BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,274
COMMITMENTS
1,140 449 1,126 5,787 6,680 8,053 8,255 1,220 1,019
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 416)
83 -44 29 264 363 376 347 40 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 4.8 12.1 62.4 72.0 86.8 89.0 13.2 11.0
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 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,949
COMMITMENTS
13,166 2,915 9,087 18,727 20,287 40,980 32,289 3,969 12,661
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 753)
323 -54 223 602 765 1,148 934 -395 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 6.5 20.2 41.7 45.1 91.2 71.8 8.8 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 22 31 37 32 74 67
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,786
COMMITMENTS
537 1,132 2,240 6,753 5,856 9,529 9,228 1,257 1,558
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -12)
0 69 19 -25 -190 -5 -102 -7 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 10.5 20.8 62.6 54.3 88.3 85.6 11.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 14 11 21 14 34 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,083
COMMITMENTS
82 1,543 396 3,145 1,056 3,623 2,994 460 1,089
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -175)
0 -41 -26 -112 -54 -139 -120 -36 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 37.8 9.7 77.0 25.9 88.7 73.3 11.3 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 7 8 11 8 19 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,128
COMMITMENTS
69,025 46,651 83,191 86,438 91,186 238,653 221,028 18,474 36,100
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -28,885)
-3,930 -5,577 -20,299 -3,051 -2,224 -27,281 -28,100 -1,604 -785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 18.1 32.4 33.6 35.5 92.8 86.0 7.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
100 88 113 79 78 249 217
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 293,953
COMMITMENTS
73,835 46,914 79,636 105,848 123,839 259,320 250,389 34,633 43,564
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 4,396)
10 -1,428 4,085 682 -286 4,778 2,372 -381 2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 16.0 27.1 36.0 42.1 88.2 85.2 11.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
121 90 128 128 140 320 301
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,803
COMMITMENTS
1,680 3,357 1,129 2,531 931 5,340 5,417 1,464 1,386
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 220)
156 329 9 0 -44 164 294 56 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 49.3 16.6 37.2 13.7 78.5 79.6 21.5 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 30 13 26 19 53 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,784
COMMITMENTS
15,629 8,592 15,774 15,866 15,351 47,269 39,717 10,515 18,067
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 1,215)
699 193 942 -348 70 1,293 1,205 -78 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 14.9 27.3 27.5 26.6 81.8 68.7 18.2 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
78 48 75 78 81 187 180
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,222
COMMITMENTS
1,285 2,905 390 2,729 1,208 4,404 4,504 818 718
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 260)
139 -9 46 60 78 245 116 15 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 55.6 7.5 52.3 23.1 84.3 86.2 15.7 13.8
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 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,687
COMMITMENTS
2,203 14,612 3,818 25,870 10,869 31,891 29,299 795 3,387
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 713)
166 -50 132 427 634 725 716 -12 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 44.7 11.7 79.1 33.3 97.6 89.6 2.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
16 31 28 21 20 57 59
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,638
COMMITMENTS
3,444 3,733 535 47,110 46,842 51,089 51,110 549 528
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 930)
628 228 0 358 841 986 1,069 -56 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 7.2 1.0 91.2 90.7 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 4 1 10 12 18 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 179,328
COMMITMENTS
19,821 88,308 12,384 122,726 35,758 154,931 136,450 24,397 42,878
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -11,152)
-7,411 -7,894 -304 -3,992 -522 -11,707 -8,720 556 -2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 49.2 6.9 68.4 19.9 86.4 76.1 13.6 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
21 41 20 23 27 53 80
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,486
COMMITMENTS
7,810 17,549 1,726 29,511 3,381 39,047 22,656 7,439 23,830
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -427)
-1,454 1,426 -191 1,712 -772 67 463 -494 -890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 37.8 3.7 63.5 7.3 84.0 48.7 16.0 51.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 11 5 11 6 20 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 171,783
COMMITMENTS
24,629 85,020 22,088 121,276 56,936 167,993 164,044 3,790 7,739
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -2,287)
6,466 -3,663 3,240 -12,846 -740 -3,140 -1,163 853 -1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 49.5 12.9 70.6 33.1 97.8 95.5 2.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
24 77 12 22 23 53 109
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 197,395
COMMITMENTS
49,248 54,214 19,329 99,786 100,612 168,363 174,156 29,032 23,239
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 15,918)
8,524 2,149 3,485 54 10,074 12,063 15,708 3,855 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 27.5 9.8 50.6 51.0 85.3 88.2 14.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
35 35 24 28 40 76 86
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 282,090
COMMITMENTS
45,486 136,968 19,666 199,021 71,313 264,174 227,947 17,916 54,143
