BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,000
COMMITMENTS
744 1,662 279 3,252 2,415 4,275 4,356 725 644
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,543)
-24 -132 -116 -1,357 -1,356 -1,497 -1,604 -46 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 33.2 5.6 65.0 48.3 85.5 87.1 14.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 11 6 18 17 27 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,812
COMMITMENTS
19,987 8,551 710 8,261 15,211 28,958 24,472 2,854 7,340
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -2,513)
-249 -1,044 -358 -2,115 -541 -2,722 -1,943 209 -570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.8 26.9 2.2 26.0 47.8 91.0 76.9 9.0 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 23 16 17 24 50 52
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,651
COMMITMENTS
449 751 1,546 3,150 2,700 5,145 4,997 506 654
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -735)
-62 13 -164 -464 -468 -690 -619 -45 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 13.3 27.4 55.7 47.8 91.0 88.4 9.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 9 9 19 17 32 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 210,283
COMMITMENTS
81,476 70,757 40,254 72,255 69,043 193,985 180,054 16,298 30,229
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -7,806)
-4,007 -802 -1,016 -3,280 -4,004 -8,303 -5,822 497 -1,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 33.6 19.1 34.4 32.8 92.2 85.6 7.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
103 92 97 54 87 209 239
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 283,740
COMMITMENTS
114,022 46,933 39,238 101,722 149,680 254,982 235,851 28,758 47,889
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -4,807)
2,885 -6,856 -4,746 -4,232 5,314 -6,093 -6,288 1,286 1,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 16.5 13.8 35.9 52.8 89.9 83.1 10.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
108 91 100 111 141 271 294
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,855
COMMITMENTS
1,562 861 285 845 1,753 2,692 2,899 1,163 956
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 69)
-13 -149 67 56 138 110 56 -41 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 22.3 7.4 21.9 45.5 69.8 75.2 30.2 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 11 6 11 20 32 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,152
COMMITMENTS
19,143 15,244 6,605 13,101 9,723 38,849 31,572 7,303 14,580
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 1,185)
83 -368 594 578 343 1,255 569 -70 616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 33.0 14.3 28.4 21.1 84.2 68.4 15.8 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
43 55 48 38 57 111 138
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,725
COMMITMENTS
449 3,834 168 3,160 440 3,777 4,442 948 283
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -294)
-26 -246 -9 -248 -95 -283 -350 -11 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 81.1 3.6 66.9 9.3 79.9 94.0 20.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 2 12 4 17 10
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 21,775
COMMITMENTS
4,236 14,369 179 16,893 6,610 21,308 21,158 467 617
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -2,607)
318 -1,483 -144 -2,655 -772 -2,481 -2,399 -126 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 66.0 0.8 77.6 30.4 97.9 97.2 2.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
20 8 6 23 19 44 32
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,499
COMMITMENTS
21,413 0 1,821 10,027 32,007 33,261 33,828 1,238 671
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 1,348)
-583 0 1,802 141 -526 1,360 1,276 -12 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.1 0.0 5.3 29.1 92.8 96.4 98.1 3.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 0 2 9 9 20 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 107,289
COMMITMENTS
21,538 39,696 2,250 56,070 33,177 79,858 75,123 27,431 32,166
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -7,127)
-3,472 -3,890 405 -5,665 -1,376 -8,732 -4,861 1,605 -2,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 37.0 2.1 52.3 30.9 74.4 70.0 25.6 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
20 30 10 23 27 49 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 65,455
COMMITMENTS
9,859 35,256 657 47,911 3,923 58,427 39,836 7,028 25,619
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,607)
-3,168 -2,105 297 196 539 -2,675 -1,269 1,068 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 53.9 1.0 73.2 6.0 89.3 60.9 10.7 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 19 7 16 9 26 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 151,640
COMMITMENTS
18,619 72,685 11,730 114,759 59,947 145,108 144,362 6,532 7,278
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -3,761)
-695 -1,129 -168 -3,080 -2,407 -3,943 -3,704 182 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 47.9 7.7 75.7 39.5 95.7 95.2 4.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
32 65 13 22 21 64 92
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 243,671
COMMITMENTS
43,169 120,407 12,057 165,779 76,140 221,005 208,604 22,666 35,067
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -586)
-7,637 -8,534 4,814 2,855 4,599 32 879 -618 -1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 49.4 4.9 68.0 31.2 90.7 85.6 9.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
28 55 22 26 43 66 108
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 235,915
COMMITMENTS
74,367 108,304 2,308 140,357 83,264 217,032 193,876 18,883 42,039
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 33,744)
