BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,692
COMMITMENTS
690 625 1,286 5,580 5,856 7,555 7,768 1,137 925
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 14)
-58 233 55 84 -182 81 107 -68 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 7.2 14.8 64.2 67.4 86.9 89.4 13.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 13 13 19 16 33 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,642
COMMITMENTS
12,373 3,789 10,763 19,767 20,001 42,904 34,553 4,738 13,090
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,637)
164 349 643 659 468 1,466 1,459 171 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 8.0 22.6 41.5 42.0 90.1 72.5 9.9 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 21 34 36 33 73 73
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,793
COMMITMENTS
332 731 2,081 6,295 5,930 8,708 8,742 1,085 1,051
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 308)
-73 -66 142 257 176 326 252 -18 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 7.5 21.2 64.3 60.6 88.9 89.3 11.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 12 14 24 17 39 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,403
COMMITMENTS
189 384 479 2,308 1,408 2,976 2,270 427 1,133
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 222)
187 -192 110 -88 116 210 34 12 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 11.3 14.1 67.8 41.4 87.4 66.7 12.6 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 2 7 10 10 17 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 271,444
COMMITMENTS
71,179 32,602 95,663 83,419 104,453 250,261 232,718 21,184 38,726
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 6,718)
2,091 -3,309 2,414 1,310 6,295 5,815 5,401 903 1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 12.0 35.2 30.7 38.5 92.2 85.7 7.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
105 89 125 80 92 266 238
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 384,959
COMMITMENTS
68,390 72,158 128,488 152,420 133,113 349,299 333,760 35,660 51,200
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 14,960)
-2,665 -960 7,891 11,329 8,877 16,555 15,808 -1,596 -849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 18.7 33.4 39.6 34.6 90.7 86.7 9.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444)
123 130 187 144 145 376 377
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,044
COMMITMENTS
1,515 3,633 1,167 2,632 647 5,314 5,448 1,730 1,597
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,002)
-361 529 147 828 142 614 818 388 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 51.6 16.6 37.4 9.2 75.4 77.3 24.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 32 14 29 17 57 59
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,517
COMMITMENTS
9,517 8,996 12,189 15,727 9,419 37,433 30,604 10,084 16,914
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -3,863)
-405 75 -2,404 -1,090 -739 -3,900 -3,068 36 -796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 18.9 25.7 33.1 19.8 78.8 64.4 21.2 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
51 58 52 65 59 151 143
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,740
COMMITMENTS
687 2,508 373 2,412 1,256 3,472 4,137 1,268 603
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 26)
0 -11 -9 90 6 81 -14 -55 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 52.9 7.9 50.9 26.5 73.2 87.3 26.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 8 6 9 7 17 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,192
COMMITMENTS
1,952 13,220 3,769 25,793 10,857 31,514 27,846 678 4,345
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,336)
137 407 353 914 365 1,404 1,124 -68 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 41.1 11.7 80.1 33.7 97.9 86.5 2.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 35 28 22 20 58 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,429
COMMITMENTS
1,157 2,937 0 32,421 30,979 33,578 33,916 851 513
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 76)
0 -763 0 -128 778 -128 15 204 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 8.5 0.0 94.2 90.0 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 0 11 8 14 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 151,804
COMMITMENTS
35,085 78,141 7,835 84,073 21,145 126,993 107,121 24,811 44,682
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,879)
-4,986 -1,323 82 5,659 805 756 -436 2,123 3,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 51.5 5.2 55.4 13.9 83.7 70.6 16.3 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 33 15 21 22 52 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,162
COMMITMENTS
12,922 15,773 1,328 18,515 4,235 32,765 21,336 7,397 18,825
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,306)
-491 398 59 1,798 -467 1,366 -9 -60 1,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 39.3 3.3 46.1 10.5 81.6 53.1 18.4 46.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 9 7 10 9 20 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,899
COMMITMENTS
31,261 75,557 5,262 102,772 55,208 139,295 136,027 3,604 6,872
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 16,001)
-16,335 15,746 -1,327 33,206 2,641 15,544 17,060 457 -1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 52.9 3.7 71.9 38.6 97.5 95.2 2.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
21 68 10 14 24 41 97
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 182,926
COMMITMENTS
48,898 48,733 19,761 90,271 81,848 158,930 150,342 23,996 32,584
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 13,692)
5,606 6,126 3,485 1,689 -1,227 10,779 8,384 2,913 5,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 26.6 10.8 49.3 44.7 86.9 82.2 13.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
30 33 20 23 31 62 75
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 206,334
COMMITMENTS
37,836 61,400 20,018 124,540 89,735 182,394 171,153 23,939 35,180
