BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,568
COMMITMENTS
612 740 651 3,128 3,088 4,392 4,479 1,176 1,089
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,246)
-82 -96 -104 -993 -1,019 -1,178 -1,218 -68 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 13.3 11.7 56.2 55.5 78.9 80.4 21.1 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 5 8 13 12 23 22
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,626
COMMITMENTS
14,513 5,054 9,291 15,885 15,766 39,689 30,112 4,937 14,514
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -5,085)
-1,469 -512 -620 -2,923 -3,252 -5,012 -4,384 -73 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 11.3 20.8 35.6 35.3 88.9 67.5 11.1 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 20 33 36 27 74 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,857
COMMITMENTS
112 2,018 1,864 7,814 5,727 9,790 9,609 1,067 1,248
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,048)
-251 246 -246 -723 -874 -1,220 -874 171 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 18.6 17.2 72.0 52.7 90.2 88.5 9.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 16 17 24 19 41 39
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,159
COMMITMENTS
650 7 546 1,322 1,287 2,518 1,840 641 1,319
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -398)
158 -93 -42 -550 -42 -434 -177 36 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 0.2 17.3 41.9 40.7 79.7 58.2 20.3 41.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 5 9 10 15 15
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 262,121
COMMITMENTS
55,764 55,461 99,527 85,821 75,182 241,112 230,170 21,009 31,951
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -11,590)
-7,296 -5,358 -305 -2,682 -5,799 -10,283 -11,463 -1,308 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 21.2 38.0 32.7 28.7 92.0 87.8 8.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
102 88 109 82 73 240 223
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 342,067
COMMITMENTS
67,180 63,514 102,407 143,089 126,444 312,676 292,365 29,391 49,702
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -52,538)
-1,314 -5,674 -35,205 -12,920 -10,032 -49,439 -50,911 -3,100 -1,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 18.6 29.9 41.8 37.0 91.4 85.5 8.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
95 108 129 134 135 305 312
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,641
COMMITMENTS
1,230 1,683 1,091 987 814 3,309 3,589 1,332 1,052
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 153)
-79 -191 215 -166 141 -30 166 183 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 36.3 23.5 21.3 17.5 71.3 77.3 28.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
18 18 15 17 17 44 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,009
COMMITMENTS
12,943 9,626 11,298 12,448 8,355 36,689 29,279 9,320 16,730
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 1,947)
931 -922 1,177 -861 332 1,247 587 701 1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 20.9 24.6 27.1 18.2 79.7 63.6 20.3 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
44 54 52 58 54 135 140
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,248
COMMITMENTS
467 3,249 196 2,623 425 3,285 3,870 963 378
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -549)
-130 -174 -39 -256 -203 -424 -416 -125 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 76.5 4.6 61.7 10.0 77.3 91.1 22.7 8.9
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 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,342
COMMITMENTS
1,762 16,755 4,382 29,559 10,912 35,703 32,048 639 4,294
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -2,199)
20 -518 -342 -1,853 -1,040 -2,175 -1,900 -24 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 46.1 12.1 81.3 30.0 98.2 88.2 1.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
11 40 28 23 23 56 69
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 43,941
COMMITMENTS
2,464 2,341 0 40,595 40,970 43,059 43,311 882 630
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 2,249)
188 895 -1 1,994 1,331 2,181 2,225 68 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.3 0.0 92.4 93.2 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 3 0 12 9 19 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 175,527
COMMITMENTS
46,837 89,504 10,057 94,308 29,990 151,202 129,550 24,325 45,976
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 17,510)
10,098 12,471 2,468 4,275 161 16,840 15,100 669 2,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 51.0 5.7 53.7 17.1 86.1 73.8 13.9 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
26 36 19 23 24 58 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 80,416
COMMITMENTS
10,722 37,294 9,416 54,158 9,741 74,296 56,451 6,120 23,965
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -5,933)
-6,671 -6,038 4,321 -2,560 1,924 -4,910 207 -1,023 -6,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 46.4 11.7 67.3 12.1 92.4 70.2 7.6 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 19 14 13 13 29 38
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 200,227
COMMITMENTS
45,241 69,390 33,000 118,837 91,211 197,078 193,601 3,149 6,626
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 13,092)
-3,712 -4,954 15,004 2,496 1,319 13,789 11,369 -697 1,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 34.7 16.5 59.4 45.6 98.4 96.7 1.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
29 56 19 18 24 63 87
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 217,584
COMMITMENTS
41,689 66,471 17,537 141,166 96,042 200,391 180,050 17,192 37,534
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 6,601)
3,277 208 680 4,032 7,341 7,989 8,229 -1,388 -1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 30.5 8.1 64.9 44.1 92.1 82.7 7.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
27 44 25 29 41 73 93
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 264,926
COMMITMENTS
26,284 96,545 22,442 198,289 97,094 247,015 216,081 17,911 48,845
