BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,965
COMMITMENTS
1,780 1,855 934 3,270 3,236 5,984 6,024 981 941
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 418)
130 218 116 116 119 362 453 56 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 26.6 13.4 47.0 46.5 85.9 86.5 14.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 7 8 15 17 25 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,179
COMMITMENTS
19,186 5,748 15,515 15,644 22,335 50,345 43,598 5,835 12,582
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 1,187)
250 188 526 573 340 1,349 1,053 -162 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 10.2 27.6 27.8 39.8 89.6 77.6 10.4 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
31 19 33 30 30 73 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,357
COMMITMENTS
798 986 1,851 4,101 3,773 6,750 6,611 607 747
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 736)
402 101 33 286 549 721 683 15 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 13.4 25.2 55.7 51.3 91.7 89.9 8.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 11 11 21 20 35 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,810
COMMITMENTS
81,523 20,110 81,075 84,562 126,042 247,160 227,227 23,651 43,583
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 19,802)
3,425 -617 8,786 6,928 11,284 19,139 19,453 663 349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 7.4 29.9 31.2 46.5 91.3 83.9 8.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
108 79 126 83 89 256 245
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 409,445
COMMITMENTS
141,772 17,069 115,687 120,682 210,382 378,142 343,139 31,303 66,306
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 15,212)
3,209 -241 5,602 6,282 8,021 15,092 13,382 120 1,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 4.2 28.3 29.5 51.4 92.4 83.8 7.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
141 80 159 140 163 362 343
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,008
COMMITMENTS
1,288 1,210 264 1,285 1,650 2,836 3,124 1,172 884
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 231)
204 -249 70 -148 509 125 330 106 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 30.2 6.6 32.1 41.2 70.8 77.9 29.2 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 8 7 18 18 36 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 61,624
COMMITMENTS
22,883 8,019 16,729 12,641 14,686 52,253 39,433 9,371 22,190
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 2,304)
1,015 -832 37 757 2,306 1,809 1,512 495 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 13.0 27.1 20.5 23.8 84.8 64.0 15.2 36.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
59 52 70 55 73 161 162
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,220
COMMITMENTS
290 4,031 145 3,534 656 3,970 4,833 1,251 388
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 77.2 2.8 67.7 12.6 76.0 92.6 24.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 6 6 10 5 17 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,106
COMMITMENTS
1,429 15,086 5,117 21,738 7,689 28,284 27,893 822 1,213
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 479)
90 185 114 439 186 643 485 -164 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 51.8 17.6 74.7 26.4 97.2 95.8 2.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
10 12 12 28 23 45 40
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,023
COMMITMENTS
18,279 1,483 0 8,822 26,679 27,101 28,162 1,922 861
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 717)
533 -634 0 100 1,384 633 750 84 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.0 5.1 0.0 30.4 91.9 93.4 97.0 6.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 2 0 5 9 16 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,176
COMMITMENTS
30,162 37,817 9,700 51,460 44,137 91,322 91,653 30,854 30,523
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 13,448)
2,670 1,509 2,021 6,770 11,783 11,461 15,313 1,987 -1,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 31.0 7.9 42.1 36.1 74.7 75.0 25.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 24 16 26 31 61 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,351
COMMITMENTS
6,795 20,892 1,130 34,251 7,658 42,176 29,680 6,175 18,672
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -4,889)
-2,984 -3,556 -38 -1,973 960 -4,995 -2,634 105 -2,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 43.2 2.3 70.8 15.8 87.2 61.4 12.8 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 18 6 12 11 23 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 179,085
COMMITMENTS
22,676 96,175 10,799 138,739 64,664 172,214 171,639 6,871 7,446
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 3,203)
-1,553 125 709 4,036 2,300 3,191 3,134 12 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 53.7 6.0 77.5 36.1 96.2 95.8 3.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
37 74 19 21 22 70 106
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 257,849
COMMITMENTS
56,126 121,851 18,320 155,629 79,206 230,075 219,377 27,774 38,471
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 2,287)
-2,066 1,017 1,065 3,073 566 2,072 2,649 214 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 47.3 7.1 60.4 30.7 89.2 85.1 10.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
25 59 23 24 42 67 106
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 272,936
COMMITMENTS
23,790 106,689 31,610 200,448 86,604 255,848 224,903 17,088 48,033
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 9,959)
-655 877 5,823 6,898 2,992 12,066 9,692 -2,107 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 39.1 11.6 73.4 31.7 93.7 82.4 6.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
21 58 25 33 39 69 108
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 486,801
COMMITMENTS
