BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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: 8,872
COMMITMENTS
842 1,648 1,032 6,063 5,312 7,937 7,992 935 880
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 246)
97 42 51 51 23 199 116 47 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 18.6 11.6 68.3 59.9 89.5 90.1 10.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 10 9 20 21 32 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 59,878
COMMITMENTS
20,474 7,613 16,598 18,155 22,228 55,227 46,438 4,651 13,439
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 3,187)
1,267 2,242 324 964 1,000 2,556 3,566 631 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 12.7 27.7 30.3 37.1 92.2 77.6 7.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
29 21 34 36 30 77 73
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED 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: 8,286
COMMITMENTS
351 774 2,427 4,736 4,253 7,514 7,455 772 831
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 594)
18 -15 440 132 161 591 586 3 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 9.3 29.3 57.2 51.3 90.7 90.0 9.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 13 13 23 18 37 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED 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: 7,084
COMMITMENTS
364 725 2,295 3,827 2,294 6,486 5,314 599 1,771
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -6)
120 12 -72 -28 8 20 -52 -27 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 10.2 32.4 54.0 32.4 91.5 75.0 8.5 25.0
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 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: 292,534
COMMITMENTS
89,995 62,012 98,726 84,407 91,591 273,127 252,328 19,406 40,206
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -7,349)
-7,749 -12,984 3,545 -237 368 -4,441 -9,071 -2,908 1,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 21.2 33.7 28.9 31.3 93.4 86.3 6.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
98 122 129 83 91 256 277
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 348,502
COMMITMENTS
105,423 58,814 95,249 117,873 145,633 318,546 299,697 29,956 48,805
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 3,594)
-562 -9,237 3,519 2,364 9,541 5,321 3,823 -1,727 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 16.9 27.3 33.8 41.8 91.4 86.0 8.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
120 113 146 140 143 341 332
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 4,191
COMMITMENTS
1,481 1,276 245 1,063 1,660 2,789 3,181 1,402 1,010
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -54)
-501 289 -66 449 -273 -118 -49 63 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 30.4 5.8 25.4 39.6 66.5 75.9 33.5 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
14 12 7 16 17 34 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 52,019
COMMITMENTS
18,217 14,536 13,699 11,640 9,268 43,556 37,504 8,463 14,515
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -6,080)
-487 -847 -4,534 -420 63 -5,441 -5,318 -639 -762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 27.9 26.3 22.4 17.8 83.7 72.1 16.3 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
54 62 63 55 56 148 152
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED 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: 5,301
COMMITMENTS
312 4,058 208 3,782 609 4,303 4,876 998 425
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 285)
68 234 49 261 -2 377 281 -92 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 76.6 3.9 71.3 11.5 81.2 92.0 18.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 5 12 4 19 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED 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: 34,676
COMMITMENTS
1,835 17,365 4,567 27,541 10,760 33,943 32,692 732 1,984
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,033)
-8 1,181 276 719 -229 987 1,228 46 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 50.1 13.2 79.4 31.0 97.9 94.3 2.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
10 25 19 28 26 52 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 142,653
COMMITMENTS
35,162 50,603 8,853 69,120 45,099 113,135 104,555 29,518 38,098
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 9,192)
2,376 5,762 -164 7,494 3,831 9,706 9,429 -514 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 35.5 6.2 48.5 31.6 79.3 73.3 20.7 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 34 14 19 29 52 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 61,929
COMMITMENTS
12,774 32,981 697 42,842 4,957 56,313 38,635 5,615 23,293
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -7,442)
-6,005 -4,676 120 -1,479 -45 -7,364 -4,601 -78 -2,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 53.3 1.1 69.2 8.0 90.9 62.4 9.1 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 16 7 13 10 27 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 160,475
COMMITMENTS
31,173 68,283 15,324 107,949 70,069 154,446 153,676 6,029 6,800
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 17,891)
2,429 13,454 -428 16,573 4,081 18,574 17,108 -683 783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 42.6 9.5 67.3 43.7 96.2 95.8 3.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
48 67 17 21 21 79 96
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED 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: 320,487
COMMITMENTS
62,845 140,916 34,638 190,993 100,176 288,476 275,729 32,012 44,758
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -874)
-153 -352 -2,257 1,285 2,036 -1,125 -573 251 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 44.0 10.8 59.6 31.3 90.0 86.0 10.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
37 60 33 27 45 83 119
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 209,760
COMMITMENTS
78,974 38,544 22,477 84,282 109,026 185,734 170,048 24,027 39,713
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 3,623)
-1,377 519 145 5,444 5,046 4,212 5,710 -589 -2,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 18.4 10.7 40.2 52.0 88.5 81.1 11.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
34 41 27 37 44 87 98
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 516,082
COMMITMENTS
120,722 264,395 43,144 302,688 139,402 466,554 446,941 49,527 69,141
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -9,889)
-19,312 -931 -1,051 16,645 -7,795 -3,718 -9,777 -6,171 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 51.2 8.4 58.7 27.0 90.4 86.6 9.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
70 109 62 61 65 165 203
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 19,298,089
COMMITMENTS
592,803 2206245 8050910 9908235 7832819 18551948 18089974 746,141 1208115
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 107,712)
-127,617 -53,624 54,958 189,104 89,620 116,445 90,954 -8,733 16,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 11.4 41.7 51.3 40.6 96.1 93.7 3.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
48 110 131 135 144 276 301
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED 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: 880,438
COMMITMENTS
103,685 94,726 145,963 508,844 512,902 758,492 753,591 121,947 126,847
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 28,742)
704 -2,794 20,321 -1,738 5,996 19,286 23,523 9,455 5,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 10.8 16.6 57.8 58.3 86.1 85.6 13.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 659)
177 157 171 247 249 499 503
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 143,739
COMMITMENTS
8,545 2,972 32,167 69,162 55,159 109,873 90,298 33,866 53,441
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 8,009)
656 -1,388 2,392 4,370 2,754 7,417 3,757 592 4,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.1 22.4 48.1 38.4 76.4 62.8 23.6 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
24 9 26 34 30 68 56
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 3,683,497
COMMITMENTS
499,272 482,341 545,409 2198411 2288715 3243092 3316465 440,405 367,032
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 103,663)
433 -6,834 89,452 -30,539 16,209 59,346 98,827 44,317 4,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 13.1 14.8 59.7 62.1 88.0 90.0 12.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
165 154 159 242 242 477 485
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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 TRADER
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+
OPTION AND FUTURES COMBINED 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: 65,616
COMMITMENTS
32,258 5,857 1,894 25,638 52,084 59,790 59,835 5,826 5,781
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 165)
-6,208 158 387 6,574 -85 753 460 -588 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 8.9 2.9 39.1 79.4 91.1 91.2 8.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
78 55 25 69 75 160 143
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 328,082
COMMITMENTS
161,292 29,286 9,468 128,190 260,421 298,950 299,174 29,132 28,907
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 827)
-31,041 789 1,937 32,872 -427 3,767 2,300 -2,940 -1,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 8.9 2.9 39.1 79.4 91.1 91.2 8.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
78 55 25 69 75 160 143
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 147,050
COMMITMENTS
84,665 45,616 12,993 19,309 63,719 116,967 122,328 30,082 24,722
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,773)
3,215 -5,834 -468 -515 6,016 2,232 -287 -459 2,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.6 31.0 8.8 13.1 43.3 79.5 83.2 20.5 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
44 24 22 20 25 78 57
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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