BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,160
COMMITMENTS
1,082 1,614 962 5,285 4,914 7,329 7,490 831 670
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 179)
143 -61 31 7 214 181 185 -2 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 19.8 11.8 64.8 60.2 89.8 91.8 10.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 9 8 22 21 33 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 58,195
COMMITMENTS
21,136 8,107 15,607 16,270 21,718 53,012 45,432 5,183 12,763
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 947)
974 -219 100 -25 584 1,049 466 -101 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 13.9 26.8 28.0 37.3 91.1 78.1 8.9 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
33 20 33 35 30 81 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,029
COMMITMENTS
465 658 2,435 4,458 4,101 7,357 7,194 671 834
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -9)
38 50 -8 -55 -45 -24 -3 14 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 8.2 30.3 55.5 51.1 91.6 89.6 8.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 11 12 24 18 38 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,504
COMMITMENTS
667 622 1,977 3,408 2,162 6,052 4,761 453 1,743
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -9)
60 -114 -23 -32 50 5 -87 -13 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 9.6 30.4 52.4 33.2 93.0 73.2 7.0 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 4 8 8 7 16 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 286,915
COMMITMENTS
81,970 48,651 105,569 80,476 91,994 268,014 246,213 18,901 40,702
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -9,311)
2,567 -202 -7,353 -3,005 -603 -7,791 -8,157 -1,519 -1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 17.0 36.8 28.0 32.1 93.4 85.8 6.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
108 103 127 81 93 260 261
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 364,957
COMMITMENTS
113,569 29,563 104,747 114,780 171,535 333,096 305,844 31,860 59,112
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 5,564)
3,471 -8,367 1,667 -1,738 8,636 3,400 1,937 2,164 3,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 8.1 28.7 31.5 47.0 91.3 83.8 8.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
137 89 144 134 150 340 327
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,055
COMMITMENTS
1,619 954 373 815 1,744 2,807 3,070 1,248 984
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 6)
36 -393 98 -183 183 -49 -112 55 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 23.5 9.2 20.1 43.0 69.2 75.7 30.8 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
19 10 10 12 19 36 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,406
COMMITMENTS
19,306 11,627 12,869 12,816 11,022 44,992 35,518 8,414 17,888
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,717)
330 -119 6 872 450 1,209 337 508 1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 21.8 24.1 24.0 20.6 84.2 66.5 15.8 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
46 57 68 52 59 147 146
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,238
COMMITMENTS
474 4,079 184 3,578 580 4,236 4,843 1,003 396
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 49)
65 84 -3 20 -43 82 38 -33 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 77.9 3.5 68.3 11.1 80.9 92.4 19.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 5 12 4 18 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,627
COMMITMENTS
1,865 17,181 4,668 25,247 9,369 31,780 31,218 847 1,410
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 542)
51 489 138 497 83 686 710 -144 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 52.7 14.3 77.4 28.7 97.4 95.7 2.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
12 23 19 28 24 52 54
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,151
COMMITMENTS
21,996 0 19 9,886 32,533 31,901 32,552 1,250 599
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -3)
70 0 17 -2 174 85 191 -88 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.4 0.0 0.1 29.8 98.1 96.2 98.2 3.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 0 1 11 9 22 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 134,842
COMMITMENTS
25,367 43,848 6,875 74,915 47,471 107,157 98,195 27,685 36,647
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -2,981)
-3,544 -2,026 643 -1,420 261 -4,321 -1,121 1,341 -1,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 32.5 5.1 55.6 35.2 79.5 72.8 20.5 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
22 35 16 22 31 51 75
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 71,006
COMMITMENTS
12,129 37,420 1,686 51,068 5,672 64,883 44,779 6,123 26,227
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 6,810)
3,472 4,616 151 2,526 432 6,149 5,199 661 1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 52.7 2.4 71.9 8.0 91.4 63.1 8.6 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 17 7 15 10 29 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 158,079
COMMITMENTS
19,491 73,960 12,977 119,023 63,545 151,491 150,482 6,588 7,597
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 21)
-517 5,434 -1,060 1,493 -4,976 -84 -602 104 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 46.8 8.2 75.3 40.2 95.8 95.2 4.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
34 68 18 22 25 68 102
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 277,425
COMMITMENTS
51,838 125,885 23,999 175,680 88,627 251,517 238,511 25,907 38,914
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 393)
-2,593 1,103 -1,015 3,683 1,034 76 1,123 317 -730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 45.4 8.7 63.3 31.9 90.7 86.0 9.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
37 56 32 27 41 82 111
