BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,424
COMMITMENTS
657 543 320 4,491 4,875 5,468 5,738 956 686
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -64)
-126 60 28 69 -130 -29 -42 -35 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 8.5 5.0 69.9 75.9 85.1 89.3 14.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 8 8 14 16 24 27
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,318
COMMITMENTS
11,572 5,638 554 12,496 14,067 24,622 20,259 2,696 7,059
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 683)
129 732 57 365 -109 551 680 132 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 20.6 2.0 45.7 51.5 90.1 74.2 9.9 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 26 17 25 26 50 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,846
COMMITMENTS
376 975 364 4,304 3,667 5,044 5,006 802 840
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 70)
-124 21 -8 255 317 123 330 -53 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 16.7 6.2 73.6 62.7 86.3 85.6 13.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 10 9 22 15 32 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 2,500
COMMITMENTS
133 545 150 1,963 1,111 2,246 1,806 254 694
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -65)
26 -441 31 -155 394 -98 -16 33 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 21.8 6.0 78.5 44.4 89.8 72.2 10.2 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 5 8 9 15 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 195,340
COMMITMENTS
70,103 59,016 35,930 71,542 72,308 177,575 167,254 17,765 28,086
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 342)
-703 -5,668 1,933 1,227 3,695 2,457 -40 -2,115 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 30.2 18.4 36.6 37.0 90.9 85.6 9.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
99 80 93 60 72 217 199
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 267,058
COMMITMENTS
71,358 83,749 53,487 112,188 88,841 237,033 226,077 30,025 40,981
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 7,197)
-146 6,879 2,023 5,984 -2,324 7,861 6,578 -664 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 31.4 20.0 42.0 33.3 88.8 84.7 11.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
114 113 152 106 120 312 328
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,618
COMMITMENTS
1,853 3,214 760 1,764 285 4,377 4,259 1,241 1,359
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 29)
-109 -78 127 -48 -51 -30 -2 59 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 57.2 13.5 31.4 5.1 77.9 75.8 22.1 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 27 7 24 11 49 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,008
COMMITMENTS
10,196 10,439 6,589 13,337 7,567 30,122 24,595 7,886 13,413
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,450)
21 787 236 1,239 808 1,496 1,831 -46 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 27.5 17.3 35.1 19.9 79.3 64.7 20.7 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
47 56 46 51 53 130 133
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,888
COMMITMENTS
687 2,619 118 1,822 706 2,627 3,443 1,261 445
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -7)
0 174 -5 9 -44 4 125 -11 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 67.4 3.0 46.9 18.2 67.6 88.6 32.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 9 7 8 6 17 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,273
COMMITMENTS
2,251 11,890 624 20,878 9,282 23,753 21,796 520 2,477
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 783)
163 235 -33 673 344 803 546 -20 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 49.0 2.6 86.0 38.2 97.9 89.8 2.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
13 27 13 18 18 41 49
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,353
COMMITMENTS
1,157 3,700 0 32,549 30,201 33,706 33,901 647 452
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -19,885)
-1,604 410 -950 -17,305 -19,254 -19,859 -19,794 -26 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 10.8 0.0 94.7 87.9 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 5 0 11 9 14 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,213
COMMITMENTS
40,901 79,295 1,985 72,839 15,226 115,725 96,506 20,488 39,707
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -51,830)
12,392 3,703 -18,539 -45,502 -33,783 -51,649 -48,619 -181 -3,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 58.2 1.5 53.5 11.2 85.0 70.8 15.0 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
25 26 8 22 16 49 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 36,981
COMMITMENTS
13,722 15,598 126 15,873 3,973 29,721 19,697 7,260 17,284
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -865)
-5,317 341 -15 4,271 -21 -1,061 305 196 -1,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 42.2 0.3 42.9 10.7 80.4 53.3 19.6 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 9 3 9 8 18 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 126,544
COMMITMENTS
47,626 59,982 6,330 69,458 52,339 123,414 118,651 3,130 7,893
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -4,011)
25,877 -17,052 4,816 -35,269 7,839 -4,576 -4,397 565 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 47.4 5.0 54.9 41.4 97.5 93.8 2.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
25 56 8 13 23 43 83
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 146,573
COMMITMENTS
45,001 43,734 1,388 80,548 75,542 126,937 120,664 19,636 25,909
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 869)
1,795 -3,091 -10 -2,033 6,660 -248 3,559 1,117 -2,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 29.8 0.9 55.0 51.5 86.6 82.3 13.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
27 27 7 16 31 45 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 177,439
