BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,721
COMMITMENTS
855 333 1,202 5,424 6,149 7,480 7,684 1,241 1,037
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 243)
-8 -4 29 182 166 203 192 40 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 3.8 13.8 62.2 70.5 85.8 88.1 14.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 7 10 18 17 29 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,859
COMMITMENTS
12,051 2,954 9,143 18,091 19,140 39,285 31,236 4,573 12,622
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 2,790)
528 534 922 1,114 361 2,564 1,818 226 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 6.7 20.8 41.2 43.6 89.6 71.2 10.4 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
20 19 32 34 32 69 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,244
COMMITMENTS
504 857 1,772 5,807 5,333 8,082 7,962 1,161 1,281
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 212)
-49 -16 120 119 137 190 241 23 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 9.3 19.2 62.8 57.7 87.4 86.1 12.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 11 11 21 14 34 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,221
COMMITMENTS
16 1,004 316 2,573 911 2,905 2,231 317 991
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -4)
1 -44 7 -10 12 -2 -24 -3 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 31.2 9.8 79.9 28.3 90.2 69.3 9.8 30.7
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 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 262,930
COMMITMENTS
69,678 41,264 90,359 80,747 95,079 240,784 226,702 22,146 36,228
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -112)
-103 -2,612 3,226 -3,265 -1,303 -141 -688 29 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 15.7 34.4 30.7 36.2 91.6 86.2 8.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
110 93 131 76 84 267 235
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 345,090
COMMITMENTS
71,684 64,748 107,824 129,203 122,401 308,712 294,973 36,378 50,117
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 14,085)
2,300 5,307 4,988 6,694 259 13,983 10,554 102 3,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 18.8 31.2 37.4 35.5 89.5 85.5 10.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432)
132 92 171 146 149 369 353
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,929
COMMITMENTS
1,975 3,187 852 1,859 521 4,686 4,560 1,243 1,369
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -934)
-81 -589 -43 -638 -114 -763 -746 -172 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 53.8 14.4 31.4 8.8 79.0 76.9 21.0 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 24 10 26 17 52 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,989
COMMITMENTS
10,028 8,138 13,027 15,229 9,025 38,283 30,191 9,705 17,798
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 2,364)
-774 -30 1,972 1,213 229 2,412 2,172 -48 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 17.0 27.1 31.7 18.8 79.8 62.9 20.2 37.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
56 49 54 62 60 146 144
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,774
COMMITMENTS
687 2,340 400 2,343 1,313 3,430 4,053 1,344 721
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 86)
-119 51 3 69 -15 -47 38 133 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 49.0 8.4 49.1 27.5 71.8 84.9 28.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 7 5 8 6 15 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,972
COMMITMENTS
1,777 12,209 3,164 23,291 9,886 28,231 25,258 741 3,714
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 645)
7 260 168 403 7 579 435 66 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 42.1 10.9 80.4 34.1 97.4 87.2 2.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 32 26 21 22 54 57
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,238
COMMITMENTS
2,761 3,290 950 49,854 49,455 53,565 53,695 673 543
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -163)
29 -249 415 -612 -426 -168 -260 5 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.1 1.8 91.9 91.2 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 2 2 14 12 20 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 198,958
COMMITMENTS
27,492 75,878 25,928 122,769 52,603 176,188 154,408 22,769 44,550
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 29,294)
-1,614 -2,490 12,346 20,121 18,868 30,853 28,724 -1,558 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 38.1 13.0 61.7 26.4 88.6 77.6 11.4 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
22 31 16 24 24 54 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,493
COMMITMENTS
18,821 15,165 1,080 12,411 4,578 32,313 20,824 7,180 18,669
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -3,544)
13,374 2,684 -2,946 -13,078 -2,182 -2,650 -2,445 -894 -1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 38.4 2.7 31.4 11.6 81.8 52.7 18.2 47.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 9 7 9 10 20 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 130,871
COMMITMENTS
21,666 76,882 1,792 104,838 44,658 128,296 123,332 2,574 7,539
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -57,657)
-1,135 -16,840 -18,051 -38,202 -22,675 -57,387 -57,566 -270 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 58.7 1.4 80.1 34.1 98.0 94.2 2.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
19 69 9 13 26 38 100
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 167,585
COMMITMENTS
42,030 45,879 14,806 90,734 77,199 147,569 137,883 20,016 29,702
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -39,722)
-119 -15,357 -6,580 -31,887 -13,426 -38,586 -35,362 -1,137 -4,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 27.4 8.8 54.1 46.1 88.1 82.3 11.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
31 30 18 22 34 59 76
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 195,063
COMMITMENTS
36,389 63,374 19,092 118,648 78,149 174,129 160,615 20,934 34,448
