BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,204
COMMITMENTS
509 530 856 4,544 4,741 5,908 6,128 1,296 1,076
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,488)
-181 -95 -430 -1,036 -1,115 -1,647 -1,640 158 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 7.4 11.9 63.1 65.8 82.0 85.1 18.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 9 9 16 14 26 25
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,515
COMMITMENTS
10,043 3,699 8,798 17,201 16,737 36,042 29,234 4,473 11,281
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -7,128)
-2,331 -90 -1,966 -2,566 -3,263 -6,862 -5,319 -265 -1,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 9.1 21.7 42.5 41.3 89.0 72.2 11.0 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
18 21 31 37 31 70 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,965
COMMITMENTS
154 663 1,916 5,740 5,358 7,811 7,938 1,154 1,027
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -828)
-178 -68 -164 -554 -571 -897 -804 69 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.4 21.4 64.0 59.8 87.1 88.5 12.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 15 15 20 13 36 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,296
COMMITMENTS
382 145 585 1,944 1,306 2,911 2,036 385 1,260
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -107)
193 -239 106 -364 -101 -65 -234 -42 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.4 17.8 59.0 39.6 88.3 61.8 11.7 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 3 7 9 9 16 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,953
COMMITMENTS
73,614 31,620 96,733 84,291 109,675 254,639 238,029 22,314 38,924
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 5,508)
2,435 -982 1,071 873 5,222 4,378 5,311 1,130 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 11.4 34.9 30.4 39.6 91.9 85.9 8.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
108 82 119 85 98 264 237
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 349,343
COMMITMENTS
66,312 70,058 100,770 148,286 132,654 315,369 303,483 33,974 45,860
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -35,616)
-2,078 -2,100 -27,718 -4,134 -459 -33,930 -30,277 -1,687 -5,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 20.1 28.8 42.4 38.0 90.3 86.9 9.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
114 127 163 142 143 350 356
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,365
COMMITMENTS
1,546 3,858 1,361 2,543 632 5,449 5,851 1,916 1,514
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 320)
31 225 193 -90 -15 135 403 186 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 52.4 18.5 34.5 8.6 74.0 79.4 26.0 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
18 33 16 27 16 56 59
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,315
COMMITMENTS
9,686 9,666 11,786 15,387 9,852 36,858 31,303 10,457 16,013
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -202)
169 670 -403 -341 432 -575 699 373 -901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 20.4 24.9 32.5 20.8 77.9 66.2 22.1 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
55 57 51 69 62 154 147
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,941
COMMITMENTS
708 2,149 277 1,984 887 2,969 3,313 972 628
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -799)
21 -359 -96 -428 -369 -503 -824 -296 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 54.5 7.0 50.4 22.5 75.3 84.1 24.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 8 6 8 6 17 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,626
COMMITMENTS
1,499 11,123 3,497 23,036 9,873 28,032 24,493 594 4,133
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -3,566)
-453 -2,097 -272 -2,757 -984 -3,482 -3,353 -84 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 38.9 12.2 80.5 34.5 97.9 85.6 2.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
11 28 25 22 19 54 51
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 38,859
COMMITMENTS
1,487 1,615 0 36,358 36,718 37,845 38,333 1,014 526
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 4,430)
330 -1,322 0 3,937 5,739 4,267 4,417 163 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.2 0.0 93.6 94.5 97.4 98.6 2.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 3 0 12 10 16 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 134,977
COMMITMENTS
28,041 65,084 7,547 75,977 22,416 111,566 95,047 23,411 39,930
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -16,827)
-7,044 -13,057 -288 -8,095 1,271 -15,427 -12,075 -1,400 -4,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 48.2 5.6 56.3 16.6 82.7 70.4 17.3 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
18 32 14 19 24 46 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,737
COMMITMENTS
12,073 16,216 1,375 19,316 3,963 32,764 21,553 7,973 19,184
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 575)
-849 443 47 802 -273 -1 217 576 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 39.8 3.4 47.4 9.7 80.4 52.9 19.6 47.1
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 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 119,747
COMMITMENTS
50,934 56,097 4,585 61,262 52,213 116,781 112,895 2,966 6,852
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -23,152)
19,673 -19,460 -677 -41,510 -2,996 -22,513 -23,132 -638 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 46.8 3.8 51.2 43.6 97.5 94.3 2.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
32 54 13 16 24 57 83
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 184,779
COMMITMENTS
46,090 49,569 17,896 99,394 82,194 163,379 149,658 21,400 35,121
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 1,853)
-2,808 836 -1,866 9,123 346 4,449 -684 -2,596 2,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 26.8 9.7 53.8 44.5 88.4 81.0 11.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
