BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,899
COMMITMENTS
669 1,064 694 3,521 3,053 4,884 4,811 1,015 1,088
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 331)
56 324 43 393 -35 492 332 -161 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 18.0 11.8 59.7 51.8 82.8 81.6 17.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 11 11 16 13 29 27
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,953
COMMITMENTS
16,078 5,344 10,556 16,652 16,450 43,285 32,350 5,668 16,602
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 4,327)
1,565 290 1,265 767 684 3,597 2,239 730 2,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 10.9 21.6 34.0 33.6 88.4 66.1 11.6 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 26 32 36 25 73 69
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,326
COMMITMENTS
185 2,014 2,037 8,282 5,923 10,504 9,975 822 1,351
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 468)
72 -4 173 468 196 713 365 -245 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 17.8 18.0 73.1 52.3 92.7 88.1 7.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 17 17 24 19 42 40
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,297
COMMITMENTS
556 23 555 1,643 1,389 2,754 1,967 542 1,330
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 138)
-94 16 9 321 102 236 127 -98 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 0.7 16.8 49.8 42.1 83.5 59.7 16.5 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 2 6 10 10 17 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,356
COMMITMENTS
55,688 54,898 101,763 83,592 74,909 241,043 231,570 20,313 29,786
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -765)
-76 -563 2,236 -2,228 -273 -69 1,400 -696 -2,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 21.0 38.9 32.0 28.7 92.2 88.6 7.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
105 89 113 81 75 238 234
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 350,837
COMMITMENTS
67,459 58,779 110,484 142,437 132,017 320,380 301,280 30,457 49,557
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 8,770)
279 -4,736 8,077 -653 5,574 7,704 8,915 1,066 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 16.8 31.5 40.6 37.6 91.3 85.9 8.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
103 103 127 136 139 307 316
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,345
COMMITMENTS
1,212 1,507 996 916 874 3,124 3,378 1,221 967
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -296)
-18 -176 -95 -72 60 -185 -211 -111 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 34.7 22.9 21.1 20.1 71.9 77.7 28.1 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 16 13 17 17 43 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,887
COMMITMENTS
13,331 9,320 13,158 12,151 8,956 38,640 31,434 10,247 17,453
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,877)
388 -306 1,860 -298 600 1,950 2,154 927 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 19.1 26.9 24.9 18.3 79.0 64.3 21.0 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
42 60 50 61 53 139 138
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,679
COMMITMENTS
616 3,702 216 2,930 377 3,762 4,295 917 385
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 432)
150 453 20 307 -49 477 425 -46 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 79.1 4.6 62.6 8.0 80.4 91.8 19.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 5 5 11 4 19 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 40,751
COMMITMENTS
1,987 19,221 5,194 32,868 11,616 40,049 36,030 702 4,721
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 4,409)
225 2,466 812 3,309 704 4,346 3,982 63 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 47.2 12.7 80.7 28.5 98.3 88.4 1.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
11 42 30 23 23 57 72
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 45,112
COMMITMENTS
3,252 2,416 1,949 39,152 40,204 44,353 44,569 759 543
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,171)
788 75 1,949 -1,443 -766 1,294 1,258 -123 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 5.4 4.3 86.8 89.1 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 2 1 11 9 18 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 205,413
COMMITMENTS
41,064 95,132 12,343 127,862 52,905 181,269 160,380 24,144 45,033
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 29,886)
-5,773 5,628 2,286 33,554 22,916 30,067 30,830 -181 -944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 46.3 6.0 62.2 25.8 88.2 78.1 11.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
24 38 15 25 29 55 76
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,979
COMMITMENTS
29,161 27,737 1,841 17,804 5,371 48,806 34,948 6,173 20,031
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -25,437)
18,439 -9,558 -7,575 -36,354 -4,370 -25,490 -21,503 54 -3,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 50.4 3.3 32.4 9.8 88.8 63.6 11.2 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 14 10 9 11 21 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 144,872
COMMITMENTS
34,793 94,916 929 105,730 41,512 141,453 137,357 3,420 7,515
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -55,355)
-10,448 25,526 -32,071 -13,107 -49,699 -55,626 -56,244 271 889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 65.5 0.6 73.0 28.7 97.6 94.8 2.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
23 62 6 17 20 45 83
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 184,858
COMMITMENTS
38,876 56,446 12,419 116,430 82,132 167,725 150,997 17,133 33,861
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -32,725)
-2,812 -10,024 -5,118 -24,736 -13,910 -32,666 -29,053 -59 -3,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 30.5 6.7 63.0 44.4 90.7 81.7 9.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
23 36 14 24 35 55 77
