BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,175
COMMITMENTS
535 374 716 3,755 3,851 5,006 4,941 1,169 1,234
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,366)
-66 -144 -148 -1,018 -967 -1,232 -1,258 -134 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.1 11.6 60.8 62.4 81.1 80.0 18.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 7 8 14 15 23 25
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,322
COMMITMENTS
12,576 4,312 7,898 16,674 16,347 37,148 28,556 4,174 12,766
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -6,403)
-855 55 -2,784 -2,511 -2,605 -6,150 -5,334 -253 -1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 10.4 19.1 40.4 39.6 89.9 69.1 10.1 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 19 31 39 31 73 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,838
COMMITMENTS
136 1,002 1,676 7,042 5,904 8,855 8,582 983 1,256
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,073)
-21 -271 -321 -720 -450 -1,061 -1,042 -12 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 10.2 17.0 71.6 60.0 90.0 87.2 10.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 10 12 23 17 36 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,164
COMMITMENTS
232 128 614 1,859 1,089 2,704 1,830 459 1,334
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -392)
-171 -35 -19 -223 -224 -413 -279 21 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 4.0 19.4 58.8 34.4 85.5 57.8 14.5 42.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 7 9 7 16 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 288,358
COMMITMENTS
71,335 57,413 100,780 89,728 93,398 261,844 251,591 26,514 36,766
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 17,805)
1,803 14,094 14,778 567 -10,269 17,147 18,603 658 -798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 19.9 34.9 31.1 32.4 90.8 87.2 9.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
113 106 121 81 80 257 250
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 390,662
COMMITMENTS
67,563 65,983 132,372 156,950 141,951 356,885 340,306 33,776 50,356
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 29,764)
2,008 2,622 15,852 12,904 13,257 30,764 31,731 -1,000 -1,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 16.9 33.9 40.2 36.3 91.4 87.1 8.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
116 118 156 144 145 337 352
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,082
COMMITMENTS
1,396 1,802 676 912 473 2,984 2,951 1,098 1,131
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -186)
-68 60 -5 -87 -414 -160 -360 -27 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 44.1 16.6 22.3 11.6 73.1 72.3 26.9 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 22 9 20 11 42 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| 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
10,028 9,235 12,967 14,378 8,437 37,374 30,640 9,559 16,293
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 3,938)
-914 1,538 3,681 34 -1,137 2,801 4,082 1,137 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 19.7 27.6 30.6 18.0 79.6 65.3 20.4 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
47 58 63 60 56 146 149
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,009
COMMITMENTS
598 2,642 232 2,131 689 2,961 3,562 1,048 446
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -482)
-165 -53 -84 -181 -206 -430 -343 -52 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 65.9 5.8 53.2 17.2 73.9 88.9 26.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 7 5 9 5 17 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,734
COMMITMENTS
1,259 12,661 4,037 24,797 9,740 30,093 26,439 642 4,295
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -2,988)
-395 -1,125 -431 -2,137 -991 -2,963 -2,547 -26 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 41.2 13.1 80.7 31.7 97.9 86.0 2.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 31 27 24 19 56 55
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 42,724
COMMITMENTS
3,534 1,263 0 38,433 40,962 41,967 42,225 757 499
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 3,863)
39 -179 0 3,869 4,033 3,908 3,854 -45 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 3.0 0.0 90.0 95.9 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 3 0 12 11 17 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 145,383
COMMITMENTS
43,891 63,656 6,435 73,504 35,745 123,830 105,836 21,553 39,547
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 13,207)
13,477 12,693 -1,538 2,163 -1,589 14,102 9,566 -895 3,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 43.8 4.4 50.6 24.6 85.2 72.8 14.8 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
25 23 16 22 27 53 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 64,924
COMMITMENTS
18,267 28,294 3,879 35,181 6,490 57,327 38,663 7,597 26,261
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 8,643)
788 3,312 1,131 6,223 491 8,142 4,934 502 3,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 43.6 6.0 54.2 10.0 88.3 59.6 11.7 40.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 16 11 12 10 27 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 158,833
COMMITMENTS
43,882 62,603 17,462 93,698 72,061 155,043 152,126 3,790 6,707
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 9,618)
-8,297 9,725 293 18,437 -1,213 10,434 8,805 -815 813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 39.4 11.0 59.0 45.4 97.6 95.8 2.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
23 54 9 16 28 47 84
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 195,623
COMMITMENTS
39,381 56,150 15,017 121,152 83,441 175,549 154,609 20,073 41,014
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 23,554)
-5,073 11,117 880 28,823 -14 24,630 11,982 -1,075 11,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 28.7 7.7 61.9 42.7 89.7 79.0 10.3 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
27 40 27 27 38 73 86
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 264,476
COMMITMENTS
