BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,333
COMMITMENTS
755 1,305 684 3,672 3,235 5,112 5,224 1,221 1,109
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 135)
42 157 -32 67 32 77 156 58 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 20.6 10.8 58.0 51.1 80.7 82.5 19.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 10 10 14 15 28 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,377
COMMITMENTS
18,962 6,308 12,297 18,544 18,841 49,803 37,446 5,574 17,930
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 793)
937 386 56 132 800 1,125 1,243 -331 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 11.4 22.2 33.5 34.0 89.9 67.6 10.1 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
19 27 32 37 26 72 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,628
COMMITMENTS
350 2,176 2,385 9,174 6,892 11,909 11,453 718 1,175
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 343)
38 -159 87 367 365 492 293 -148 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 17.2 18.9 72.7 54.6 94.3 90.7 5.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 20 18 26 20 45 42
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,777
COMMITMENTS
572 56 696 2,002 1,665 3,270 2,418 506 1,359
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 84)
-49 1 54 81 31 87 86 -3 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 1.5 18.4 53.0 44.1 86.6 64.0 13.4 36.0
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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 226,786
COMMITMENTS
53,032 50,177 74,171 81,494 72,932 208,696 197,280 18,090 29,506
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,268)
-926 -4,217 -800 1,785 4,165 58 -852 -1,327 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 22.1 32.7 35.9 32.2 92.0 87.0 8.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
93 77 102 78 70 214 216
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 361,673
COMMITMENTS
58,975 51,150 118,997 155,489 139,388 333,461 309,536 28,212 52,137
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 11,842)
-4,269 -4,444 7,584 10,113 6,731 13,428 9,870 -1,586 1,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 14.1 32.9 43.0 38.5 92.2 85.6 7.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
102 110 142 142 145 327 330
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,142
COMMITMENTS
1,263 1,504 752 894 988 2,909 3,244 1,233 898
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -190)
-72 71 -83 100 -39 -55 -51 -135 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 36.3 18.2 21.6 23.8 70.2 78.3 29.8 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 19 11 16 14 42 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,230
COMMITMENTS
11,944 7,384 13,501 12,656 7,890 38,100 28,775 9,130 18,455
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 31)
-316 -868 418 120 -12 222 -462 -191 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 15.6 28.6 26.8 16.7 80.7 60.9 19.3 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
45 48 49 63 53 136 133
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,635
COMMITMENTS
770 4,706 199 3,624 341 4,593 5,246 1,043 390
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 309)
61 295 29 177 -6 267 318 42 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 83.5 3.5 64.3 6.0 81.5 93.1 18.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 5 5 11 5 20 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 45,650
COMMITMENTS
2,391 22,747 5,814 36,536 12,027 44,741 40,588 909 5,062
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 698)
49 523 215 482 68 746 806 -48 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 49.8 12.7 80.0 26.3 98.0 88.9 2.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
10 43 30 25 23 60 71
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,359
COMMITMENTS
2,937 3,593 0 25,699 25,238 28,636 28,831 723 528
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 177)
445 266 0 -161 -166 284 100 -107 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 12.2 0.0 87.5 86.0 97.5 98.2 2.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 4 0 10 10 19 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 189,038
COMMITMENTS
42,969 106,992 10,901 110,932 27,144 164,802 145,037 24,236 44,001
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 8,033)
4,014 8,872 -130 4,772 336 8,656 9,078 -623 -1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 56.6 5.8 58.7 14.4 87.2 76.7 12.8 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
26 41 17 26 31 61 80
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,287
COMMITMENTS
26,547 23,294 1,543 17,951 5,536 46,041 30,373 5,246 20,914
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,167)
-810 -1,628 29 -8 -129 -790 -1,729 -377 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 45.4 3.0 35.0 10.8 89.8 59.2 10.2 40.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 12 8 10 12 22 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 140,189
COMMITMENTS
30,626 87,745 1,217 105,200 43,844 137,043 132,806 3,146 7,383
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,941)
1,855 2,527 -728 891 -36 2,018 1,764 -76 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 62.6 0.9 75.0 31.3 97.8 94.7 2.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
25 66 12 14 18 47 88
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 229,735
COMMITMENTS
40,570 70,474 18,059 151,645 100,758 210,273 189,290 19,462 40,445
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 9,962)
-2,218 2,212 788 10,075 6,893 8,645 9,893 1,317 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 30.7 7.9 66.0 43.9 91.5 82.4 8.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