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,075)
-9,854 -10,488 1,076 9,619 7,264 841 -2,149 235 3,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 29.8 9.7 60.4 43.5 88.4 82.9 11.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
32 48 32 34 46 84 108
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 389,066
COMMITMENTS
62,609 142,720 48,107 234,752 128,115 345,468 318,942 43,598 70,124
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,354)
-523 4,739 -1,969 7,125 -2,262 4,634 508 -3,279 846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 36.7 12.4 60.3 32.9 88.8 82.0 11.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
52 107 72 56 59 153 194
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,643
COMMITMENTS
11,480 17,477 789 11,366 4,625 23,635 22,891 1,008 1,752
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,834)
276 425 500 2,088 2,174 2,864 3,099 -30 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 70.9 3.2 46.1 18.8 95.9 92.9 4.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 15 3 5 4 14 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,105
COMMITMENTS
20,995 24,057 201 11,339 4,392 32,535 28,650 1,570 5,455
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -1,815)
-1,995 -2,462 -23 213 1,106 -1,805 -1,379 -10 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.6 70.5 0.6 33.2 12.9 95.4 84.0 4.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
14 37 3 13 12 29 50
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,149
COMMITMENTS
2,835 5,142 77 3,852 514 6,764 5,733 385 1,416
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 71.9 1.1 53.9 7.2 94.6 80.2 5.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 11 2 4 2 9 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,920,579
COMMITMENTS
1486579 1033346 7385924 8170339 8309765 17042842 16729035 877,737 1191544
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 431,689)
-54,061 -102,832 449,536 33,633 58,783 429,108 405,487 2,581 26,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 5.8 41.2 45.6 46.4 95.1 93.4 4.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
71 82 124 142 158 280 303
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 922,821
COMMITMENTS
81,716 110,379 103,048 606,775 579,467 791,540 792,895 131,282 129,927
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 58,001)
7,727 -2,699 21,767 27,754 42,049 57,248 61,117 752 -3,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 12.0 11.2 65.8 62.8 85.8 85.9 14.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 657)
144 154 155 252 273 477 503
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 175,931
COMMITMENTS
14,584 1,814 23,117 101,745 82,413 139,446 107,344 36,485 68,587
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 16,380)
3,029 -2,046 5,225 7,967 15,782 16,222 18,962 159 -2,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 1.0 13.1 57.8 46.8 79.3 61.0 20.7 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
25 8 27 47 41 79 69
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,734,451
COMMITMENTS
348,710 555,872 386,609 2525150 2485274 3260469 3427755 473,982 306,696
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 208,100)
19,636 -7,118 86,562 98,935 131,331 205,133 210,774 2,967 -2,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 14.9 10.4 67.6 66.5 87.3 91.8 12.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635)
132 155 145 243 263 456 483
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,674
COMMITMENTS
8,509 4,077 264 70,839 80,240 79,612 84,581 9,062 4,093
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 6,656)
798 633 -43 5,123 6,879 5,878 7,469 778 -813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 4.6 0.3 79.9 90.5 89.8 95.4 10.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 5 1 42 34 55 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,175
COMMITMENTS
11,227 10,667 1,189 36,901 37,574 49,317 49,431 4,858 4,744
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -325)
-1,996 -648 90 796 177 -1,109 -381 784 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 19.7 2.2 68.1 69.4 91.0 91.2 9.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
50 50 19 63 75 120 137
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 270,874
COMMITMENTS
56,134 53,335 5,947 184,504 187,872 246,585 247,154 24,289 23,720
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -1,625)
-9,978 -3,242 452 3,979 886 -5,547 -1,904 3,922 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 19.7 2.2 68.1 69.4 91.0 91.2 9.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
50 50 19 63 75 120 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 159,977
COMMITMENTS
45,397 93,538 7,532 90,445 21,853 143,374 122,923 16,602 37,054
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -4,394)
1,510 -2,737 -384 -6,282 871 -5,156 -2,250 762 -2,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 58.5 4.7 56.5 13.7 89.6 76.8 10.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 45 16 20 19 46 74
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,703
COMMITMENTS
18,299 19,788 20 19,838 19,408 38,157 39,216 8,546 7,487
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -1,476)
-390 -1,145 20 -1,438 -219 -1,808 -1,344 332 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 42.4 0.0 42.5 41.6 81.7 84.0 18.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 18 1 17 10 34 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 85,230
COMMITMENTS
44,313 7,317 683 31,087 20,670 76,083 28,670 9,147 56,560
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,486)
3,276 -680 -407 -1,855 -7,610 1,014 -8,697 472 10,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 8.6 0.8 36.5 24.3 89.3 33.6 10.7 66.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
39 9 5 22 20 61 34
Updated October 2, 2015