BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,085
COMMITMENTS
560 1,634 181 5,408 4,472 6,149 6,287 936 798
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 164)
-2 184 -32 79 -38 45 114 119 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 23.1 2.6 76.3 63.1 86.8 88.7 13.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 8 4 18 17 24 26
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,552
COMMITMENTS
17,910 7,929 968 11,890 17,138 30,768 26,035 2,784 7,517
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,305)
1,591 756 298 755 610 2,644 1,664 -339 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.4 23.6 2.9 35.4 51.1 91.7 77.6 8.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 24 20 21 25 53 56
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,337
COMMITMENTS
447 1,167 875 3,330 2,588 4,652 4,630 685 707
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 117)
35 67 26 86 46 147 139 -30 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 21.9 16.4 62.4 48.5 87.2 86.8 12.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 10 9 20 19 33 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,214
COMMITMENTS
932 940 593 2,517 2,196 4,042 3,729 172 485
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 221)
74 75 -51 204 243 227 267 -6 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 22.3 14.1 59.7 52.1 95.9 88.5 4.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 5 8 7 4 16 13
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 222,575
COMMITMENTS
92,173 81,029 33,407 77,210 77,339 202,790 191,775 19,785 30,800
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 3,447)
4,548 6,077 769 -2,803 -1,842 2,514 5,004 933 -1,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 36.4 15.0 34.7 34.7 91.1 86.2 8.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
96 109 95 64 82 222 235
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,390
COMMITMENTS
108,690 90,669 36,473 97,028 104,795 242,191 231,937 24,199 34,453
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 4,841)
2,635 -754 1,041 3,342 4,470 7,018 4,757 -2,177 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 34.0 13.7 36.4 39.3 90.9 87.1 9.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
99 115 101 94 115 253 284
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,654
COMMITMENTS
1,854 1,033 245 525 1,384 2,624 2,662 1,030 992
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 172)
14 -286 169 -102 268 81 151 91 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 28.3 6.7 14.4 37.9 71.8 72.9 28.2 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
23 8 6 9 16 38 28
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,354
COMMITMENTS
17,857 17,978 7,836 11,420 7,951 37,113 33,765 7,241 10,589
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 908)
618 1,756 -244 267 -132 641 1,380 267 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 40.5 17.7 25.7 17.9 83.7 76.1 16.3 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
45 68 50 41 48 119 141
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,952
COMMITMENTS
1,833 14,255 730 21,885 8,638 24,448 23,623 504 1,329
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,675)
388 1,511 175 1,266 -57 1,829 1,629 -154 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 57.1 2.9 87.7 34.6 98.0 94.7 2.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
14 14 11 22 23 38 46
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 36,928
COMMITMENTS
24,138 12,109 0 11,776 24,246 35,914 36,355 1,014 573
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,837)
1,588 -2,702 0 238 4,618 1,826 1,916 11 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.4 32.8 0.0 31.9 65.7 97.3 98.4 2.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 3 0 6 9 15 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 105,130
COMMITMENTS
34,579 46,194 789 44,542 25,681 79,910 72,664 25,220 32,466
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -32,074)
-22,637 5,281 -362 -8,858 -41,498 -31,857 -36,579 -217 4,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 43.9 0.8 42.4 24.4 76.0 69.1 24.0 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 25 6 18 22 49 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,969
COMMITMENTS
12,803 18,759 541 18,847 3,243 32,191 22,543 6,778 16,426
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -1,869)
-14,478 -109 136 11,093 -132 -3,249 -105 1,380 -1,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 48.1 1.4 48.4 8.3 82.6 57.8 17.4 42.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 11 6 9 7 21 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 160,243
COMMITMENTS
24,865 110,738 1,956 128,158 39,563 154,979 152,257 5,264 7,986
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 6,965)
4,339 870 947 728 4,974 6,014 6,791 951 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 69.1 1.2 80.0 24.7 96.7 95.0 3.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
40 82 8 23 16 68 101
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 239,025
COMMITMENTS
48,177 135,891 4,320 165,684 62,428 218,181 202,639 20,844 36,386
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,266)
-21,056 7,972 -522 19,828 -4,260 -1,750 3,190 3,016 -1,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 56.9 1.8 69.3 26.1 91.3 84.8 8.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
31 48 11 23 37 61 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 155,170
COMMITMENTS
97,432 28,540 2,148 28,326 90,589 127,906 121,277 27,264 33,893
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 14,432)
12,315 2,208 662 -1,389 7,568 11,588 10,438 2,844 3,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.8 18.4 1.4 18.3 58.4 82.4 78.2 17.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
