BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,858
COMMITMENTS
1,057 493 1,098 5,522 6,317 7,678 7,908 1,180 949
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -808)
-80 -208 -73 -482 -395 -634 -675 -174 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 5.6 12.4 62.3 71.3 86.7 89.3 13.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 7 10 18 18 30 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,197
COMMITMENTS
12,843 2,969 8,864 18,125 19,522 39,832 31,355 4,364 12,842
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -5,981)
-1,637 -662 -1,426 -2,774 -2,510 -5,837 -4,597 -144 -1,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 6.7 20.1 41.0 44.2 90.1 70.9 9.9 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 17 31 36 30 73 63
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,798
COMMITMENTS
537 1,063 2,220 6,777 6,046 9,534 9,330 1,264 1,468
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,197)
-18 -203 -350 -955 -747 -1,323 -1,300 126 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 9.8 20.6 62.8 56.0 88.3 86.4 11.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 14 11 20 14 33 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,258
COMMITMENTS
82 1,583 422 3,258 1,109 3,762 3,115 495 1,143
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -452)
-34 41 -128 -205 -175 -367 -262 -85 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 37.2 9.9 76.5 26.1 88.4 73.2 11.6 26.8
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 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 286,012
COMMITMENTS
72,956 52,228 103,489 89,489 93,410 265,934 249,127 20,078 36,885
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 2,796)
-1,056 2,574 3,274 36 -3,330 2,254 2,518 542 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 18.3 36.2 31.3 32.7 93.0 87.1 7.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
113 100 129 81 76 271 238
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 289,557
COMMITMENTS
73,825 48,342 75,551 105,167 124,125 254,542 248,017 35,015 41,540
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -28,157)
101 -3,896 -16,447 -12,244 -6,937 -28,589 -27,279 432 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 16.7 26.1 36.3 42.9 87.9 85.7 12.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
134 88 136 131 137 332 300
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,583
COMMITMENTS
1,524 3,028 1,120 2,531 975 5,176 5,123 1,408 1,460
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 204)
69 134 -2 301 -12 368 121 -164 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 46.0 17.0 38.5 14.8 78.6 77.8 21.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 20 11 26 18 49 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,569
COMMITMENTS
14,930 8,399 14,832 16,213 15,281 45,975 38,512 10,593 18,057
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -688)
-240 562 -850 374 -326 -717 -614 28 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 14.8 26.2 28.7 27.0 81.3 68.1 18.7 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
71 49 72 77 79 182 173
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,961
COMMITMENTS
1,146 2,914 344 2,670 1,130 4,159 4,388 802 574
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -556)
-46 -500 30 -359 -60 -374 -529 -182 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 58.7 6.9 53.8 22.8 83.8 88.4 16.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 7 5 10 5 18 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,974
COMMITMENTS
2,037 14,662 3,686 25,443 10,235 31,166 28,583 808 3,391
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -4,516)
-237 -2,955 -421 -3,728 -730 -4,386 -4,106 -130 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 45.9 11.5 79.6 32.0 97.5 89.4 2.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 35 25 20 20 53 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 50,708
COMMITMENTS
2,816 3,505 535 46,752 46,001 50,103 50,041 605 667
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 1,829)
148 -185 0 1,568 1,998 1,716 1,813 113 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 6.9 1.1 92.2 90.7 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 4 1 12 12 20 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 190,480
COMMITMENTS
27,232 96,202 12,688 126,718 36,281 166,638 145,170 23,841 45,309
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -4,723)
-5,242 -1,433 -3,518 3,871 761 -4,889 -4,190 166 -533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 50.5 6.7 66.5 19.0 87.5 76.2 12.5 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 40 24 23 27 58 85
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,912
COMMITMENTS
9,264 16,123 1,917 27,799 4,153 38,980 22,193 7,932 24,719
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 6,240)
-1,728 3,824 62 7,164 -1,937 5,498 1,949 742 4,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 34.4 4.1 59.3 8.9 83.1 47.3 16.9 52.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 12 4 10 7 20 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 174,069
COMMITMENTS
18,163 88,683 18,848 134,122 57,676 171,133 165,207 2,936 8,862
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -17,540)
-4,374 -16,064 -1,371 -11,688 68 -17,433 -17,366 -107 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 50.9 10.8 77.1 33.1 98.3 94.9 1.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
25 77 11 23 22 56 105
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 181,477
COMMITMENTS
40,724 52,065 15,845 99,731 90,537 156,300 158,447 25,178 23,030
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -9,867)
-4,909 -601 727 -6,244 -8,528 -10,426 -8,402 559 -1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 28.7 8.7 55.0 49.9 86.1 87.3 13.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
28 38 20 28 36 69 81
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 296,436
COMMITMENTS
46,248 151,499 20,416 212,000 62,480 278,664 234,395 17,772 62,041
