BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,366
COMMITMENTS
544 554 871 4,703 4,765 6,118 6,190 1,248 1,175
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 61)
22 -30 13 89 16 124 -1 -64 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 7.5 11.8 63.8 64.7 83.1 84.0 16.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 9 9 16 13 26 24
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,822
COMMITMENTS
12,041 3,963 9,950 18,597 18,253 40,587 32,166 4,235 12,656
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 594)
137 -82 284 132 43 554 245 40 349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 8.8 22.2 41.5 40.7 90.6 71.8 9.4 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
20 23 34 38 32 74 73
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,899
COMMITMENTS
166 987 1,774 6,772 5,907 8,713 8,668 1,187 1,231
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 243)
19 -9 59 152 179 230 228 13 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 10.0 17.9 68.4 59.7 88.0 87.6 12.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 16 15 21 17 37 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,473
COMMITMENTS
380 160 621 2,053 1,274 3,053 2,055 420 1,418
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -42)
-40 13 4 5 -33 -32 -17 -10 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.6 17.9 59.1 36.7 87.9 59.2 12.1 40.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 2 7 10 9 17 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 253,544
COMMITMENTS
69,411 28,495 77,868 84,088 110,511 231,367 216,873 22,177 36,670
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,560)
-5,277 -833 4,947 3,551 -1,590 3,221 2,525 -1,661 -965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 11.2 30.7 33.2 43.6 91.3 85.5 8.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
110 77 124 85 89 256 238
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 347,917
COMMITMENTS
63,712 63,384 108,822 143,142 124,300 315,676 296,506 32,241 51,411
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 8,202)
1,076 -6,703 6,112 591 5,279 7,779 4,688 423 3,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 18.2 31.3 41.1 35.7 90.7 85.2 9.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
107 137 169 145 147 353 363
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,827
COMMITMENTS
1,611 1,876 841 1,054 1,042 3,506 3,759 1,322 1,068
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -486)
120 -399 -211 -385 91 -475 -520 -11 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 38.9 17.4 21.8 21.6 72.6 77.9 27.4 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 20 10 21 18 46 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,399
COMMITMENTS
10,647 7,787 12,196 15,181 10,225 38,023 30,208 9,375 17,191
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,256)
1,109 -748 -110 295 693 1,294 -165 -38 1,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 16.4 25.7 32.0 21.6 80.2 63.7 19.8 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
49 61 54 65 71 148 155
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,271
COMMITMENTS
714 2,421 286 2,254 995 3,253 3,701 1,018 570
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 28)
-1 41 -2 12 -61 9 -23 19 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 56.7 6.7 52.8 23.3 76.2 86.7 23.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 8 8 9 6 20 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,825
COMMITMENTS
1,519 12,877 4,045 25,630 10,459 31,194 27,381 631 4,444
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 776)
10 661 163 637 -148 811 675 -35 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 40.5 12.7 80.5 32.9 98.0 86.0 2.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 33 27 22 21 56 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,440
COMMITMENTS
3,433 1,343 0 29,311 31,415 32,744 32,758 696 682
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -155)
-369 -385 0 127 -39 -242 -424 87 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 4.0 0.0 87.7 93.9 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 3 0 11 8 16 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,121
COMMITMENTS
32,515 51,239 9,015 71,240 39,488 112,770 99,742 23,351 36,379
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,765)
1,439 -7,463 2,433 2,274 5,673 6,147 643 -3,382 2,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 37.6 6.6 52.3 29.0 82.8 73.3 17.2 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
22 24 17 23 27 53 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,742
COMMITMENTS
13,655 12,448 2,075 17,623 4,997 33,352 19,520 8,390 22,222
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 4,174)
2,028 1,415 449 2,493 -3,266 4,969 -1,402 -795 5,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 29.8 5.0 42.2 12.0 79.9 46.8 20.1 53.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 12 8 10 8 24 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 136,899
COMMITMENTS
52,050 52,054 10,507 70,477 68,265 133,034 130,826 3,865 6,074
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 16,740)
1,463 888 5,737 9,401 10,332 16,602 16,957 139 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 38.0 7.7 51.5 49.9 97.2 95.6 2.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
31 46 13 14 28 55 79
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 174,246
COMMITMENTS
47,853 42,765 15,249 91,242 84,645 154,343 142,658 19,902 31,587
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -5,388)
-3,812 -1,612 -1,075 978 -5,588 -3,908 -8,274 -1,480 2,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 24.5 8.8 52.4 48.6 88.6 81.9 11.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
33 26 25 25 32 68 73
