BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,174
COMMITMENTS
1,191 1,282 906 3,865 4,082 5,962 6,270 1,212 904
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -905)
-93 -177 -53 -893 -637 -1,039 -866 133 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 17.9 12.6 53.9 56.9 83.1 87.4 16.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 7 7 13 18 22 27
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,597
COMMITMENTS
14,397 5,083 14,847 15,520 18,284 44,764 38,214 5,833 12,383
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -7,018)
-1,471 -1,328 -2,522 -2,363 -1,975 -6,356 -5,825 -662 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 10.0 29.3 30.7 36.1 88.5 75.5 11.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
21 22 33 31 26 73 61
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,292
COMMITMENTS
388 1,136 1,186 4,839 4,132 6,414 6,454 878 838
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -1,327)
-65 -213 -288 -787 -816 -1,140 -1,317 -188 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 15.6 16.3 66.4 56.7 88.0 88.5 12.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 12 11 23 20 36 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,159
COMMITMENTS
109,293 18,833 70,816 107,804 179,290 287,913 268,940 23,246 42,219
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 3,816)
2,437 -1,036 -469 3,399 5,294 5,367 3,790 -1,550 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 6.1 22.8 34.6 57.6 92.5 86.4 7.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
138 61 119 91 102 280 240
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 316,595
COMMITMENTS
88,259 56,171 84,219 114,728 131,497 287,206 271,887 29,389 44,707
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 2,193)
2,352 603 2,349 -896 -1,341 3,805 1,611 -1,612 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 17.7 26.6 36.2 41.5 90.7 85.9 9.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
104 104 122 137 136 306 307
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,244
COMMITMENTS
2,012 978 143 815 2,303 2,969 3,423 1,275 821
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -57)
389 95 -56 -360 86 -27 125 -31 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 23.0 3.4 19.2 54.3 70.0 80.7 30.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
29 7 4 12 20 43 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,785
COMMITMENTS
16,069 13,242 12,478 17,884 12,058 46,431 37,778 7,354 16,006
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 573)
202 -536 116 307 774 625 353 -52 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 24.6 23.2 33.3 22.4 86.3 70.2 13.7 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
56 58 51 82 75 165 163
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,490
COMMITMENTS
1,481 14,497 5,552 28,708 13,005 35,742 33,054 749 3,437
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -5,510)
-185 -3,032 -1,134 -4,038 -1,036 -5,357 -5,202 -153 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 39.7 15.2 78.7 35.6 97.9 90.6 2.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 29 20 25 26 50 59
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 36,268
COMMITMENTS
17,072 11,394 0 18,267 24,342 35,339 35,736 929 532
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 925)
602 864 0 350 121 952 985 -27 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 31.4 0.0 50.4 67.1 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 3 0 6 9 13 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 132,920
COMMITMENTS
41,901 27,356 8,610 50,326 71,472 100,836 107,437 32,084 25,483
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 249)
2,461 -1,098 -2,083 -1,855 951 -1,478 -2,230 1,727 2,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 20.6 6.5 37.9 53.8 75.9 80.8 24.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
27 22 17 22 25 57 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,374
COMMITMENTS
21,835 13,905 1,656 7,835 6,365 31,325 21,926 6,048 15,448
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -852)
-428 1,707 -19 -161 -2,358 -608 -670 -244 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 37.2 4.4 21.0 17.0 83.8 58.7 16.2 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 14 6 9 11 21 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 103,740
COMMITMENTS
24,267 69,112 1,415 74,215 27,389 99,897 97,916 3,843 5,824
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -6,231)
10,824 -9,624 -905 -16,816 5,249 -6,897 -5,280 666 -951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 66.6 1.4 71.5 26.4 96.3 94.4 3.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
33 51 11 20 17 61 71
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 285,887
COMMITMENTS
44,685 91,954 41,543 174,373 112,483 260,601 245,980 25,286 39,907
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 30,846)
2,182 8,200 7,638 19,814 12,054 29,634 27,893 1,212 2,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 32.2 14.5 61.0 39.3 91.2 86.0 8.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
29 52 26 28 40 71 104
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 201,258
COMMITMENTS
77,103 22,322 36,766 57,566 112,039 171,435 171,127 29,823 30,132
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 10,498)
339 -1,939 2,483 4,756 10,086 7,578 10,630 2,920 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 11.1 18.3 28.6 55.7 85.2 85.0 14.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
33 38 23 27 38 75 84
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 451,001
COMMITMENTS
