BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,833
COMMITMENTS
873 1,583 885 5,268 4,695 7,026 7,163 807 670
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 713)
146 100 25 451 621 622 746 91 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 20.2 11.3 67.3 59.9 89.7 91.4 10.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 8 8 21 21 32 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,546
COMMITMENTS
18,793 7,784 14,727 16,503 20,119 50,024 42,630 4,522 11,916
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 647)
529 555 12 36 496 577 1,063 70 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 14.3 27.0 30.3 36.9 91.7 78.2 8.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 21 35 35 30 77 72
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,894
COMMITMENTS
473 550 2,333 4,433 4,164 7,239 7,047 655 848
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 133)
73 13 -20 85 87 138 80 -4 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.0 29.6 56.2 52.7 91.7 89.3 8.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 9 11 22 18 35 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,446
COMMITMENTS
529 837 1,950 3,481 2,083 5,960 4,870 486 1,577
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -96)
135 4 -125 -9 90 1 -31 -97 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 13.0 30.2 54.0 32.3 92.5 75.5 7.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 9 9 8 18 18
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 303,024
COMMITMENTS
82,524 51,871 116,094 84,048 92,162 282,666 260,127 20,358 42,897
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 8,233)
-4,371 -4,807 10,533 1,965 1,226 8,127 6,952 106 1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 17.1 38.3 27.7 30.4 93.3 85.8 6.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
103 103 133 84 95 258 275
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 345,496
COMMITMENTS
101,236 50,266 99,978 115,357 144,945 316,572 295,189 28,924 50,307
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 758)
1,244 -5,828 1,697 -994 4,035 1,947 -96 -1,188 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 14.5 28.9 33.4 42.0 91.6 85.4 8.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
121 107 147 139 146 337 334
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,169
COMMITMENTS
1,597 1,559 203 1,189 1,621 2,989 3,383 1,180 786
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -26)
-9 -48 -12 37 62 15 2 -41 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 37.4 4.9 28.5 38.9 71.7 81.1 28.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
19 10 8 18 20 40 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,866
COMMITMENTS
18,709 13,190 14,664 12,017 10,313 45,390 38,167 8,476 15,699
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,773)
1,340 -1,378 993 -595 1,023 1,739 639 34 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 24.5 27.2 22.3 19.1 84.3 70.9 15.7 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
54 60 60 55 56 146 149
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,052
COMMITMENTS
412 3,875 194 3,571 661 4,176 4,730 875 322
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 244)
87 167 -18 207 123 276 272 -32 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 76.7 3.8 70.7 13.1 82.7 93.6 17.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 4 13 5 18 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,044
COMMITMENTS
1,768 16,196 4,260 24,202 9,034 30,230 29,491 813 1,553
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 199)
60 146 55 64 -37 179 164 20 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 52.2 13.7 78.0 29.1 97.4 95.0 2.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 22 18 27 23 50 51
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 40,209
COMMITMENTS
26,703 140 0 12,582 39,437 39,285 39,577 924 632
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -3,136)
-3,713 -573 0 847 -2,443 -2,866 -3,016 -270 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.4 0.3 0.0 31.3 98.1 97.7 98.4 2.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 1 0 9 9 21 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,606
COMMITMENTS
34,864 52,621 6,418 75,973 44,626 117,254 103,664 26,352 39,942
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 6,366)
1,543 -1,070 856 5,176 2,731 7,574 2,516 -1,208 3,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 36.6 4.5 52.9 31.1 81.6 72.2 18.4 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 35 17 21 29 54 75
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,109
COMMITMENTS
6,536 29,690 1,237 42,682 5,003 50,454 35,930 7,654 22,179
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 2,081)
-275 -611 351 3,156 -1,323 3,232 -1,583 -1,151 3,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 51.1 2.1 73.5 8.6 86.8 61.8 13.2 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 18 7 13 8 23 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 157,538
COMMITMENTS
22,592 68,487 14,604 113,371 67,812 150,566 150,902 6,971 6,635
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 5,115)
-2,894 9,268 -370 7,488 -4,298 4,223 4,599 892 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 43.5 9.3 72.0 43.0 95.6 95.8 4.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
36 67 20 23 25 72 102
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 282,961
COMMITMENTS
54,939 131,941 25,397 177,327 86,649 257,663 243,987 25,298 38,974
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -3,982)
1,150 -8,564 3,445 -4,612 2,681 -17 -2,438 -3,965 -1,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 46.6 9.0 62.7 30.6 91.1 86.2 8.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
38 53 27 28 43 79 110
