BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,449
COMMITMENTS
1,096 1,738 683 3,774 3,216 5,553 5,636 896 812
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 77)
99 197 -50 -52 -130 -3 17 80 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 26.9 10.6 58.5 49.9 86.1 87.4 13.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 11 7 21 18 31 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 60,305
COMMITMENTS
21,612 7,044 16,888 16,166 24,105 54,666 48,037 5,639 12,268
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 5,330)
1,081 359 2,150 1,532 2,975 4,763 5,485 567 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 11.7 28.0 26.8 40.0 90.6 79.7 9.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
35 18 33 34 34 80 74
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,947
COMMITMENTS
491 731 2,005 3,858 3,501 6,354 6,237 593 710
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 193)
20 -28 7 209 198 237 178 -44 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 10.5 28.9 55.5 50.4 91.5 89.8 8.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 11 12 25 21 39 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 281,394
COMMITMENTS
79,293 33,735 106,856 77,939 99,683 264,088 240,274 17,307 41,121
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 272)
2,163 -13,734 -451 811 11,413 2,523 -2,772 -2,251 3,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 12.0 38.0 27.7 35.4 93.8 85.4 6.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
98 105 127 75 88 248 254
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 350,418
COMMITMENTS
121,724 23,483 87,584 110,089 179,623 319,397 290,690 31,021 59,728
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 12,296)
5,924 -1,789 4,187 3,086 9,036 13,197 11,434 -901 863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 6.7 25.0 31.4 51.3 91.1 83.0 8.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
138 84 135 135 156 339 319
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,946
COMMITMENTS
1,462 993 400 915 1,599 2,776 2,992 1,170 954
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -143)
-132 168 -20 32 -247 -120 -99 -24 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 25.2 10.1 23.2 40.5 70.3 75.8 29.7 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 8 10 15 20 37 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,140
COMMITMENTS
20,595 10,059 13,907 10,665 9,870 45,167 33,837 8,972 20,303
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -1,221)
1,325 -742 -251 -2,824 -1,741 -1,750 -2,734 529 1,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 18.6 25.7 19.7 18.2 83.4 62.5 16.6 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
53 50 69 50 64 148 151
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,030
COMMITMENTS
451 3,971 152 3,439 483 4,042 4,606 988 424
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 129)
6 138 -26 137 3 118 115 11 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 78.9 3.0 68.4 9.6 80.3 91.6 19.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 4 12 4 18 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,000
COMMITMENTS
1,623 15,916 5,207 23,376 8,631 30,206 29,753 794 1,246
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,050)
-46 371 459 562 157 975 986 75 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 51.3 16.8 75.4 27.8 97.4 96.0 2.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
12 20 16 26 22 48 48
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 40,952
COMMITMENTS
20,962 134 3,539 14,708 36,576 39,209 40,249 1,743 703
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 6,453)
-451 134 1,718 4,681 4,569 5,948 6,421 505 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 0.3 8.6 35.9 89.3 95.7 98.3 4.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 1 2 11 11 23 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 130,515
COMMITMENTS
23,493 45,319 7,569 65,951 45,814 97,013 98,703 33,502 31,813
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,161)
2,640 5,642 -579 -4,194 -455 -2,133 4,608 4,294 -2,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 34.7 5.8 50.5 35.1 74.3 75.6 25.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 30 16 24 31 55 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 67,568
COMMITMENTS
5,135 30,917 6,389 49,501 5,749 61,025 43,056 6,543 24,512
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -2,027)
-3,694 -4,424 4,353 -1,641 -125 -982 -196 -1,045 -1,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 45.8 9.5 73.3 8.5 90.3 63.7 9.7 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 23 10 13 9 26 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 156,839
COMMITMENTS
19,006 76,515 11,728 119,580 61,497 150,314 149,740 6,524 7,099
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,650)
356 3,741 -1,073 3,602 430 2,884 3,098 -235 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 48.8 7.5 76.2 39.2 95.8 95.5 4.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
36 54 14 23 24 70 84
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 261,376
COMMITMENTS
41,103 112,218 24,468 171,042 86,967 236,613 223,653 24,764 37,723
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -18,917)
-2,599 -6,567 -5,211 -10,909 -6,971 -18,720 -18,749 -197 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 42.9 9.4 65.4 33.3 90.5 85.6 9.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
27 50 28 28 43 69 108
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 330,834
COMMITMENTS
62,131 124,712 30,071 217,363 130,597 309,566 285,381 21,268 45,453
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 21,079)
-3,167 22,464 -13,410 39,744 12,971 23,167 22,026 -2,088 -947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 37.7 9.1 65.7 39.5 93.6 86.3 6.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