35,254 104,629 20,144 190,930 90,001 246,329 214,774 18,147 49,701
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 33,248)
-5,816 19,711 482 38,741 3,718 33,406 23,911 -158 9,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 39.6 7.6 72.2 34.0 93.1 81.2 6.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
23 65 30 30 39 75 112
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 525,055
COMMITMENTS
81,370 219,780 59,260 336,011 152,833 476,641 431,873 48,414 93,183
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 16,699)
7,085 22,876 -4,943 12,479 -11,521 14,621 6,412 2,078 10,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 41.9 11.3 64.0 29.1 90.8 82.3 9.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
60 120 69 61 66 160 217
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,705
COMMITMENTS
17,954 15,521 58 3,820 5,793 21,832 21,372 873 1,333
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 2,428)
1,794 1,061 45 526 1,577 2,365 2,683 63 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.1 68.4 0.3 16.8 25.5 96.2 94.1 3.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 16 3 3 4 12 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,719
COMMITMENTS
21,267 15,703 365 9,798 12,013 31,430 28,081 2,289 5,638
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 1,180)
1 1,055 263 785 -1,066 1,049 252 131 928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 46.6 1.1 29.1 35.6 93.2 83.3 6.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 26 7 13 12 31 42
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,754
COMMITMENTS
2,499 5,687 23 4,794 591 7,316 6,301 438 1,453
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 401)
180 213 0 167 31 347 244 54 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 73.3 0.3 61.8 7.6 94.4 81.3 5.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 14 1 7 3 10 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,348,543
COMMITMENTS
1367568 1563491 8267701 8952086 8360956 18587355 18192148 761,188 1156395
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 111,018)
-159,768 124,801 78,338 260,625 -70,194 179,195 132,946 -68,178 -21,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 8.1 42.7 46.3 43.2 96.1 94.0 3.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
67 85 117 143 159 276 301
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 891,953
COMMITMENTS
72,888 96,728 98,043 615,183 584,869 786,114 779,640 105,839 112,313
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -633)
2,255 -8,307 -2,040 -9,307 9,823 -9,092 -524 8,459 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 10.8 11.0 69.0 65.6 88.1 87.4 11.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 656)
138 162 163 253 275 482 511
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 175,025
COMMITMENTS
11,598 7,500 27,342 96,478 98,101 135,418 132,943 39,607 42,082
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -8,302)
581 -1,197 -1,728 -6,167 -9,476 -7,314 -12,401 -988 4,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 4.3 15.6 55.1 56.0 77.4 76.0 22.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 16 26 44 40 75 67
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,584,639
COMMITMENTS
333,653 473,346 326,300 2593528 2433840 3253481 3233485 331,159 351,154
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 38,349)
15,150 -28,768 -8,342 -15,697 96,493 -8,889 59,383 47,238 -21,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 13.2 9.1 72.4 67.9 90.8 90.2 9.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
135 153 152 244 267 458 493
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,642
COMMITMENTS
5,977 4,708 1,095 68,341 75,669 75,413 81,472 10,229 4,170
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 343)
-135 1,104 -647 1,073 358 291 815 52 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 5.5 1.3 79.8 88.4 88.1 95.1 11.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
11 7 2 45 38 57 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,688
COMMITMENTS
23,037 6,643 2,205 44,919 63,066 70,162 71,914 6,526 4,773
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 4,819)
2,876 452 95 1,035 4,999 4,006 5,547 813 -727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 8.7 2.9 58.6 82.2 91.5 93.8 8.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
75 44 23 74 79 160 135
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 383,438
COMMITMENTS
115,186 33,213 11,026 224,595 315,332 350,808 359,571 32,631 23,867
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 24,096)
14,380 2,261 475 5,175 24,996 20,030 27,733 4,066 -3,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 8.7 2.9 58.6 82.2 91.5 93.8 8.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
75 44 23 74 79 160 135
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 170,165
COMMITMENTS
47,475 100,281 7,268 100,777 20,768 155,520 128,317 14,646 41,848
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 5,614)
-1,126 11,954 -3,169 8,413 -10,635 4,117 -1,850 1,496 7,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 58.9 4.3 59.2 12.2 91.4 75.4 8.6 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
24 47 18 19 21 51 78
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,595
COMMITMENTS
21,666 21,218 151 22,011 24,164 43,828 45,533 8,767 7,062
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 1,030)
2,109 -920 -437 -1,120 2,451 552 1,094 478 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 40.3 0.3 41.8 45.9 83.3 86.6 16.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
19 15 3 23 11 43 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 91,161
COMMITMENTS
46,244 11,683 706 35,010 29,927 81,960 42,316 9,201 48,845
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -2,908)
-1,221 -4,680 -349 160 3,427 -1,410 -1,602 -1,498 -1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.7 12.8 0.8 38.4 32.8 89.9 46.4 10.1 53.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
37 11 6 30 21 69 36
Updated November 13, 2015