129,276 191,635 42,884 257,532 186,256 429,691 420,775 57,110 66,026
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 1,931)
-6,803 -4,874 4,078 6,294 2,730 3,569 1,934 -1,638 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 39.4 8.8 52.9 38.3 88.3 86.4 11.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
72 101 53 62 66 158 197
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,029
COMMITMENTS
28,327 4,587 536 6,487 31,289 35,350 36,412 1,679 617
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 3,809)
3,620 1,677 3 71 2,069 3,694 3,749 115 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.5 12.4 1.4 17.5 84.5 95.5 98.3 4.5 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 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,994
COMMITMENTS
25,517 37,805 39 16,566 4,544 42,122 42,388 3,872 3,606
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 2,058)
2,528 856 -115 -857 872 1,556 1,613 502 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 82.2 0.1 36.0 9.9 91.6 92.2 8.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
28 22 2 15 8 45 30
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,542
COMMITMENTS
5,836 3,779 658 5,950 8,550 12,444 12,987 1,098 555
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 3,019)
449 79 487 2,146 2,456 3,082 3,022 -63 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 27.9 4.9 43.9 63.1 91.9 95.9 8.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 5 2 6 4 19 10
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,091,434
COMMITMENTS
672,723 2794831 9244609 10572696 7839867 20490028 19879307 601,406 1212127
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -393,106)
-26,085 -78,823 -479,428 101,419 172,015 -404,094 -386,235 10,988 -6,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 13.3 43.8 50.1 37.2 97.1 94.3 2.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
32 117 118 120 138 245 289
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 868,666
COMMITMENTS
95,280 103,583 149,621 530,175 520,150 775,076 773,354 93,590 95,312
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -3,422)
318 -1,894 -843 -4,308 -7,499 -4,833 -10,236 1,412 6,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 11.9 17.2 61.0 59.9 89.2 89.0 10.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 669)
175 163 178 240 247 499 505
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 183,931
COMMITMENTS
8,400 25,798 53,551 85,039 78,378 146,990 157,727 36,941 26,205
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -2,494)
-99 612 -2,869 622 -3,742 -2,346 -5,999 -148 3,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 14.0 29.1 46.2 42.6 79.9 85.8 20.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
17 14 25 36 32 66 59
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,423,674
COMMITMENTS
458,819 413,339 455,935 2225676 2208863 3140430 3078137 283,245 345,537
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -4,638)
-1,117 -15,728 13,330 -24,652 -18,786 -12,439 -21,185 7,802 16,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 12.1 13.3 65.0 64.5 91.7 89.9 8.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645)
166 157 167 234 240 478 486
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 97,588
COMMITMENTS
28,244 2,261 404 57,662 91,278 86,310 93,943 11,278 3,645
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 1,777)
422 -19 294 1,037 1,759 1,753 2,034 24 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 2.3 0.4 59.1 93.5 88.4 96.3 11.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
19 3 2 45 38 64 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,555
COMMITMENTS
24,534 6,781 1,574 15,471 33,708 41,579 42,063 5,977 5,493
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 598)
1,575 -130 -23 -968 890 585 738 13 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 14.3 3.3 32.5 70.9 87.4 88.5 12.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
75 54 25 59 68 144 137
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 237,776
COMMITMENTS
122,669 33,907 7,868 77,357 168,539 207,893 210,313 29,883 27,463
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 2,989)
7,874 -648 -113 -4,838 4,452 2,923 3,691 66 -702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 14.3 3.3 32.5 70.9 87.4 88.5 12.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
75 54 25 59 68 144 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 108,668
COMMITMENTS
42,018 36,691 11,439 34,954 31,368 88,411 79,498 20,257 29,170
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -5,391)
836 -7,033 1,552 -9,287 1,930 -6,899 -3,551 1,508 -1,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 33.8 10.5 32.2 28.9 81.4 73.2 18.6 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 29 14 18 23 52 58
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,908
COMMITMENTS
7,604 5,420 109 12,884 16,731 20,597 22,260 8,311 6,648
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 945)
895 -924 19 -650 786 264 -119 681 1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 18.7 0.4 44.6 57.9 71.3 77.0 28.7 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 7 1 14 6 26 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,184
COMMITMENTS
11,144 15,437 1,448 34,779 18,579 47,371 35,464 9,813 21,720
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -1,514)
-2,293 -4,069 55 406 596 -1,832 -3,418 318 1,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 27.0 2.5 60.8 32.5 82.8 62.0 17.2 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
22 14 5 37 25 62 41
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,366
COMMITMENTS
8,634 5,563 1,094 6,003 9,524 15,731 16,181 635 185
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 34.0 6.7 36.7 58.2 96.1 98.9 3.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 4 9 2 18 8
Updated January 20, 2017