BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,681
COMMITMENTS
1,093 459 1,195 5,938 6,846 8,226 8,500 1,455 1,181
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 251)
-1 20 44 126 73 169 137 82 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 4.7 12.3 61.3 70.7 85.0 87.8 15.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 6 9 18 18 28 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,282
COMMITMENTS
12,933 2,823 9,397 19,543 21,222 41,874 33,442 4,408 12,840
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 20)
-252 104 -168 255 201 -165 137 186 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 6.1 20.3 42.2 45.9 90.5 72.3 9.5 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
19 21 32 39 34 75 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,999
COMMITMENTS
573 1,154 2,345 6,786 5,994 9,704 9,493 1,296 1,506
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 103)
-1 10 64 8 94 71 168 32 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 10.5 21.3 61.7 54.5 88.2 86.3 11.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 14 11 22 14 35 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,829
COMMITMENTS
83 1,236 384 3,020 1,077 3,487 2,697 342 1,132
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -182)
-1 -221 0 -93 -13 -94 -234 -88 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 32.3 10.0 78.9 28.1 91.1 70.4 8.9 29.6
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 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,606
COMMITMENTS
67,346 45,172 85,689 85,207 92,301 238,242 223,162 19,364 34,445
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,193)
370 289 1,442 10 585 1,823 2,316 371 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 17.5 33.3 33.1 35.8 92.5 86.6 7.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
99 92 112 76 83 246 222
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 330,015
COMMITMENTS
72,460 57,302 101,099 123,099 126,409 296,659 284,810 33,356 45,205
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 11,721)
-1,170 4,983 8,330 5,013 270 12,173 13,582 -452 -1,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 17.4 30.6 37.3 38.3 89.9 86.3 10.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
126 100 156 143 151 356 346
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,860
COMMITMENTS
1,959 3,680 891 2,403 596 5,253 5,167 1,606 1,693
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -383)
98 -22 -240 -184 -222 -326 -484 -56 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 53.6 13.0 35.0 8.7 76.6 75.3 23.4 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
21 29 13 24 12 54 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,434
COMMITMENTS
10,441 7,894 9,746 14,810 9,113 34,997 26,754 9,437 17,681
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -14,689)
-1,365 -764 -8,915 -3,375 -3,743 -13,655 -13,423 -1,035 -1,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 17.8 21.9 33.3 20.5 78.8 60.2 21.2 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
54 45 48 58 61 136 138
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,322
COMMITMENTS
974 2,770 421 2,611 1,501 4,006 4,692 1,317 630
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 49)
-355 -121 18 -66 91 -403 -12 452 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 52.0 7.9 49.1 28.2 75.3 88.2 24.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 7 5 9 6 17 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,708
COMMITMENTS
2,154 14,035 3,686 26,086 11,322 31,927 29,043 781 3,664
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -71)
-39 -439 12 -9 245 -37 -182 -34 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 42.9 11.3 79.8 34.6 97.6 88.8 2.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
12 34 27 21 22 56 60
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,840
COMMITMENTS
2,566 5,962 535 51,112 47,825 54,213 54,322 627 518
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,879)
-273 2,593 0 3,215 406 2,942 2,999 -63 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 10.9 1.0 93.2 87.2 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 4 1 14 12 20 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 182,675
COMMITMENTS
28,164 83,780 11,451 117,365 41,235 156,979 136,467 25,695 46,208
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -6,972)
-1,353 -5,171 -1,138 -5,415 -1,662 -7,906 -7,970 934 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 45.9 6.3 64.2 22.6 85.9 74.7 14.1 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 33 15 22 23 50 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,119
COMMITMENTS
5,190 13,438 2,161 23,690 6,286 31,041 21,886 8,078 17,234
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,682)
770 -3,354 98 -1,745 1,658 -876 -1,598 -806 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 34.4 5.5 60.6 16.1 79.4 55.9 20.6 44.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 11 8 13 11 23 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 191,605
COMMITMENTS
21,298 98,311 17,769 149,801 67,018 188,868 183,098 2,737 8,506
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -5,018)
897 -5,192 -273 -4,007 542 -3,383 -4,924 -1,635 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 51.3 9.3 78.2 35.0 98.6 95.6 1.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
20 73 12 18 25 45 104
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 199,505
COMMITMENTS
47,500 57,485 20,901 108,195 93,769 176,596 172,154 22,909 27,350
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -2,724)
-6,463 5,009 -22 9,607 -13,019 3,122 -8,032 -5,847 5,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 28.8 10.5 54.2 47.0 88.5 86.3 11.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
34 32 22 29 40 73 84
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 317,349
COMMITMENTS
62,302 83,246 32,737 197,776 163,700 292,814 279,682 24,535 37,667
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 12,940)
