BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,422
COMMITMENTS
1,709 1,989 834 3,987 3,819 6,530 6,642 892 780
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -40)
87 73 -69 -45 -60 -28 -57 -13 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 26.8 11.2 53.7 51.5 88.0 89.5 12.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 11 10 20 20 33 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 62,619
COMMITMENTS
22,268 6,928 17,619 16,913 25,713 56,800 50,261 5,819 12,359
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -41)
-171 -20 94 98 120 21 193 -61 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 11.1 28.1 27.0 41.1 90.7 80.3 9.3 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
35 18 35 33 35 78 78
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,493
COMMITMENTS
513 885 1,969 4,442 3,951 6,924 6,804 569 688
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 36)
-25 -56 60 22 94 56 97 -20 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 11.8 26.3 59.3 52.7 92.4 90.8 7.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 11 14 23 22 39 38
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,598
COMMITMENTS
1,357 405 1,661 3,188 2,472 6,206 4,538 392 2,060
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 16)
-21 -2 25 -6 -6 -2 17 18 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 6.1 25.2 48.3 37.5 94.1 68.8 5.9 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 1 8 8 7 16 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 246,516
COMMITMENTS
78,425 23,419 70,640 77,289 109,624 226,353 203,683 20,162 42,833
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 3,240)
-1,236 347 2,242 2,332 37 3,338 2,626 -98 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 9.5 28.7 31.4 44.5 91.8 82.6 8.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
107 70 111 80 88 241 226
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 372,917
COMMITMENTS
133,704 18,783 99,892 109,824 192,542 343,420 311,217 29,497 61,700
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -739)
1,313 -121 2,147 -4,988 -3,038 -1,528 -1,012 789 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 5.0 26.8 29.4 51.6 92.1 83.5 7.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
142 75 157 137 159 351 336
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,089
COMMITMENTS
1,103 1,713 230 1,460 1,172 2,794 3,115 1,295 974
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -660)
-215 40 -267 -196 -244 -678 -471 18 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 41.9 5.6 35.7 28.7 68.3 76.2 31.7 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 11 8 15 14 32 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,258
COMMITMENTS
21,417 9,038 14,898 11,197 10,782 47,512 34,718 8,746 21,540
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 1,197)
521 -32 830 245 504 1,596 1,303 -400 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 16.1 26.5 19.9 19.2 84.5 61.7 15.5 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
55 57 69 49 59 152 152
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,266
COMMITMENTS
1,552 16,816 5,890 24,811 9,339 32,252 32,045 1,014 1,221
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 76)
-71 -238 99 22 210 51 71 25 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 50.5 17.7 74.6 28.1 97.0 96.3 3.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
11 18 15 27 24 46 49
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,451
COMMITMENTS
16,903 2,175 0 8,522 24,616 25,425 26,791 2,026 660
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 543)
474 125 0 150 403 624 528 -81 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.6 7.9 0.0 31.0 89.7 92.6 97.6 7.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 3 0 5 8 16 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,570
COMMITMENTS
39,424 43,413 8,179 44,107 30,030 91,709 81,622 25,861 35,948
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 4,969)
2,240 5,056 663 3,191 -2,771 6,094 2,948 -1,125 2,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 36.9 7.0 37.5 25.5 78.0 69.4 22.0 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
22 36 15 20 27 52 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,038
COMMITMENTS
11,219 25,337 1,508 37,498 7,291 50,225 34,136 6,814 22,903
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -1,130)
-2,531 943 38 293 -55 -2,200 925 1,071 -2,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 44.4 2.6 65.7 12.8 88.1 59.8 11.9 40.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 19 6 11 11 21 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 153,056
COMMITMENTS
22,519 87,747 2,592 121,613 54,115 146,724 144,454 6,333 8,602
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 8,591)
1,013 4,908 639 6,521 1,489 8,173 7,036 418 1,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 57.3 1.7 79.5 35.4 95.9 94.4 4.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
36 67 13 20 20 67 89
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 255,729
COMMITMENTS
53,784 113,893 24,101 152,884 80,103 230,770 218,097 24,960 37,632
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 14,802)
5,000 12,088 1,653 4,602 2,784 11,255 16,524 3,547 -1,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 44.5 9.4 59.8 31.3 90.2 85.3 9.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
22 59 21 25 42 61 108
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 277,200
COMMITMENTS
35,658 120,438 30,697 191,049 78,672 257,403 229,806 19,797 47,394
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 3,981)
-2,657 -4,207 2,767 3,130 4,719 3,240 3,279 742 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 43.4 11.1 68.9 28.4 92.9 82.9 7.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
26 64 27 35 43 77 118
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 499,530
COMMITMENTS
132,278 195,425 45,787 260,421 193,645 438,485 434,857 61,044 64,673
