BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,921
COMMITMENTS
562 1,450 213 5,329 4,510 6,104 6,173 817 748
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 203)
0 -36 -11 252 165 241 118 -38 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 21.0 3.1 77.0 65.2 88.2 89.2 11.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 8 5 18 17 25 27
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,247
COMMITMENTS
16,319 7,173 670 11,135 16,528 28,124 24,371 3,123 6,876
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 546)
111 -355 134 427 459 672 238 -126 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.2 23.0 2.1 35.6 52.9 90.0 78.0 10.0 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 22 17 20 25 51 54
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,220
COMMITMENTS
412 1,100 849 3,244 2,542 4,505 4,491 715 729
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 329)
-36 32 189 140 15 293 236 36 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 21.1 16.3 62.1 48.7 86.3 86.0 13.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 10 10 19 18 32 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,993
COMMITMENTS
858 865 644 2,313 1,953 3,815 3,462 178 531
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 157)
178 86 -22 0 48 156 112 1 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 21.7 16.1 57.9 48.9 95.5 86.7 4.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 7 7 3 15 12
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,128
COMMITMENTS
87,625 74,952 32,638 80,013 79,181 200,276 186,771 18,852 32,357
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 10,991)
5,503 9,189 2,082 2,873 -1,164 10,458 10,107 533 884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 34.2 14.9 36.5 36.1 91.4 85.2 8.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
90 100 91 61 78 212 223
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,549
COMMITMENTS
106,055 91,423 35,432 93,686 100,325 235,173 227,180 26,376 34,369
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,125)
983 -690 851 -125 572 1,709 733 -584 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 35.0 13.5 35.8 38.4 89.9 86.9 10.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
103 108 99 99 109 257 276
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,482
COMMITMENTS
1,840 1,319 76 627 1,116 2,543 2,511 939 971
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 380)
89 319 -68 327 83 348 334 32 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.8 37.9 2.2 18.0 32.1 73.0 72.1 27.0 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
24 12 3 10 12 37 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,446
COMMITMENTS
17,239 16,222 8,080 11,153 8,083 36,472 32,385 6,974 11,061
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,116)
922 933 1,034 162 261 2,118 2,228 -2 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 37.3 18.6 25.7 18.6 83.9 74.5 16.1 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
45 61 45 44 47 119 129
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,277
COMMITMENTS
1,445 12,744 555 20,619 8,695 22,619 21,994 658 1,283
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 131)
-50 -22 -51 244 85 143 12 -12 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 54.7 2.4 88.6 37.4 97.2 94.5 2.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 13 10 23 23 39 44
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,091
COMMITMENTS
22,550 14,811 0 11,538 19,628 34,088 34,439 1,003 652
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -10,175)
681 3,638 -3,179 -7,360 -10,749 -9,858 -10,290 -317 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.3 42.2 0.0 32.9 55.9 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 3 0 6 7 14 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 137,204
COMMITMENTS
57,216 40,913 1,151 53,400 67,179 111,767 109,243 25,437 27,961
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 12,528)
11,426 12,181 -562 5,226 494 16,090 12,113 -3,562 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 29.8 0.8 38.9 49.0 81.5 79.6 18.5 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 25 6 17 29 45 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,838
COMMITMENTS
27,281 18,868 405 7,754 3,375 35,440 22,648 5,398 18,190
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -3,910)
6,428 -637 -2,300 -6,482 -497 -2,354 -3,434 -1,556 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.8 46.2 1.0 19.0 8.3 86.8 55.5 13.2 44.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 12 5 7 7 20 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 153,278
COMMITMENTS
20,526 109,868 1,009 127,430 34,589 148,965 145,466 4,313 7,812
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -15,451)
596 24,191 -13,161 -3,717 -27,586 -16,282 -16,556 831 1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 71.7 0.7 83.1 22.6 97.2 94.9 2.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
34 83 6 21 16 60 100
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 237,759
COMMITMENTS
69,233 127,919 4,842 145,856 66,688 219,931 199,449 17,828 38,310
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -14,780)
28,836 4,701 -11,608 -29,632 -7,750 -12,404 -14,657 -2,376 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 53.8 2.0 61.3 28.0 92.5 83.9 7.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
30 47 12 21 38 58 90
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 140,738
COMMITMENTS
85,117 26,332 1,486 29,715 83,021 116,318 110,839 24,420 29,899
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -26,602)
-1,023 -2,962 -9,917 -13,777 -10,679 -24,717 -23,558 -1,885 -3,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 18.7 1.1 21.1 59.0 82.6 78.8 17.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