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 271,008
COMMITMENTS
64,275 67,278 40,406 142,469 115,534 247,150 223,219 23,858 47,789
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 21,794)
921 11,023 3,463 16,753 2,525 21,136 17,011 658 4,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 24.8 14.9 52.6 42.6 91.2 82.4 8.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
26 49 27 35 41 76 103
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 543,596
COMMITMENTS
130,199 252,256 55,984 294,638 163,107 480,821 471,347 62,775 72,250
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 19,697)
6,926 9,640 3,448 7,994 7,887 18,367 20,975 1,330 -1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 46.4 10.3 54.2 30.0 88.5 86.7 11.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
70 105 63 60 67 160 206
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,314
COMMITMENTS
17,655 3,655 841 12,274 27,008 30,770 31,504 1,544 810
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 6,615)
2 -301 839 5,876 6,001 6,717 6,539 -102 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.6 11.3 2.6 38.0 83.6 95.2 97.5 4.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 9 2 4 6 20 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 49,885
COMMITMENTS
30,231 32,103 345 15,554 13,979 46,130 46,427 3,755 3,458
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -122)
-1,548 -209 -198 2,195 97 449 -310 -571 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.6 64.4 0.7 31.2 28.0 92.5 93.1 7.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
32 20 5 11 12 45 35
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,265,652
COMMITMENTS
746,549 2569076 11093326 10815815 8346027 22655689 22008429 609,963 1257223
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 167,215)
12,381 34,559 54,111 154,827 114,672 221,319 203,342 -54,104 -36,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 11.0 47.7 46.5 35.9 97.4 94.6 2.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
52 108 120 130 142 262 292
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 960,697
COMMITMENTS
96,252 118,996 173,386 577,515 546,783 847,152 839,164 113,545 121,533
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 14,602)
-618 9,961 1,805 18,164 10,976 19,351 22,742 -4,748 -8,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 12.4 18.0 60.1 56.9 88.2 87.3 11.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 681)
162 178 175 258 261 512 523
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 202,651
COMMITMENTS
14,439 13,027 56,873 95,464 80,233 166,777 150,134 35,874 52,518
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 5,645)
2,231 -976 3,218 1,813 7,049 7,261 9,290 -1,616 -3,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.4 28.1 47.1 39.6 82.3 74.1 17.7 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 15 25 36 32 72 58
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,790,228
COMMITMENTS
456,938 577,720 534,685 2410253 2332749 3401876 3445153 388,352 345,075
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 44,787)
-5,290 63,641 -16,020 81,757 19,637 60,448 67,259 -15,661 -22,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 15.2 14.1 63.6 61.5 89.8 90.9 10.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 658)
156 169 164 252 251 490 502
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,480
COMMITMENTS
27,240 4,395 111 48,840 79,653 76,191 84,159 12,289 4,321
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 5,378)
1,827 -706 -15 2,305 5,517 4,117 4,796 1,261 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 5.0 0.1 55.2 90.0 86.1 95.1 13.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 8 1 40 36 56 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,488
COMMITMENTS
25,019 7,137 1,822 20,337 39,152 47,177 48,111 6,310 5,376
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 755)
1,377 392 -243 -775 562 360 711 395 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 13.3 3.4 38.0 73.2 88.2 89.9 11.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
78 56 25 71 75 158 147
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 267,439
COMMITMENTS
125,095 35,687 9,108 101,684 195,761 235,887 240,557 31,552 26,882
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,775)
6,886 1,962 -1,214 -3,875 2,809 1,798 3,557 1,977 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 13.3 3.4 38.0 73.2 88.2 89.9 11.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
78 56 25 71 75 158 147
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,013
COMMITMENTS
52,719 35,446 12,968 27,720 41,150 93,406 89,564 23,607 27,449
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -9,936)
-9,038 809 -134 1,368 -8,957 -7,803 -8,282 -2,132 -1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 30.3 11.1 23.7 35.2 79.8 76.5 20.2 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
36 32 17 21 23 68 61
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,014
COMMITMENTS
11,958 2,797 136 15,396 28,411 27,490 31,344 8,524 4,670
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 178)
-220 45 133 340 -291 253 -113 -75 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 7.8 0.4 42.8 78.9 76.3 87.0 23.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 5 1 16 13 35 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| 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: 73,354
COMMITMENTS
9,453 17,750 3,659 48,250 37,860 61,362 59,269 11,992 14,085
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,153)
-285 1,256 1,053 2,881 -5,618 3,649 -3,309 504 7,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 24.2 5.0 65.8 51.6 83.7 80.8 16.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
20 16 8 29 33 54 52
Updated December 2, 2016