BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,814
COMMITMENTS
694 836 755 4,121 4,107 5,570 5,697 1,244 1,116
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 200)
17 149 -19 201 47 199 177 1 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 12.3 11.1 60.5 60.3 81.7 83.6 18.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 7 8 14 16 24 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,711
COMMITMENTS
15,982 5,567 9,911 18,808 19,018 44,701 34,496 5,010 15,215
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 741)
555 220 91 216 303 862 613 -120 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 11.2 19.9 37.8 38.3 89.9 69.4 10.1 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
28 22 34 39 31 76 78
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,906
COMMITMENTS
363 1,772 2,110 8,537 6,601 11,010 10,483 896 1,423
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -289)
80 -189 -132 -234 -150 -285 -471 -4 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 14.9 17.7 71.7 55.4 92.5 88.0 7.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 13 16 25 19 42 38
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,557
COMMITMENTS
492 100 588 1,872 1,329 2,953 2,017 605 1,541
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 219)
180 -12 11 -24 171 167 171 52 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 2.8 16.5 52.6 37.4 83.0 56.7 17.0 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 5 9 9 15 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 273,711
COMMITMENTS
63,060 60,820 99,832 88,502 80,981 251,394 241,633 22,317 32,079
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -10,533)
-2,957 -3,407 -2,889 -3,412 -3,140 -9,258 -9,436 -1,276 -1,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 22.2 36.5 32.3 29.6 91.8 88.3 8.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
122 84 123 84 77 257 242
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 394,605
COMMITMENTS
68,494 69,189 137,612 156,009 136,476 362,115 343,276 32,490 51,329
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -7,739)
-290 451 -1,497 -5,296 -6,165 -7,083 -7,211 -656 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 17.5 34.9 39.5 34.6 91.8 87.0 8.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
109 120 152 147 147 341 351
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,488
COMMITMENTS
1,309 1,874 876 1,154 673 3,339 3,423 1,150 1,066
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 219)
-18 48 196 -29 -9 149 234 71 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 41.8 19.5 25.7 15.0 74.4 76.3 25.6 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
18 23 15 20 15 48 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,062
COMMITMENTS
12,012 10,548 10,121 13,309 8,023 35,442 28,692 8,619 15,370
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,722)
630 344 716 565 397 1,911 1,457 -189 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 23.9 23.0 30.2 18.2 80.4 65.1 19.6 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
37 58 50 62 52 135 135
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,797
COMMITMENTS
596 3,423 234 2,879 628 3,710 4,286 1,087 511
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 114)
2 108 -4 199 0 196 104 -82 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 71.4 4.9 60.0 13.1 77.3 89.3 22.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 7 5 11 4 19 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,541
COMMITMENTS
1,742 17,273 4,724 31,412 11,952 37,878 33,948 663 4,592
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,599)
147 1,021 214 1,148 568 1,510 1,802 89 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 44.8 12.3 81.5 31.0 98.3 88.1 1.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
10 38 31 23 22 59 65
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,692
COMMITMENTS
2,276 1,446 1 38,601 39,639 40,878 41,086 814 606
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -97)
-693 93 1 621 -332 -71 -238 -26 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.5 0.0 92.6 95.1 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 3 1 13 8 20 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,017
COMMITMENTS
36,739 77,032 7,589 90,033 29,829 134,361 114,450 23,656 43,567
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,053)
-2,445 -2,957 76 3,013 2,186 644 -695 1,409 2,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 48.7 4.8 57.0 18.9 85.0 72.4 15.0 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 31 17 24 27 56 69
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 86,349
COMMITMENTS
17,393 43,332 5,096 56,718 7,817 79,206 56,244 7,143 30,105
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 6,377)
372 2,772 305 5,420 648 6,097 3,726 280 2,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 50.2 5.9 65.7 9.1 91.7 65.1 8.3 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 22 10 12 12 28 38
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 187,136
COMMITMENTS
48,953 74,345 17,996 116,341 89,892 183,290 182,232 3,846 4,903
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,234)
-1,346 -5,118 413 -763 2,896 -1,695 -1,809 -539 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 39.7 9.6 62.2 48.0 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
38 50 13 17 26 64 81
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 210,983
COMMITMENTS
38,412 66,263 16,857 137,134 88,700 192,403 171,821 18,580 39,162
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 12,920)
6,008 1,480 -792 8,075 10,997 13,292 11,685 -372 1,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 31.4 8.0 65.0 42.0 91.2 81.4 8.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
28 47 25 28 39 74 93
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 279,639
COMMITMENTS
31,214 108,223 21,959 209,032 101,234 262,205 231,416 17,435 48,223
