BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,406
COMMITMENTS
666 1,856 372 5,548 4,404 6,586 6,632 820 774
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 263)
73 47 49 67 51 189 147 74 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 25.1 5.0 74.9 59.5 88.9 89.5 11.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 10 7 19 19 29 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,237
COMMITMENTS
18,914 9,800 1,020 12,199 15,806 32,133 26,626 2,104 7,611
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,708)
735 1,028 292 477 413 1,504 1,733 204 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.2 28.6 3.0 35.6 46.2 93.9 77.8 6.1 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 28 20 25 24 56 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,305
COMMITMENTS
359 844 1,598 3,715 3,107 5,672 5,549 633 756
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 593)
23 -20 412 119 169 554 561 39 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 13.4 25.3 58.9 49.3 90.0 88.0 10.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 12 10 17 17 28 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,960
COMMITMENTS
342 1,272 1,035 3,332 1,937 4,709 4,244 251 716
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 104)
102 16 -16 -2 28 84 28 20 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 25.6 20.9 67.2 39.1 94.9 85.6 5.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 7 7 4 16 12
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 223,537
COMMITMENTS
90,847 84,090 37,414 78,973 71,177 207,234 192,681 16,303 30,856
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -7,199)
-7,832 -12,750 2,533 150 1,807 -5,149 -8,410 -2,050 1,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 37.6 16.7 35.3 31.8 92.7 86.2 7.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
88 115 93 52 80 195 248
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 275,224
COMMITMENTS
103,692 77,495 40,036 107,338 120,637 251,066 238,168 24,158 37,056
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 2,054)
-274 -7,200 1,040 2,423 8,125 3,189 1,965 -1,135 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 28.2 14.5 39.0 43.8 91.2 86.5 8.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
105 111 110 103 127 271 299
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,926
COMMITMENTS
1,446 1,279 133 1,014 1,530 2,593 2,942 1,333 984
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 84)
-491 260 9 530 -188 48 81 36 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 32.6 3.4 25.8 39.0 66.0 74.9 34.0 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 12 4 13 16 29 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,142
COMMITMENTS
18,119 17,443 6,116 10,821 7,575 35,056 31,134 7,086 11,008
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -1,443)
-1,204 -1,131 -209 6 325 -1,407 -1,015 -36 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 41.4 14.5 25.7 18.0 83.2 73.9 16.8 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
48 61 45 42 48 117 137
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,060
COMMITMENTS
328 4,041 190 3,587 571 4,105 4,802 955 258
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 290)
76 240 41 259 -1 376 280 -86 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 79.9 3.8 70.9 11.3 81.1 94.9 18.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 5 3 12 4 19 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,502
COMMITMENTS
2,801 15,723 729 21,411 7,937 24,941 24,389 561 1,113
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 504)
183 594 27 237 -59 447 562 57 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 61.7 2.9 84.0 31.1 97.8 95.6 2.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
15 13 12 22 20 40 42
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 44,405
COMMITMENTS
31,865 674 0 11,385 42,983 43,250 43,657 1,155 748
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -267)
-890 258 0 600 -618 -290 -360 23 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.8 1.5 0.0 25.6 96.8 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 4 0 6 10 15 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 121,156
COMMITMENTS
35,723 51,683 1,500 56,569 31,799 93,792 84,982 27,364 36,174
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 7,655)
2,449 5,085 140 5,757 2,635 8,346 7,860 -691 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 42.7 1.2 46.7 26.2 77.4 70.1 22.6 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
25 33 9 14 25 44 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 59,698
COMMITMENTS
12,744 32,714 270 41,171 3,614 54,185 36,598 5,513 23,100
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -7,513)
-6,084 -4,814 25 -1,373 80 -7,432 -4,709 -81 -2,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 54.8 0.5 69.0 6.1 90.8 61.3 9.2 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 16 5 11 9 24 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 157,048
COMMITMENTS
30,838 67,310 13,738 106,631 69,376 151,207 150,424 5,841 6,624
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 17,493)
2,161 13,290 -778 16,669 4,125 18,052 16,637 -559 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 42.9 8.7 67.9 44.2 96.3 95.8 3.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
43 66 11 19 21 70 91
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 267,564
COMMITMENTS
63,739 146,700 6,005 169,308 72,743 239,052 225,448 28,512 42,116
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 64)
138 -863 -594 -117 2,113 -573 656 637 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 54.8 2.2 63.3 27.2 89.3 84.3 10.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
37 55 18 24 39 67 106
