BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,973
COMMITMENTS
560 1,208 282 3,086 2,583 3,928 4,073 1,045 900
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 175)
-1 90 2 49 72 50 164 125 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 24.3 5.7 62.1 51.9 79.0 81.9 21.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 10 10 14 13 27 26
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,482
COMMITMENTS
17,445 9,921 684 11,962 12,153 30,091 22,758 2,391 9,724
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 2,974)
2,036 984 196 995 1,005 3,227 2,185 -253 789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.7 30.5 2.1 36.8 37.4 92.6 70.1 7.4 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
16 29 19 25 20 48 61
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,331
COMMITMENTS
334 2,102 495 6,037 3,840 6,866 6,437 465 894
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 279)
128 318 -19 185 209 294 508 -15 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 28.7 6.8 82.3 52.4 93.7 87.8 6.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 19 14 21 16 36 39
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 2,652
COMMITMENTS
542 227 302 1,623 1,453 2,467 1,982 185 670
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 319)
55 31 73 253 223 381 327 -62 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 8.6 11.4 61.2 54.8 93.0 74.7 7.0 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 5 7 8 15 13
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 165,573
COMMITMENTS
56,693 67,040 27,290 66,124 48,691 150,107 143,021 15,466 22,552
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -11,540)
-5,970 -3,888 -2,699 -2,416 -5,307 -11,085 -11,894 -455 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 40.5 16.5 39.9 29.4 90.7 86.4 9.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
86 80 75 57 64 181 197
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 250,860
COMMITMENTS
65,121 74,030 41,283 119,846 96,713 226,250 212,026 24,610 38,834
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 1,924)
-4,230 -4,111 1,472 4,939 3,132 2,181 493 -257 1,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 29.5 16.5 47.8 38.6 90.2 84.5 9.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
81 111 103 94 115 243 280
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,045
COMMITMENTS
1,366 1,601 568 779 876 2,713 3,045 1,332 1,000
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -42)
132 -34 -208 -117 132 -193 -110 151 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 39.6 14.0 19.3 21.7 67.1 75.3 32.9 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 20 10 12 15 39 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,681
COMMITMENTS
12,845 10,704 4,513 10,003 5,701 27,361 20,918 7,320 13,763
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -959)
-919 -803 -150 654 -914 -415 -1,867 -544 908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 30.9 13.0 28.8 16.4 78.9 60.3 21.1 39.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
33 52 35 43 41 102 114
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,929
COMMITMENTS
699 4,446 59 3,188 126 3,946 4,631 983 298
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 647)
79 709 -41 526 -34 564 634 83 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 90.2 1.2 64.7 2.6 80.1 94.0 19.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 4 11 3 19 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,323
COMMITMENTS
3,316 19,150 670 26,820 8,920 30,806 28,740 517 2,583
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 3,163)
305 2,710 56 2,618 253 2,979 3,019 184 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 61.1 2.1 85.6 28.5 98.3 91.8 1.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 30 16 21 19 44 59
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,182
COMMITMENTS
2,492 3,327 0 25,860 25,404 28,352 28,731 830 451
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -15,930)
-760 911 -1,949 -13,292 -14,800 -16,001 -15,838 71 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 11.4 0.0 88.6 87.1 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 4 0 10 9 16 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 163,581
COMMITMENTS
43,455 99,482 383 97,189 20,440 141,027 120,305 22,554 43,276
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -26,194)
-807 4,211 -4,396 -21,190 -25,967 -26,393 -26,152 199 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 60.8 0.2 59.4 12.5 86.2 73.5 13.8 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
25 32 5 21 24 47 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,265
COMMITMENTS
27,646 24,894 158 16,989 5,186 44,793 30,238 5,472 20,027
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -2,203)
-2,064 -2,865 -28 393 374 -1,699 -2,519 -504 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.0 49.5 0.3 33.8 10.3 89.1 60.2 10.9 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 11 3 10 11 20 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 137,854
COMMITMENTS
28,736 85,455 1,648 104,271 43,594 134,655 130,697 3,199 7,157
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -6,597)
-6,043 -9,696 1,007 -1,405 2,373 -6,441 -6,316 -156 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 62.0 1.2 75.6 31.6 97.7 94.8 2.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
22 68 8 14 18 43 87
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 194,313
COMMITMENTS
42,075 68,736 1,507 134,216 84,544 177,798 154,787 16,515 39,526
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 28,468)
2,954 12,695 543 24,209 8,544 27,706 21,782 762 6,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 35.4 0.8 69.1 43.5 91.5 79.7 8.5 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