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 4,117)
1,802 -890 571 2,148 5,286 4,522 4,967 -405 -850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 38.7 7.9 74.8 36.2 93.8 82.8 6.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
31 64 34 32 44 81 124
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 582,253
COMMITMENTS
79,343 251,373 75,625 375,821 158,556 530,788 485,554 51,465 96,699
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 24,274)
999 6,711 9,214 12,446 5,239 22,660 21,163 1,615 3,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 43.2 13.0 64.5 27.2 91.2 83.4 8.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
65 124 79 58 67 168 227
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 44,265
COMMITMENTS
24,414 20,753 3,093 15,605 18,633 43,112 42,479 1,153 1,786
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 13,722)
1,014 498 3,044 9,430 9,691 13,488 13,233 234 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.2 46.9 7.0 35.3 42.1 97.4 96.0 2.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 15 4 4 5 12 21
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,623
COMMITMENTS
22,881 18,124 403 10,658 12,451 33,942 30,978 2,681 5,645
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,524)
278 -469 139 366 1,711 783 1,381 741 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.5 49.5 1.1 29.1 34.0 92.7 84.6 7.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
19 29 7 11 12 34 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 8,965
COMMITMENTS
2,724 6,356 23 5,749 711 8,496 7,090 469 1,875
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,083)
506 1,173 0 679 24 1,185 1,197 -102 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 70.9 0.3 64.1 7.9 94.8 79.1 5.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 12 1 9 3 12 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,538,843
COMMITMENTS
1373381 1512784 8416866 8952118 8446528 18742365 18376178 796,479 1162665
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 184,067)
34,738 69,766 33,155 33,140 30,473 101,033 133,393 83,034 50,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.7 43.1 45.8 43.2 95.9 94.0 4.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
60 97 124 143 159 281 307
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 853,925
COMMITMENTS
71,414 81,946 90,819 592,679 578,335 754,911 751,100 99,014 102,825
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 556)
-726 -2,240 954 4,930 6,698 5,158 5,413 -4,602 -4,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 9.6 10.6 69.4 67.7 88.4 88.0 11.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
125 142 142 255 268 462 472
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 166,125
COMMITMENTS
13,921 5,148 25,339 89,584 102,468 128,843 132,955 37,282 33,170
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 30)
1,536 909 188 595 3,320 2,319 4,417 -2,289 -4,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 3.1 15.3 53.9 61.7 77.6 80.0 22.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 13 23 43 42 73 65
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,438,999
COMMITMENTS
312,959 409,482 301,905 2515474 2379334 3130338 3090722 308,661 348,277
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,633)
-3,765 -8,200 -3,714 21,676 16,892 14,197 4,978 -11,564 -2,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 11.9 8.8 73.1 69.2 91.0 89.9 9.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 592)
120 135 131 245 259 437 453
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,314
COMMITMENTS
11,340 3,151 394 67,597 83,073 79,331 86,618 10,983 3,696
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 454)
2,713 204 -94 -2,583 1,098 36 1,208 418 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 3.5 0.4 74.8 92.0 87.8 95.9 12.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
15 5 2 48 39 63 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 71,609
COMMITMENTS
18,986 7,580 2,424 43,821 56,840 65,231 66,844 6,379 4,766
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,667)
738 470 -468 951 1,221 1,221 1,223 445 443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 10.6 3.4 61.2 79.4 91.1 93.3 8.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
61 44 20 87 77 159 131
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 358,047
COMMITMENTS
94,931 37,901 12,118 219,104 284,199 326,154 334,218 31,893 23,829
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 8,333)
3,689 2,352 -2,339 4,756 6,103 6,106 6,116 2,227 2,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 10.6 3.4 61.2 79.4 91.1 93.3 8.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
61 44 20 87 77 159 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 171,835
COMMITMENTS
49,209 96,022 9,073 92,821 32,329 151,103 137,424 20,732 34,411
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 3,909)
2,073 -8,580 1,513 -3,239 11,923 347 4,857 3,562 -947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 55.9 5.3 54.0 18.8 87.9 80.0 12.1 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
25 44 23 21 21 58 76
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 51,941
COMMITMENTS
22,889 19,515 681 19,641 24,405 43,211 44,601 8,730 7,340
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,581)
730 -1,550 -10 -2,195 -193 -1,475 -1,753 -106 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 37.6 1.3 37.8 47.0 83.2 85.9 16.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 18 4 18 9 43 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 97,519
COMMITMENTS
44,603 11,119 1,437 42,000 28,101 88,040 40,657 9,479 56,862
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,647)
-50 2,048 249 2,558 1,300 2,757 3,597 -110 -950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 11.4 1.5 43.1 28.8 90.3 41.7 9.7 58.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
40 11 7 36 19 77 36
Updated December 4, 2015