BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,235
COMMITMENTS
506 576 864 4,541 4,703 5,911 6,143 1,325 1,092
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 31)
-2 46 8 -3 -38 2 16 29 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 8.0 11.9 62.8 65.0 81.7 84.9 18.3 15.1
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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,053
COMMITMENTS
10,842 3,871 9,275 17,856 17,354 37,973 30,499 4,081 11,554
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,539)
800 172 477 654 617 1,931 1,266 -393 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 9.2 22.1 42.5 41.3 90.3 72.5 9.7 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 18 34 37 32 73 71
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,265
COMMITMENTS
164 694 1,903 6,057 5,537 8,123 8,134 1,142 1,131
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 300)
9 31 -14 316 179 312 196 -12 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 7.5 20.5 65.4 59.8 87.7 87.8 12.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 13 13 21 14 35 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,396
COMMITMENTS
454 133 605 1,971 1,337 3,031 2,075 365 1,321
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 99)
72 -12 20 27 31 119 39 -20 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 3.9 17.8 58.1 39.4 89.2 61.1 10.8 38.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 1 7 9 9 16 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 281,253
COMMITMENTS
75,820 31,055 98,892 82,898 113,110 257,610 243,057 23,643 38,196
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 4,300)
2,206 -565 2,158 -1,393 3,435 2,972 5,028 1,329 -728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 11.0 35.2 29.5 40.2 91.6 86.4 8.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
118 84 124 87 96 276 243
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 346,516
COMMITMENTS
64,236 76,208 100,158 148,948 123,314 313,341 299,680 33,175 46,836
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -2,827)
-2,077 6,149 -613 661 -9,340 -2,028 -3,803 -799 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 22.0 28.9 43.0 35.6 90.4 86.5 9.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
116 129 162 136 137 340 354
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,065
COMMITMENTS
1,400 3,074 1,104 2,133 846 4,637 5,024 1,429 1,041
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -1,299)
-146 -784 -257 -410 213 -812 -827 -487 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 50.7 18.2 35.2 13.9 76.4 82.8 23.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 29 14 29 20 54 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,933
COMMITMENTS
9,469 9,086 12,108 15,860 9,933 37,436 31,127 9,497 15,806
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -382)
-217 -579 322 473 81 578 -176 -960 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 19.4 25.8 33.8 21.2 79.8 66.3 20.2 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
60 53 50 68 62 152 148
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,081
COMMITMENTS
708 2,206 305 2,094 955 3,107 3,466 974 615
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 140)
0 57 28 110 67 138 153 2 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 54.1 7.5 51.3 23.4 76.1 84.9 23.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 8 7 9 6 19 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,550
COMMITMENTS
1,486 11,463 3,796 23,625 10,104 28,907 25,363 643 4,188
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 924)
-13 340 299 589 230 875 869 49 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 38.8 12.8 79.9 34.2 97.8 85.8 2.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
10 30 27 22 19 55 53
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 40,033
COMMITMENTS
3,706 2,535 0 35,785 37,077 39,491 39,612 542 421
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,174)
2,219 920 0 -573 359 1,646 1,279 -472 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 6.3 0.0 89.4 92.6 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 3 0 12 10 17 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 127,830
COMMITMENTS
27,913 62,429 6,242 68,032 22,755 102,187 91,426 25,643 36,404
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -7,147)
-128 -2,654 -1,305 -7,945 339 -9,379 -3,621 2,232 -3,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 48.8 4.9 53.2 17.8 79.9 71.5 20.1 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 27 16 19 25 47 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 36,487
COMMITMENTS
10,500 12,853 1,375 16,109 3,907 27,985 18,136 8,503 18,351
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -4,250)
-1,573 -3,363 1 -3,207 -55 -4,780 -3,417 530 -833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 35.2 3.8 44.1 10.7 76.7 49.7 23.3 50.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 10 7 9 8 19 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,626
COMMITMENTS
47,361 51,480 4,685 61,038 53,707 113,084 109,872 3,542 6,754
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -3,122)
-3,573 -4,618 101 -225 1,494 -3,697 -3,023 576 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 44.1 4.0 52.3 46.1 97.0 94.2 3.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
32 44 10 17 25 54 75
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 171,303
COMMITMENTS
43,996 51,116 13,858 92,440 70,633 150,295 135,607 21,009 35,697
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -13,476)
-2,094 1,547 -4,038 -6,953 -11,561 -13,084 -14,052 -392 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 29.8 8.1 54.0 41.2 87.7 79.2 12.3 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
28 32 19 23 35 61 76
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 195,459
COMMITMENTS
37,191 51,666 17,044 117,001 94,202 171,236 162,911 24,223 32,547