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 222,218
COMMITMENTS
61,003 43,758 29,579 106,365 110,318 196,947 183,655 25,271 38,563
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 20,820)
-8,006 2,681 10,070 16,106 6,151 18,171 18,903 2,649 1,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 19.7 13.3 47.9 49.6 88.6 82.6 11.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
34 42 27 37 41 84 98
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 491,821
COMMITMENTS
117,169 238,109 43,584 273,620 141,507 434,373 423,200 57,448 68,620
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 14,115)
967 -12,739 8,619 -4,982 12,658 4,604 8,537 9,511 5,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 48.4 8.9 55.6 28.8 88.3 86.0 11.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
71 102 63 62 65 160 204
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,869
COMMITMENTS
19,363 3,821 261 5,596 22,015 25,220 26,097 1,649 772
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -3,175)
-3,057 853 107 -85 -4,144 -3,035 -3,184 -140 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.1 14.2 1.0 20.8 81.9 93.9 97.1 6.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 8 3 3 6 20 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,563
COMMITMENTS
33,547 31,504 494 9,845 13,582 43,886 45,580 4,677 2,983
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -3,550)
-2,577 -2,115 337 12 -545 -2,228 -2,323 -1,322 -1,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 64.9 1.0 20.3 28.0 90.4 93.9 9.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
35 19 7 11 13 48 37
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,090,371
COMMITMENTS
567,638 2421043 10365171 10412560 8072601 21345369 20858815 745,002 1231556
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 2,138,557)
-21,748 148,137 1853556 337,177 74,854 2168985 2076548 -30,427 62,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 11.0 46.9 47.1 36.5 96.6 94.4 3.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
41 103 111 136 146 258 284
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 912,335
COMMITMENTS
96,388 93,930 170,910 531,305 525,619 798,603 790,459 113,731 121,875
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 17,642)
-6,689 5,361 9,576 18,336 4,691 21,223 19,629 -3,581 -1,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 10.3 18.7 58.2 57.6 87.5 86.6 12.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 676)
149 187 180 259 260 523 513
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 179,029
COMMITMENTS
11,502 10,852 49,252 83,127 70,485 143,882 130,589 35,148 48,441
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 20,892)
-958 6,494 10,460 12,102 8,997 21,605 25,951 -712 -5,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 6.1 27.5 46.4 39.4 80.4 72.9 19.6 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
23 15 29 36 33 73 64
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,666,527
COMMITMENTS
456,290 447,250 576,429 2240890 2275673 3273609 3299353 392,918 367,174
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -16,253)
-33,572 -10,574 496 31,166 -21,530 -1,910 -31,609 -14,343 15,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 12.2 15.7 61.1 62.1 89.3 90.0 10.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 652)
141 179 168 252 251 500 491
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 75,148
COMMITMENTS
21,058 2,886 125 42,673 68,372 63,856 71,383 11,292 3,765
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -1,950)
452 760 -85 -2,451 -3,542 -2,084 -2,867 134 917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 3.8 0.2 56.8 91.0 85.0 95.0 15.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 4 2 44 33 59 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,729
COMMITMENTS
21,866 7,492 2,509 23,741 38,810 48,116 48,811 5,612 4,917
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -9,164)
-3,612 2,301 -530 -5,051 -10,794 -9,192 -9,023 28 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 13.9 4.7 44.2 72.2 89.6 90.8 10.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
67 50 24 71 76 149 139
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 268,643
COMMITMENTS
109,331 37,460 12,545 118,706 194,052 240,582 244,057 28,061 24,586
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -45,822)
-18,058 11,505 -2,651 -25,254 -53,969 -45,962 -45,115 140 -707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 13.9 4.7 44.2 72.2 89.6 90.8 10.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
67 50 24 71 76 149 139
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 133,526
COMMITMENTS
77,174 38,040 11,478 19,081 62,804 107,733 112,322 25,793 21,203
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -23,968)
-16,677 -15,143 1,061 -1,358 -6,402 -16,974 -20,484 -6,994 -3,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.8 28.5 8.6 14.3 47.0 80.7 84.1 19.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
44 27 20 21 27 78 61
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,489
COMMITMENTS
10,950 2,951 5 15,859 28,461 26,814 31,417 8,675 4,072
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 541)
-797 466 0 1,806 115 1,009 581 -468 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 8.3 0.0 44.7 80.2 75.6 88.5 24.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 5 1 17 14 35 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,538
COMMITMENTS
12,895 10,123 2,165 42,038 42,840 57,098 55,128 9,440 11,410
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 5,820)
1,131 1,367 -651 5,122 532 5,602 1,248 218 4,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 15.2 3.3 63.2 64.4 85.8 82.9 14.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 17 8 33 36 66 57
Updated November 18, 2016