33 35 13 23 35 62 77
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 328,490
COMMITMENTS
100,492 176,522 8,108 174,828 86,986 283,428 271,616 45,062 56,874
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 3,965)
4,794 -4,201 1,794 -3,082 9,019 3,506 6,612 459 -2,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 53.7 2.5 53.2 26.5 86.3 82.7 13.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
65 76 35 54 56 134 154
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 29,630
COMMITMENTS
12,748 2,440 337 7,152 23,230 20,237 26,007 9,393 3,623
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 943)
1,287 -3,289 115 -433 3,648 969 474 -26 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 8.2 1.1 24.1 78.4 68.3 87.8 31.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 3 6 7 14 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,194
COMMITMENTS
18,624 8,451 561 7,324 18,224 26,509 27,236 1,685 958
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,770)
2,463 1,647 561 -204 535 2,820 2,743 -50 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.1 30.0 2.0 26.0 64.6 94.0 96.6 6.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 12 4 4 4 20 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 49,416
COMMITMENTS
34,159 40,952 75 9,649 4,995 43,883 46,022 5,533 3,394
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -110)
-619 -1,742 2 570 1,839 -47 99 -63 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.1 82.9 0.2 19.5 10.1 88.8 93.1 11.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
47 22 6 9 13 60 37
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,917,029
COMMITMENTS
770,078 1914450 2286494 7137291 5606705 10193863 9807649 723,166 1109380
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 135,618)
61,190 50,121 -34,712 130,271 108,999 156,749 124,408 -21,131 11,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 17.5 20.9 65.4 51.4 93.4 89.8 6.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
42 85 106 120 132 238 259
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 641,376
COMMITMENTS
111,265 94,104 19,353 426,480 439,287 557,098 552,745 84,278 88,632
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 293)
1,036 3,641 -2,014 583 -2,684 -396 -1,058 689 1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 14.7 3.0 66.5 68.5 86.9 86.2 13.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597)
117 152 70 221 233 374 420
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 63,904
COMMITMENTS
8,409 3,274 26 28,222 35,874 36,657 39,174 27,247 24,730
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,569)
1,051 -3,409 1 1,139 5,736 2,191 2,328 378 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 5.1 0.0 44.2 56.1 57.4 61.3 42.6 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 9 2 23 21 36 31
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,887,362
COMMITMENTS
530,452 470,323 80,464 1991289 2017067 2602205 2567854 285,157 319,508
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -11,379)
-5,714 29,610 -4,437 -2,782 -42,102 -12,933 -16,929 1,554 5,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 16.3 2.8 69.0 69.9 90.1 88.9 9.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588)
114 150 64 211 225 358 407
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 82,981
COMMITMENTS
22,918 1,995 355 47,248 77,887 70,521 80,237 12,460 2,744
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,905)
1,384 -422 150 270 1,989 1,804 1,717 101 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 2.4 0.4 56.9 93.9 85.0 96.7 15.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 4 3 46 34 62 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,441
COMMITMENTS
33,393 6,094 585 19,408 47,385 53,386 54,064 6,056 5,377
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 4,473)
3,759 203 278 -56 3,788 3,980 4,269 493 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 10.3 1.0 32.7 79.7 89.8 91.0 10.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
82 54 14 63 70 152 132
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 297,206
COMMITMENTS
166,964 30,472 2,926 97,038 236,923 266,928 270,321 30,278 26,885
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 22,366)
18,793 1,015 1,391 -282 18,940 19,902 21,346 2,464 1,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 10.3 1.0 32.7 79.7 89.8 91.0 10.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
82 54 14 63 70 152 132
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 98,351
COMMITMENTS
62,892 47,884 2,530 8,205 26,374 73,627 76,788 24,724 21,563
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 11,737)
14,349 6,189 581 -5,088 3,847 9,842 10,617 1,895 1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.9 48.7 2.6 8.3 26.8 74.9 78.1 25.1 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
35 29 12 21 19 65 51
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,218
COMMITMENTS
11,313 2,830 9 15,064 25,680 26,386 28,519 7,832 5,699
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 976)
921 -467 -9 -1,106 689 -194 213 1,170 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 8.3 0.0 44.0 75.0 77.1 83.3 22.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 3 2 13 11 25 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,862
COMMITMENTS
11,106 9,036 1,217 30,609 23,298 42,932 33,551 8,930 18,311
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 6,808)
4,291 3,236 522 1,902 4,988 6,715 8,746 93 -1,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 17.4 2.3 59.0 44.9 82.8 64.7 17.2 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 16 5 28 22 44 40
Updated September 30, 2016