BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,371
COMMITMENTS
615 1,659 239 5,629 4,703 6,483 6,601 888 770
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 286)
55 25 58 221 231 334 314 -48 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 22.5 3.2 76.4 63.8 88.0 89.6 12.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 9 5 20 19 27 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,903
COMMITMENTS
18,796 8,454 1,384 12,124 17,640 32,304 27,478 2,599 7,425
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,351)
886 525 416 234 502 1,536 1,443 -185 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 24.2 4.0 34.7 50.5 92.6 78.7 7.4 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 25 20 22 28 54 60
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,480
COMMITMENTS
399 1,132 899 3,430 2,682 4,728 4,713 752 767
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 143)
-48 -35 24 100 94 76 83 67 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 20.7 16.4 62.6 48.9 86.3 86.0 13.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 9 9 19 19 32 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,359
COMMITMENTS
813 893 701 2,673 2,267 4,187 3,861 172 498
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 145)
-119 -47 108 156 71 145 132 0 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 20.5 16.1 61.3 52.0 96.1 88.6 3.9 11.4
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 220,590
COMMITMENTS
99,947 89,836 30,821 72,291 72,026 203,059 192,683 17,531 27,907
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,985)
7,774 8,807 -2,586 -4,919 -5,313 269 908 -2,254 -2,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 40.7 14.0 32.8 32.7 92.1 87.3 7.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
96 117 93 59 81 210 246
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,662
COMMITMENTS
106,085 88,527 36,011 97,539 107,592 239,635 232,130 25,027 32,532
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,728)
-2,605 -2,142 -462 511 2,797 -2,556 193 828 -1,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 33.4 13.6 36.9 40.7 90.5 87.7 9.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
108 106 104 96 111 258 277
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,073
COMMITMENTS
2,089 908 317 450 1,737 2,856 2,962 1,217 1,111
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 419)
235 -125 72 -75 353 232 300 187 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.3 22.3 7.8 11.0 42.6 70.1 72.7 29.9 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
25 7 8 10 19 42 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,223
COMMITMENTS
18,331 18,006 6,678 11,704 8,195 36,713 32,879 6,510 10,344
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,131)
474 28 -1,158 284 244 -400 -886 -731 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 41.7 15.5 27.1 19.0 84.9 76.1 15.1 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
45 67 48 37 42 113 133
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,903
COMMITMENTS
218 3,931 195 3,331 546 3,744 4,672 1,159 231
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 80.2 4.0 67.9 11.1 76.4 95.3 23.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 7 4 10 4 16 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,125
COMMITMENTS
2,055 15,346 817 22,720 8,656 25,592 24,819 533 1,306
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,173)
222 1,091 87 835 18 1,144 1,196 29 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 58.7 3.1 87.0 33.1 98.0 95.0 2.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
14 14 12 25 24 41 48
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 44,449
COMMITMENTS
31,116 13,710 0 12,285 30,131 43,401 43,841 1,048 608
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 7,521)
6,978 1,601 0 509 5,885 7,487 7,486 34 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.0 30.8 0.0 27.6 67.8 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 4 0 6 9 16 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 104,219
COMMITMENTS
32,585 46,662 1,090 45,693 25,329 79,368 73,081 24,851 31,138
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -911)
-1,994 468 301 1,151 -352 -542 417 -369 -1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 44.8 1.0 43.8 24.3 76.2 70.1 23.8 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
22 29 8 18 21 47 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,330
COMMITMENTS
19,293 22,229 258 20,439 2,045 39,990 24,532 6,340 21,798
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 7,361)
6,490 3,470 -283 1,592 -1,198 7,799 1,989 -438 5,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 48.0 0.6 44.1 4.4 86.3 53.0 13.7 47.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 15 3 10 6 22 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 157,510
COMMITMENTS
22,358 108,250 1,710 128,610 39,759 152,678 149,719 4,832 7,791
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -2,733)
-2,507 -2,488 -246 452 196 -2,301 -2,538 -432 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 68.7 1.1 81.7 25.2 96.9 95.1 3.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
37 81 7 21 16 63 99
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 262,478
COMMITMENTS
56,760 154,332 4,675 173,807 64,008 235,242 223,015 27,236 39,463
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 23,453)
8,583 18,441 355 8,123 1,580 17,061 20,376 6,392 3,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 58.8 1.8 66.2 24.4 89.6 85.0 10.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
30 52 14 27 40 66 97
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 157,574
COMMITMENTS
101,986 33,291 2,364 30,627 87,820 134,977 123,475 22,597 34,099
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 2,404)
4,554 4,751 216 2,301 -2,769 7,071 2,198 -4,667 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.7 21.1 1.5 19.4 55.7 85.7 78.4 14.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
