 22,448 148,282 77,319 219,515 201,573 21,413 39,355
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 10,383)
5,291 2,366 3,175 2,045 4,045 10,510 9,586 -127 798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 42.3 9.3 61.5 32.1 91.1 83.7 8.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
25 58 19 24 40 62 104
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 273,219
COMMITMENTS
38,315 124,645 27,930 187,919 73,952 254,164 226,527 19,055 46,692
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -3,261)
-24,359 -12,113 -749 22,697 7,011 -2,411 -5,850 -850 2,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 45.6 10.2 68.8 27.1 93.0 82.9 7.0 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
22 66 23 32 41 71 113
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 486,557
COMMITMENTS
125,174 189,307 44,482 259,719 185,679 429,375 419,468 57,182 67,089
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 2,713)
5,412 -2,199 -2,358 -410 8,247 2,644 3,691 69 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 38.9 9.1 53.4 38.2 88.2 86.2 11.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
71 96 49 59 65 151 190
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 41,949
COMMITMENTS
22,019 6,652 559 17,684 34,027 40,262 41,238 1,687 711
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 14,890)
3,960 1,500 -348 11,169 13,610 14,781 14,762 109 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 15.9 1.3 42.2 81.1 96.0 98.3 4.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 10 1 5 6 20 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,266
COMMITMENTS
25,448 36,449 206 14,716 2,984 40,370 39,639 2,896 3,627
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,460)
-2,865 1,183 -43 5,032 -165 2,124 975 -664 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 84.2 0.5 34.0 6.9 93.3 91.6 6.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
28 27 4 15 5 45 34
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,900
COMMITMENTS
4,105 3,713 0 2,875 3,613 6,980 7,326 920 574
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 162)
102 40 0 75 154 177 194 -15 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 47.0 0.0 36.4 45.7 88.4 92.7 11.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 5 0 5 3 14 8
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,266,486
COMMITMENTS
742,097 2332868 10104150 9835939 7611227 20682186 20048244 584,300 1218241
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 42,430)
188,162 69,944 -103,197 -46,365 69,268 38,599 36,015 3,831 6,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.0 47.5 46.3 35.8 97.3 94.3 2.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
46 93 108 114 128 228 268
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 872,141
COMMITMENTS
92,293 100,674 158,740 529,243 517,924 780,276 777,338 91,865 94,803
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -18,411)
6,098 -1,538 -14,873 -11,406 -3,117 -20,181 -19,528 1,770 1,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 11.5 18.2 60.7 59.4 89.5 89.1 10.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
160 153 160 236 239 476 473
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 203,535
COMMITMENTS
10,400 21,631 70,704 84,262 85,558 165,365 177,893 38,170 25,642
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -8,445)
-2,337 -1,239 -4,994 -2,697 -1,271 -10,028 -7,504 1,583 -941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 10.6 34.7 41.4 42.0 81.2 87.4 18.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 12 23 32 29 59 52
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,343,028
COMMITMENTS
427,664 413,410 421,985 2224905 2161828 3074553 2997223 268,475 345,805
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -49,832)
29,581 -14,089 -36,804 -43,542 -9,229 -50,765 -60,122 933 10,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 12.4 12.6 66.6 64.7 92.0 89.7 8.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618)
151 149 150 229 234 456 458
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 96,015
COMMITMENTS
28,141 2,538 116 56,019 89,844 84,276 92,498 11,739 3,517
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -1,313)
-92 -650 0 -67 -226 -159 -876 -1,154 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 2.6 0.1 58.3 93.6 87.8 96.3 12.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 3 1 45 33 63 37
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,735
COMMITMENTS
23,165 6,497 1,492 16,043 34,579 40,700 42,568 6,034 4,167
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 223)
177 -1,417 -9 80 1,960 247 534 -24 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 13.9 3.2 34.3 74.0 87.1 91.1 12.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
67 55 21 60 66 138 131
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 233,673
COMMITMENTS
115,827 32,483 7,461 80,214 172,894 203,502 212,839 30,170 20,834
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,116)
885 -7,087 -46 398 9,802 1,237 2,670 -121 -1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 13.9 3.2 34.3 74.0 87.1 91.1 12.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
67 55 21 60 66 138 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 119,078
COMMITMENTS
42,921 45,017 12,826 40,912 30,961 96,659 88,804 22,419 30,274
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 20,727)
6,125 10,598 1,747 12,668 6,635 20,541 18,980 187 1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 37.8 10.8 34.4 26.0 81.2 74.6 18.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
25 33 14 19 18 55 54
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,503
COMMITMENTS
5,976 5,911 0 15,101 16,295 21,077 22,206 7,426 6,297
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -496)
-445 134 0 25 -65 -420 69 -76 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 20.7 0.0 53.0 57.2 73.9 77.9 26.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 7 0 15 8 25 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,684
COMMITMENTS
11,638 20,519 1,160 34,208 17,995 47,006 39,674 8,678 16,010
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 719)
1,760 -6 -297 77 -376 1,540 -679 -821 1,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 36.8 2.1 61.4 32.3 84.4 71.2 15.6 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 15 5 35 24 60 41
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,315
COMMITMENTS
7,679 4,731 0 5,930 9,436 13,609 14,167 706 148
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -168)
-174 -122 0 -23 0 -197 -122 29 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.6 33.0 0.0 41.4 65.9 95.1 99.0 4.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 0 9 2 15 7
Updated December 30, 2016