BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,973
COMMITMENTS
493 1,864 299 5,436 4,129 6,228 6,292 745 681
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 507)
-3 22 49 435 378 481 449 26 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 26.7 4.3 78.0 59.2 89.3 90.2 10.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 9 6 19 20 27 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,881
COMMITMENTS
17,395 8,944 677 11,564 15,016 29,636 24,637 2,245 7,244
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 571)
-54 732 35 193 -396 174 371 397 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 28.1 2.1 36.3 47.1 93.0 77.3 7.0 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 24 13 23 24 47 53
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,510
COMMITMENTS
317 672 1,207 3,410 3,074 4,934 4,953 576 557
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 222)
33 120 91 82 77 206 288 16 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 12.2 21.9 61.9 55.8 89.5 89.9 10.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 10 9 20 17 30 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,637
COMMITMENTS
251 1,047 1,096 3,070 1,909 4,417 4,052 220 585
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 266)
2 87 84 158 30 244 201 22 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 22.6 23.6 66.2 41.2 95.3 87.4 4.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 7 7 3 16 11
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,977
COMMITMENTS
101,936 92,737 35,855 75,050 69,940 212,841 198,532 17,136 31,445
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -161)
344 -1,035 -1,522 2,056 187 878 -2,370 -1,039 2,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 40.3 15.6 32.6 30.4 92.5 86.3 7.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
96 118 97 56 80 204 252
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,448
COMMITMENTS
102,304 88,453 39,233 99,958 106,021 241,495 233,707 26,953 34,741
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 5,268)
1,038 3,527 1,627 2,684 -229 5,349 4,925 -81 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 32.9 14.6 37.2 39.5 90.0 87.1 10.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
101 110 107 97 114 256 285
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,593
COMMITMENTS
2,378 883 389 542 2,267 3,309 3,539 1,284 1,054
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -263)
-264 -43 -27 59 -56 -232 -126 -31 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.8 19.2 8.5 11.8 49.4 72.0 77.1 28.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
23 8 8 14 21 45 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,831
COMMITMENTS
18,790 18,261 7,378 10,265 7,210 36,433 32,849 7,398 10,982
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,320)
309 -262 859 -335 220 833 817 487 503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 41.7 16.8 23.4 16.4 83.1 74.9 16.9 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
44 72 48 38 42 115 138
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,659
COMMITMENTS
242 3,690 164 3,025 577 3,431 4,431 1,228 228
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 94)
17 57 -11 51 27 57 73 37 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 79.2 3.5 64.9 12.4 73.6 95.1 26.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 4 9 4 15 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,073
COMMITMENTS
1,987 14,332 758 20,823 7,812 23,568 22,902 505 1,171
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 720)
109 158 -24 633 526 718 660 2 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 59.5 3.1 86.5 32.5 97.9 95.1 2.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 12 11 23 19 41 40
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 44,687
COMMITMENTS
32,552 654 0 10,918 43,448 43,470 44,102 1,217 585
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -331)
1,015 -13,213 0 -1,367 12,980 -352 -233 21 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.8 1.5 0.0 24.4 97.2 97.3 98.7 2.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 4 0 7 10 18 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 95,793
COMMITMENTS
23,679 37,977 1,132 43,075 27,569 67,886 66,678 27,907 29,115
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -8,209)
-7,130 -4,536 206 -3,071 948 -9,995 -3,382 1,786 -4,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 39.6 1.2 45.0 28.8 70.9 69.6 29.1 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 29 5 18 24 43 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 63,226
COMMITMENTS
18,329 34,706 1,099 37,139 3,449 56,567 39,254 6,659 23,972
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 7,479)
-1,817 5,152 849 8,184 592 7,216 6,593 263 886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 54.9 1.7 58.7 5.5 89.5 62.1 10.5 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 21 5 12 9 24 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 129,729
COMMITMENTS
33,364 64,083 2,545 88,084 56,889 123,993 123,517 5,736 6,212
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -6,248)
-4,696 -25,769 336 -3,105 19,217 -7,465 -6,216 1,217 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 49.4 2.0 67.9 43.9 95.6 95.2 4.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
44 62 9 20 20 70 86
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 255,194
COMMITMENTS
52,575 144,133 5,886 166,965 65,199 225,426 215,218 29,768 39,976
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -396)
2,182 -1,730 -1,545 -1,058 1,892 -421 -1,383 25 987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 56.5 2.3 65.4 25.5 88.3 84.3 11.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
35 58 17 24 40 67 107
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 156,607
COMMITMENTS
74,966 37,975 2,097 54,359 81,884 131,422 121,956 25,185 34,651
