BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,679
COMMITMENTS
748 392 1,231 5,495 6,038 7,474 7,661 1,205 1,018
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -42)
-106 59 29 72 -111 -6 -23 -36 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 4.5 14.2 63.3 69.6 86.1 88.3 13.9 11.7
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 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,006
COMMITMENTS
12,209 3,440 10,121 19,109 19,533 41,438 33,093 4,568 12,912
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,147)
158 486 977 1,017 393 2,153 1,857 -6 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 7.5 22.0 41.5 42.5 90.1 71.9 9.9 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 20 33 36 35 72 75
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,484
COMMITMENTS
405 797 1,939 6,037 5,754 8,382 8,490 1,103 994
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 241)
-99 -60 167 231 421 299 528 -58 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 8.4 20.4 63.7 60.7 88.4 89.5 11.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 9 12 24 17 37 33
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,182
COMMITMENTS
1 576 369 2,396 1,292 2,766 2,237 415 945
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -40)
-15 -428 53 -177 381 -138 6 99 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.1 11.6 75.3 40.6 86.9 70.3 13.1 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 6 7 10 10 17 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,726
COMMITMENTS
69,089 35,911 93,248 82,108 98,158 244,445 227,318 20,281 37,409
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,796)
-589 -5,353 2,890 1,361 3,079 3,661 615 -1,865 1,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 13.6 35.2 31.0 37.1 92.3 85.9 7.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
109 88 128 77 85 263 233
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 370,000
COMMITMENTS
71,055 73,118 120,597 141,092 124,236 332,744 317,951 37,256 52,048
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 24,910)
-629 8,370 12,773 11,888 1,835 24,032 22,979 878 1,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 19.8 32.6 38.1 33.6 89.9 85.9 10.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
136 111 185 148 148 383 372
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,042
COMMITMENTS
1,876 3,104 1,020 1,805 505 4,700 4,630 1,342 1,413
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 113)
-99 -83 169 -55 -16 15 69 99 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 51.4 16.9 29.9 8.4 77.8 76.6 22.2 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
22 25 12 25 15 53 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,380
COMMITMENTS
9,922 8,920 14,592 16,818 10,158 41,333 33,671 10,048 17,709
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 3,392)
-105 782 1,565 1,589 1,133 3,049 3,481 343 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 17.4 28.4 32.7 19.8 80.4 65.5 19.6 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
59 53 54 67 64 154 153
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,714
COMMITMENTS
687 2,519 382 2,322 1,250 3,390 4,151 1,324 563
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -60)
0 179 -18 -21 -63 -39 98 -20 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 53.4 8.1 49.2 26.5 71.9 88.1 28.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 9 7 8 6 17 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,856
COMMITMENTS
1,815 12,813 3,417 24,878 10,492 30,110 26,722 746 4,134
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,884)
38 605 253 1,587 607 1,879 1,464 5 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 41.5 11.1 80.6 34.0 97.6 86.6 2.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 34 26 21 21 55 57
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,353
COMMITMENTS
1,157 3,700 0 32,549 30,201 33,706 33,901 647 452
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -19,885)
-1,604 410 -950 -17,305 -19,254 -19,859 -19,794 -26 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 10.8 0.0 94.7 87.9 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 5 0 11 9 14 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 148,924
COMMITMENTS
40,071 79,464 7,753 78,413 20,341 126,237 107,557 22,688 41,368
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -50,033)
12,579 3,586 -18,175 -44,355 -32,262 -49,952 -46,851 -81 -3,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 53.4 5.2 52.7 13.7 84.8 72.2 15.2 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 27 13 23 22 52 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,856
COMMITMENTS
13,413 15,375 1,269 16,717 4,703 31,399 21,346 7,457 17,510
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -637)
-5,408 210 188 4,306 124 -914 522 277 -1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 39.6 3.3 43.0 12.1 80.8 54.9 19.2 45.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 9 6 9 10 19 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 126,898
COMMITMENTS
47,596 59,811 6,589 69,566 52,567 123,751 118,967 3,147 7,931
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -3,972)
25,930 -17,071 4,797 -35,272 7,910 -4,545 -4,364 573 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 47.1 5.2 54.8 41.4 97.5 93.8 2.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
25 56 10 14 23 45 84
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 169,234
COMMITMENTS
43,292 42,607 16,277 88,582 83,075 148,151 141,958 21,083 27,275
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,649)
1,262 -3,272 1,471 -2,152 5,876 582 4,075 1,067 -2,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 25.2 9.6 52.3 49.1 87.5 83.9 12.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 26 19 20 34 55 74