27 32 9 27 34 58 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 324,525
COMMITMENTS
95,698 180,723 6,314 177,910 77,967 279,922 265,004 44,603 59,521
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -55,099)
3,915 7,465 -19,563 -38,138 -34,858 -53,786 -46,956 -1,313 -8,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 55.7 1.9 54.8 24.0 86.3 81.7 13.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
58 83 29 57 51 128 152
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,687
COMMITMENTS
11,461 5,729 222 7,585 19,582 19,268 25,533 9,419 3,154
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -3,050)
-71 1,874 -1,637 -281 -2,800 -1,989 -2,563 -1,061 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 20.0 0.8 26.4 68.3 67.2 89.0 32.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 2 7 8 13 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,424
COMMITMENTS
16,161 6,804 0 7,528 17,689 23,689 24,493 1,735 931
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -1,154)
-1,430 -826 0 473 -414 -957 -1,240 -197 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.6 26.8 0.0 29.6 69.6 93.2 96.3 6.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 11 0 5 5 19 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 49,526
COMMITMENTS
34,778 42,694 73 9,079 3,156 43,930 45,923 5,596 3,603
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -12,415)
-122 12,923 -10,472 -1,484 -14,873 -12,078 -12,422 -337 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 86.2 0.1 18.3 6.4 88.7 92.7 11.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
47 21 6 8 13 58 37
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,781,411
COMMITMENTS
708,888 1864329 2321206 7007020 5497706 10037114 9683241 744,297 1098170
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -562,993)
-88,987 161,155 -202,920 -271,738 -460,601 -563,645 -502,366 652 -60,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 17.3 21.5 65.0 51.0 93.1 89.8 6.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
36 92 106 117 128 236 255
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 641,083
COMMITMENTS
110,229 90,463 21,368 425,897 441,972 557,494 553,803 83,590 87,281
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -184,241)
-8,911 -10,113 -23,847 -128,320 -129,335 -161,078 -163,295 -23,163 -20,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 14.1 3.3 66.4 68.9 87.0 86.4 13.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 592)
119 142 63 226 232 376 406
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 61,335
COMMITMENTS
7,358 6,683 25 27,083 30,138 34,466 36,846 26,869 24,489
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -61,046)
-6,865 -7,685 -1,295 -44,451 -43,106 -52,611 -52,086 -8,435 -8,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 10.9 0.0 44.2 49.1 56.2 60.1 43.8 39.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 10 1 26 17 38 28
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,898,741
COMMITMENTS
536,166 440,713 84,901 1994071 2059169 2615138 2584783 283,603 313,958
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -615,973)
-86,878 -88,789 -36,112 -419,343 -431,145 -542,333 -556,046 -73,640 -59,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 15.2 2.9 68.8 71.0 90.2 89.2 9.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
115 141 58 217 226 363 394
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 81,076
COMMITMENTS
21,534 2,417 205 46,978 75,898 68,717 78,520 12,359 2,556
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -4,671)
947 566 -1,834 -3,983 -2,463 -4,870 -3,731 199 -940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 3.0 0.3 57.9 93.6 84.8 96.8 15.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 6 2 47 35 60 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,968
COMMITMENTS
29,634 5,891 307 19,464 43,597 49,405 49,795 5,563 5,173
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -9,324)
2,819 -1,690 -398 -11,467 -7,415 -9,046 -9,503 -278 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 10.7 0.6 35.4 79.3 89.9 90.6 10.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
79 53 13 60 71 145 132
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 274,840
COMMITMENTS
148,171 29,457 1,535 97,320 217,983 247,026 248,975 27,814 25,865
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -46,621)
14,096 -8,452 -1,991 -57,335 -37,073 -45,230 -47,516 -1,391 895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 10.7 0.6 35.4 79.3 89.9 90.6 10.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
79 53 13 60 71 145 132
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 86,614
COMMITMENTS
48,543 41,695 1,949 13,293 22,527 63,785 66,171 22,829 20,443
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -25,753)
-14,591 15,028 -4,550 -4,657 -33,305 -23,798 -22,827 -1,955 -2,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 48.1 2.3 15.3 26.0 73.6 76.4 26.4 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
32 28 8 17 16 55 46
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,242
COMMITMENTS
10,392 3,297 18 16,170 24,991 26,580 28,306 6,662 4,936
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 441)
-305 -54 0 1,173 990 868 936 -427 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 9.9 0.1 48.6 75.2 80.0 85.2 20.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 5 1 15 11 25 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,054
COMMITMENTS
6,815 5,800 695 28,707 18,310 36,217 24,805 8,837 20,249
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -5,662)
-5,032 612 65 -782 389 -5,749 1,066 87 -6,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 12.9 1.5 63.7 40.6 80.4 55.1 19.6 44.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
15 10 5 29 19 48 30
Updated September 23, 2016