BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,547
COMMITMENTS
1,651 1,637 817 3,154 3,117 5,622 5,571 925 976
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -875)
-58 -352 -16 -834 -702 -908 -1,071 33 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 25.0 12.5 48.2 47.6 85.9 85.1 14.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 9 8 14 16 24 26
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,993
COMMITMENTS
18,936 5,560 14,989 15,071 21,996 48,996 42,545 5,997 12,448
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -7,627)
-3,333 -1,368 -2,630 -1,842 -3,718 -7,804 -7,716 178 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 10.1 27.3 27.4 40.0 89.1 77.4 10.9 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
34 15 32 29 30 71 69
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,622
COMMITMENTS
396 885 1,818 3,815 3,225 6,029 5,928 592 694
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -871)
-116 0 -151 -627 -726 -895 -877 23 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 13.4 27.5 57.6 48.7 91.1 89.5 8.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 11 12 22 20 36 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 251,008
COMMITMENTS
78,098 20,727 72,289 77,634 114,758 228,021 207,774 22,987 43,234
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 4,493)
-326 -2,692 1,649 345 5,134 1,668 4,091 2,825 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 8.3 28.8 30.9 45.7 90.8 82.8 9.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
111 71 119 83 87 254 229
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 394,232
COMMITMENTS
138,564 17,310 110,085 114,401 202,362 363,050 329,756 31,183 64,476
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 21,316)
4,860 -1,473 10,193 4,577 9,819 19,630 18,540 1,685 2,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 4.4 27.9 29.0 51.3 92.1 83.6 7.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
146 74 168 138 160 367 343
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,776
COMMITMENTS
1,084 1,459 194 1,433 1,141 2,711 2,794 1,066 982
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -312)
-19 -254 -36 -28 -31 -83 -321 -229 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 38.6 5.1 37.9 30.2 71.8 74.0 28.2 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 11 8 18 12 33 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,319
COMMITMENTS
21,868 8,851 16,692 11,884 12,379 50,444 37,922 8,876 21,398
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 3,061)
451 -187 1,794 687 1,597 2,932 3,204 129 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 14.9 28.1 20.0 20.9 85.0 63.9 15.0 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
58 54 74 56 65 167 155
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,627
COMMITMENTS
1,339 14,902 5,003 21,299 7,503 27,641 27,408 986 1,219
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -4,639)
-213 -1,914 -887 -3,511 -1,836 -4,611 -4,637 -28 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 52.1 17.5 74.4 26.2 96.6 95.7 3.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 15 12 26 21 42 38
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,306
COMMITMENTS
17,746 2,117 0 8,722 25,295 26,468 27,412 1,838 894
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 855)
843 -58 0 200 679 1,043 621 -188 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.7 7.5 0.0 30.8 89.4 93.5 96.8 6.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 2 0 5 8 19 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 108,727
COMMITMENTS
27,492 36,308 7,678 44,690 32,353 79,860 76,340 28,867 32,388
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -8,843)
-11,932 -7,105 -500 584 2,323 -11,849 -5,283 3,006 -3,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 33.4 7.1 41.1 29.8 73.5 70.2 26.5 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 25 16 22 30 52 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,241
COMMITMENTS
9,779 24,448 1,167 36,224 6,698 47,171 32,314 6,070 20,927
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,798)
-1,440 -889 -340 -1,273 -593 -3,054 -1,822 -744 -1,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 45.9 2.2 68.0 12.6 88.6 60.7 11.4 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 20 7 12 10 23 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 175,882
COMMITMENTS
24,230 96,050 10,091 134,703 62,364 169,023 168,505 6,859 7,377
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 22,826)
1,711 8,303 7,498 13,091 8,250 22,300 24,051 526 -1,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 54.6 5.7 76.6 35.5 96.1 95.8 3.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
39 76 16 21 20 71 104
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 255,562
COMMITMENTS
58,192 120,834 17,255 152,555 78,640 228,003 216,729 27,559 38,833
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -167)
4,408 6,940 -6,846 -329 -1,463 -2,767 -1,368 2,600 1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 47.3 6.8 59.7 30.8 89.2 84.8 10.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
29 56 18 26 43 66 106
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 262,977
COMMITMENTS
24,444 105,812 25,788 193,550 83,612 243,782 215,212 19,195 47,765
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -14,223)
-11,213 -14,625 -4,909 2,501 4,940 -13,622 -14,594 -602 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 40.2 9.8 73.6 31.8 92.7 81.8 7.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
22 57 22 33 40 70 104
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 484,870