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 6,213)
-4,313 4,605 122 10,553 340 6,362 5,067 -149 1,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.9 24.2 1.3 34.7 52.3 83.9 77.9 16.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
29 38 12 28 36 63 81
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 413,183
COMMITMENTS
128,181 237,449 9,077 230,197 104,790 367,455 351,316 45,728 61,867
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 34,409)
13,897 29,693 160 20,318 5,659 34,375 35,512 34 -1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 57.5 2.2 55.7 25.4 88.9 85.0 11.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
71 88 33 56 57 139 168
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,454
COMMITMENTS
12,894 878 448 7,168 25,606 20,510 26,932 9,944 3,522
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 267)
-453 -286 84 17 646 -352 444 619 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 2.9 1.5 23.5 84.1 67.3 88.4 32.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 2 3 5 8 14 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,702
COMMITMENTS
20,080 2,989 493 6,296 24,247 26,869 27,729 1,833 973
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -127)
-60 -2,309 -40 -133 2,172 -233 -177 106 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.0 10.4 1.7 21.9 84.5 93.6 96.6 6.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 7 2 3 5 20 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,413
COMMITMENTS
29,513 29,666 158 12,805 13,729 42,476 43,553 4,937 3,860
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 289)
-1,449 -9,032 -41 2,220 9,143 730 70 -441 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.2 62.6 0.3 27.0 29.0 89.6 91.9 10.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
46 18 6 11 14 58 37
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,450,135
COMMITMENTS
620,046 2259604 2509902 7619325 5535169 10749273 10304675 700,862 1145460
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 181,574)
-17,033 39,141 76,545 73,826 47,985 133,338 163,671 48,236 17,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 19.7 21.9 66.5 48.3 93.9 90.0 6.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
35 95 108 121 128 242 259
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 665,364
COMMITMENTS
107,706 95,050 19,026 435,113 447,699 561,846 561,775 103,518 103,589
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -1,650)
3,509 -11,364 774 -3,247 9,560 1,036 -1,030 -2,685 -620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 14.3 2.9 65.4 67.3 84.4 84.4 15.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 595)
118 154 76 221 230 379 421
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 76,124
COMMITMENTS
9,581 1,531 25 37,808 33,439 47,414 34,995 28,710 41,129
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -1,933)
1,698 -1,802 0 -2,104 -680 -406 -2,482 -1,527 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 2.0 0.0 49.7 43.9 62.3 46.0 37.7 54.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 7 1 25 19 39 27
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,946,199
COMMITMENTS
512,423 489,391 73,209 1986527 2071300 2572159 2633900 374,040 312,299
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,417)
11,111 -45,754 1,814 -5,717 51,200 7,208 7,260 -5,791 -5,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 16.6 2.5 67.4 70.3 87.3 89.4 12.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
115 152 71 213 222 365 409
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,328
COMMITMENTS
22,329 2,945 126 49,479 78,107 71,934 81,178 12,394 3,150
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,470)
-221 459 -479 433 2,010 -267 1,990 1,737 -520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 3.5 0.1 58.7 92.6 85.3 96.3 14.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 6 2 43 34 59 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,955
COMMITMENTS
36,889 5,465 295 17,800 49,910 54,984 55,670 5,971 5,285
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,461)
5,164 -400 -609 -846 2,877 3,709 1,868 -2,248 -406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 9.0 0.5 29.2 81.9 90.2 91.3 9.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
88 49 12 62 68 155 125
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 304,774
COMMITMENTS
184,445 27,325 1,476 88,998 249,548 274,919 278,349 29,855 26,425
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 7,306)
25,819 -2,002 -3,044 -4,229 14,384 18,546 9,338 -11,240 -2,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 9.0 0.5 29.2 81.9 90.2 91.3 9.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
88 49 12 62 68 155 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 122,436
COMMITMENTS
80,526 50,546 1,781 10,866 48,481 93,173 100,808 29,263 21,628
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 10,408)
7,131 3,255 -323 1,106 6,337 7,914 9,269 2,494 1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.8 41.3 1.5 8.9 39.6 76.1 82.3 23.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
42 23 7 15 22 62 47
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,116
COMMITMENTS
11,160 3,335 8 14,635 25,085 25,803 28,428 7,313 4,688
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 254)
1,533 776 0 146 -495 1,679 281 -1,425 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 10.1 0.0 44.2 75.7 77.9 85.8 22.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 5 1 13 11 27 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,100
COMMITMENTS
13,327 6,674 1,769 29,992 29,752 45,088 38,195 9,012 15,905
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 3,384)
2,380 631 -247 83 906 2,216 1,290 1,168 2,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 12.3 3.3 55.4 55.0 83.3 70.6 16.7 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
20 14 6 26 28 50 44
Updated October 21, 2016