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 12,973)
7,104 6,118 1,305 701 7,965 9,110 15,389 3,863 -2,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 39.1 9.2 52.1 38.8 87.8 87.1 12.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
70 95 49 58 65 151 188
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,351
COMMITMENTS
22,662 2,432 559 6,417 27,740 29,638 30,731 1,713 620
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -10,598)
643 -4,220 0 -11,267 -6,287 -10,624 -10,507 26 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.3 7.8 1.8 20.5 88.5 94.5 98.0 5.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 8 1 3 6 15 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,227
COMMITMENTS
25,522 36,935 38 15,554 3,414 41,114 40,387 3,113 3,840
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 961)
74 486 -168 838 430 744 748 217 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.7 83.5 0.1 35.2 7.7 93.0 91.3 7.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
28 26 1 14 5 43 31
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 8,757
COMMITMENTS
4,450 3,713 105 3,176 4,442 7,731 8,260 1,026 497
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 857)
345 0 105 301 829 751 934 106 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.8 42.4 1.2 36.3 50.7 88.3 94.3 11.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 5 1 6 3 17 9
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,800,909
COMMITMENTS
726,910 2567896 9545396 9965929 7462466 20238235 19575758 562,673 1225151
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -465,577)
-15,186 235,028 -558,754 129,990 -148,761 -443,950 -472,487 -21,627 6,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 12.3 45.9 47.9 35.9 97.3 94.1 2.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
35 106 109 114 131 230 271
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 849,676
COMMITMENTS
100,908 93,094 137,083 513,490 521,362 751,481 751,539 98,195 98,137
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -22,465)
8,616 -7,580 -21,657 -15,753 3,438 -28,795 -25,799 6,330 3,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 11.0 16.1 60.4 61.4 88.4 88.5 11.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 639)
159 151 168 242 239 487 473
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 177,370
COMMITMENTS
8,548 19,137 51,613 74,661 79,933 134,822 150,682 42,548 26,688
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -26,165)
-1,851 -2,495 -19,091 -9,601 -5,625 -30,543 -27,211 4,378 1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 10.8 29.1 42.1 45.1 76.0 85.0 24.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
12 12 21 34 29 58 50
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,361,532
COMMITMENTS
475,730 383,717 413,421 2194145 2207146 3083296 3004284 278,236 357,248
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 18,504)
48,066 -29,693 -8,564 -30,759 45,318 8,742 7,061 9,761 11,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 11.4 12.3 65.3 65.7 91.7 89.4 8.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
154 145 159 236 234 470 459
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 95,877
COMMITMENTS
27,820 1,963 170 55,910 90,205 83,900 92,338 11,977 3,539
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -138)
-321 -575 54 -109 361 -376 -160 238 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 2.0 0.2 58.3 94.1 87.5 96.3 12.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 2 2 47 33 64 37
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,535
COMMITMENTS
23,673 9,050 1,729 16,194 32,421 41,596 43,200 5,939 4,335
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 801)
508 2,554 237 151 -2,158 896 632 -95 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 19.0 3.6 34.1 68.2 87.5 90.9 12.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
79 47 24 61 68 149 130
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 237,676
COMMITMENTS
118,367 45,252 8,644 80,969 162,103 207,980 215,999 29,696 21,677
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 4,004)
2,540 12,769 1,183 755 -10,791 4,478 3,161 -474 843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 19.0 3.6 34.1 68.2 87.5 90.9 12.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
79 47 24 61 68 149 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 127,364
COMMITMENTS
46,106 50,439 13,106 47,424 32,278 106,636 95,823 20,728 31,541
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 8,286)
3,185 5,422 280 6,512 1,317 9,977 7,019 -1,691 1,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 39.6 10.3 37.2 25.3 83.7 75.2 16.3 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 33 16 19 19 54 59
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,256
COMMITMENTS
7,028 5,299 96 13,770 15,878 20,894 21,273 7,362 6,983
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -247)
1,052 -612 96 -1,331 -417 -183 -933 -64 686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 18.8 0.3 48.7 56.2 73.9 75.3 26.1 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 6 1 14 6 28 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,207
COMMITMENTS
12,926 22,366 1,584 36,719 19,881 51,229 43,831 7,978 15,376
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 3,523)
1,288 1,847 424 2,511 1,886 4,223 4,157 -700 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 37.8 2.7 62.0 33.6 86.5 74.0 13.5 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
24 20 7 38 27 67 49
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,984
COMMITMENTS
8,138 5,424 0 6,072 9,408 14,210 14,832 774 152
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 669)
459 693 0 142 -28 601 665 68 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.3 36.2 0.0 40.5 62.8 94.8 99.0 5.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 0 9 1 15 6
Updated January 6, 2017