BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,127
COMMITMENTS
573 809 192 3,314 3,283 4,079 4,284 1,048 843
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 270)
103 284 48 154 135 305 467 -35 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 15.8 3.7 64.6 64.0 79.6 83.6 20.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 10 6 13 15 23 26
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,007
COMMITMENTS
14,739 8,577 328 12,290 13,168 27,357 22,073 2,650 7,934
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,849)
1,233 1,122 -53 530 587 1,710 1,656 139 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 28.6 1.1 41.0 43.9 91.2 73.6 8.8 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 28 15 25 22 49 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,097
COMMITMENTS
248 1,550 494 5,827 4,041 6,569 6,085 528 1,012
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 253)
25 394 -17 265 -39 273 338 -20 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 21.8 7.0 82.1 56.9 92.6 85.7 7.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 13 13 21 16 35 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 203,800
COMMITMENTS
73,170 77,836 36,089 75,930 64,770 185,189 178,695 18,611 25,105
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -121)
-875 1,878 844 57 -2,391 26 331 -147 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 38.2 17.7 37.3 31.8 90.9 87.7 9.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
98 89 80 61 66 207 202
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 278,849
COMMITMENTS
71,700 82,711 54,238 126,140 102,555 252,078 239,504 26,771 39,345
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 6,195)
3,255 2,625 2,460 4 1,031 5,719 6,116 476 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 29.7 19.5 45.2 36.8 90.4 85.9 9.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
95 120 120 104 119 269 306
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,982
COMMITMENTS
1,344 1,916 473 1,145 551 2,962 2,940 1,020 1,042
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 6)
-6 53 -36 -10 117 -52 134 58 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 48.1 11.9 28.8 13.8 74.4 73.8 25.6 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
15 23 7 18 14 39 39
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,664
COMMITMENTS
11,263 11,221 4,506 10,633 5,972 26,402 21,699 7,262 11,965
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -1,485)
-351 -574 -737 -646 -136 -1,734 -1,447 249 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 33.3 13.4 31.6 17.7 78.4 64.5 21.6 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
29 61 38 40 40 102 116
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,158
COMMITMENTS
589 3,361 83 2,344 298 3,016 3,742 1,142 416
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 374)
0 375 0 294 -25 294 350 80 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 80.8 2.0 56.4 7.2 72.5 90.0 27.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 8 5 10 3 18 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,720
COMMITMENTS
2,217 14,296 908 23,266 8,898 26,391 24,102 329 2,618
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,451)
-54 1,389 136 1,443 -207 1,525 1,318 -74 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 53.5 3.4 87.1 33.3 98.8 90.2 1.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 25 15 19 18 43 49
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,789
COMMITMENTS
2,969 1,353 0 37,980 39,971 40,949 41,324 840 465
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,445)
809 541 0 2,593 3,219 3,402 3,760 43 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 3.2 0.0 90.9 95.6 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 3 0 12 9 18 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,742
COMMITMENTS
41,304 79,921 2,034 80,182 23,034 123,520 104,989 20,222 38,753
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,957)
-4,285 5,980 453 5,092 -2,089 1,260 4,344 697 -2,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 55.6 1.4 55.8 16.0 85.9 73.0 14.1 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
26 29 10 23 21 51 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 72,945
COMMITMENTS
18,314 40,523 164 48,161 5,456 66,639 46,143 6,306 26,802
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 5,826)
-700 6,180 -593 7,966 273 6,673 5,860 -847 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 55.6 0.2 66.0 7.5 91.4 63.3 8.6 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 18 5 13 10 24 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 189,063
COMMITMENTS
50,323 79,584 17,333 117,041 86,859 184,697 183,776 4,366 5,287
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 7,564)
8,888 -114 -516 -2,081 9,592 6,291 8,962 1,273 -1,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 42.1 9.2 61.9 45.9 97.7 97.2 2.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
33 51 10 17 25 59 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 172,390
COMMITMENTS
32,322 64,578 3,248 119,432 68,053 155,002 135,879 17,388 36,511
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,864)
-2,785 4,211 719 -1,032 -7,179 -3,098 -2,249 234 -615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 37.5 1.9 69.3 39.5 89.9 78.8 10.1 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
26 43 11 24 33 57 80
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 247,513
COMMITMENTS
30,277 107,613 6,112 194,629 86,696 231,018 200,421 16,495 47,092
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,833)
-4,198 -5,473 980 604 3,895 -2,614 -598 -219 -2,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 43.5 2.5 78.6 35.0 93.3 81.0 6.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