COMMITMENTS
136,078 196,509 38,806 251,238 183,526 426,122 418,841 58,748 66,029
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -14,660)
3,800 1,085 -6,981 -9,182 -10,119 -12,363 -16,015 -2,297 1,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 40.5 8.0 51.8 37.9 87.9 86.4 12.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
70 97 50 59 66 154 189
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 33,220
COMMITMENTS
24,707 2,910 533 6,416 29,220 31,656 32,663 1,564 557
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 1,869)
2,045 478 -26 -1 1,480 2,018 1,932 -149 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.4 8.8 1.6 19.3 88.0 95.3 98.3 4.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 9 1 3 6 15 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,936
COMMITMENTS
22,989 36,949 154 17,423 3,672 40,566 40,775 3,370 3,161
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -291)
-2,533 14 116 1,869 258 -548 388 257 -679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 84.1 0.4 39.7 8.4 92.3 92.8 7.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 24 6 16 6 44 34
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,523
COMMITMENTS
5,387 3,700 171 3,804 6,094 9,362 9,965 1,161 558
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 1,766)
937 -13 66 628 1,652 1,631 1,705 135 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 35.2 1.6 36.1 57.9 89.0 94.7 11.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 5 1 6 3 16 9
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,484,539
COMMITMENTS
698,808 2873654 9724037 10471277 7667851 20894122 20265542 590,417 1218997
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 683,631)
-28,102 305,758 178,641 505,348 205,385 655,887 689,785 27,744 -6,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 13.4 45.3 48.7 35.7 97.3 94.3 2.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
38 109 117 115 132 239 283
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 872,088
COMMITMENTS
94,963 105,477 150,464 534,483 527,650 779,910 783,590 92,178 88,497
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 22,411)
-5,946 12,383 13,381 20,993 6,288 28,428 32,051 -6,017 -9,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 12.1 17.3 61.3 60.5 89.4 89.9 10.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 656)
155 167 175 242 248 492 497
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 186,425
COMMITMENTS
8,499 25,187 56,420 84,417 82,120 149,336 163,726 37,089 22,699
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 9,055)
-50 6,050 4,807 9,757 2,187 14,514 13,044 -5,459 -3,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 13.5 30.3 45.3 44.0 80.1 87.8 19.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
15 12 23 35 30 62 54
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,428,312
COMMITMENTS
459,937 429,068 442,605 2250328 2227649 3152869 3099322 275,443 328,990
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 66,780)
-15,793 45,351 29,184 56,182 20,503 69,573 95,038 -2,793 -28,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 12.5 12.9 65.6 65.0 92.0 90.4 8.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636)
147 162 164 236 243 472 481
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 95,811
COMMITMENTS
27,822 2,280 110 56,625 89,519 84,557 91,909 11,254 3,902
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -66)
2 317 -60 715 -686 657 -429 -723 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 2.4 0.1 59.1 93.4 88.3 95.9 11.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
17 3 1 45 33 62 37
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,957
COMMITMENTS
22,959 6,911 1,596 16,439 32,817 40,994 41,324 5,963 5,633
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -578)
-715 -2,139 -133 245 397 -602 -1,875 24 1,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 14.7 3.4 35.0 69.9 87.3 88.0 12.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
74 57 26 59 65 147 134
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 234,787
COMMITMENTS
114,795 34,555 7,981 82,195 164,087 204,970 206,622 29,817 28,165
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -2,889)
-3,573 -10,697 -664 1,226 1,983 -3,010 -9,377 121 6,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 14.7 3.4 35.0 69.9 87.3 88.0 12.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
74 57 26 59 65 147 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,060
COMMITMENTS
41,182 43,724 9,887 44,241 29,439 95,310 83,050 18,750 31,010
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -13,305)
-4,924 -6,715 -3,219 -3,183 -2,839 -11,326 -12,773 -1,979 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 38.3 8.7 38.8 25.8 83.6 72.8 16.4 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 35 14 18 22 50 63
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 27,963
COMMITMENTS
6,709 6,344 90 13,534 15,945 20,333 22,379 7,630 5,584
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -293)
-319 1,045 -6 -236 67 -561 1,106 268 -1,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 22.7 0.3 48.4 57.0 72.7 80.0 27.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 8 1 13 6 25 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,698
COMMITMENTS
13,437 19,506 1,393 34,373 17,983 49,203 38,882 9,495 19,816
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -509)
511 -2,860 -191 -2,346 -1,898 -2,026 -4,949 1,517 4,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 33.2 2.4 58.6 30.6 83.8 66.2 16.2 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 19 7 34 27 63 48
Updated January 13, 2017