33 43 13 26 35 67 83
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 347,643
COMMITMENTS
105,634 187,693 8,767 186,827 89,483 301,228 285,943 46,415 61,700
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 19,153)
5,142 11,171 659 11,999 2,497 17,800 14,327 1,353 4,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 54.0 2.5 53.7 25.7 86.6 82.3 13.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
67 76 34 55 51 137 148
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,348
COMMITMENTS
13,476 2,057 422 7,783 24,991 21,681 27,470 9,667 3,878
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,718)
728 -383 85 631 1,761 1,444 1,463 274 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 6.6 1.3 24.8 79.7 69.2 87.6 30.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 4 6 7 15 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,894
COMMITMENTS
20,723 5,955 375 6,264 21,745 27,362 28,075 1,532 819
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 700)
2,099 -2,496 -186 -1,060 3,521 853 839 -153 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.7 20.6 1.3 21.7 75.3 94.7 97.2 5.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 10 2 3 4 19 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 49,242
COMMITMENTS
32,224 40,054 78 10,859 5,712 43,161 45,844 6,081 3,398
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -174)
-1,935 -898 3 1,210 717 -722 -178 548 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.4 81.3 0.2 22.1 11.6 87.7 93.1 12.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
46 23 7 10 15 60 41
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,222,644
COMMITMENTS
798,204 2053291 2401546 7326704 5636540 10526454 10091377 696,190 1131267
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 305,615)
28,126 138,841 115,052 189,413 29,835 332,591 283,728 -26,976 21,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 18.3 21.4 65.3 50.2 93.8 89.9 6.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
40 93 106 120 133 236 268
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 659,410
COMMITMENTS
108,077 97,342 21,193 438,211 440,813 567,481 559,347 91,929 100,062
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 18,033)
-3,188 3,238 1,839 11,732 1,525 10,383 6,603 7,650 11,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 14.8 3.2 66.5 66.8 86.1 84.8 13.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 595)
115 152 68 228 232 378 417
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 74,374
COMMITMENTS
8,878 7,170 25 38,501 33,331 47,404 40,526 26,970 33,848
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 10,470)
469 3,896 -1 10,279 -2,543 10,747 1,352 -277 9,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 9.6 0.0 51.8 44.8 63.7 54.5 36.3 45.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 9 1 23 19 36 29
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,925,178
COMMITMENTS
533,493 488,358 68,340 1998552 2037409 2600385 2594107 324,793 331,071
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 37,816)
3,041 18,035 -12,124 7,263 20,342 -1,820 26,253 39,636 11,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 16.7 2.3 68.3 69.7 88.9 88.7 11.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
112 150 64 220 223 366 403
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 83,072
COMMITMENTS
22,481 1,989 120 49,118 77,863 71,719 79,972 11,353 3,100
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 91)
-437 -6 -235 1,870 -24 1,198 -265 -1,107 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 2.4 0.1 59.1 93.7 86.3 96.3 13.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
15 4 2 49 34 64 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,174
COMMITMENTS
33,176 5,698 585 19,581 47,462 53,343 53,746 5,831 5,428
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -267)
-217 -396 0 174 78 -43 -318 -224 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.1 9.6 1.0 33.1 80.2 90.1 90.8 9.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
87 51 15 62 67 154 128
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 295,870
COMMITMENTS
165,881 28,492 2,925 97,907 237,312 266,713 268,729 29,157 27,141
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,336)
-1,083 -1,980 -1 869 389 -215 -1,592 -1,121 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.1 9.6 1.0 33.1 80.2 90.1 90.8 9.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
87 51 15 62 67 154 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 110,028
COMMITMENTS
73,545 49,607 2,136 8,085 36,206 83,766 87,949 26,262 22,079
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 11,677)
10,653 1,723 -394 -120 9,832 10,139 11,161 1,538 516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.8 45.1 1.9 7.3 32.9 76.1 79.9 23.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
37 31 10 19 20 64 53
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,644
COMMITMENTS
11,857 2,589 15 14,336 25,456 26,208 28,060 6,436 4,584
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,574)
544 -241 6 -728 -224 -178 -459 -1,396 -1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 7.9 0.0 43.9 78.0 80.3 86.0 19.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 3 3 12 12 27 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,712
COMMITMENTS
9,647 6,318 1,519 29,207 29,015 40,373 36,852 9,339 12,860
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -2,150)
-1,459 -2,718 302 -1,402 5,717 -2,559 3,301 409 -5,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 12.7 3.1 58.8 58.4 81.2 74.1 18.8 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
17 17 6 25 24 46 43
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,946
COMMITMENTS
8,748 7,460 29 5,078 7,278 13,855 14,767 1,091 179
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.5 49.9 0.2 34.0 48.7 92.7 98.8 7.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 7 1 5 1 12 9
Updated October 7, 2016