BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,927
COMMITMENTS
2,080 2,228 999 3,744 3,800 6,823 7,027 1,105 901
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 305)
90 24 19 119 224 228 266 77 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 28.1 12.6 47.2 47.9 86.1 88.6 13.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 9 8 16 19 27 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 58,518
COMMITMENTS
20,622 4,721 16,614 15,661 24,047 52,897 45,382 5,620 13,136
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 1,777)
1,326 130 179 195 1,219 1,700 1,527 77 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 8.1 28.4 26.8 41.1 90.4 77.6 9.6 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
31 17 35 30 31 72 72
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,514
COMMITMENTS
898 832 2,493 5,437 5,456 8,828 8,780 686 734
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 1,031)
7 -187 499 536 759 1,042 1,071 -10 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 8.7 26.2 57.1 57.3 92.8 92.3 7.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 11 11 21 22 36 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 279,164
COMMITMENTS
79,874 16,404 83,192 89,420 138,785 252,486 238,381 26,678 40,783
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 10,639)
2,995 -2,131 3,040 1,523 11,763 7,558 12,673 3,081 -2,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 5.9 29.8 32.0 49.7 90.4 85.4 9.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
117 69 126 84 92 260 244
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 424,036
COMMITMENTS
142,658 18,628 118,791 128,429 217,664 389,878 355,083 34,158 68,953
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -33)
-1,557 -560 -2,201 2,305 2,820 -1,453 59 1,420 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 4.4 28.0 30.3 51.3 91.9 83.7 8.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
166 66 154 146 170 378 345
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,148
COMMITMENTS
1,225 1,154 382 1,391 1,543 2,998 3,079 1,150 1,070
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -39)
-7 -62 -47 -130 -83 -184 -192 144 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 27.8 9.2 33.5 37.2 72.3 74.2 27.7 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 10 8 17 16 36 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 58,466
COMMITMENTS
22,608 8,099 14,254 13,172 14,829 50,034 37,182 8,432 21,284
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -5,193)
-1,481 344 -3,254 422 -920 -4,313 -3,829 -880 -1,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 13.9 24.4 22.5 25.4 85.6 63.6 14.4 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
61 46 66 51 71 153 156
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,837
COMMITMENTS
237 4,560 174 4,092 672 4,503 5,406 1,333 430
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 78.1 3.0 70.1 11.5 77.2 92.6 22.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 6 5 11 5 17 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,829
COMMITMENTS
1,618 17,185 5,984 24,363 8,368 31,965 31,537 865 1,292
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 2,484)
64 1,337 680 1,738 485 2,482 2,502 3 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 52.3 18.2 74.2 25.5 97.4 96.1 2.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 13 10 27 22 43 40
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,480
COMMITMENTS
19,617 2,382 0 8,922 27,197 28,539 29,579 1,941 901
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 75)
-127 103 0 100 37 -27 140 102 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.4 7.8 0.0 29.3 89.2 93.6 97.0 6.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 3 0 5 9 16 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 139,923
COMMITMENTS
42,246 40,639 12,164 52,057 59,923 106,466 112,726 33,457 27,197
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 18,059)
7,006 6,536 2,639 3,555 9,875 13,199 19,050 4,860 -991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 29.0 8.7 37.2 42.8 76.1 80.6 23.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 26 16 25 31 60 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,324
COMMITMENTS
6,539 23,840 1,529 34,719 10,936 42,786 36,305 9,538 16,019
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 4,214)
711 3,982 298 161 2,621 1,170 6,901 3,044 -2,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 45.6 2.9 66.4 20.9 81.8 69.4 18.2 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 17 9 12 10 26 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 187,806
COMMITMENTS
27,860 90,730 10,748 142,898 79,375 181,506 180,852 6,300 6,954
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -6,161)
-5,030 -6,626 -993 -101 2,007 -6,123 -5,612 -38 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 48.3 5.7 76.1 42.3 96.6 96.3 3.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
44 65 14 21 25 76 95
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 246,403
COMMITMENTS
43,776 107,053 22,404 154,004 82,308 220,184 211,764 26,220 34,639
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -7,339)
-9,194 -8,495 1,761 -132 883 -7,566 -5,851 227 -1,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 43.4 9.1 62.5 33.4 89.4 85.9 10.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
28 53 28 28 43 74 106
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 268,999
COMMITMENTS
27,365 89,470 31,748 190,434 103,961 249,547 225,179 19,452 43,820
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 12,003)
5,475 -3,288 1,325 3,095 17,143 9,895 15,179 2,107 -3,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 33.3 11.8 70.8 38.6 92.8 83.7 7.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
27 53 22 33 39 72 102
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 485,900
COMMITMENTS
126,958 166,238 46,743 253,930 205,122 427,632 418,103 58,268 67,797
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -1,486)
