BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,665
COMMITMENTS
1,137 701 1,170 6,004 6,712 8,312 8,583 1,354 1,082
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 478)
135 -40 142 164 339 441 441 37 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 7.3 12.1 62.1 69.4 86.0 88.8 14.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 9 10 18 18 30 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,178
COMMITMENTS
14,480 3,631 10,290 20,900 22,032 45,669 35,952 4,509 14,226
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 674)
345 116 168 -17 181 496 465 177 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 7.2 20.5 41.7 43.9 91.0 71.6 9.0 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
18 24 33 38 32 77 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,995
COMMITMENTS
555 1,267 2,570 7,732 6,793 10,857 10,629 1,138 1,366
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 391)
46 -32 166 181 220 393 354 -2 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 10.6 21.4 64.5 56.6 90.5 88.6 9.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 16 11 23 16 36 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,710
COMMITMENTS
116 1,542 550 3,463 1,285 4,130 3,377 580 1,333
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 135)
0 155 -20 143 -1 123 133 12 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 32.7 11.7 73.5 27.3 87.7 71.7 12.3 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 8 8 11 8 19 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 283,216
COMMITMENTS
74,012 49,655 100,215 89,453 96,740 263,680 246,610 19,536 36,607
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 8,463)
2,081 -2,840 4,368 2,261 5,849 8,710 7,376 -248 1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 17.5 35.4 31.6 34.2 93.1 87.1 6.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
106 94 118 80 81 261 229
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 317,714
COMMITMENTS
73,724 52,237 91,997 117,410 131,062 283,132 275,297 34,583 42,418
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,545)
-3,705 4,620 -500 2,752 -2,144 -1,453 1,977 -92 -3,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 16.4 29.0 37.0 41.3 89.1 86.6 10.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
136 84 149 144 143 349 320
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,380
COMMITMENTS
1,455 2,893 1,122 2,231 987 4,808 5,002 1,572 1,378
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 870)
31 590 97 350 -81 478 606 392 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 45.4 17.6 35.0 15.5 75.4 78.4 24.6 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 24 14 27 20 52 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,257
COMMITMENTS
15,170 7,836 15,683 15,840 15,607 46,692 39,126 10,565 18,131
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -165)
48 458 244 -262 -52 29 650 -194 -815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 13.7 27.4 27.7 27.3 81.5 68.3 18.5 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
71 48 75 77 80 183 175
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,517
COMMITMENTS
1,192 3,414 313 3,029 1,190 4,533 4,917 984 600
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 175)
493 66 16 10 103 519 185 -344 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 61.9 5.7 54.9 21.6 82.2 89.1 17.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 6 3 10 5 18 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| 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
2,274 17,617 4,107 29,171 10,965 35,553 32,689 937 3,801
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 477)
102 316 151 233 14 487 482 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 48.3 11.3 79.9 30.1 97.4 89.6 2.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
11 38 25 21 18 54 59
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 48,879
COMMITMENTS
2,668 3,690 535 45,184 44,003 48,387 48,228 492 651
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 23)
279 196 -1 -388 -41 -110 154 133 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.5 1.1 92.4 90.0 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 5 1 10 12 18 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 195,202
COMMITMENTS
32,474 97,635 16,206 122,847 35,520 171,527 149,360 23,675 45,842
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 11,890)
-839 6,748 1,919 9,518 3,617 10,598 12,284 1,292 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 50.0 8.3 62.9 18.2 87.9 76.5 12.1 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
28 39 22 23 26 57 82
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,672
COMMITMENTS
10,992 12,299 1,855 20,635 6,091 33,482 20,244 7,190 20,427
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 5,840)
1,565 3,475 13 4,892 1,010 6,470 4,499 -630 1,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 30.2 4.6 50.7 15.0 82.3 49.8 17.7 50.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 13 4 9 9 19 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 191,609
COMMITMENTS
22,537 104,746 20,219 145,810 57,608 188,566 182,573 3,043 9,036
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -5,197)
776 -6,042 -3,577 -2,478 3,839 -5,279 -5,780 82 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 54.7 10.6 76.1 30.1 98.4 95.3 1.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
22 80 9 23 21 51 104
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 191,344
COMMITMENTS
45,632 52,666 15,118 105,975 99,065 166,726 166,849 24,618 24,495
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -5,096)
2,350 -1,155 -984 -4,841 -5,574 -3,476 -7,714 -1,621 2,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 27.5 7.9 55.4 51.8 87.1 87.2 12.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
35 34 25 27 37 73 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 286,318
COMMITMENTS
50,173 128,358 21,735 198,449 79,105 270,358 229,198 15,960 57,120