2,243 35,911 -383 32,194 -731 34,054 34,797 -310 -1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 45.9 1.0 59.5 35.3 92.0 82.2 8.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
27 53 12 32 37 66 95
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 433,237
COMMITMENTS
123,390 237,946 11,295 246,681 120,065 381,366 369,306 51,871 63,931
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -13,953)
-12,718 -17,402 249 1,326 3,504 -11,143 -13,649 -2,810 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 54.9 2.6 56.9 27.7 88.0 85.2 12.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
69 101 43 58 61 146 188
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 19,925
COMMITMENTS
11,460 4,208 599 6,528 14,440 18,587 19,247 1,338 678
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -12,389)
-6,195 553 -242 -5,746 -12,568 -12,183 -12,257 -206 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.5 21.1 3.0 32.8 72.5 93.3 96.6 6.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 11 1 3 5 17 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,740
COMMITMENTS
27,641 31,593 275 16,585 14,267 44,501 46,135 4,239 2,605
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,145)
-2,590 -510 -70 1,031 288 -1,629 -292 484 -853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.7 64.8 0.6 34.0 29.3 91.3 94.7 8.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
30 20 4 12 11 44 33
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 5,739
COMMITMENTS
1,556 3,154 1,085 2,381 886 5,022 5,125 717 614
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 55.0 18.9 41.5 15.4 87.5 89.3 12.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 3 2 8 3 17 8
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,748,555
COMMITMENTS
559,543 2798426 2571903 9095074 6267678 12226520 11638007 522,035 1110548
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 248,306)
-27,024 71,399 -322,399 618,498 563,763 269,075 312,763 -20,769 -64,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 22.0 20.2 71.3 49.2 95.9 91.3 4.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
31 105 104 122 137 235 273
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 702,523
COMMITMENTS
91,075 110,320 20,043 484,529 465,602 595,647 595,965 106,876 106,558
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -5,364)
-5,884 -5,495 -1,629 -4,288 -307 -11,800 -7,431 6,436 2,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 15.7 2.9 69.0 66.3 84.8 84.8 15.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596)
124 139 82 240 242 407 421
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 92,138
COMMITMENTS
9,598 2,185 53 51,097 46,841 60,748 49,079 31,390 43,059
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 505)
-1,957 -373 -36 275 2,544 -1,718 2,135 2,223 -1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 2.4 0.1 55.5 50.8 65.9 53.3 34.1 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
13 5 1 27 28 40 34
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,051,926
COMMITMENTS
422,175 555,467 85,158 2167162 2093804 2674495 2734429 377,431 317,497
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -29,345)
-37,322 -43,301 9,726 -22,813 -14,253 -50,409 -47,828 21,064 18,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 18.2 2.8 71.0 68.6 87.6 89.6 12.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
123 137 78 231 231 391 410
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,102
COMMITMENTS
27,130 3,748 114 48,552 80,237 75,796 84,099 12,306 4,003
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -378)
-110 -647 3 -288 584 -395 -60 17 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 4.3 0.1 55.1 91.1 86.0 95.5 14.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
16 7 1 45 38 61 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,837
COMMITMENTS
20,168 9,623 1,318 23,086 33,366 44,572 44,307 6,265 6,530
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -220)
-4,823 2,486 923 3,536 -5,039 -364 -1,631 145 1,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 18.9 2.6 45.4 65.6 87.7 87.2 12.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
63 49 15 66 71 135 129
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 254,185
COMMITMENTS
100,842 48,114 6,590 115,430 166,830 222,862 221,534 31,323 32,651
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,099)
-24,115 12,429 4,614 17,679 -25,196 -1,822 -8,153 723 7,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 18.9 2.6 45.4 65.6 87.7 87.2 12.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
63 49 15 66 71 135 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 84,900
COMMITMENTS
48,274 27,403 1,937 12,291 32,094 62,502 61,434 22,398 23,466
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -7,799)
-6,517 -6,431 -533 -1,300 1,206 -8,350 -5,758 551 -2,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 32.3 2.3 14.5 37.8 73.6 72.4 26.4 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
33 26 7 16 19 52 49
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 50,456
COMMITMENTS
11,354 2,923 1,465 25,231 38,863 38,050 43,251 12,406 7,205
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 14,442)
-604 126 1,329 9,835 10,452 10,560 11,907 3,882 2,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 5.8 2.9 50.0 77.0 75.4 85.7 24.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 5 6 15 12 36 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 88,361
COMMITMENTS
10,724 22,295 6,089 48,494 39,022 65,307 67,406 23,054 20,955
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 15,007)
1,271 4,545 2,430 244 1,162 3,945 8,137 11,062 6,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 25.2 6.9 54.9 44.2 73.9 76.3 26.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
22 19 12 38 35 67 59
Updated December 9, 2016