32 52 15 26 34 66 93
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 444,626
COMMITMENTS
76,296 251,780 7,450 318,441 102,519 402,187 361,749 42,439 82,877
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 7,825)
-2,602 8,705 376 10,987 -783 8,761 8,298 -936 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 56.6 1.7 71.6 23.1 90.5 81.4 9.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
59 114 36 53 62 129 195
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,543
COMMITMENTS
23,400 20,255 49 6,175 8,942 29,624 29,246 919 1,297
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,958)
1,839 1,273 14 2,160 2,706 4,013 3,993 -55 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.6 66.3 0.2 20.2 29.3 97.0 95.8 3.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 15 3 3 5 11 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,099
COMMITMENTS
22,603 18,593 264 10,292 10,740 33,159 29,597 1,940 5,502
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 200)
384 1,622 -214 80 -373 250 1,035 -50 -835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.4 53.0 0.8 29.3 30.6 94.5 84.3 5.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 31 4 12 12 32 45
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,882
COMMITMENTS
2,218 5,183 23 5,070 687 7,311 5,893 571 1,989
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 100)
-245 -215 0 211 15 -34 -200 134 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 65.8 0.3 64.3 8.7 92.8 74.8 7.2 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 12 1 6 3 8 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,182,522
COMMITMENTS
1696005 1888687 1898270 6922858 6338763 10517133 10125720 665,389 1056802
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 95,731)
90,125 85,047 151 -5,224 16,364 85,052 101,562 10,679 -5,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 16.9 17.0 61.9 56.7 94.0 90.5 6.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
55 79 104 128 150 245 281
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 678,277
COMMITMENTS
72,334 83,935 25,352 488,408 474,465 586,093 583,751 92,184 94,526
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,594)
804 -4,118 -1,635 3,319 7,343 2,489 1,590 -5,083 -4,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 12.4 3.7 72.0 70.0 86.4 86.1 13.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
99 133 64 239 256 369 424
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 102,886
COMMITMENTS
11,175 3,165 2,499 54,802 65,381 68,476 71,045 34,410 31,841
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,903)
-517 106 -714 -3,165 5,317 -4,396 4,709 1,493 -7,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 3.1 2.4 53.3 63.5 66.6 69.1 33.4 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
13 5 4 30 28 46 35
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,876,955
COMMITMENTS
317,780 415,835 102,276 2168030 2045421 2588086 2563532 288,869 313,423
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,545)
4,994 -22,733 -2,991 32,420 10,128 34,423 -15,596 -32,878 17,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 14.5 3.6 75.4 71.1 90.0 89.1 10.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
93 135 59 230 245 353 410
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,860
COMMITMENTS
8,627 2,947 488 70,180 81,975 79,295 85,410 10,565 4,450
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,374)
2,973 -858 90 303 4,085 3,366 3,317 8 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 3.3 0.5 78.1 91.2 88.2 95.0 11.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
13 5 2 51 38 64 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,450
COMMITMENTS
18,197 7,153 1,907 41,615 54,302 61,719 63,362 5,731 4,088
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,505)
-1,328 1,401 607 -1,690 -4,524 -2,411 -2,516 -95 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 10.6 2.8 61.7 80.5 91.5 93.9 8.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
64 42 16 75 78 146 131
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 337,248
COMMITMENTS
90,987 35,767 9,533 208,073 271,509 308,593 316,809 28,655 20,439
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -12,527)
-6,640 7,007 3,034 -8,448 -22,621 -12,054 -12,580 -473 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 10.6 2.8 61.7 80.5 91.5 93.9 8.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
64 42 16 75 78 146 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 152,585
COMMITMENTS
46,037 103,182 1,267 90,627 15,600 137,931 120,049 14,654 32,536
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -9,498)
1,104 -8,215 827 -12,564 1,273 -10,633 -6,115 1,135 -3,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 67.6 0.8 59.4 10.2 90.4 78.7 9.6 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 44 11 19 16 45 66
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,522
COMMITMENTS
22,159 21,065 691 21,836 24,598 44,686 46,354 8,836 7,168
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 947)
1,106 1,429 122 -231 229 997 1,780 -50 -833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 39.4 1.3 40.8 46.0 83.5 86.6 16.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
22 21 5 21 11 46 34
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 94,872
COMMITMENTS
44,653 9,071 1,188 39,442 26,801 85,283 37,060 9,589 57,812
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -3,212)
-3,167 -3,768 177 -249 -2,028 -3,239 -5,619 27 2,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.1 9.6 1.3 41.6 28.2 89.9 39.1 10.1 60.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
43 9 8 37 19 82 34
Updated November 30, 2015