28 62 24 32 41 74 114
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 516,828
COMMITMENTS
124,202 210,588 39,149 295,467 196,359 458,817 446,095 58,011 70,733
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -16,611)
5,265 -24,957 -18,182 -2,606 26,723 -15,524 -16,415 -1,087 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 40.7 7.6 57.2 38.0 88.8 86.3 11.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
70 95 50 59 66 151 190
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,065
COMMITMENTS
11,459 4,441 596 6,552 14,453 18,607 19,490 1,458 575
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 140)
-1 233 -3 24 13 20 243 120 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 22.1 3.0 32.7 72.0 92.7 97.1 7.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 13 1 3 5 15 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,226
COMMITMENTS
29,402 33,104 2,034 18,064 15,942 49,500 51,080 4,726 3,146
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 5,486)
1,761 1,511 1,759 1,479 1,675 4,999 4,945 487 541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.2 61.0 3.8 33.3 29.4 91.3 94.2 8.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
35 24 10 13 12 55 41
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 8,270
COMMITMENTS
1,724 3,269 2,637 2,994 1,589 7,355 7,495 915 775
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,531)
168 115 1,552 613 703 2,333 2,370 198 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 39.5 31.9 36.2 19.2 88.9 90.6 11.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 4 5 8 6 18 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 25,373,889
COMMITMENTS
558,625 2538616 12366549 11843839 9221432 24769012 24126598 604,877 1247292
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 789,100)
-124,202 -18,234 684,835 212,695 68,466 773,327 735,067 15,773 54,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 10.0 48.7 46.7 36.3 97.6 95.1 2.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
42 114 123 133 143 264 296
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,183,316
COMMITMENTS
94,429 121,112 267,009 684,349 651,310 1045786 1039430 137,530 143,886
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 242,196)
5,071 7,041 105,248 113,902 109,606 224,221 221,895 17,976 20,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 10.2 22.6 57.8 55.0 88.4 87.8 11.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661)
148 182 189 258 264 513 529
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 307,227
COMMITMENTS
27,619 29,134 100,194 136,191 123,789 264,005 253,117 43,222 54,110
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 108,665)
16,448 17,416 45,526 41,308 42,537 103,282 105,479 5,383 3,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 9.5 32.6 44.3 40.3 85.9 82.4 14.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
19 16 28 36 34 71 63
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,380,448
COMMITMENTS
442,917 568,760 725,203 2740787 2637603 3908907 3931566 471,540 448,882
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 667,654)
19,948 24,962 221,775 362,970 335,342 604,693 582,080 62,962 85,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 13.0 16.6 62.6 60.2 89.2 89.8 10.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
143 172 178 252 256 492 509
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 108,843
COMMITMENTS
26,186 4,238 144 68,025 100,361 94,355 104,743 14,488 4,100
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 20,741)
-944 490 30 19,473 20,124 18,559 20,644 2,182 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 3.9 0.1 62.5 92.2 86.7 96.2 13.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
17 7 3 50 39 69 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,386
COMMITMENTS
22,901 7,304 3,143 30,547 48,414 56,592 58,862 6,794 4,524
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 10,636)
2,762 -2,286 704 6,879 14,466 10,345 12,884 290 -2,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 11.5 5.0 48.2 76.4 89.3 92.9 10.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
72 55 26 73 78 158 146
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 316,930
COMMITMENTS
114,505 36,520 15,716 152,737 242,072 282,958 294,308 33,972 22,622
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 53,179)
13,810 -11,431 3,520 34,397 72,331 51,727 64,420 1,452 -11,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 11.5 5.0 48.2 76.4 89.3 92.9 10.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
72 55 26 73 78 158 146
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 103,371
COMMITMENTS
39,419 27,225 9,958 29,034 43,424 78,411 80,607 24,960 22,764
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -4,809)
-6,939 -1,816 -1,966 3,185 1,342 -5,719 -2,440 910 -2,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 26.3 9.6 28.1 42.0 75.9 78.0 24.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
30 24 16 18 19 59 49
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,333
COMMITMENTS
7,583 6,368 0 15,359 17,594 22,942 23,962 7,391 6,371
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -20,123)
-3,771 3,445 -1,465 -9,872 -21,269 -15,108 -19,289 -5,015 -834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 21.0 0.0 50.6 58.0 75.6 79.0 24.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 7 0 14 6 28 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,493
COMMITMENTS
9,675 18,657 1,486 34,457 14,369 45,618 34,512 7,875 18,981
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -34,868)
-1,049 -3,638 -4,603 -14,037 -24,653 -19,689 -32,894 -15,179 -1,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 34.9 2.8 64.4 26.9 85.3 64.5 14.7 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 17 5 36 25 62 44
Updated December 16, 2016