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -5,460)
-639 -3,522 -2,666 -3,838 4,893 -7,144 -1,296 1,684 -4,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 26.4 8.7 59.9 48.2 87.6 83.3 12.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
34 45 31 30 42 82 100
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 404,750
COMMITMENTS
71,057 143,730 42,536 241,422 150,366 355,015 336,631 49,735 68,119
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 3,369)
5,118 -3,651 -5,739 30 12,381 -591 2,992 3,960 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 35.5 10.5 59.6 37.2 87.7 83.2 12.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
52 96 62 54 59 145 179
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,387
COMMITMENTS
19,284 19,195 198 4,044 3,527 23,526 22,920 861 1,467
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -3,400)
-1,092 -2,988 5 -2,171 -232 -3,258 -3,215 -142 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.1 78.7 0.8 16.6 14.5 96.5 94.0 3.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 16 3 2 4 11 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,038
COMMITMENTS
18,344 17,652 75 8,794 5,958 27,213 23,685 1,825 5,353
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -2,892)
-13 -1,676 -125 -3,066 -468 -3,204 -2,269 312 -623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.2 60.8 0.3 30.3 20.5 93.7 81.6 6.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
13 28 2 12 9 26 38
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,241
COMMITMENTS
2,583 5,399 23 4,220 509 6,826 5,931 415 1,310
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 74.6 0.3 58.3 7.0 94.3 81.9 5.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 12 1 6 2 9 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,316,657
COMMITMENTS
1442846 970,196 7686211 8322676 8430186 17451734 17086593 864,923 1230064
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 288,228)
25,859 -38,919 128,542 129,582 94,723 283,983 184,345 4,245 103,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.3 42.0 45.4 46.0 95.3 93.3 4.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
67 80 121 145 157 279 297
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 882,760
COMMITMENTS
69,763 112,303 82,320 606,172 553,470 758,255 748,093 124,505 134,667
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -1,421)
697 -1,628 1,925 829 6,904 3,450 7,201 -4,872 -8,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 12.7 9.3 68.7 62.7 85.9 84.7 14.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 660)
130 164 164 249 281 475 514
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 164,681
COMMITMENTS
12,128 3,365 19,094 94,889 77,041 126,111 99,500 38,570 65,181
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -5,023)
-294 2,171 -401 -5,039 2,441 -5,734 4,211 711 -9,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.0 11.6 57.6 46.8 76.6 60.4 23.4 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 17 27 45 41 79 68
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,590,395
COMMITMENTS
303,533 560,053 300,768 2556416 2382141 3160717 3242962 429,678 347,433
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 18,010)
3,399 -20,549 13,186 29,336 22,312 45,921 14,949 -27,911 3,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 15.6 8.4 71.2 66.3 88.0 90.3 12.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
123 158 153 240 273 451 496
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,894
COMMITMENTS
6,365 6,834 392 70,708 74,088 77,465 81,314 8,429 4,580
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -2,686)
-1,104 963 -767 -588 -2,881 -2,459 -2,685 -227 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 8.0 0.5 82.3 86.3 90.2 94.7 9.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
11 7 2 44 36 56 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,573
COMMITMENTS
12,391 9,980 1,067 37,575 39,617 51,032 50,663 4,540 4,909
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,548)
540 29 -156 498 1,871 882 1,744 666 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 18.0 1.9 67.6 71.3 91.8 91.2 8.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
51 52 20 66 70 126 133
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 277,864
COMMITMENTS
61,954 49,899 5,333 187,876 198,086 255,162 253,317 22,701 24,546
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 7,742)
2,701 144 -780 2,490 9,354 4,411 8,718 3,331 -976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 18.0 1.9 67.6 71.3 91.8 91.2 8.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
51 52 20 66 70 126 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 160,298
COMMITMENTS
41,847 76,440 9,936 90,537 41,724 142,320 128,100 17,978 32,197
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 4,042)
-1,628 -6,779 2,726 654 13,806 1,752 9,753 2,290 -5,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 47.7 6.2 56.5 26.0 88.8 79.9 11.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 44 15 19 18 42 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 47,905
COMMITMENTS
19,384 20,742 131 20,621 18,656 40,136 39,529 7,769 8,376
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,269)
960 1,007 131 538 -454 1,629 684 -360 585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 43.3 0.3 43.0 38.9 83.8 82.5 16.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
18 19 3 18 10 38 30
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 90,435
COMMITMENTS
46,169 12,175 754 32,210 13,050 79,133 25,979 11,302 64,456
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -416)
269 903 218 -2,617 -235 -2,130 886 1,714 -1,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 13.5 0.8 35.6 14.4 87.5 28.7 12.5 71.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
43 10 4 28 15 72 28
Updated October 16, 2015