BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,857
COMMITMENTS
470 525 144 3,160 3,148 3,774 3,817 1,083 1,040
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 95)
14 23 1 -17 31 -2 55 97 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 10.8 3.0 65.1 64.8 77.7 78.6 22.3 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 8 5 12 15 19 24
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,158
COMMITMENTS
13,506 7,455 381 11,760 12,581 25,647 20,417 2,511 7,741
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,257)
1,532 725 42 490 611 2,064 1,378 193 879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 26.5 1.4 41.8 44.7 91.1 72.5 8.9 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 25 15 24 23 47 54
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,844
COMMITMENTS
223 1,156 511 5,562 4,080 6,296 5,747 548 1,097
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 647)
112 349 57 574 145 743 551 -96 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 16.9 7.5 81.3 59.6 92.0 84.0 8.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 9 12 20 15 33 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 203,921
COMMITMENTS
74,045 75,958 35,245 75,873 67,161 185,163 178,364 18,758 25,557
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -1,879)
-896 3,891 -1,449 2,572 -2,880 227 -438 -2,106 -1,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 37.2 17.3 37.2 32.9 90.8 87.5 9.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
92 94 80 62 69 198 213
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 272,654
COMMITMENTS
68,445 80,086 51,778 126,136 101,524 246,359 233,388 26,295 39,266
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 5,229)
-165 231 623 4,982 2,629 5,440 3,483 -211 1,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 29.4 19.0 46.3 37.2 90.4 85.6 9.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
88 117 118 99 121 259 308
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,976
COMMITMENTS
1,350 1,863 509 1,155 434 3,014 2,806 962 1,170
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 154)
-42 -42 6 272 92 236 56 -82 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 46.9 12.8 29.0 10.9 75.8 70.6 24.2 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
13 23 8 20 14 41 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,149
COMMITMENTS
11,614 11,795 5,243 11,279 6,108 28,136 23,146 7,013 12,003
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 421)
1,358 909 -66 -495 -352 797 491 -376 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 33.6 14.9 32.1 17.4 80.0 65.9 20.0 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
38 67 46 48 40 121 128
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,784
COMMITMENTS
589 2,986 83 2,050 323 2,722 3,392 1,062 392
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 285)
0 298 -2 246 -36 244 260 41 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 78.9 2.2 54.2 8.5 71.9 89.6 28.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 8 5 9 3 17 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,269
COMMITMENTS
2,271 12,907 772 21,823 9,105 24,866 22,784 403 2,485
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,090)
360 1,089 50 1,640 844 2,050 1,983 40 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 51.1 3.1 86.4 36.0 98.4 90.2 1.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
14 23 14 19 16 41 45
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 38,344
COMMITMENTS
2,160 812 0 35,387 36,752 37,547 37,564 797 780
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -4,380)
-1,374 -451 0 -3,046 -4,210 -4,420 -4,661 40 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 2.1 0.0 92.3 95.8 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 2 0 11 8 17 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 141,785
COMMITMENTS
45,589 73,941 1,581 75,090 25,123 122,260 100,645 19,525 41,140
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 7,425)
-198 10,247 -13 7,820 -6,545 7,609 3,689 -184 3,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 52.2 1.1 53.0 17.7 86.2 71.0 13.8 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
26 25 9 21 20 49 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 67,119
COMMITMENTS
19,014 34,343 757 40,195 5,183 59,966 40,283 7,153 26,836
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 7,088)
69 6,088 27 7,015 -114 7,111 6,001 -23 1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 51.2 1.1 59.9 7.7 89.3 60.0 10.7 40.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 14 6 12 8 24 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 181,499
COMMITMENTS
41,435 79,698 17,849 119,122 77,267 178,406 174,814 3,093 6,685
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 22,956)
-2,430 16,998 546 25,470 5,369 23,586 22,913 -630 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 43.9 9.8 65.6 42.6 98.3 96.3 1.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
25 55 12 15 25 51 84
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 175,254
COMMITMENTS
35,107 60,367 2,529 120,464 75,232 158,100 138,128 17,154 37,126
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,908)
-4,262 5,228 296 8,331 0 4,365 5,524 -1,457 -2,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 34.4 1.4 68.7 42.9 90.2 78.8 9.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
27 38 9 24 33 58 73
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 250,346
COMMITMENTS
34,475 113,086 5,132 194,025 82,801 233,632 201,019 16,714 49,327
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 16,144)
-606 11,117 456 16,212 2,674 16,062 14,247 82 1,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 45.2 2.0 77.5 33.1 93.3 80.3 6.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