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 10,118)
-3,925 23,140 -1,319 13,551 -16,625 8,307 5,197 1,812 4,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 51.1 6.9 71.5 21.1 94.0 79.1 6.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
25 63 26 29 38 69 112
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 433,487
COMMITMENTS
66,052 176,244 51,245 272,374 123,031 389,671 350,520 43,816 82,968
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -24,989)
-1,939 -3,755 -8,424 -15,757 -12,867 -26,120 -25,046 1,131 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 40.7 11.8 62.8 28.4 89.9 80.9 10.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
56 112 74 55 61 159 200
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,003
COMMITMENTS
8,866 14,071 3,274 10,786 4,889 22,926 22,234 1,077 1,769
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 1,644)
470 1,211 293 670 70 1,433 1,574 211 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 58.6 13.6 44.9 20.4 95.5 92.6 4.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 14 3 6 4 13 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,861
COMMITMENTS
13,931 24,503 192 20,282 5,906 34,405 30,601 2,456 6,260
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,669)
-460 -1,787 -27 -1,081 484 -1,568 -1,330 -101 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 66.5 0.5 55.0 16.0 93.3 83.0 6.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 37 4 12 12 29 51
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 9,128
COMMITMENTS
2,790 6,706 23 5,733 890 8,546 7,619 582 1,509
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 209)
-36 244 0 166 12 130 256 79 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 73.5 0.3 62.8 9.8 93.6 83.5 6.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 14 1 4 3 8 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,158,285
COMMITMENTS
1559274 1517769 7503357 9260223 8794625 18322854 17815751 835,431 1342534
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 296,544)
-72,148 -5,873 280,566 158,531 18,876 366,949 293,569 -70,404 2,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 7.9 39.2 48.3 45.9 95.6 93.0 4.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
53 108 120 144 156 276 308
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 838,158
COMMITMENTS
79,995 103,722 77,237 548,746 533,171 705,978 714,130 132,180 124,028
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 30,063)
-1,365 7,431 5,601 20,970 11,886 25,206 24,919 4,856 5,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 12.4 9.2 65.5 63.6 84.2 85.2 15.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 646)
154 147 166 246 259 487 487
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 172,576
COMMITMENTS
12,009 5,135 21,442 97,501 82,785 130,952 109,361 41,625 63,215
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 8,460)
926 784 682 7,229 2,976 8,837 4,442 -378 4,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 3.0 12.4 56.5 48.0 75.9 63.4 24.1 36.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
19 17 27 47 40 83 69
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,327,909
COMMITMENTS
360,347 513,353 258,560 2256226 2251932 2875133 3023846 452,776 304,063
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 108,015)
-13,614 31,078 26,754 68,706 44,554 81,846 102,385 26,170 5,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 15.4 7.8 67.8 67.7 86.4 90.9 13.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615)
147 136 154 233 249 455 464
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 80,784
COMMITMENTS
8,603 2,733 845 61,634 73,336 71,082 76,914 9,702 3,870
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 417)
-69 -618 -598 1,097 1,485 430 269 -13 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 3.4 1.0 76.3 90.8 88.0 95.2 12.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
13 5 3 53 34 66 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 71,020
COMMITMENTS
18,625 6,026 2,930 43,228 57,938 64,782 66,894 6,238 4,126
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,137)
-3,552 -279 1,331 1,106 -2,410 -1,115 -1,359 -22 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 8.5 4.1 60.9 81.6 91.2 94.2 8.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
75 44 22 80 70 166 127
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 355,099
COMMITMENTS
93,123 30,131 14,649 216,140 289,690 323,912 334,471 31,188 20,629
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -5,685)
-17,759 -1,397 6,653 5,531 -12,052 -5,575 -6,796 -109 1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 8.5 4.1 60.9 81.6 91.2 94.2 8.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
75 44 22 80 70 166 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 181,149
COMMITMENTS
48,041 98,419 8,589 107,255 28,915 163,885 135,924 17,264 45,225
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -7,828)
-879 1,003 -2,996 -5,150 -2,356 -9,025 -4,349 1,197 -3,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 54.3 4.7 59.2 16.0 90.5 75.0 9.5 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
19 49 15 20 22 48 77
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,867
COMMITMENTS
15,867 14,344 446 29,030 36,684 45,343 51,474 10,524 4,393
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 673)
1,394 786 -14 -196 -1 1,184 771 -511 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 25.7 0.8 52.0 65.7 81.2 92.1 18.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
21 13 2 22 10 44 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 120,234
COMMITMENTS
43,943 9,964 725 66,990 9,015 111,658 19,704 8,576 100,530
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -2,544)
-3,509 -2,212 312 386 1,029 -2,811 -871 267 -1,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 8.3 0.6 55.7 7.5 92.9 16.4 7.1 83.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
31 12 5 32 18 66 32
Updated August 14, 2015