BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,542
COMMITMENTS
601 518 863 4,774 4,818 6,239 6,199 1,303 1,343
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 176)
58 -36 -8 71 53 121 9 55 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 6.9 11.4 63.3 63.9 82.7 82.2 17.3 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 8 8 16 14 25 24
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,725
COMMITMENTS
13,431 4,256 10,682 19,185 18,952 43,298 33,890 4,427 13,834
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,903)
1,390 294 733 588 698 2,711 1,724 192 1,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 8.9 22.4 40.2 39.7 90.7 71.0 9.3 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 21 38 38 32 78 77
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,911
COMMITMENTS
157 1,273 1,997 7,762 6,354 9,916 9,624 995 1,287
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,012)
-9 286 222 990 448 1,203 956 -191 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 11.7 18.3 71.1 58.2 90.9 88.2 9.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 18 15 22 16 38 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,556
COMMITMENTS
403 163 633 2,082 1,313 3,118 2,109 438 1,447
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 83)
23 3 12 30 39 64 54 18 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 4.6 17.8 58.6 36.9 87.7 59.3 12.3 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 2 7 11 9 18 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,552
COMMITMENTS
69,533 43,319 86,003 89,161 103,666 244,697 232,988 25,855 37,564
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 17,009)
122 14,825 8,135 5,074 -6,845 13,330 16,115 3,679 894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 16.0 31.8 33.0 38.3 90.4 86.1 9.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
116 83 124 84 83 255 240
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 360,897
COMMITMENTS
65,555 63,361 116,520 144,046 128,694 326,121 308,575 34,776 52,322
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 12,980)
1,843 -23 7,698 904 4,394 10,445 12,070 2,535 910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 17.6 32.3 39.9 35.7 90.4 85.5 9.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
117 124 164 146 150 350 363
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,268
COMMITMENTS
1,464 1,742 681 998 887 3,143 3,311 1,125 958
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -559)
-147 -134 -160 -56 -155 -362 -448 -197 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 40.8 16.0 23.4 20.8 73.6 77.6 26.4 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 21 11 21 16 46 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,995
COMMITMENTS
10,942 7,697 9,286 14,344 9,575 34,573 26,558 8,422 16,437
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -4,404)
295 -90 -2,909 -836 -650 -3,451 -3,650 -953 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 17.9 21.6 33.4 22.3 80.4 61.8 19.6 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
49 52 51 64 68 143 146
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,490
COMMITMENTS
763 2,695 316 2,312 895 3,391 3,905 1,100 585
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 219)
49 274 30 58 -100 137 204 82 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 60.0 7.0 51.5 19.9 75.5 87.0 24.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 8 9 9 5 21 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,723
COMMITMENTS
1,654 13,787 4,468 26,933 10,732 33,055 28,987 668 4,736
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,898)
135 910 423 1,303 273 1,861 1,605 37 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 40.9 13.2 79.9 31.8 98.0 86.0 2.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 30 27 23 21 57 57
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 38,861
COMMITMENTS
3,495 1,442 0 34,564 36,929 38,059 38,371 802 490
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 5,421)
62 99 0 5,253 5,514 5,315 5,613 106 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 3.7 0.0 88.9 95.0 97.9 98.7 2.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 3 0 11 11 16 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 132,176
COMMITMENTS
30,414 50,963 7,973 71,341 37,334 109,728 96,271 22,448 35,905
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -3,946)
-2,102 -276 -1,042 101 -2,154 -3,042 -3,471 -903 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 38.6 6.0 54.0 28.2 83.0 72.8 17.0 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
24 24 16 23 26 54 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,281
COMMITMENTS
17,479 24,982 2,748 28,958 5,999 49,185 33,729 7,096 22,552
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 14,539)
3,824 12,535 673 11,335 1,002 15,833 14,209 -1,294 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 44.4 4.9 51.5 10.7 87.4 59.9 12.6 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 18 11 13 11 29 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 149,215
COMMITMENTS
52,179 52,878 17,169 75,261 73,274 144,609 143,321 4,605 5,893
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 12,315)
129 824 6,662 4,784 5,010 11,575 12,496 740 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 35.4 11.5 50.4 49.1 96.9 96.1 3.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
35 44 11 14 27 55 77
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 172,069
COMMITMENTS
44,454 45,033 14,137 92,328 83,456 150,920 142,627 21,149 29,442
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -2,177)
-3,399 2,269 -1,111 1,087 -1,189 -3,424 -32 1,247 -2,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 26.2 8.2 53.7 48.5 87.7 82.9 12.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
32 30 24 24 33 69 74
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 231,228
COMMITMENTS
41,071 84,918 19,663 152,189 86,282 212,923 190,863 18,305 40,365