29 33 23 24 33 66 76
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 200,918
COMMITMENTS
37,830 55,188 19,710 120,840 89,309 178,380 164,207 22,539 36,711
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -5,415)
-6 -6,212 -308 -3,700 -426 -4,014 -6,946 -1,401 1,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 27.5 9.8 60.1 44.5 88.8 81.7 11.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
37 51 34 31 43 87 109
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 401,381
COMMITMENTS
65,939 147,380 48,275 241,393 137,984 355,606 333,639 45,774 67,741
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 12,315)
3,330 4,660 168 6,641 9,869 10,139 14,697 2,176 -2,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 36.7 12.0 60.1 34.4 88.6 83.1 11.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
55 100 74 54 61 155 190
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,787
COMMITMENTS
20,376 22,183 193 6,215 3,759 26,784 26,135 1,003 1,652
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 3,144)
8,896 4,706 -596 -5,151 -866 3,149 3,244 -5 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.3 79.8 0.7 22.4 13.5 96.4 94.1 3.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 13 3 4 4 13 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,930
COMMITMENTS
18,357 19,328 200 11,860 6,426 30,417 25,954 1,513 5,976
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,175)
-2,638 -4,729 -1 521 2,034 -2,118 -2,696 -57 521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.5 60.5 0.6 37.1 20.1 95.3 81.3 4.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
14 28 3 15 10 30 40
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,028,429
COMMITMENTS
1416987 1009115 7557669 8193094 8335464 17167750 16902248 860,678 1126181
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 107,850)
-69,592 -24,231 171,745 22,756 25,699 124,908 173,213 -17,059 -65,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.6 41.9 45.4 46.2 95.2 93.8 4.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
64 84 121 142 159 276 302
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 884,181
COMMITMENTS
69,066 113,931 80,395 605,344 546,566 754,804 740,892 129,377 143,289
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -38,640)
-12,650 3,552 -22,653 -1,432 -32,901 -36,735 -52,003 -1,905 13,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 12.9 9.1 68.5 61.8 85.4 83.8 14.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 648)
120 167 152 251 277 466 502
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 169,704
COMMITMENTS
12,422 1,193 19,495 99,928 74,600 131,845 95,289 37,859 74,415
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -6,227)
-2,162 -621 -3,621 -1,818 -7,812 -7,601 -12,054 1,374 5,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.7 11.5 58.9 44.0 77.7 56.2 22.3 43.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 17 27 47 40 79 68
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,572,385
COMMITMENTS
300,134 580,602 287,582 2527080 2359829 3114796 3228013 457,589 344,372
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -162,066)
-48,576 24,730 -99,027 1,930 -125,445 -145,673 -199,742 -16,393 37,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 16.3 8.1 70.7 66.1 87.2 90.4 12.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
113 163 142 241 267 444 482
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,580
COMMITMENTS
7,469 5,871 1,159 71,296 76,969 79,924 83,999 8,656 4,581
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -94)
-1,040 1,794 895 457 -3,271 312 -582 -406 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 6.6 1.3 80.5 86.9 90.2 94.8 9.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
11 7 2 42 34 54 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,024
COMMITMENTS
11,851 9,951 1,223 37,077 37,746 50,150 48,920 3,874 5,104
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -150)
624 -716 33 176 172 833 -511 -984 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 18.4 2.3 68.6 69.9 92.8 90.6 7.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
54 54 21 63 73 128 137
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 270,122
COMMITMENTS
59,253 49,755 6,113 185,386 188,732 250,752 244,600 19,370 25,522
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -752)
3,119 -3,580 166 882 860 4,167 -2,554 -4,919 1,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 18.4 2.3 68.6 69.9 92.8 90.6 7.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
54 54 21 63 73 128 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,256
COMMITMENTS
43,475 83,219 7,210 89,883 27,918 140,568 118,347 15,688 37,908
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -3,721)
-1,922 -10,318 -322 -562 6,065 -2,806 -4,575 -915 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 53.3 4.6 57.5 17.9 90.0 75.7 10.0 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
17 43 18 21 19 45 73
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,636
COMMITMENTS
18,424 19,735 0 20,083 19,110 38,507 38,845 8,129 7,791
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -67)
125 -53 -20 245 -298 350 -371 -417 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 42.3 0.0 43.1 41.0 82.6 83.3 17.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 18 0 17 9 33 27
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 90,851
COMMITMENTS
45,900 11,272 536 34,827 13,285 81,263 25,093 9,588 65,758
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 5,621)
1,587 3,955 -147 3,740 -7,385 5,180 -3,577 441 9,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 12.4 0.6 38.3 14.6 89.4 27.6 10.6 72.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
41 11 5 31 18 72 34
Updated October 9, 2015