27 39 19 27 36 63 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 220,870
COMMITMENTS
41,758 63,313 16,767 142,518 103,463 201,044 183,543 19,826 37,327
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 289)
6,371 -5,752 785 -10,036 5,241 -2,880 273 3,169 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 28.7 7.6 64.5 46.8 91.0 83.1 9.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
25 45 26 27 38 67 94
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 466,815
COMMITMENTS
66,425 218,445 47,078 293,705 120,913 407,208 386,436 59,607 80,379
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -9,603)
-3,950 -3,694 -2,831 -1,908 -704 -8,689 -7,229 -914 -2,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 46.8 10.1 62.9 25.9 87.2 82.8 12.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
55 106 64 56 65 145 201
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 29,333
COMMITMENTS
9,858 7,307 3,479 15,112 17,204 28,449 27,990 884 1,343
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 8,791)
890 1,399 3,058 4,689 4,415 8,637 8,872 154 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 24.9 11.9 51.5 58.7 97.0 95.4 3.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 11 2 3 4 12 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,587
COMMITMENTS
14,971 15,117 103 6,004 5,148 21,078 20,368 3,509 4,219
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 530)
25 -50 -108 -203 634 -286 476 816 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.9 61.5 0.4 24.4 20.9 85.7 82.8 14.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
21 20 3 10 11 33 32
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,219,474
COMMITMENTS
1224557 1375322 7220387 8077931 7508229 16522875 16103939 696,599 1115535
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 521,136)
22,439 105,490 332,388 186,162 94,381 540,989 532,259 -19,853 -11,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 8.0 41.9 46.9 43.6 96.0 93.5 4.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
55 89 115 126 140 254 277
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 719,013
COMMITMENTS
65,436 76,446 78,698 467,166 458,643 611,300 613,788 107,713 105,225
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -8,598)
-3,487 -1,151 726 672 -3,427 -2,089 -3,851 -6,509 -4,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 10.6 10.9 65.0 63.8 85.0 85.4 15.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597)
128 139 141 237 246 446 447
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 122,752
COMMITMENTS
11,677 3,088 17,691 60,295 56,347 89,663 77,126 33,090 45,627
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 792)
-592 826 827 -928 6,091 -693 7,745 1,485 -6,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 2.5 14.4 49.1 45.9 73.0 62.8 27.0 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
16 16 26 43 39 77 65
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,981,301
COMMITMENTS
289,150 387,150 284,680 2034356 2011482 2608186 2683313 373,116 297,988
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -46,951)
-11,510 -6,919 -3,473 8,001 -47,588 -6,982 -57,980 -39,969 11,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 13.0 9.5 68.2 67.5 87.5 90.0 12.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 570)
120 132 128 226 238 417 427
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 83,331
COMMITMENTS
8,698 3,814 756 64,582 74,368 74,036 78,938 9,295 4,393
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -3,053)
-1,337 106 -34 -1,107 -3,439 -2,478 -3,367 -575 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 4.6 0.9 77.5 89.2 88.8 94.7 11.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
10 5 2 52 35 63 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,102
COMMITMENTS
19,259 6,978 1,237 38,942 53,127 59,438 61,341 5,664 3,760
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 2,158)
2,416 -271 -88 11 2,154 2,339 1,795 -181 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 10.7 1.9 59.8 81.6 91.3 94.2 8.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
69 39 19 70 56 148 105
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 325,509
COMMITMENTS
96,296 34,889 6,185 194,709 265,634 297,190 306,707 28,319 18,802
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 10,789)
12,078 -1,354 -439 56 10,770 11,695 8,977 -906 1,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 10.7 1.9 59.8 81.6 91.3 94.2 8.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
69 39 19 70 56 148 105
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 107,942
COMMITMENTS
44,924 62,671 5,057 41,022 12,112 91,002 79,840 16,939 28,101
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -8,506)
-4,102 -7,651 -117 -5,715 -208 -9,934 -7,977 1,428 -530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 58.1 4.7 38.0 11.2 84.3 74.0 15.7 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
20 44 13 20 18 49 66
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,082
COMMITMENTS
19,867 7,162 133 19,932 37,502 39,932 44,797 8,150 3,285
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -473)
1,509 -563 0 198 154 1,707 -409 -2,180 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 14.9 0.3 41.5 78.0 83.0 93.2 17.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
19 8 1 15 12 34 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,567
COMMITMENTS
20,960 7,345 978 40,712 13,324 62,650 21,647 7,917 48,920
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 2,461)
583 -475 -430 2,964 909 3,117 4 -656 2,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 10.4 1.4 57.7 18.9 88.8 30.7 11.2 69.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
30 9 3 29 19 61 29
Updated January 1, 2016