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -14,713)
-4,930 -11,678 484 -10,742 -4,141 -15,189 -15,335 476 622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 36.4 8.5 74.8 36.6 93.2 81.6 6.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
24 53 32 31 42 74 109
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 541,941
COMMITMENTS
80,515 246,950 65,505 332,023 138,141 478,043 450,597 63,898 91,344
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -40,313)
1,172 -4,423 -10,120 -43,797 -20,415 -52,746 -34,957 12,433 -5,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 45.6 12.1 61.3 25.5 88.2 83.1 11.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
55 113 70 59 67 158 209
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 21,369
COMMITMENTS
12,490 7,106 404 7,620 12,447 20,514 19,957 855 1,412
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -22,896)
-11,924 -13,647 -2,689 -7,985 -6,186 -22,598 -22,522 -298 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 33.3 1.9 35.7 58.2 96.0 93.4 4.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 11 2 4 3 11 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,425
COMMITMENTS
24,452 15,571 1,003 10,251 17,357 35,706 33,931 2,719 4,494
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 1,802)
1,571 -2,553 600 -407 4,906 1,764 2,953 38 -1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.6 40.5 2.6 26.7 45.2 92.9 88.3 7.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 24 8 11 16 34 44
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 8,473
COMMITMENTS
2,220 5,530 605 5,208 660 8,033 6,795 440 1,678
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -492)
-504 -826 582 -541 -51 -463 -295 -29 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 65.3 7.1 61.5 7.8 94.8 80.2 5.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 12 3 8 4 12 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,829,580
COMMITMENTS
1528720 1527890 8478484 9131467 8695679 19138671 18702053 690,908 1127526
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 290,736)
155,339 15,106 61,618 179,350 249,151 396,307 325,875 -105,570 -35,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 7.7 42.8 46.0 43.9 96.5 94.3 3.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
66 90 124 142 160 279 309
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 863,566
COMMITMENTS
72,464 79,048 97,088 598,877 597,891 768,428 774,027 95,138 89,538
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 9,641)
1,050 -2,898 6,269 6,198 19,556 13,517 22,928 -3,876 -13,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 9.2 11.2 69.3 69.2 89.0 89.6 11.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
146 129 148 252 261 466 472
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 162,035
COMMITMENTS
12,158 4,239 24,023 90,957 110,030 127,139 138,291 34,896 23,743
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -4,090)
-1,762 -910 -1,316 1,373 7,562 -1,705 5,336 -2,386 -9,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.6 14.8 56.1 67.9 78.5 85.3 21.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
20 9 25 45 41 76 66
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,507,655
COMMITMENTS
322,569 395,093 344,280 2539597 2439306 3206446 3178679 301,209 328,976
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 68,656)
9,610 -14,390 42,375 24,123 59,972 76,108 87,957 -7,451 -19,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 11.3 9.8 72.4 69.5 91.4 90.6 8.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590)
136 126 136 241 253 439 453
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 87,492
COMMITMENTS
11,196 2,934 460 65,146 80,543 76,802 83,937 10,690 3,555
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -2,822)
-144 -217 66 -2,451 -2,530 -2,529 -2,681 -293 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 3.4 0.5 74.5 92.1 87.8 95.9 12.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
14 5 2 46 37 61 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 70,186
COMMITMENTS
19,154 8,073 2,533 42,562 55,364 64,249 65,970 5,937 4,215
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,423)
168 493 110 -1,259 -1,475 -981 -873 -442 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 11.5 3.6 60.6 78.9 91.5 94.0 8.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
69 41 20 82 78 162 129
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 350,929
COMMITMENTS
95,769 40,365 12,666 212,812 276,822 321,246 329,852 29,683 21,077
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -7,117)
838 2,464 548 -6,293 -7,377 -4,907 -4,366 -2,210 -2,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 11.5 3.6 60.6 78.9 91.5 94.0 8.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
69 41 20 82 78 162 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 172,006
COMMITMENTS
48,387 82,364 12,237 91,568 46,825 152,192 141,426 19,813 30,579
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 170)
-823 -13,658 3,164 -1,252 14,496 1,089 4,002 -919 -3,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 47.9 7.1 53.2 27.2 88.5 82.2 11.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
22 44 23 22 23 58 79
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 65,715
COMMITMENTS
20,640 18,451 1,857 30,516 36,917 53,013 57,225 12,702 8,490
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 13,774)
-2,249 -1,064 1,176 10,875 12,512 9,802 12,624 3,972 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 28.1 2.8 46.4 56.2 80.7 87.1 19.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 18 8 22 12 51 34
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 106,729
COMMITMENTS
42,799 11,468 2,814 42,277 31,229 87,890 45,511 18,839 61,218
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 9,210)
-1,804 349 1,377 277 3,128 -150 4,854 9,360 4,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 10.7 2.6 39.6 29.3 82.3 42.6 17.7 57.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
38 14 10 37 24 78 46
Updated December 11, 2015