COMMITMENTS
48,282 71,960 3,560 103,792 72,205 155,634 147,725 21,805 29,714
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 11,358)
11,833 8,697 -51 -3,582 4,390 8,200 13,036 3,158 -1,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 40.6 2.0 58.5 40.7 87.7 83.3 12.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
42 38 12 26 34 73 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 315,450
COMMITMENTS
63,526 144,559 5,744 204,828 102,714 274,098 253,017 41,352 62,433
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 4,084)
110 -3,059 -1,000 3,352 3,648 2,462 -411 1,622 4,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 45.8 1.8 64.9 32.6 86.9 80.2 13.1 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
50 88 30 51 53 116 157
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 21,809
COMMITMENTS
11,204 17,052 289 9,278 2,451 20,771 19,792 1,038 2,017
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -306)
-1,015 -927 -9 704 700 -320 -236 14 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.4 78.2 1.3 42.5 11.2 95.2 90.8 4.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 13 3 4 2 14 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,920
COMMITMENTS
22,990 26,519 224 11,126 3,286 34,340 30,029 1,580 5,891
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,568)
528 1,963 1 2,083 4 2,612 1,968 -44 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.0 73.8 0.6 31.0 9.1 95.6 83.6 4.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 39 3 14 10 29 50
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,171,667
COMMITMENTS
1619499 1156766 2222354 6526492 6697158 10368345 10076278 803,322 1095389
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 59,444)
-53,138 -100,576 42,974 103,870 163,724 93,706 106,122 -34,262 -46,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 10.4 19.9 58.4 59.9 92.8 90.2 7.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
55 80 100 120 142 236 271
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 679,965
COMMITMENTS
73,204 113,974 17,188 473,258 429,572 563,650 560,735 116,315 119,230
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -241,278)
-6,123 -553 -11,077 -165,100 -169,637 -182,300 -181,266 -58,978 -60,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 16.8 2.5 69.6 63.2 82.9 82.5 17.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588)
98 141 62 223 247 354 418
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 102,834
COMMITMENTS
11,145 3,907 205 62,207 34,497 73,557 38,609 29,277 64,225
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -110,783)
-7,307 2,035 -1,227 -97,479 -56,152 -106,013 -55,344 -4,770 -55,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 3.8 0.2 60.5 33.5 71.5 37.5 28.5 62.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
9 10 2 31 27 41 38
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,885,655
COMMITMENTS
325,575 565,618 69,636 2055253 1975377 2450464 2610631 435,191 275,024
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -652,476)
-21,261 -40,118 -22,070 -338,103 -567,423 -381,434 -629,611 -271,042 -22,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 19.6 2.4 71.2 68.5 84.9 90.5 15.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576)
94 142 52 214 232 339 395
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 82,018
COMMITMENTS
7,711 3,444 307 65,716 73,361 73,734 77,112 8,284 4,906
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -6,701)
-298 -218 -528 -5,302 -6,248 -6,128 -6,994 -573 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 4.2 0.4 80.1 89.4 89.9 94.0 10.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 5 2 43 34 54 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,300
COMMITMENTS
13,113 11,306 660 35,582 36,808 49,355 48,774 3,945 4,526
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -11,403)
2,633 703 -827 -12,950 -10,990 -11,144 -11,114 -259 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 21.2 1.2 66.8 69.1 92.6 91.5 7.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
46 58 12 60 71 113 134
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 266,500
COMMITMENTS
65,564 56,528 3,302 177,911 184,040 246,777 243,870 19,723 22,630
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -57,015)
13,167 3,515 -4,136 -64,752 -54,948 -55,721 -55,569 -1,294 -1,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 21.2 1.2 66.8 69.1 92.6 91.5 7.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
46 58 12 60 71 113 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 147,279
COMMITMENTS
42,666 95,498 989 89,836 13,865 133,491 110,352 13,788 36,927
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -9,600)
-16,451 -4,348 354 5,296 -4,207 -10,801 -8,201 1,201 -1,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 64.8 0.7 61.0 9.4 90.6 74.9 9.4 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
19 42 4 19 11 39 56
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,179
COMMITMENTS
18,689 20,933 0 21,276 19,627 39,965 40,560 8,214 7,619
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,093)
2,303 2,673 -520 27 27 1,810 2,180 283 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 43.4 0.0 44.2 40.7 83.0 84.2 17.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
17 18 0 19 11 36 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 83,744
COMMITMENTS
41,037 7,997 1,090 32,942 28,280 75,069 37,367 8,675 46,377
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -9,370)
1,361 1,685 40 -10,410 3,803 -9,009 5,528 -361 -14,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.0 9.5 1.3 39.3 33.8 89.6 44.6 10.4 55.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
39 11 4 26 24 66 38
Updated September 25, 2015