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -112,079)
-26,689 -6,381 -3,622 -78,107 -97,110 -108,417 -107,113 -3,662 -4,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 32.5 9.8 60.8 40.1 89.3 82.3 10.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
32 52 27 27 38 77 99
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 376,033
COMMITMENTS
63,325 140,803 47,290 220,727 123,726 331,343 311,818 44,691 64,215
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -72,951)
-11,596 -8,265 -8,450 -53,631 -47,536 -73,676 -64,252 725 -8,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 37.4 12.6 58.7 32.9 88.1 82.9 11.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
47 100 68 56 60 147 185
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,115
COMMITMENTS
12,219 17,979 298 8,574 1,751 21,091 20,028 1,024 2,087
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 2,898)
2,047 1,962 -2 950 724 2,995 2,684 -97 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 81.3 1.3 38.8 7.9 95.4 90.6 4.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 14 2 4 2 13 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,352
COMMITMENTS
22,462 24,556 223 9,043 3,282 31,728 28,061 1,624 5,291
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -4,973)
10,785 1,059 -2,062 -13,209 -3,290 -4,486 -4,293 -487 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 73.6 0.7 27.1 9.8 95.1 84.1 4.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
14 37 3 10 9 25 48
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,274
COMMITMENTS
4,376 5,401 24 2,548 576 6,948 6,001 326 1,273
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 74.3 0.3 35.0 7.9 95.5 82.5 4.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 11 2 3 3 8 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,129,865
COMMITMENTS
1597174 1145003 6584315 8038646 8180079 16220136 15909397 909,729 1220468
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -2,607,324)
180,407 -129,216 -1458726 -1384740 -933,285 -2663059 -2521228 55,735 -86,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 6.7 38.4 46.9 47.8 94.7 92.9 5.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
58 89 114 140 150 267 289
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,163,566
COMMITMENTS
77,936 112,794 116,013 779,660 740,455 973,609 969,261 189,956 194,305
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 66,482)
-5,282 -245 6,502 67,297 67,762 68,518 74,019 -2,035 -7,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 9.7 10.0 67.0 63.6 83.7 83.3 16.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 642)
123 165 162 263 282 481 517
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 290,659
COMMITMENTS
17,898 1,290 28,439 204,467 135,256 250,803 164,985 39,855 125,674
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 19,613)
729 -1,735 3,476 13,541 25,297 17,745 27,038 1,868 -7,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.4 9.8 70.3 46.5 86.3 56.8 13.7 43.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
17 13 27 57 44 89 71
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,364,534
COMMITMENTS
344,096 601,424 393,965 2875968 3025992 3614029 4021380 750,505 343,154
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 234,345)
-29,767 7,732 14,848 268,784 212,325 253,864 234,905 -19,520 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 13.8 9.0 65.9 69.3 82.8 92.1 17.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 619)
115 161 149 252 274 455 497
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,719
COMMITMENTS
8,009 3,662 835 71,018 79,609 79,862 84,106 8,857 4,613
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 1,010)
931 87 549 -603 168 877 804 133 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 4.1 0.9 80.0 89.7 90.0 94.8 10.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
10 6 3 46 43 57 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,145
COMMITMENTS
10,665 10,577 2,151 49,958 49,275 62,775 62,003 4,370 5,141
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 5,275)
1,376 394 -50 3,885 4,996 5,211 5,339 64 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 15.8 3.2 74.4 73.4 93.5 92.3 6.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
44 55 20 75 79 130 144
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 335,723
COMMITMENTS
53,326 52,887 10,756 249,791 246,374 313,873 310,016 21,850 25,707
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 26,373)
6,881 1,969 -251 19,426 24,978 26,055 26,696 318 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 15.8 3.2 74.4 73.4 93.5 92.3 6.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
44 55 20 75 79 130 144
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 173,944
COMMITMENTS
60,797 100,466 8,352 90,239 24,698 159,388 133,517 14,556 40,427
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -30,501)
10,205 -1,810 -8,106 -31,379 -13,796 -29,279 -23,712 -1,222 -6,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 57.8 4.8 51.9 14.2 91.6 76.8 8.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
20 43 19 19 20 46 75
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,086
COMMITMENTS
16,386 18,260 520 21,249 19,600 38,155 38,380 7,931 7,706
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -10,880)
-1,595 7,178 -1,925 -5,908 -19,000 -9,428 -13,747 -1,452 2,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 39.6 1.1 46.1 42.5 82.8 83.3 17.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 16 1 19 8 33 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 93,114
COMMITMENTS
39,676 6,312 1,050 43,352 24,477 84,078 31,839 9,036 61,275
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -31,923)
1,475 -5,393 -2,496 -30,151 -3,487 -31,172 -11,376 -751 -20,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 6.8 1.1 46.6 26.3 90.3 34.2 9.7 65.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
31 6 3 30 19 61 28
Updated September 18, 2015