105,338 187,011 57,953 243,551 143,092 406,843 388,056 44,158 62,945
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 22,125)
2,081 17,687 -1,320 22,603 3,087 23,364 19,455 -1,240 2,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 41.5 12.8 54.0 31.7 90.2 86.0 9.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
64 91 69 58 64 154 194
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 29,247
COMMITMENTS
8,932 3,336 169 9,690 21,328 18,791 24,833 10,456 4,414
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 983)
-39 -1 9 531 221 501 229 482 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 11.4 0.6 33.1 72.9 64.2 84.9 35.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 2 9 8 15 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,195
COMMITMENTS
17,077 4,687 194 7,205 20,465 24,476 25,346 1,719 849
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -4,131)
-1,436 -1,110 -971 -2,010 -1,748 -4,417 -3,829 286 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.2 17.9 0.7 27.5 78.1 93.4 96.8 6.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 9 3 4 5 16 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,234
COMMITMENTS
30,606 32,009 419 8,336 8,965 39,361 41,393 4,873 2,841
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 772)
808 -615 395 -258 649 945 429 -173 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 72.4 0.9 18.8 20.3 89.0 93.6 11.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
43 21 4 9 11 56 32
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,147,388
COMMITMENTS
1273454 1229238 8206754 7784305 7519951 17264512 16955942 882,876 1191446
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 385,862)
54,918 81,798 183,126 91,754 60,482 329,798 325,406 56,063 60,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 6.8 45.2 42.9 41.4 95.1 93.4 4.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
60 97 122 130 147 269 292
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 889,399
COMMITMENTS
107,892 94,052 113,344 557,221 558,024 778,457 765,419 110,942 123,980
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 18,213)
2,616 4,733 7,654 6,951 995 17,221 13,382 992 4,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 10.6 12.7 62.7 62.7 87.5 86.1 12.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 644)
139 164 149 253 263 477 492
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 164,886
COMMITMENTS
10,262 7,415 32,448 87,849 77,226 130,559 117,089 34,327 47,797
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 21,324)
-506 -56 9,016 12,022 9,446 20,532 18,405 792 2,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.5 19.7 53.3 46.8 79.2 71.0 20.8 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
20 17 25 42 35 76 64
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,622,563
COMMITMENTS
514,567 459,597 378,063 2346859 2403989 3239489 3241648 383,074 380,915
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -15,554)
17,382 25,715 -8,580 -25,358 -42,253 -16,555 -25,117 1,001 9,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 12.7 10.4 64.8 66.4 89.4 89.5 10.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 619)
128 159 138 245 254 452 472
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 81,178
COMMITMENTS
18,113 2,565 152 51,640 75,236 69,905 77,953 11,273 3,225
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 1,528)
-1,109 -4 -19 2,123 1,322 995 1,299 533 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 3.2 0.2 63.6 92.7 86.1 96.0 13.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
15 7 2 46 36 62 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 42,948
COMMITMENTS
15,725 6,755 1,541 21,731 29,559 38,997 37,854 3,952 5,094
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -1,070)
-393 -26 -159 -580 -1,025 -1,133 -1,211 63 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 15.7 3.6 50.6 68.8 90.8 88.1 9.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
53 55 18 56 70 120 132
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 214,741
COMMITMENTS
78,626 33,773 7,703 108,654 147,797 194,983 189,272 19,759 25,469
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -5,348)
-1,965 -132 -797 -2,902 -5,124 -5,664 -6,053 316 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 15.7 3.6 50.6 68.8 90.8 88.1 9.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
53 55 18 56 70 120 132
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 94,474
COMMITMENTS
31,976 26,408 18,339 19,512 29,008 69,828 73,756 24,647 20,719
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 3,853)
-9 -6,251 2,988 -68 6,074 2,911 2,812 942 1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 28.0 19.4 20.7 30.7 73.9 78.1 26.1 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
28 32 21 17 19 59 58
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,176
COMMITMENTS
12,055 4,844 0 16,500 23,977 28,555 28,821 6,621 6,355
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 1,156)
640 140 0 38 1,132 678 1,272 478 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 13.8 0.0 46.9 68.2 81.2 81.9 18.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 6 0 14 13 25 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 75,103
COMMITMENTS
20,588 5,527 647 42,769 19,115 64,004 25,289 11,099 49,814
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -344)
2,051 -1,103 286 -1,231 3,788 1,106 2,971 -1,450 -3,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 7.4 0.9 56.9 25.5 85.2 33.7 14.8 66.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
24 8 4 35 17 60 28
Updated July 8, 2016