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 165,124
COMMITMENTS
81,010 37,850 3,209 59,272 87,511 143,491 128,570 21,633 36,554
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 2,084)
-1,375 60 391 3,717 3,799 2,733 4,250 -649 -2,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 22.9 1.9 35.9 53.0 86.9 77.9 13.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
34 36 11 30 38 69 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 444,502
COMMITMENTS
126,443 263,828 11,245 261,922 105,533 399,610 380,606 44,892 63,896
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -3,969)
-16,438 -2,909 2,363 15,692 -2,614 1,617 -3,160 -5,586 -809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 59.4 2.5 58.9 23.7 89.9 85.6 10.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
72 97 36 55 59 143 177
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 39,101
COMMITMENTS
22,794 6,138 156 12,756 31,288 35,706 37,582 3,395 1,519
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 8,058)
204 895 -88 6,240 6,536 6,356 7,343 1,702 715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.3 15.7 0.4 32.6 80.0 91.3 96.1 8.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 9 1 5 6 18 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,788
COMMITMENTS
28,557 29,522 371 13,015 13,448 41,943 43,341 4,845 3,447
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -469)
-947 -402 255 87 -368 -605 -515 136 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.0 63.1 0.8 27.8 28.7 89.6 92.6 10.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
42 18 6 12 11 56 33
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,495,892
COMMITMENTS
495,139 2240195 2428903 7868439 5671141 10792481 10340239 703,411 1155653
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -110,466)
-101,525 -12,518 -131,031 130,741 13,706 -101,815 -129,843 -8,651 19,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 19.5 21.1 68.4 49.3 93.9 89.9 6.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
31 94 105 120 136 233 265
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 681,289
COMMITMENTS
102,026 100,054 23,017 448,913 446,505 573,956 569,576 107,333 111,713
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -1,172)
-801 -2,754 3,962 -10,439 -5,479 -7,278 -4,272 6,106 3,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 14.7 3.4 65.9 65.5 84.2 83.6 15.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 595)
122 153 72 227 226 386 414
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 83,944
COMMITMENTS
8,083 1,966 25 48,240 34,439 56,348 36,430 27,596 47,514
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,633)
712 -1,093 0 1,147 -807 1,859 -1,900 -226 3,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 2.3 0.0 57.5 41.0 67.1 43.4 32.9 56.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 4 1 26 19 40 24
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,986,724
COMMITMENTS
490,171 510,898 94,505 2003364 2060328 2588040 2665731 398,684 320,993
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -14,026)
-8,902 -9,645 21,148 -57,931 -23,362 -45,685 -11,859 31,659 -2,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 17.1 3.2 67.1 69.0 86.7 89.3 13.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588)
120 152 66 220 219 373 404
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 81,748
COMMITMENTS
21,456 2,444 505 47,982 75,499 69,943 78,448 11,805 3,300
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -2,262)
-43 202 410 -2,138 -2,845 -1,771 -2,233 -491 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 3.0 0.6 58.7 92.4 85.6 96.0 14.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 6 4 46 35 64 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,297
COMMITMENTS
32,281 5,941 497 24,911 51,275 57,689 57,713 5,608 5,585
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 39)
-6,040 152 179 6,515 -51 655 280 -616 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.0 9.4 0.8 39.4 81.0 91.1 91.2 8.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
74 52 15 66 73 148 133
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 316,487
COMMITMENTS
161,406 29,703 2,486 124,554 256,374 288,446 288,563 28,041 27,924
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 194)
-30,198 761 894 32,577 -254 3,273 1,401 -3,079 -1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.0 9.4 0.8 39.4 81.0 91.1 91.2 8.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
74 52 15 66 73 148 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,387
COMMITMENTS
85,541 44,674 2,484 8,723 55,432 96,748 102,590 28,639 22,797
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 803)
2,388 -6,556 653 -1,553 4,985 1,488 -918 -685 1,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.2 35.6 2.0 7.0 44.2 77.2 81.8 22.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
43 20 11 14 21 63 46
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,267
COMMITMENTS
13,145 2,925 8 14,398 28,928 27,551 31,861 8,716 4,406
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,566)
1,700 -438 -52 73 2,665 1,721 2,175 -155 -609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 8.1 0.0 39.7 79.8 76.0 87.9 24.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
19 5 1 12 13 31 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| 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: 60,584
COMMITMENTS
12,252 11,771 2,049 37,501 36,930 51,802 50,750 8,782 9,834
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 3,701)
-83 1,870 38 4,240 2,304 4,195 4,212 -494 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 19.4 3.4 61.9 61.0 85.5 83.8 14.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 20 6 25 33 46 55
Updated November 4, 2016