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 218,594
COMMITMENTS
36,179 66,026 15,886 146,078 99,930 198,142 181,842 20,452 36,752
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -46,332)
9,895 -30,519 -6,557 -52,211 2,836 -48,873 -34,239 2,541 -12,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 30.2 7.3 66.8 45.7 90.6 83.2 9.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
28 46 25 25 39 67 96
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 474,039
COMMITMENTS
71,423 224,363 46,502 296,523 117,253 414,448 388,118 59,591 85,921
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -67,902)
-9,092 -22,587 -19,003 -35,500 -20,888 -63,595 -62,478 -4,307 -5,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 47.3 9.8 62.6 24.7 87.4 81.9 12.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
56 105 61 55 65 145 197
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 19,707
COMMITMENTS
9,537 5,389 419 8,913 12,443 18,869 18,251 838 1,456
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -1,662)
-2,953 -1,717 15 1,293 -4 -1,645 -1,706 -17 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 27.3 2.1 45.2 63.1 95.7 92.6 4.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 10 2 4 3 9 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,626
COMMITMENTS
16,346 15,227 102 4,713 4,255 21,161 19,584 2,465 4,042
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -14,799)
-8,106 -344 -901 -5,538 -13,102 -14,545 -14,347 -254 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 64.5 0.4 19.9 18.0 89.6 82.9 10.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 20 2 9 9 29 30
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,409,927
COMMITMENTS
1226775 1188953 6639202 7800441 7502080 15666418 15330235 743,509 1079692
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -3,419,652)
-301,945 -338,937 -1839282 -1331027 -1193600 -3472254 -3371818 52,601 -47,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 7.2 40.5 47.5 45.7 95.5 93.4 4.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
60 85 113 130 143 255 279
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 959,820
COMMITMENTS
76,714 77,810 117,717 633,981 639,941 828,412 835,468 131,408 124,352
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 96,255)
4,250 -1,238 20,629 35,105 42,050 59,984 61,441 36,270 34,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 8.1 12.3 66.1 66.7 86.3 87.0 13.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 623)
144 140 162 261 267 491 486
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 199,355
COMMITMENTS
17,748 5,277 28,473 102,032 120,516 148,253 154,266 51,102 45,089
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 37,320)
5,590 1,039 4,450 11,075 10,486 21,115 15,975 16,206 21,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 2.6 14.3 51.2 60.5 74.4 77.4 25.6 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 11 25 45 40 75 65
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,802,327
COMMITMENTS
338,852 406,689 402,197 2659746 2597124 3400794 3406010 401,533 396,317
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 294,672)
16,283 11,596 57,917 120,149 157,817 194,349 227,331 100,323 67,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 10.7 10.6 70.0 68.3 89.4 89.6 10.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603)
138 135 152 253 260 470 469
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 93,064
COMMITMENTS
9,484 2,805 410 73,126 85,613 83,020 88,828 10,044 4,236
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 5,572)
-1,712 -129 -50 7,980 5,070 6,218 4,891 -646 681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 3.0 0.4 78.6 92.0 89.2 95.4 10.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 4 2 50 40 62 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 80,072
COMMITMENTS
19,652 6,931 2,825 53,172 67,846 75,649 77,602 4,423 2,470
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 9,886)
498 -1,142 292 10,609 12,481 11,400 11,632 -1,514 -1,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 8.7 3.5 66.4 84.7 94.5 96.9 5.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
70 39 22 89 74 168 126
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 400,360
COMMITMENTS
98,261 34,655 14,127 265,858 339,229 378,246 388,011 22,115 12,350
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 49,431)
2,492 -5,709 1,461 53,047 62,407 56,999 58,158 -7,569 -8,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 8.7 3.5 66.4 84.7 94.5 96.9 5.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
70 39 22 89 74 168 126
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 122,320
COMMITMENTS
62,441 73,281 5,549 36,001 13,931 103,991 92,761 18,330 29,559
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -49,685)
14,054 -9,083 -6,688 -55,567 -32,894 -48,202 -48,665 -1,483 -1,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 59.9 4.5 29.4 11.4 85.0 75.8 15.0 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
20 42 14 18 20 47 67
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,828
COMMITMENTS
19,024 7,803 139 20,064 37,358 39,227 45,300 9,601 3,528
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -16,887)
-1,616 -10,648 -1,718 -10,452 441 -13,786 -11,925 -3,101 -4,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 16.0 0.3 41.1 76.5 80.3 92.8 19.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 10 1 15 12 35 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 67,593
COMMITMENTS
21,002 9,370 155 37,090 11,933 58,247 21,458 9,346 46,135
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -39,136)
-21,797 -2,098 -2,659 -5,187 -19,296 -29,643 -24,053 -9,493 -15,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 13.9 0.2 54.9 17.7 86.2 31.7 13.8 68.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
28 5 3 30 15 59 22
Updated December 18, 2015