-5,523 -12,461 4,135 -2,077 4,314 -3,464 -4,012 1,978 2,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 34.2 9.6 52.3 42.2 88.0 86.0 12.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
68 95 55 60 67 156 190
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,738
COMMITMENTS
11,841 1,720 306 5,950 20,840 18,097 22,866 8,641 3,872
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 6.4 1.1 22.3 77.9 67.7 85.5 32.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 3 3 6 8 14 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 45,732
COMMITMENTS
29,204 4,241 0 14,485 40,755 43,689 44,996 2,043 736
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 7,878)
137 133 -562 7,972 8,147 7,547 7,718 331 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.9 9.3 0.0 31.7 89.1 95.5 98.4 4.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 9 0 3 7 14 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 51,587
COMMITMENTS
32,712 33,734 7 13,518 14,149 46,237 47,890 5,350 3,697
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 6,647)
6,861 -2,000 -31 -1,088 8,340 5,742 6,309 905 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.4 65.4 0.0 26.2 27.4 89.6 92.8 10.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
35 19 2 13 10 49 30
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,956
COMMITMENTS
7,461 1,543 2,658 8,538 15,141 18,657 19,342 1,299 614
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 3,439)
1,169 -1,964 1,000 1,159 4,308 3,328 3,344 111 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 7.7 13.3 42.8 75.9 93.5 96.9 6.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 4 2 7 6 21 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,870,724
COMMITMENTS
567,385 2481609 10044991 10625877 8043901 21238252 20570501 632,472 1300223
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 238,415)
-7,536 -976 -8,480 115,724 94,186 99,708 84,730 138,707 153,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 11.3 45.9 48.6 36.8 97.1 94.1 2.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
33 123 128 121 138 255 302
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 853,274
COMMITMENTS
103,103 103,538 129,791 529,680 527,930 762,574 761,259 90,700 92,014
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -16,994)
1,133 -1,684 -11,566 3,429 2,008 -7,004 -11,242 -9,990 -5,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 12.1 15.2 62.1 61.9 89.4 89.2 10.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 665)
173 160 172 244 246 499 496
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 170,285
COMMITMENTS
8,991 25,225 40,482 85,949 80,670 135,422 146,376 34,863 23,909
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -13,549)
-1,802 -4,426 -10,019 864 7,458 -10,958 -6,987 -2,591 -6,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 14.8 23.8 50.5 47.4 79.5 86.0 20.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
13 14 22 36 35 62 58
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,414,945
COMMITMENTS
494,591 415,598 422,514 2218655 2236304 3135760 3074416 279,184 340,529
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -17,227)
10,135 9,172 -3,197 12,827 -27,248 19,766 -21,274 -36,993 4,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 12.2 12.4 65.0 65.5 91.8 90.0 8.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 646)
166 155 164 237 240 481 481
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 94,043
COMMITMENTS
24,808 2,247 1,417 56,482 86,559 82,707 90,223 11,336 3,820
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -3,523)
-4,047 359 1,306 -43 -4,922 -2,784 -3,257 -739 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 2.4 1.5 60.1 92.0 87.9 95.9 12.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
18 4 4 47 36 66 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,616
COMMITMENTS
26,264 6,330 1,354 16,021 36,517 43,638 44,201 5,977 5,415
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 3,061)
2,736 361 -187 425 3,696 2,975 3,871 86 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 12.8 2.7 32.3 73.6 88.0 89.1 12.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
76 56 27 71 75 160 145
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 248,078
COMMITMENTS
131,319 31,652 6,768 80,106 182,583 218,192 221,003 29,886 27,075
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 15,304)
13,680 1,807 -933 2,126 18,482 14,873 19,356 431 -4,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 12.8 2.7 32.3 73.6 88.0 89.1 12.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
76 56 27 71 75 160 145
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,691
COMMITMENTS
56,988 45,118 14,776 26,757 41,312 98,521 101,206 27,170 24,485
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 8,933)
3,627 2,663 2,029 670 6,344 6,326 11,036 2,607 -2,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 35.9 11.8 21.3 32.9 78.4 80.5 21.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
35 24 13 21 23 64 52
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,665
COMMITMENTS
7,966 5,051 500 12,158 18,094 20,624 23,645 8,041 5,020
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 573)
154 78 500 404 933 1,058 1,511 -485 -938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 17.6 1.7 42.4 63.1 71.9 82.5 28.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 8 1 14 8 28 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 63,203
COMMITMENTS
14,551 17,955 1,673 37,772 20,592 53,996 40,220 9,207 22,983
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 3,819)
758 3,037 -271 2,202 -30 2,689 2,736 1,130 1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 28.4 2.6 59.8 32.6 85.4 63.6 14.6 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 15 4 38 26 62 43
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,158
COMMITMENTS
8,597 5,942 59 5,873 8,892 14,529 14,893 629 265
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -76)
115 -111 -55 -130 0 -70 -166 -6 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.7 39.2 0.4 38.7 58.7 95.9 98.3 4.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 1 9 2 15 7
Updated February 3, 2017