BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,478
COMMITMENTS
863 336 1,173 5,242 5,983 7,277 7,492 1,201 986
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,203)
-230 -123 -22 -697 -863 -949 -1,009 -254 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 4.0 13.8 61.8 70.6 85.8 88.4 14.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 8 10 18 17 29 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,069
COMMITMENTS
11,523 2,419 8,222 16,977 18,778 36,722 29,419 4,347 11,650
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -5,213)
-1,410 -404 -1,176 -2,566 -2,444 -5,152 -4,023 -61 -1,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 5.9 20.0 41.3 45.7 89.4 71.6 10.6 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 17 30 34 31 67 64
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,032
COMMITMENTS
553 873 1,652 5,688 5,197 7,893 7,722 1,139 1,310
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,968)
-20 -281 -693 -1,098 -797 -1,811 -1,771 -157 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 9.7 18.3 63.0 57.5 87.4 85.5 12.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 12 12 21 13 35 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,226
COMMITMENTS
15 1,047 309 2,583 899 2,907 2,255 319 970
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -603)
-68 -189 -75 -437 -178 -581 -441 -22 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 32.5 9.6 80.1 27.9 90.1 69.9 9.9 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 8 10 8 18 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,042
COMMITMENTS
69,781 43,876 87,133 84,012 96,382 240,925 227,391 22,117 35,651
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 5,436)
2,435 -1,295 1,444 -1,195 4,081 2,683 4,229 2,752 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 16.7 33.1 31.9 36.6 91.6 86.4 8.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
100 107 121 73 82 253 234
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,005
COMMITMENTS
69,384 59,440 102,836 122,509 122,142 294,729 284,418 36,276 46,587
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 990)
-3,076 2,139 1,737 -590 -4,267 -1,930 -391 2,920 1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 18.0 31.1 37.0 36.9 89.0 85.9 11.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
121 104 156 137 146 340 343
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,863
COMMITMENTS
2,056 3,776 894 2,498 636 5,448 5,306 1,415 1,557
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 4)
97 96 3 95 40 195 139 -191 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 55.0 13.0 36.4 9.3 79.4 77.3 20.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 29 13 28 17 59 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,624
COMMITMENTS
10,801 8,168 11,055 14,015 8,796 35,872 28,019 9,753 17,606
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,190)
360 274 1,309 -795 -318 874 1,265 316 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 17.9 24.2 30.7 19.3 78.6 61.4 21.4 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
54 52 50 57 61 138 143
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,688
COMMITMENTS
806 2,289 397 2,274 1,329 3,477 4,015 1,212 674
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -634)
-168 -481 -24 -337 -173 -529 -677 -105 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 48.8 8.5 48.5 28.3 74.2 85.6 25.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 7 6 8 6 17 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,327
COMMITMENTS
1,770 11,949 2,995 22,887 9,879 27,652 24,823 674 3,504
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -4,381)
-384 -2,086 -691 -3,199 -1,443 -4,274 -4,220 -107 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 42.2 10.6 80.8 34.9 97.6 87.6 2.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 30 25 21 22 54 54
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,401
COMMITMENTS
2,732 3,539 535 50,466 49,881 53,733 53,955 668 446
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -439)
166 -2,423 0 -646 2,056 -480 -367 41 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 6.5 1.0 92.8 91.7 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 3 1 15 12 21 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 169,663
COMMITMENTS
29,106 78,367 13,582 102,648 33,735 145,336 125,684 24,327 43,979
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -13,012)
942 -5,413 2,131 -14,717 -7,501 -11,644 -10,782 -1,368 -2,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 46.2 8.0 60.5 19.9 85.7 74.1 14.3 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 36 18 22 23 53 69
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,037
COMMITMENTS
5,447 12,481 4,027 25,489 6,761 34,963 23,269 8,075 19,769
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 3,918)
257 -957 1,865 1,799 475 3,921 1,383 -3 2,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 29.0 9.4 59.2 15.7 81.2 54.1 18.8 45.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 9 9 13 11 24 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 188,528
COMMITMENTS
22,801 93,722 19,843 143,040 67,333 185,684 180,897 2,844 7,630
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -3,077)
1,503 -4,589 2,074 -6,760 315 -3,184 -2,201 107 -876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 49.7 10.5 75.9 35.7 98.5 96.0 1.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
25 72 15 18 25 51 106
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 207,307
COMMITMENTS
42,149 61,236 21,385 122,620 90,624 186,155 173,245 21,152 34,062
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 7,802)
-5,351 3,751 485 14,425 -3,144 9,559 1,091 -1,756 6,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 29.5 10.3 59.1 43.7 89.8 83.6 10.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