30 54 11 25 31 61 90
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 436,801
COMMITMENTS
78,898 243,075 7,074 307,454 103,302 393,426 353,451 43,375 83,350
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 14,834)
-96 21,142 257 12,674 -6,923 12,835 14,476 1,999 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 55.6 1.6 70.4 23.6 90.1 80.9 9.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
50 118 38 53 59 126 195
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,585
COMMITMENTS
21,561 18,982 35 4,015 6,236 25,611 25,253 974 1,332
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,880)
3,607 3,461 -23 195 443 3,779 3,881 101 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.1 71.4 0.1 15.1 23.5 96.3 95.0 3.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 17 2 3 5 10 22
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,899
COMMITMENTS
22,219 16,971 478 10,212 11,113 32,909 28,562 1,990 6,337
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,180)
952 1,268 113 414 -900 1,479 481 -299 699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.7 48.6 1.4 29.3 31.8 94.3 81.8 5.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 30 7 13 12 32 47
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,782
COMMITMENTS
2,463 5,398 23 4,859 672 7,345 6,093 437 1,689
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 28)
-36 -289 0 65 81 29 -208 -1 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 69.4 0.3 62.4 8.6 94.4 78.3 5.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 13 1 7 3 10 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,086,791
COMMITMENTS
1605880 1803640 1898119 6928082 6322399 10432081 10024158 654,710 1062633
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -53,356)
166,630 117,652 -99,292 -69,759 -40,923 -2,421 -22,563 -50,935 -30,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 16.3 17.1 62.5 57.0 94.1 90.4 5.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
55 81 101 125 147 241 277
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 680,871
COMMITMENTS
71,529 88,053 26,986 485,089 467,123 583,605 582,162 97,266 98,709
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -8,721)
-2,262 -5,974 1,203 -12,817 -6,276 -13,876 -11,047 5,154 2,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 12.9 4.0 71.2 68.6 85.7 85.5 14.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
113 129 63 232 249 374 413
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 105,789
COMMITMENTS
11,692 3,059 3,213 57,967 60,064 72,872 66,336 32,917 39,453
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,485)
990 -2,324 1,153 -1,067 -1,960 1,076 -3,131 409 4,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 2.9 3.0 54.8 56.8 68.9 62.7 31.1 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
14 6 5 32 27 49 36
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,875,410
COMMITMENTS
312,786 438,568 105,267 2135610 2035293 2553663 2579128 321,747 296,282
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -51,031)
-23,628 -25,620 7,618 -58,748 -21,578 -74,758 -39,580 23,727 -11,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 15.3 3.7 74.3 70.8 88.8 89.7 11.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
106 132 58 220 238 356 398
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 86,486
COMMITMENTS
5,654 3,805 398 69,877 77,890 75,929 82,093 10,557 4,393
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 846)
-323 -903 -697 1,536 2,221 516 621 330 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 4.4 0.5 80.8 90.1 87.8 94.9 12.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
10 6 1 49 39 59 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,955
COMMITMENTS
19,525 5,752 1,300 43,304 58,826 64,129 65,878 5,826 4,077
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -3,028)
-3,268 -728 336 374 -2,245 -2,558 -2,637 -470 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 8.2 1.9 61.9 84.1 91.7 94.2 8.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
64 38 14 71 71 142 118
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 349,775
COMMITMENTS
97,627 28,760 6,499 216,521 294,130 320,647 329,389 29,128 20,386
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -15,139)
-16,338 -3,641 1,681 1,869 -11,223 -12,788 -13,183 -2,351 -1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 8.2 1.9 61.9 84.1 91.7 94.2 8.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
64 38 14 71 71 142 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 162,083
COMMITMENTS
44,933 111,397 440 103,191 14,327 148,564 126,164 13,519 35,919
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 8,493)
-960 12,674 159 8,013 -665 7,212 12,168 1,281 -3,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 68.7 0.3 63.7 8.8 91.7 77.8 8.3 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
21 49 8 20 16 46 68
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,575
COMMITMENTS
21,053 19,636 569 22,067 24,369 43,689 44,574 8,886 8,001
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -20)
-613 -1,582 418 56 205 -139 -959 119 939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 37.3 1.1 42.0 46.4 83.1 84.8 16.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 15 5 22 10 45 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 98,084
COMMITMENTS
47,820 12,839 1,011 39,691 28,829 88,522 42,679 9,562 55,405
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 6,923)
1,576 1,156 305 4,681 -1,098 6,562 363 361 6,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.8 13.1 1.0 40.5 29.4 90.3 43.5 9.7 56.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
39 13 7 35 24 77 41
Updated November 20, 2015