BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,626
COMMITMENTS
746 1,606 981 6,011 5,289 7,738 7,876 888 750
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 36)
97 -42 39 -23 131 113 128 -77 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 18.6 11.4 69.7 61.3 89.7 91.3 10.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 10 9 20 22 32 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,691
COMMITMENTS
19,206 5,371 16,274 17,191 21,228 52,670 42,872 4,020 13,819
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,097)
1,147 66 781 340 469 2,268 1,316 -171 781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 9.5 28.7 30.3 37.4 92.9 75.6 7.1 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
27 20 31 35 30 75 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,692
COMMITMENTS
333 790 1,987 4,604 4,093 6,923 6,869 769 823
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 492)
-19 115 136 353 69 470 320 23 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 10.3 25.8 59.8 53.2 90.0 89.3 10.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 12 12 23 18 36 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,091
COMMITMENTS
243 713 2,366 3,856 2,286 6,465 5,365 626 1,726
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 223)
-9 209 -43 269 2 218 167 5 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 10.0 33.4 54.4 32.2 91.2 75.7 8.8 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 9 9 8 18 18
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 299,883
COMMITMENTS
97,744 74,995 95,181 84,644 91,223 277,569 261,399 22,314 38,484
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -57)
-5,248 3,206 847 3,663 -1,652 -737 2,401 681 -2,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 25.0 31.7 28.2 30.4 92.6 87.2 7.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
99 125 125 89 91 260 279
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 344,908
COMMITMENTS
105,985 68,051 91,730 115,509 136,093 313,225 295,874 31,684 49,035
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 6,146)
3,032 -4,623 1,400 4,111 7,699 8,543 4,476 -2,397 1,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 19.7 26.6 33.5 39.5 90.8 85.8 9.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
122 114 138 136 131 327 318
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,245
COMMITMENTS
1,982 987 311 614 1,933 2,907 3,230 1,339 1,015
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -671)
-429 134 -232 -47 -499 -709 -597 38 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 23.2 7.3 14.5 45.5 68.5 76.1 31.5 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
24 12 10 16 18 46 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 58,099
COMMITMENTS
18,704 15,384 18,233 12,060 9,205 48,997 42,822 9,102 15,277
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 95)
617 87 -546 615 405 686 -54 -591 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 26.5 31.4 20.8 15.8 84.3 73.7 15.7 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
53 67 66 58 58 152 158
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,016
COMMITMENTS
244 3,824 160 3,521 611 3,925 4,595 1,090 421
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 163)
12 109 -16 346 0 341 93 -178 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 76.2 3.2 70.2 12.2 78.3 91.6 21.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 6 6 10 4 16 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,642
COMMITMENTS
1,842 16,184 4,291 26,823 10,989 32,956 31,464 686 2,178
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,735)
189 659 593 946 311 1,729 1,563 6 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 48.1 12.8 79.7 32.7 98.0 93.5 2.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
12 22 18 28 26 51 55
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 44,672
COMMITMENTS
32,755 416 0 10,785 43,601 43,540 44,017 1,132 655
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -15)
203 -238 0 -133 153 70 -85 -85 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.3 0.9 0.0 24.1 97.6 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 3 0 6 10 16 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 133,461
COMMITMENTS
32,786 44,841 9,017 61,626 41,268 103,429 95,126 30,032 38,335
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 19,406)
9,436 7,848 1,593 8,018 2,723 19,047 12,164 359 7,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 33.6 6.8 46.2 30.9 77.5 71.3 22.5 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 36 12 21 27 50 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,370
COMMITMENTS
18,779 37,657 578 44,321 5,002 63,678 43,237 5,693 26,134
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 4,263)
463 2,978 -562 5,602 157 5,503 2,573 -1,240 1,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 54.3 0.8 63.9 7.2 91.8 62.3 8.2 37.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 21 5 16 10 29 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,584
COMMITMENTS
28,744 54,828 15,752 91,376 65,988 135,872 136,568 6,712 6,016
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 9,878)
-4,685 -10,067 11,979 1,900 8,362 9,194 10,274 684 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 38.5 11.0 64.1 46.3 95.3 95.8 4.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
49 62 14 20 20 79 88
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 321,362
COMMITMENTS
62,999 141,268 36,894 189,708 98,139 289,601 276,302 31,761 45,060
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 16,306)
9,914 661 5,390 3,084 7,729 18,388 13,780 -2,082 2,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 44.0 11.5 59.0 30.5 90.1 86.0 9.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