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -14,346)
-762 -14,531 -749 -12,979 8,833 -14,490 -6,448 144 -7,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 48.6 7.0 70.6 25.3 93.6 80.8 6.4 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
23 65 24 29 38 67 112
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 431,593
COMMITMENTS
66,310 155,494 53,934 265,435 145,095 385,679 354,522 45,914 77,071
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -1,895)
258 -20,751 2,689 -6,939 22,064 -3,992 4,003 2,098 -5,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 36.0 12.5 61.5 33.6 89.4 82.1 10.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
59 107 79 56 65 162 205
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,298
COMMITMENTS
12,134 22,435 3,712 15,409 4,400 31,255 30,547 1,043 1,751
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 8,295)
3,268 8,364 438 4,623 -489 8,329 8,313 -34 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 69.5 11.5 47.7 13.6 96.8 94.6 3.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 14 4 6 4 14 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,523
COMMITMENTS
14,012 23,969 332 20,025 6,344 34,369 30,645 2,154 5,878
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -338)
81 -534 140 -257 438 -36 44 -302 -382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 65.6 0.9 54.8 17.4 94.1 83.9 5.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
12 36 5 12 14 26 53
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 9,441
COMMITMENTS
3,004 6,835 23 5,900 886 8,927 7,744 514 1,697
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 313)
214 129 0 167 -4 381 125 -68 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 72.4 0.2 62.5 9.4 94.6 82.0 5.4 18.0
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 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,018,821
COMMITMENTS
1607844 1420228 7431440 9178654 8861947 18217938 17713615 800,883 1305206
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -139,464)
48,570 -97,541 -71,917 -81,568 67,322 -104,915 -102,135 -34,548 -37,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 7.5 39.1 48.3 46.6 95.8 93.1 4.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
54 107 120 146 158 279 311
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 854,364
COMMITMENTS
84,039 101,425 78,961 560,940 543,407 723,940 723,792 130,424 130,571
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 16,206)
4,044 -2,297 1,724 12,194 10,236 17,961 9,662 -1,756 6,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 11.9 9.2 65.7 63.6 84.7 84.7 15.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 669)
148 166 171 256 265 503 505
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 177,824
COMMITMENTS
14,193 4,144 22,079 103,722 81,086 139,994 107,308 37,830 70,516
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 5,248)
2,185 -991 637 6,220 -1,699 9,042 -2,053 -3,794 7,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 2.3 12.4 58.3 45.6 78.7 60.3 21.3 39.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
20 17 27 49 41 86 70
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,382,699
COMMITMENTS
362,769 499,948 270,869 2286093 2311606 2919730 3082423 462,969 300,276
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 54,790)
2,422 -13,405 12,308 29,867 59,674 44,597 58,577 10,193 -3,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 14.8 8.0 67.6 68.3 86.3 91.1 13.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635)
138 156 159 242 254 469 480
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 80,227
COMMITMENTS
8,437 4,629 550 61,403 71,281 70,390 76,460 9,837 3,767
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -557)
-166 1,896 -295 -231 -2,055 -692 -454 135 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 5.8 0.7 76.5 88.8 87.7 95.3 12.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
12 6 3 55 35 67 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 71,906
COMMITMENTS
21,132 6,225 2,295 42,662 59,460 66,089 67,980 5,817 3,926
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 886)
2,508 199 -635 -566 1,522 1,306 1,086 -420 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 8.7 3.2 59.3 82.7 91.9 94.5 8.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
72 43 19 76 73 157 127
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 359,531
COMMITMENTS
105,661 31,125 11,475 213,308 297,302 330,443 339,902 29,087 19,629
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 4,432)
12,538 994 -3,174 -2,832 7,611 6,532 5,431 -2,100 -999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 8.7 3.2 59.3 82.7 91.9 94.5 8.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
72 43 19 76 73 157 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 177,227
COMMITMENTS
47,497 96,738 8,545 105,596 28,769 161,638 134,052 15,588 43,175
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -3,922)
-544 -1,682 -44 -1,659 -146 -2,247 -1,872 -1,675 -2,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 54.6 4.8 59.6 16.2 91.2 75.6 8.8 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
17 48 18 19 21 45 78
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,606
COMMITMENTS
16,267 13,244 205 28,666 36,681 45,138 50,130 9,468 4,476
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -1,261)
400 -1,100 -241 -364 -3 -205 -1,344 -1,056 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 24.3 0.4 52.5 67.2 82.7 91.8 17.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
21 12 1 22 10 44 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 116,115
COMMITMENTS
41,677 8,665 1,128 66,042 10,122 108,847 19,915 7,268 96,200
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -4,119)
-2,266 -1,299 403 -948 1,107 -2,811 211 -1,308 -4,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 7.5 1.0 56.9 8.7 93.7 17.2 6.3 82.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
35 10 6 35 21 72 35
Updated August 21, 2015