27 37 8 23 32 52 75
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 197,375
COMMITMENTS
37,677 68,044 2,655 141,911 90,973 182,243 161,672 15,132 35,703
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 3,179)
376 4,163 -656 7,289 -1,063 7,009 2,444 -3,830 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 34.5 1.3 71.9 46.1 92.3 81.9 7.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
29 44 15 25 34 59 88
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 406,533
COMMITMENTS
70,509 231,556 5,290 275,354 93,283 351,153 330,129 55,380 76,404
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 1,696)
-786 300 595 302 3,542 111 4,437 1,585 -2,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 57.0 1.3 67.7 22.9 86.4 81.2 13.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
50 105 30 52 59 115 181
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,542
COMMITMENTS
8,968 5,908 421 10,423 12,789 19,812 19,118 730 1,424
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 835)
-569 519 2 1,510 346 943 867 -108 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 28.8 2.0 50.7 62.3 96.4 93.1 3.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 15 2 3 3 12 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,057
COMMITMENTS
14,946 15,167 211 6,207 4,514 21,364 19,892 2,693 4,165
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 431)
-1,400 -60 109 1,494 259 203 308 228 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.1 63.0 0.9 25.8 18.8 88.8 82.7 11.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
21 20 4 11 9 33 32
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,204,274
COMMITMENTS
1382095 1696512 1723745 6430533 5725507 9536373 9145764 667,901 1058510
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -28,637)
-114,057 82,356 55,411 56,907 -200,787 -1,739 -63,020 -26,898 34,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 16.6 16.9 63.0 56.1 93.5 89.6 6.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
37 84 95 113 133 222 252
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 593,654
COMMITMENTS
67,962 79,327 23,711 396,910 388,842 488,583 491,879 105,070 101,774
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -163,771)
-7,091 -756 -16,818 -126,445 -135,881 -150,355 -153,455 -13,416 -10,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 13.4 4.0 66.9 65.5 82.3 82.9 17.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 544)
100 117 60 220 231 355 374
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 83,587
COMMITMENTS
9,939 2,260 2,684 42,608 28,938 55,231 33,882 28,356 49,705
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -44,870)
-5,096 -2,735 -789 -21,145 -50,716 -27,030 -54,240 -17,840 9,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 2.7 3.2 51.0 34.6 66.1 40.5 33.9 59.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 5 4 32 19 43 27
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,550,333
COMMITMENTS
307,567 402,786 87,683 1771511 1799518 2166761 2289987 383,572 260,346
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -594,506)
-32,078 -12,207 -58,044 -526,502 -425,823 -616,624 -496,074 22,118 -98,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 15.8 3.4 69.5 70.6 85.0 89.8 15.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 533)
95 118 55 211 223 340 362
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 86,384
COMMITMENTS
10,035 3,708 790 65,689 77,807 76,514 82,305 9,870 4,079
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -6,680)
551 903 380 -7,437 -7,806 -6,506 -6,523 -174 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 4.3 0.9 76.0 90.1 88.6 95.3 11.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
11 5 3 51 36 63 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,599
COMMITMENTS
16,793 7,215 793 38,292 50,295 55,877 58,302 5,722 3,296
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -15,445)
-2,747 -21 -787 -13,385 -15,670 -16,919 -16,478 1,473 1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 11.7 1.3 62.2 81.6 90.7 94.6 9.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
59 35 11 63 57 128 97
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 307,993
COMMITMENTS
83,964 36,075 3,963 191,458 251,473 279,385 291,511 28,608 16,482
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -77,227)
-13,735 -107 -3,933 -66,925 -78,350 -84,593 -82,390 7,366 5,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 11.7 1.3 62.2 81.6 90.7 94.6 9.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
59 35 11 63 57 128 97
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 106,301
COMMITMENTS
49,122 69,976 239 43,043 9,475 92,404 79,690 13,897 26,611
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -4,237)
-12,834 -2,432 -83 11,310 -877 -1,607 -3,392 -2,630 -845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 65.8 0.2 40.5 8.9 86.9 75.0 13.1 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 41 3 20 13 39 55
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,555
COMMITMENTS
18,358 7,725 133 19,734 37,348 38,225 45,206 10,330 3,349
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -273)
-666 -78 -6 -330 -10 -1,002 -94 729 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 15.9 0.3 40.6 76.9 78.7 93.1 21.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
20 10 1 14 12 34 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,106
COMMITMENTS
20,377 7,820 1,408 37,748 12,415 59,533 21,643 8,573 46,463
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 513)
-625 -1,550 1,253 658 482 1,286 185 -773 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 11.5 2.1 55.4 18.2 87.4 31.8 12.6 68.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
29 8 3 31 17 62 26
Updated December 25, 2015