41 59 33 27 46 89 117
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 206,138
COMMITMENTS
80,352 38,025 22,333 78,838 103,980 181,522 164,338 24,616 41,800
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 8,022)
6,436 -476 2,235 2,049 2,081 10,720 3,841 -2,698 4,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 18.4 10.8 38.2 50.4 88.1 79.7 11.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
32 41 23 35 41 81 93
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 525,971
COMMITMENTS
140,034 265,326 44,195 286,043 147,198 470,272 456,718 55,698 69,253
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 47,154)
16,063 29,280 4,132 21,216 10,463 41,411 43,875 5,743 3,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 50.4 8.4 54.4 28.0 89.4 86.8 10.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
73 99 61 62 64 162 199
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,043
COMMITMENTS
22,590 5,243 244 6,516 24,752 29,350 30,239 1,693 804
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,341)
2,510 2,254 -249 220 505 2,481 2,510 -140 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.8 16.9 0.8 21.0 79.7 94.5 97.4 5.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
19 9 2 4 5 23 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,257
COMMITMENTS
29,504 29,924 116 12,928 13,816 42,548 43,856 4,709 3,401
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -156)
-9 258 -42 123 87 72 303 -228 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.4 63.3 0.2 27.4 29.2 90.0 92.8 10.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
42 20 5 10 14 54 37
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,190,377
COMMITMENTS
720,420 2259869 7995952 9719131 7743200 18435503 17999020 754,874 1191357
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 631,830)
11,527 27,260 362,741 244,664 246,396 618,932 636,397 12,898 -4,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 11.8 41.7 50.6 40.3 96.1 93.8 3.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
57 102 130 136 142 279 298
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 851,697
COMMITMENTS
102,982 97,520 125,642 510,582 506,906 739,205 730,068 112,491 121,628
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -795)
-6,300 7,514 -10,259 17,220 -4,167 661 -6,913 -1,456 6,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 11.5 14.8 59.9 59.5 86.8 85.7 13.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662)
156 172 166 247 253 490 505
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 135,730
COMMITMENTS
7,889 4,360 29,776 64,792 52,405 102,456 86,541 33,274 49,189
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 5,564)
-2,660 2,116 -1,205 8,859 353 4,995 1,263 569 4,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 3.2 21.9 47.7 38.6 75.5 63.8 24.5 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
22 14 26 36 31 71 59
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,579,834
COMMITMENTS
498,839 489,175 455,956 2228951 2272506 3183746 3217638 396,087 362,196
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -31,798)
-18,755 26,435 -44,718 41,802 -22,600 -21,671 -40,882 -10,128 9,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 13.7 12.7 62.3 63.5 88.9 89.9 11.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
145 165 153 241 245 465 484
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,010
COMMITMENTS
21,499 2,242 95 50,120 78,344 71,714 80,681 12,296 3,329
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -318)
-830 -703 -31 641 237 -220 -497 -98 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 2.7 0.1 59.7 93.3 85.4 96.0 14.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
15 5 2 44 36 59 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,451
COMMITMENTS
38,467 5,699 1,506 19,064 52,170 59,037 59,375 6,414 6,076
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,205)
1,380 414 -96 665 1,294 1,949 1,613 257 593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 8.7 2.3 29.1 79.7 90.2 90.7 9.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
89 48 24 65 72 164 134
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 327,255
COMMITMENTS
192,334 28,496 7,531 95,318 260,848 295,183 296,875 32,072 30,380
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 11,026)
6,898 2,072 -479 3,324 6,470 9,743 8,063 1,283 2,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 8.7 2.3 29.1 79.7 90.2 90.7 9.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
89 48 24 65 72 164 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 145,277
COMMITMENTS
81,451 51,451 13,461 19,825 57,704 114,736 122,615 30,541 22,662
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,792)
1,931 557 430 235 2,428 2,596 3,415 196 -622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 35.4 9.3 13.6 39.7 79.0 84.4 21.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
42 29 22 21 25 78 61
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,701
COMMITMENTS
11,445 3,363 60 14,325 26,263 25,830 29,686 8,871 5,015
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,585)
285 28 52 -310 1,178 27 1,258 1,558 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 9.7 0.2 41.3 75.7 74.4 85.5 25.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 6 2 12 11 27 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,883
COMMITMENTS
12,335 9,901 2,011 33,261 34,626 47,607 46,538 9,276 10,345
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,783)
-992 3,227 242 3,269 4,874 2,519 8,343 264 -5,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 17.4 3.5 58.5 60.9 83.7 81.8 16.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
20 21 7 26 34 51 57
Updated October 28, 2016