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 221,528
COMMITMENTS
35,621 70,569 23,512 142,360 85,818 201,493 179,899 20,035 41,629
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 8,631)
-12,363 17,838 4,911 20,536 -21,476 13,084 1,273 -4,452 7,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 31.9 10.6 64.3 38.7 91.0 81.2 9.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
31 60 33 31 38 85 108
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 467,662
COMMITMENTS
71,947 168,536 57,041 291,059 164,092 420,047 389,668 47,614 77,993
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 52,621)
-4,626 35,822 13,298 44,625 -7,774 53,298 41,346 -677 11,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 36.0 12.2 62.2 35.1 89.8 83.3 10.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
55 107 75 56 58 155 197
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,282
COMMITMENTS
18,643 18,712 391 3,381 2,793 22,415 21,896 867 1,386
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -352)
-4 7 74 -420 -279 -350 -198 -2 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.1 80.4 1.7 14.5 12.0 96.3 94.0 3.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 18 4 2 4 10 22
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,743
COMMITMENTS
20,339 14,750 102 9,123 12,152 29,564 27,004 2,179 4,739
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,601)
892 -938 35 907 2,518 1,834 1,615 -233 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.1 46.5 0.3 28.7 38.3 93.1 85.1 6.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
16 33 2 10 12 27 46
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,770,869
COMMITMENTS
1536313 1148111 8007248 8346800 8421145 17890361 17576503 880,509 1194366
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 745,629)
109,060 225,045 439,069 194,490 70,855 742,618 734,969 3,011 10,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 6.1 42.7 44.5 44.9 95.3 93.6 4.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
75 82 122 146 164 286 309
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 856,854
COMMITMENTS
77,506 106,487 82,823 594,300 551,722 754,629 741,033 102,225 115,822
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -6,414)
703 -11,459 8,676 2,048 10,905 11,427 8,122 -17,841 -14,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 12.4 9.7 69.4 64.4 88.1 86.5 11.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 640)
135 153 145 255 269 477 480
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 164,047
COMMITMENTS
13,022 6,338 20,154 93,317 93,296 126,492 119,788 37,555 44,259
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 8,312)
-782 2,163 3,555 6,324 19,907 9,096 25,624 -784 -17,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.9 12.3 56.9 56.9 77.1 73.0 22.9 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
15 15 23 47 43 77 66
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,464,035
COMMITMENTS
346,949 525,273 288,820 2504915 2292129 3140685 3106223 323,350 357,812
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -73,630)
6,403 -69,127 26,628 -21,376 -45,013 11,654 -87,512 -85,284 13,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 15.2 8.3 72.3 66.2 90.7 89.7 9.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618)
129 146 135 244 262 452 464
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,016
COMMITMENTS
6,020 7,280 727 66,024 72,206 72,771 80,213 11,245 3,803
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 689)
-354 876 441 -1,204 -665 -1,117 652 1,806 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 8.7 0.9 78.6 85.9 86.6 95.5 13.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
11 10 3 40 37 53 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,842
COMMITMENTS
18,147 6,753 1,853 42,449 53,736 62,449 62,342 5,393 5,500
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 8,423)
2,856 -2,496 853 4,385 9,527 8,095 7,885 328 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 10.0 2.7 62.6 79.2 92.1 91.9 7.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
59 42 23 73 77 143 131
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 339,209
COMMITMENTS
90,735 33,765 9,265 212,243 268,680 312,244 311,709 26,965 27,500
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 42,116)
14,281 -12,479 4,267 21,925 47,637 40,474 39,425 1,642 2,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 10.0 2.7 62.6 79.2 92.1 91.9 7.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
59 42 23 73 77 143 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,241
COMMITMENTS
44,779 81,407 7,507 87,086 37,491 139,372 126,405 17,868 30,836
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -819)
1,274 -572 -1,213 -1,357 124 -1,296 -1,661 477 842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 51.8 4.8 55.4 23.8 88.6 80.4 11.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
20 40 12 18 23 43 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,546
COMMITMENTS
20,816 23,719 333 23,506 20,241 44,655 44,293 7,891 8,253
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 3,060)
-15 2,279 -127 2,874 1,281 2,732 3,433 328 -373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 45.1 0.6 44.7 38.5 85.0 84.3 15.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 18 3 22 12 41 32
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NIKKEI INDEX X JPY 500) OPEN INTEREST: 93,269
COMMITMENTS
48,566 14,305 710 33,137 25,359 82,413 40,374 10,856 52,895
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 5,471)
2,093 2,385 -356 3,758 2,524 5,495 4,553 -24 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 15.3 0.8 35.5 27.2 88.4 43.3 11.6 56.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
41 7 5 34 18 78 27
Updated October 30, 2015