BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,198
COMMITMENTS
713 1,148 717 3,605 3,203 5,035 5,067 1,163 1,130
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 299)
45 84 23 84 150 151 257 148 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 18.5 11.6 58.2 51.7 81.2 81.8 18.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 9 12 15 15 28 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,583
COMMITMENTS
18,025 5,922 12,241 18,412 18,041 48,678 36,204 5,905 18,379
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 5,630)
1,947 578 1,685 1,760 1,590 5,393 3,853 238 1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 10.9 22.4 33.7 33.1 89.2 66.3 10.8 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 27 32 37 26 72 71
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,284
COMMITMENTS
312 2,335 2,298 8,807 6,527 11,418 11,160 866 1,124
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 958)
127 321 261 525 603 914 1,185 44 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 19.0 18.7 71.7 53.1 92.9 90.8 7.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 21 18 25 19 44 42
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,693
COMMITMENTS
621 56 642 1,921 1,635 3,184 2,332 509 1,361
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 396)
64 33 88 277 246 430 366 -33 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 1.5 17.4 52.0 44.3 86.2 63.2 13.8 36.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 2 7 11 9 19 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 228,055
COMMITMENTS
53,958 54,394 74,971 79,709 68,768 208,638 198,133 19,417 29,922
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -33,301)
-1,730 -504 -26,792 -3,884 -6,141 -32,405 -33,437 -896 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 23.9 32.9 35.0 30.2 91.5 86.9 8.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
103 77 105 77 70 221 222
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 349,831
COMMITMENTS
63,244 55,595 111,413 145,375 132,658 320,033 299,666 29,798 50,165
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -1,006)
-4,215 -3,184 929 2,939 640 -347 -1,614 -659 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 15.9 31.8 41.6 37.9 91.5 85.7 8.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
101 104 136 136 135 313 315
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,332
COMMITMENTS
1,335 1,433 836 794 1,026 2,964 3,295 1,368 1,037
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -13)
123 -74 -160 -122 152 -160 -83 147 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 33.1 19.3 18.3 23.7 68.4 76.1 31.6 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
21 17 11 15 16 42 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,199
COMMITMENTS
12,260 8,252 13,082 12,536 7,902 37,878 29,237 9,320 17,962
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -1,688)
-1,071 -1,067 -76 386 -1,054 -761 -2,197 -927 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 17.5 27.7 26.6 16.7 80.3 61.9 19.7 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
44 49 52 62 50 137 132
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,326
COMMITMENTS
709 4,411 170 3,447 347 4,326 4,928 1,001 398
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 647)
92 709 -46 517 -30 563 633 84 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 82.8 3.2 64.7 6.5 81.2 92.5 18.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 5 4 11 4 19 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 44,952
COMMITMENTS
2,343 22,224 5,598 36,054 11,960 43,995 39,782 957 5,170
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 4,201)
356 3,004 404 3,186 344 3,946 3,752 256 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 49.4 12.5 80.2 26.6 97.9 88.5 2.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
10 43 31 25 23 61 71
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,182
COMMITMENTS
2,492 3,327 0 25,860 25,404 28,352 28,731 830 451
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -15,930)
-760 911 -1,949 -13,292 -14,800 -16,001 -15,838 71 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 11.4 0.0 88.6 87.1 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 4 0 10 9 16 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 181,006
COMMITMENTS
38,955 98,121 11,032 106,160 26,807 156,147 135,960 24,859 45,046
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -24,407)
-2,109 2,989 -1,311 -21,702 -26,098 -25,122 -24,420 715 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 54.2 6.1 58.7 14.8 86.3 75.1 13.7 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
23 39 17 24 28 57 74
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,454
COMMITMENTS
27,358 24,922 1,514 17,959 5,665 46,830 32,102 5,624 20,352
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -2,525)
-1,803 -2,814 -327 154 294 -1,976 -2,847 -550 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 47.5 2.9 34.2 10.8 89.3 61.2 10.7 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 14 7 10 12 22 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 138,247
COMMITMENTS
28,771 85,218 1,945 104,309 43,880 135,025 131,042 3,222 7,205
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -6,625)
-6,022 -9,698 1,016 -1,421 2,368 -6,427 -6,314 -197 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 61.6 1.4 75.5 31.7 97.7 94.8 2.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
22 68 11 14 18 44 89
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 219,773
COMMITMENTS
42,788 68,262 17,271 141,570 93,864 201,628 179,397 18,145 40,375
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 34,914)
3,912 11,816 4,851 25,140 11,733 33,903 28,400 1,011 6,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 31.1 7.9 64.4 42.7 91.7 81.6 8.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