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 9,699)
5,449 14,349 -3,849 9,830 464 11,430 10,964 -1,730 -1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 36.7 8.5 65.8 37.3 92.1 82.5 7.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
35 61 34 32 38 89 111
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 508,356
COMMITMENTS
74,285 196,905 64,203 323,532 164,354 462,020 425,461 46,336 82,895
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 40,694)
2,338 28,369 7,162 32,473 262 41,972 35,793 -1,278 4,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 38.7 12.6 63.6 32.3 90.9 83.7 9.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
58 116 79 59 60 167 206
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,277
COMMITMENTS
16,160 14,460 13 3,294 4,216 19,467 18,689 810 1,588
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -3,005)
-2,483 -4,252 -378 -87 1,423 -2,948 -3,207 -57 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.7 71.3 0.1 16.2 20.8 96.0 92.2 4.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 14 2 3 3 8 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,539
COMMITMENTS
21,266 14,648 102 9,013 13,079 30,381 27,829 2,158 4,710
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 796)
927 -102 0 -110 927 817 825 -21 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.4 45.0 0.3 27.7 40.2 93.4 85.5 6.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 26 2 10 14 27 41
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,353
COMMITMENTS
2,319 5,474 23 4,627 560 6,969 6,057 384 1,296
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 74.4 0.3 62.9 7.6 94.8 82.4 5.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 13 1 6 3 9 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,237,525
COMMITMENTS
1527336 1438690 8189363 8691461 8431150 18408160 18059203 829,366 1178323
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 466,656)
-8,977 290,579 182,115 344,661 10,005 517,799 482,699 -51,143 -16,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 7.5 42.6 45.2 43.8 95.7 93.9 4.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
65 91 121 146 163 282 308
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 892,585
COMMITMENTS
70,633 105,035 100,083 624,490 575,046 795,206 780,164 97,380 112,421
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 35,731)
-6,874 -1,452 17,260 30,190 23,324 40,577 39,131 -4,846 -3,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 11.8 11.2 70.0 64.4 89.1 87.4 10.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 643)
128 163 150 253 270 470 495
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 183,327
COMMITMENTS
11,017 8,697 29,070 102,645 107,577 142,732 145,344 40,595 37,983
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 19,280)
-2,005 2,359 8,916 9,328 14,280 16,240 25,556 3,040 -6,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 4.7 15.9 56.0 58.7 77.9 79.3 22.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
13 17 25 45 42 76 67
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,546,291
COMMITMENTS
318,503 502,114 334,641 2609225 2337347 3262370 3174102 283,921 372,189
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 82,256)
-28,446 -23,160 45,821 104,310 45,218 121,685 67,879 -39,430 14,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 14.2 9.4 73.6 65.9 92.0 89.5 8.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
122 156 138 242 262 443 477
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,299
COMMITMENTS
6,112 3,604 1,742 67,268 75,311 75,122 80,657 10,177 4,642
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,282)
92 -3,676 1,015 1,244 3,105 2,351 444 -1,069 838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 4.2 2.0 78.9 88.3 88.1 94.6 11.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 5 2 42 38 55 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 71,868
COMMITMENTS
20,161 6,190 2,110 43,884 58,067 66,156 66,368 5,713 5,501
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 4,027)
2,014 -563 257 1,435 4,331 3,707 4,026 320 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 8.6 2.9 61.1 80.8 92.1 92.3 7.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
70 42 23 72 80 153 134
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 359,342
COMMITMENTS
100,806 30,951 10,551 219,421 290,336 330,778 331,838 28,564 27,504
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 20,133)
10,071 -2,813 1,286 7,177 21,656 18,534 20,129 1,599 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 8.6 2.9 61.1 80.8 92.1 92.3 7.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
70 42 23 72 80 153 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 164,552
COMMITMENTS
48,601 88,327 10,437 92,364 31,403 151,402 130,167 13,149 34,384
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 7,311)
3,822 6,921 2,930 5,278 -6,088 12,030 3,763 -4,719 3,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 53.7 6.3 56.1 19.1 92.0 79.1 8.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
24 45 15 22 23 53 76
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 51,565
COMMITMENTS
19,557 22,138 588 23,131 21,713 43,276 44,439 8,289 7,126
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -981)
-1,259 -1,581 255 -375 1,472 -1,379 146 398 -1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 42.9 1.1 44.9 42.1 83.9 86.2 16.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 14 3 23 11 40 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 94,069
COMMITMENTS
47,465 16,363 1,055 34,850 26,500 83,370 43,918 10,699 50,151
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 800)
-1,101 2,058 345 1,713 1,141 957 3,544 -157 -2,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 17.4 1.1 37.0 28.2 88.6 46.7 11.4 53.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
42 12 6 32 17 78 31
Updated November 6, 2015