25 38 28 29 38 72 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 307,142
COMMITMENTS
63,077 69,755 22,714 196,755 175,259 282,546 267,728 24,596 39,414
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -10,208)
776 -13,491 -10,023 -1,021 11,560 -10,268 -11,954 60 1,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 22.7 7.4 64.1 57.1 92.0 87.2 8.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
35 50 28 29 43 80 106
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 448,984
COMMITMENTS
74,921 149,068 55,740 274,358 171,262 405,019 376,070 43,965 72,914
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -22,325)
3,152 17,608 -25,896 5,319 -15,717 -17,424 -24,005 -4,901 1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 33.2 12.4 61.1 38.1 90.2 83.8 9.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
57 103 78 57 64 158 203
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 19,217
COMMITMENTS
10,172 16,017 300 7,624 1,027 18,096 17,344 1,121 1,873
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -14,716)
-1,378 -2,165 -8,524 -4,656 -3,823 -14,558 -14,512 -158 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 83.3 1.6 39.7 5.3 94.2 90.3 5.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 13 2 4 2 12 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,325
COMMITMENTS
11,677 23,497 2,285 22,252 6,572 36,214 32,354 2,111 5,971
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 3,986)
-1,866 1,675 1,949 3,960 545 4,043 4,169 -57 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 61.3 6.0 58.1 17.1 94.5 84.4 5.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 37 8 14 14 32 57
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,737,189
COMMITMENTS
1416767 1274219 8043041 9423387 9113364 18883195 18430625 853,994 1306564
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -87,243)
-25,004 -16,865 -96,174 30,067 39,006 -91,111 -74,034 3,868 -13,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 6.5 40.8 47.7 46.2 95.7 93.4 4.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
52 101 118 150 161 280 307
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,097,084
COMMITMENTS
83,218 113,038 109,511 712,363 672,692 905,092 895,242 191,992 201,842
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -12,221)
-2,472 3,416 -16,141 1,058 -14,614 -17,555 -27,338 5,334 15,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 10.3 10.0 64.9 61.3 82.5 81.6 17.5 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 633)
122 152 151 255 275 462 494
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 271,046
COMMITMENTS
17,169 3,025 24,963 190,926 109,959 233,059 137,947 37,987 133,099
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 3,952)
1,557 -4,004 -3,381 9,704 -5,206 7,880 -12,591 -3,929 16,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.1 9.2 70.4 40.6 86.0 50.9 14.0 49.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
14 13 21 55 41 81 64
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,130,190
COMMITMENTS
373,863 593,691 379,117 2607184 2813667 3360165 3786475 770,025 343,715
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -80,863)
-33,648 23,598 -50,298 -43,230 -47,039 -127,176 -73,739 46,313 -7,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 14.4 9.2 63.1 68.1 81.4 91.7 18.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
118 147 144 244 265 442 476
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 87,709
COMMITMENTS
7,078 3,575 286 71,621 79,441 78,985 83,302 8,724 4,407
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -251)
-1,463 -7 -1 1,965 -834 501 -842 -752 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.1 0.3 81.7 90.6 90.1 95.0 9.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
7 6 1 46 39 53 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,870
COMMITMENTS
9,289 10,184 2,201 46,073 44,279 57,563 56,664 4,306 5,206
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -411)
-491 -462 -158 645 -417 -4 -1,037 -407 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 16.5 3.6 74.5 71.6 93.0 91.6 7.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
47 51 18 74 80 130 142
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 309,350
COMMITMENTS
46,445 50,918 11,007 230,365 221,396 287,817 283,321 21,532 26,029
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -2,057)
-2,454 -2,309 -790 3,224 -2,083 -20 -5,183 -2,037 3,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 16.5 3.6 74.5 71.6 93.0 91.6 7.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
47 51 18 74 80 130 142
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 204,446
COMMITMENTS
50,591 102,276 16,458 121,618 38,494 188,667 157,228 15,778 47,217
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 6,860)
240 -3,289 3,541 4,893 3,527 8,674 3,780 -1,814 3,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 50.0 8.1 59.5 18.8 92.3 76.9 7.7 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
20 47 24 24 22 55 82
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 56,966
COMMITMENTS
17,981 11,082 2,445 27,157 38,600 47,583 52,127 9,383 4,839
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 5,130)
2,297 1,706 1,987 1,586 1,925 5,870 5,618 -740 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 19.5 4.3 47.7 67.8 83.5 91.5 16.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
18 15 10 24 10 49 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 125,037
COMMITMENTS
38,201 11,705 3,546 73,503 27,964 115,250 43,215 9,787 81,822
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,631)
1,795 440 -118 1,580 12,210 3,257 12,532 -1,626 -10,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 9.4 2.8 58.8 22.4 92.2 34.6 7.8 65.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
35 16 14 34 26 74 52
Updated September 11, 2015