30 38 18 26 36 64 84
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 220,581
COMMITMENTS
35,387 69,066 15,982 152,555 98,222 203,924 183,269 16,657 37,312
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 1,987)
-792 3,039 97 6,476 -1,708 5,782 1,427 -3,795 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 31.3 7.2 69.2 44.5 92.4 83.1 7.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
26 50 26 27 42 69 102
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 476,418
COMMITMENTS
70,375 222,139 49,909 295,614 121,617 415,897 393,665 60,521 82,753
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 2,379)
-1,048 -2,224 3,407 -910 4,364 1,449 5,547 930 -3,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 46.6 10.5 62.0 25.5 87.3 82.6 12.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
52 112 62 54 68 144 204
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,542
COMMITMENTS
8,968 5,908 421 10,423 12,789 19,812 19,118 730 1,424
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 835)
-569 519 2 1,510 346 943 867 -108 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 28.8 2.0 50.7 62.3 96.4 93.1 3.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 15 2 3 3 12 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,057
COMMITMENTS
14,946 15,167 211 6,207 4,514 21,364 19,892 2,693 4,165
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 431)
-1,400 -60 109 1,494 259 203 308 228 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.1 63.0 0.9 25.8 18.8 88.8 82.7 11.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
21 20 4 11 9 33 32
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,698,338
COMMITMENTS
1202117 1269832 6888000 7891769 7413848 15981886 15571679 716,453 1126659
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 288,411)
-24,658 80,878 248,798 91,328 -88,232 315,468 241,444 -27,057 46,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.6 41.2 47.3 44.4 95.7 93.3 4.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
56 87 115 127 141 255 278
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 727,611
COMMITMENTS
68,923 77,597 77,972 466,494 462,070 613,389 617,640 114,222 109,972
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -232,209)
-7,791 -213 -39,744 -167,487 -177,871 -215,023 -217,829 -17,186 -14,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 10.7 10.7 64.1 63.5 84.3 84.9 15.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 604)
135 136 143 237 248 454 447
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 121,960
COMMITMENTS
12,269 2,261 16,864 61,223 50,256 90,355 69,381 31,605 52,579
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -77,394)
-5,480 -3,016 -11,609 -40,809 -70,261 -57,898 -84,885 -19,497 7,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 1.9 13.8 50.2 41.2 74.1 56.9 25.9 43.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 14 25 42 36 75 61
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,028,253
COMMITMENTS
300,660 394,069 288,153 2026355 2059070 2615168 2741293 413,085 286,960
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -774,074)
-38,192 -12,620 -114,044 -633,391 -538,053 -785,626 -664,717 11,553 -109,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 13.0 9.5 66.9 68.0 86.4 90.5 13.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
125 130 130 228 240 427 426
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 86,384
COMMITMENTS
10,035 3,708 790 65,689 77,807 76,514 82,305 9,870 4,079
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -6,680)
551 903 380 -7,437 -7,806 -6,506 -6,523 -174 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.3 0.9 76.0 90.1 88.6 95.3 11.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
11 5 3 51 36 63 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,944
COMMITMENTS
16,844 7,248 1,325 38,931 50,973 57,099 59,546 5,845 3,398
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -17,128)
-2,809 317 -1,501 -14,241 -16,873 -18,550 -18,056 1,422 928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 11.5 2.1 61.8 81.0 90.7 94.6 9.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
61 37 17 68 57 138 102
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 314,720
COMMITMENTS
84,218 36,242 6,624 194,653 254,864 285,495 297,730 29,225 16,990
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -85,641)
-14,043 1,587 -7,503 -71,206 -84,365 -92,751 -90,281 7,110 4,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 11.5 2.1 61.8 81.0 90.7 94.6 9.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
61 37 17 68 57 138 102
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 116,448
COMMITMENTS
49,026 70,323 5,174 46,737 12,320 100,936 87,817 15,511 28,631
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -5,873)
-13,415 -2,959 -375 10,736 -1,611 -3,054 -4,945 -2,818 -928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 60.4 4.4 40.1 10.6 86.7 75.4 13.3 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
19 44 11 20 18 46 66
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,555
COMMITMENTS
18,358 7,725 133 19,734 37,348 38,225 45,206 10,330 3,349
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -273)
-666 -78 -6 -330 -10 -1,002 -94 729 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 15.9 0.3 40.6 76.9 78.7 93.1 21.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
20 10 1 14 12 34 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,106
COMMITMENTS
20,377 7,820 1,408 37,748 12,415 59,533 21,643 8,573 46,463
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 513)
-625 -1,550 1,253 658 482 1,286 185 -773 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 11.5 2.1 55.4 18.2 87.4 31.8 12.6 68.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
29 8 3 31 17 62 26
Updated December 25, 2015