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 205,258
COMMITMENTS
47,690 71,888 18,942 114,921 82,471 181,554 173,302 23,705 31,956
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 10,196)
11,301 8,514 -150 -3,727 4,322 7,425 12,687 2,771 -2,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 35.0 9.2 56.0 40.2 88.5 84.4 11.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
40 48 34 32 43 89 108
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 387,711
COMMITMENTS
63,132 137,981 50,075 227,627 130,377 340,834 318,434 46,877 69,277
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 11,678)
-194 -2,822 2,786 6,899 6,651 9,491 6,615 2,187 5,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 35.6 12.9 58.7 33.6 87.9 82.1 12.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
53 99 73 55 58 153 186
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 21,809
COMMITMENTS
11,204 17,052 289 9,278 2,451 20,771 19,792 1,038 2,017
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -306)
-1,015 -927 -9 704 700 -320 -236 14 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 78.2 1.3 42.5 11.2 95.2 90.8 4.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 13 3 4 2 14 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,920
COMMITMENTS
22,990 26,519 224 11,126 3,286 34,340 30,029 1,580 5,891
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,568)
528 1,963 1 2,083 4 2,612 1,968 -44 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.0 73.8 0.6 31.0 9.1 95.6 83.6 4.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 39 3 14 10 29 50
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,488,891
COMMITMENTS
1540640 1136178 6936388 8136706 8250981 16613734 16323548 875,156 1165343
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 359,026)
-56,535 -8,825 352,073 98,060 70,902 393,598 414,151 -34,572 -55,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 6.5 39.7 46.5 47.2 95.0 93.3 5.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
60 91 119 135 150 268 293
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 864,821
COMMITMENTS
73,989 113,078 81,281 579,021 537,419 734,291 731,778 130,529 133,043
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -298,745)
-3,947 284 -34,732 -200,639 -203,036 -239,318 -237,483 -59,427 -61,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 13.1 9.4 67.0 62.1 84.9 84.6 15.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 644)
130 161 147 244 269 454 498
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 159,551
COMMITMENTS
11,555 3,860 17,891 93,778 66,630 123,224 88,382 36,326 71,169
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -131,108)
-6,343 2,570 -10,548 -110,689 -68,626 -127,579 -76,603 -3,529 -54,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.4 11.2 58.8 41.8 77.2 55.4 22.8 44.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
17 14 24 45 39 74 65
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,526,351
COMMITMENTS
329,074 562,990 300,047 2426215 2353943 3055336 3216980 471,015 309,370
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -838,184)
-15,022 -38,434 -93,918 -449,753 -672,049 -558,693 -804,400 -279,491 -33,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 16.0 8.5 68.8 66.8 86.6 91.2 13.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 621)
121 158 136 236 260 433 478
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 82,018
COMMITMENTS
7,711 3,444 307 65,716 73,361 73,734 77,112 8,284 4,906
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -6,701)
-298 -218 -528 -5,302 -6,248 -6,128 -6,994 -573 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 4.2 0.4 80.1 89.4 89.9 94.0 10.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 5 2 43 34 54 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,500
COMMITMENTS
13,222 11,315 1,099 36,105 37,397 50,426 49,811 4,073 4,688
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -12,645)
2,557 738 -1,052 -13,853 -11,878 -12,348 -12,192 -297 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 20.8 2.0 66.2 68.6 92.5 91.4 7.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
47 59 18 63 76 117 146
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 272,499
COMMITMENTS
66,111 56,577 5,495 180,525 186,986 252,132 249,057 20,367 23,441
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -63,225)
12,785 3,690 -5,261 -69,266 -59,388 -61,741 -60,959 -1,483 -2,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 20.8 2.0 66.2 68.6 92.5 91.4 7.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
47 59 18 63 76 117 146
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 164,371
COMMITMENTS
43,887 96,275 7,916 96,727 20,982 148,531 125,173 15,840 39,198
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -9,574)
-16,909 -4,191 -436 6,488 -3,716 -10,858 -8,344 1,284 -1,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 58.6 4.8 58.8 12.8 90.4 76.2 9.6 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
19 45 17 21 19 45 76
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,179
COMMITMENTS
18,689 20,933 0 21,276 19,627 39,965 40,560 8,214 7,619
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,093)
2,303 2,673 -520 27 27 1,810 2,180 283 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 43.4 0.0 44.2 40.7 83.0 84.2 17.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
17 18 0 19 11 36 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 83,744
COMMITMENTS
41,037 7,997 1,090 32,942 28,280 75,069 37,367 8,675 46,377
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -9,370)
1,361 1,685 40 -10,410 3,803 -9,009 5,528 -361 -14,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.0 9.5 1.3 39.3 33.8 89.6 44.6 10.4 55.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
39 11 4 26 24 66 38
Updated September 25, 2015