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 9,686)
3,866 18,706 2,465 5,461 -14,045 11,793 7,127 -2,107 2,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 44.8 7.6 69.3 27.6 94.4 80.1 5.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
28 67 29 32 39 77 118
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 458,477
COMMITMENTS
67,991 179,999 59,669 288,131 135,898 415,791 375,566 42,685 82,911
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 19,245)
4,399 12,530 -13 15,075 6,734 19,461 19,251 -216 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 39.3 13.0 62.8 29.6 90.7 81.9 9.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
66 105 78 55 67 163 209
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,359
COMMITMENTS
8,396 12,860 2,981 10,116 4,819 21,493 20,660 866 1,699
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 2,056)
175 4,646 -52 1,692 -2,201 1,815 2,393 241 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 57.5 13.3 45.2 21.6 96.1 92.4 3.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 11 2 5 4 12 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,530
COMMITMENTS
14,391 26,290 219 21,363 5,422 35,973 31,931 2,557 6,599
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,043)
841 -25 -14 133 1,233 960 1,194 83 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 68.2 0.6 55.4 14.1 93.4 82.9 6.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 46 5 13 12 30 61
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 8,919
COMMITMENTS
2,826 6,462 23 5,567 878 8,416 7,363 503 1,556
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 557)
221 393 0 220 -10 441 383 116 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 72.5 0.3 62.4 9.8 94.4 82.6 5.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 13 1 4 3 8 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,861,741
COMMITMENTS
1631422 1523642 7222791 9101692 8775749 17955905 17522182 905,836 1339559
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 511,599)
-48,884 -9,053 269,188 291,022 254,444 511,326 514,579 274 -2,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 8.1 38.3 48.3 46.5 95.2 92.9 4.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
57 99 120 141 153 273 301
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 808,095
COMMITMENTS
81,360 96,291 71,636 527,776 521,285 680,772 689,212 127,324 118,883
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 3,691)
-1,405 3,217 1,739 -3,788 -7,821 -3,454 -2,866 7,145 6,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 11.9 8.9 65.3 64.5 84.2 85.3 15.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
156 139 158 243 259 477 480
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 164,117
COMMITMENTS
11,082 4,351 20,760 90,272 79,809 122,114 104,920 42,002 59,197
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 4,152)
995 262 522 1,357 -1,681 2,874 -897 1,278 5,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.7 12.6 55.0 48.6 74.4 63.9 25.6 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
18 16 26 45 42 80 69
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,219,894
COMMITMENTS
373,961 482,276 231,807 2187520 2207378 2793287 2921461 426,606 298,433
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -2,307)
-6,133 20,639 217 -25,725 -30,701 -31,641 -9,845 29,334 7,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 15.0 7.2 67.9 68.6 86.8 90.7 13.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 608)
148 130 146 232 249 447 458
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 80,367
COMMITMENTS
8,672 3,351 1,443 60,537 71,851 70,652 76,645 9,715 3,722
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -371)
1,360 -553 373 -1,009 -2 724 -182 -1,095 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 4.2 1.8 75.3 89.4 87.9 95.4 12.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
12 5 3 53 33 65 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 72,157
COMMITMENTS
22,176 6,306 1,599 42,122 60,349 65,897 68,253 6,259 3,903
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,570)
-2,081 137 205 499 -2,132 -1,376 -1,790 -193 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 8.7 2.2 58.4 83.6 91.3 94.6 8.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
78 40 18 77 67 162 118
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 360,784
COMMITMENTS
110,882 31,529 7,996 210,609 301,743 329,487 341,267 31,297 19,517
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -7,849)
-10,407 684 1,027 2,497 -10,662 -6,882 -8,950 -967 1,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 8.7 2.2 58.4 83.6 91.3 94.6 8.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
78 40 18 77 67 162 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 188,977
COMMITMENTS
48,920 97,416 11,585 112,405 31,272 172,910 140,273 16,067 48,704
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,663)
2,348 1,098 95 129 265 2,572 1,459 -910 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 51.5 6.1 59.5 16.5 91.5 74.2 8.5 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
18 53 20 21 23 51 84
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,194
COMMITMENTS
14,473 13,558 460 29,226 36,685 44,159 50,703 11,035 4,491
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,103)
77 45 217 -10 314 284 576 819 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 24.6 0.8 53.0 66.5 80.0 91.9 20.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 10 2 24 10 43 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NIKKEI INDEX X JPY 500) OPEN INTEREST: 122,778
COMMITMENTS
47,452 12,176 413 66,604 7,986 114,469 20,575 8,309 102,203
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 6,447)
2,988 2,383 -327 3,806 -2,162 6,467 -106 -20 6,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 9.9 0.3 54.2 6.5 93.2 16.8 6.8 83.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
36 15 5 34 16 73 33
Updated August 7, 2015