7,849 -14,968 1,247 5,717 31,162 14,813 17,440 -1,873 -4,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 26.2 10.3 62.3 51.6 92.3 88.1 7.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
41 48 30 30 44 85 108
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 471,310
COMMITMENTS
71,769 131,460 81,635 269,039 186,979 422,443 400,075 48,867 71,235
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -4,876)
-11,819 -11,377 4,084 3,713 8,454 -4,022 1,160 -854 -6,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 27.9 17.3 57.1 39.7 89.6 84.9 10.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
61 101 83 56 65 164 203
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 33,933
COMMITMENTS
11,550 18,182 8,824 12,280 4,850 32,654 31,856 1,279 2,077
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 7,543)
767 1,482 5,365 1,251 119 7,383 6,966 160 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 53.6 26.0 36.2 14.3 96.2 93.9 3.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 15 3 5 5 12 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,339
COMMITMENTS
13,543 21,822 336 18,292 6,027 32,171 28,185 2,168 6,154
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 939)
-1,845 371 155 2,503 -76 813 450 126 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 63.5 1.0 53.3 17.6 93.7 82.1 6.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
14 35 5 13 13 29 51
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 9,063
COMMITMENTS
2,703 6,812 23 5,945 697 8,671 7,532 392 1,531
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -564)
-527 -249 0 18 -88 -509 -337 -55 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 75.2 0.3 65.6 7.7 95.7 83.1 4.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 13 1 4 4 8 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,824,432
COMMITMENTS
1441771 1291085 8139215 9393320 9074359 18974306 18504658 850,125 1319773
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -13,301)
-23,299 30,147 -69,134 124,506 100,447 32,073 61,460 -45,374 -74,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.5 41.1 47.4 45.8 95.7 93.3 4.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
52 101 118 149 161 280 308
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,109,305
COMMITMENTS
85,690 109,622 125,652 711,305 687,306 922,647 922,580 186,658 186,725
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -48,410)
-10,985 10,231 -30,677 -11,814 -44,699 -53,477 -65,145 5,067 16,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 9.9 11.3 64.1 62.0 83.2 83.2 16.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629)
131 148 145 254 266 462 483
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 267,094
COMMITMENTS
15,613 7,028 28,344 181,222 115,165 225,179 150,537 41,915 116,557
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -11,555)
-2,077 -3,845 -8,154 783 -17,015 -9,448 -29,014 -2,107 17,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.6 10.6 67.8 43.1 84.3 56.4 15.7 43.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 11 21 51 41 77 64
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,211,053
COMMITMENTS
407,511 570,093 429,415 2650414 2860706 3487341 3860214 723,712 350,839
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -184,275)
-57,223 57,698 -99,934 -62,985 -138,421 -220,142 -180,658 35,867 -3,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 13.5 10.2 62.9 67.9 82.8 91.7 17.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 608)
123 146 137 242 256 440 464
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 87,960
COMMITMENTS
8,541 3,582 287 69,656 80,275 78,484 84,144 9,476 3,816
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,777)
793 -434 -1,203 1,114 3,567 704 1,930 1,073 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 4.1 0.3 79.2 91.3 89.2 95.7 10.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
11 5 2 47 38 58 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,281
COMMITMENTS
9,780 10,645 2,359 45,428 44,696 57,567 57,701 4,714 4,581
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -4,646)
-3,012 384 -445 -694 -4,715 -4,152 -4,776 -494 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 17.1 3.8 72.9 71.8 92.4 92.6 7.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
47 49 20 72 82 128 144
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 311,407
COMMITMENTS
48,899 53,227 11,797 227,141 223,479 287,837 288,503 23,569 22,904
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -23,230)
-15,062 1,918 -2,225 -3,472 -23,574 -20,759 -23,881 -2,471 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 17.1 3.8 72.9 71.8 92.4 92.6 7.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
47 49 20 72 82 128 144
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 197,586
COMMITMENTS
50,352 105,564 12,917 116,725 34,967 179,994 153,449 17,592 44,137
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 3,830)
3,065 -4,685 2,248 -4,301 2,704 1,012 268 2,817 3,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 53.4 6.5 59.1 17.7 91.1 77.7 8.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
20 45 16 22 20 49 74
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 51,836
COMMITMENTS
15,684 9,376 458 25,571 36,675 41,713 46,509 10,123 5,327
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -277)
1,925 -161 -292 -571 -464 1,062 -917 -1,339 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 18.1 0.9 49.3 70.8 80.5 89.7 19.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 12 3 20 10 39 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 123,406
COMMITMENTS
36,406 11,265 3,664 71,923 15,754 111,993 30,683 11,413 92,723
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -6,961)
-11,276 -538 -102 3,412 -1,928 -7,966 -2,568 1,005 -4,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 9.1 3.0 58.3 12.8 90.8 24.9 9.2 75.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
33 11 11 38 23 75 42
Updated September 4, 2015